PREVIEW / futures_30min / 2023-12-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-06.parquet
  size:    107 KB
  rows:    3,825

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
2023-12-06 00:00:00	ES	Futures	4984.18	4986.08	4983.1	4985.81	3317.0
2023-12-06 00:30:00	ES	Futures	4985.81	4986.08	4982.28	4984.18	4098.0
2023-12-06 01:00:00	ES	Futures	4984.18	4984.73	4982.28	4982.55	3179.0
2023-12-06 01:30:00	ES	Futures	4982.28	4983.1	4981.2	4981.74	2926.0
2023-12-06 02:00:00	ES	Futures	4981.74	4981.74	4977.66	4977.94	6223.0
2023-12-06 02:30:00	ES	Futures	4977.94	4982.55	4977.66	4981.74	4001.0
2023-12-06 03:00:00	ES	Futures	4981.74	4983.91	4979.02	4983.1	11078.0
2023-12-06 03:30:00	ES	Futures	4983.1	4983.37	4978.48	4980.11	10437.0
2023-12-06 04:00:00	ES	Futures	4980.11	4983.1	4978.48	4979.84	8891.0
2023-12-06 04:30:00	ES	Futures	4979.84	4980.65	4975.76	4979.57	8319.0
2023-12-06 05:00:00	ES	Futures	4979.84	4981.47	4978.48	4980.11	6388.0
2023-12-06 05:30:00	ES	Futures	4980.11	4984.45	4980.11	4983.91	5423.0
2023-12-06 06:00:00	ES	Futures	4983.64	4983.91	4978.21	4979.29	7122.0
2023-12-06 06:30:00	ES	Futures	4979.29	4979.29	4976.31	4978.48	7963.0
2023-12-06 07:00:00	ES	Futures	4978.21	4979.29	4974.95	4976.31	10510.0
2023-12-06 07:30:00	ES	Futures	4976.31	4979.84	4976.04	4979.29	7736.0
2023-12-06 08:00:00	ES	Futures	4979.02	4983.37	4977.12	4982.01	19359.0
2023-12-06 08:30:00	ES	Futures	4982.28	4992.6	4982.28	4990.7	54572.0
2023-12-06 09:00:00	ES	Futures	4990.43	4995.04	4990.43	4993.96	39738.0
2023-12-06 09:30:00	ES	Futures	4993.69	4993.96	4982.55	4984.73	193587.0
2023-12-06 10:00:00	ES	Futures	4984.73	4989.07	4971.15	4975.22	179121.0
2023-12-06 10:30:00	ES	Futures	4975.22	4979.84	4973.05	4975.76	112457.0
2023-12-06 11:00:00	ES	Futures	4975.76	4978.75	4969.25	4971.96	92314.0
2023-12-06 11:30:00	ES	Futures	4971.96	4972.23	4962.73	4971.15	120136.0
2023-12-06 12:00:00	ES	Futures	4971.15	4971.96	4964.09	4965.44	66493.0
2023-12-06 12:30:00	ES	Futures	4965.44	4970.88	4960.29	4961.1	81488.0
2023-12-06 13:00:00	ES	Futures	4961.1	4967.89	4958.11	4967.07	72860.0
2023-12-06 13:30:00	ES	Futures	4967.07	4969.25	4963.27	4967.62	49632.0
2023-12-06 14:00:00	ES	Futures	4967.89	4968.7	4961.37	4961.64	49845.0
2023-12-06 14:30:00	ES	Futures	4961.64	4967.07	4960.56	4960.83	50086.0
2023-12-06 15:00:00	ES	Futures	4960.83	4961.64	4949.97	4951.87	109332.0
2023-12-06 15:30:00	ES	Futures	4951.87	4954.31	4944.53	4948.88	200715.0
2023-12-06 16:00:00	ES	Futures	4949.15	4951.05	4947.52	4948.34	51014.0
2023-12-06 16:30:00	ES	Futures	4948.34	4949.97	4948.06	4949.42	5425.0
2023-12-06 18:00:00	ES	Futures	4948.88	4949.42	4945.08	4948.88	6643.0
2023-12-06 18:30:00	ES	Futures	4948.88	4949.97	4945.89	4948.06	4493.0
2023-12-06 19:00:00	ES	Futures	4948.06	4949.69	4945.89	4946.16	5527.0
2023-12-06 19:30:00	ES	Futures	4946.44	4949.97	4946.44	4946.71	3212.0
2023-12-06 20:00:00	ES	Futures	4946.71	4948.88	4946.44	4946.44	3388.0
2023-12-06 20:30:00	ES	Futures	4946.44	4948.88	4944.53	4945.35	5999.0
2023-12-06 21:00:00	ES	Futures	4945.08	4946.71	4944.81	4945.62	3623.0
2023-12-06 21:30:00	ES	Futures	4945.62	4946.98	4943.72	4945.35	3740.0
2023-12-06 22:00:00	ES	Futures	4945.62	4947.25	4943.99	4946.71	3361.0
2023-12-06 22:30:00	ES	Futures	4946.71	4946.98	4944.53	4945.62	2585.0
2023-12-06 23:00:00	ES	Futures	4945.62	4947.52	4945.35	4947.52	2450.0
2023-12-06 23:30:00	ES	Futures	4947.52	4947.52	4945.89	4946.71	1487.0
2023-12-06 00:00:00	NQ	Futures	17555.99	17565.05	17548.3	17564.5	1744.0
2023-12-06 00:30:00	NQ	Futures	17564.5	17565.05	17546.37	17552.69	1809.0
2023-12-06 01:00:00	NQ	Futures	17553.24	17557.63	17547.2	17547.47	1752.0
2023-12-06 01:30:00	NQ	Futures	17547.75	17552.69	17544.18	17546.37	1678.0

> showing 50 of 3,825 rows — these rows as CSV

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