PREVIEW / futures_30min / 2023-12-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-05.parquet
  size:    109 KB
  rows:    3,869

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2023-12-05 00:00:00	ES	Futures	4960.29	4961.1	4959.47	4960.29	2016.0
2023-12-05 00:30:00	ES	Futures	4960.29	4961.37	4960.01	4961.1	2553.0
2023-12-05 01:00:00	ES	Futures	4961.1	4961.1	4958.93	4958.93	2429.0
2023-12-05 01:30:00	ES	Futures	4958.66	4958.93	4954.31	4955.4	6455.0
2023-12-05 02:00:00	ES	Futures	4955.13	4955.13	4949.42	4949.69	8713.0
2023-12-05 02:30:00	ES	Futures	4949.69	4953.22	4949.69	4950.78	6910.0
2023-12-05 03:00:00	ES	Futures	4950.78	4960.01	4950.78	4957.57	12299.0
2023-12-05 03:30:00	ES	Futures	4957.57	4959.47	4953.77	4959.2	7613.0
2023-12-05 04:00:00	ES	Futures	4958.93	4963.27	4958.38	4961.37	9111.0
2023-12-05 04:30:00	ES	Futures	4961.37	4961.91	4958.38	4960.01	9019.0
2023-12-05 05:00:00	ES	Futures	4960.01	4960.01	4954.58	4957.3	9711.0
2023-12-05 05:30:00	ES	Futures	4957.57	4960.29	4950.24	4952.68	9130.0
2023-12-05 06:00:00	ES	Futures	4952.95	4958.11	4951.6	4953.77	7627.0
2023-12-05 06:30:00	ES	Futures	4953.77	4954.58	4949.15	4949.42	12061.0
2023-12-05 07:00:00	ES	Futures	4949.42	4955.4	4948.61	4951.87	11524.0
2023-12-05 07:30:00	ES	Futures	4952.14	4954.31	4948.34	4952.68	13163.0
2023-12-05 08:00:00	ES	Futures	4952.41	4958.38	4951.87	4957.57	18861.0
2023-12-05 08:30:00	ES	Futures	4957.57	4959.74	4952.41	4952.95	20285.0
2023-12-05 09:00:00	ES	Futures	4952.95	4956.75	4948.34	4955.4	37128.0
2023-12-05 09:30:00	ES	Futures	4955.4	4961.37	4951.32	4957.57	153026.0
2023-12-05 10:00:00	ES	Futures	4957.57	4974.68	4956.48	4967.89	239944.0
2023-12-05 10:30:00	ES	Futures	4967.89	4979.02	4965.44	4978.48	137264.0
2023-12-05 11:00:00	ES	Futures	4978.75	4980.92	4958.93	4966.53	160368.0
2023-12-05 11:30:00	ES	Futures	4966.8	4971.15	4956.48	4964.09	110783.0
2023-12-05 12:00:00	ES	Futures	4964.09	4968.43	4962.19	4966.53	79824.0
2023-12-05 12:30:00	ES	Futures	4966.8	4967.62	4955.13	4966.26	91139.0
2023-12-05 13:00:00	ES	Futures	4965.99	4970.06	4962.19	4967.07	69701.0
2023-12-05 13:30:00	ES	Futures	4967.35	4969.52	4963.27	4965.72	67309.0
2023-12-05 14:00:00	ES	Futures	4965.99	4971.15	4962.46	4968.7	57966.0
2023-12-05 14:30:00	ES	Futures	4968.7	4971.15	4963.54	4970.6	57998.0
2023-12-05 15:00:00	ES	Futures	4970.33	4972.23	4968.16	4969.25	56300.0
2023-12-05 15:30:00	ES	Futures	4969.52	4970.88	4964.63	4970.33	195316.0
2023-12-05 16:00:00	ES	Futures	4970.33	4973.32	4969.25	4969.52	48732.0
2023-12-05 16:30:00	ES	Futures	4969.52	4969.52	4966.53	4967.62	5932.0
2023-12-05 18:00:00	ES	Futures	4967.62	4968.97	4965.44	4968.7	3711.0
2023-12-05 18:30:00	ES	Futures	4968.7	4973.05	4968.7	4972.78	4070.0
2023-12-05 19:00:00	ES	Futures	4972.51	4979.57	4972.51	4978.21	9991.0
2023-12-05 19:30:00	ES	Futures	4977.94	4979.84	4976.85	4979.84	4975.0
2023-12-05 20:00:00	ES	Futures	4979.84	4982.55	4979.57	4980.65	6280.0
2023-12-05 20:30:00	ES	Futures	4980.38	4984.18	4979.57	4982.82	5936.0
2023-12-05 21:00:00	ES	Futures	4982.82	4984.18	4981.47	4981.74	5397.0
2023-12-05 21:30:00	ES	Futures	4982.01	4983.1	4981.2	4982.55	2965.0
2023-12-05 22:00:00	ES	Futures	4982.55	4983.91	4982.28	4983.64	3239.0
2023-12-05 22:30:00	ES	Futures	4983.64	4986.08	4983.37	4983.64	4850.0
2023-12-05 23:00:00	ES	Futures	4983.64	4984.73	4983.64	4984.73	2519.0
2023-12-05 23:30:00	ES	Futures	4984.73	4985.0	4983.37	4984.18	2309.0
2023-12-05 00:00:00	NQ	Futures	17389.26	17392.01	17382.67	17388.44	1471.0
2023-12-05 00:30:00	NQ	Futures	17388.17	17391.74	17385.69	17388.44	1440.0
2023-12-05 01:00:00	NQ	Futures	17388.72	17388.99	17373.61	17373.88	1570.0
2023-12-05 01:30:00	NQ	Futures	17373.61	17374.43	17350.26	17355.21	3182.0

> showing 50 of 3,869 rows — these rows as CSV

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