PREVIEW / futures_30min / 2023-12-07

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-07.parquet
  size:    107 KB
  rows:    3,842

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
2023-12-07 00:00:00	ES	Futures	4946.71	4947.25	4945.35	4945.62	2920.0
2023-12-07 00:30:00	ES	Futures	4945.62	4945.89	4943.45	4944.53	3989.0
2023-12-07 01:00:00	ES	Futures	4944.81	4947.52	4944.53	4946.44	3268.0
2023-12-07 01:30:00	ES	Futures	4946.44	4946.71	4942.91	4943.45	2732.0
2023-12-07 02:00:00	ES	Futures	4943.72	4947.52	4942.63	4946.98	6335.0
2023-12-07 02:30:00	ES	Futures	4946.98	4948.34	4945.89	4947.25	4943.0
2023-12-07 03:00:00	ES	Futures	4947.52	4950.24	4946.16	4947.52	14155.0
2023-12-07 03:30:00	ES	Futures	4947.25	4948.34	4943.18	4943.18	11408.0
2023-12-07 04:00:00	ES	Futures	4943.18	4946.71	4941.0	4946.16	14310.0
2023-12-07 04:30:00	ES	Futures	4946.16	4949.42	4945.62	4948.06	8760.0
2023-12-07 05:00:00	ES	Futures	4948.34	4949.69	4946.16	4947.52	6341.0
2023-12-07 05:30:00	ES	Futures	4947.25	4948.61	4945.08	4948.34	5466.0
2023-12-07 06:00:00	ES	Futures	4948.06	4950.78	4947.52	4950.24	7857.0
2023-12-07 06:30:00	ES	Futures	4949.97	4950.78	4948.88	4949.42	6590.0
2023-12-07 07:00:00	ES	Futures	4949.15	4949.97	4947.25	4949.69	8101.0
2023-12-07 07:30:00	ES	Futures	4949.42	4953.5	4948.61	4952.95	16314.0
2023-12-07 08:00:00	ES	Futures	4952.95	4956.48	4952.41	4954.85	19880.0
2023-12-07 08:30:00	ES	Futures	4954.58	4964.36	4950.78	4963.54	45506.0
2023-12-07 09:00:00	ES	Futures	4963.54	4971.42	4962.19	4970.88	43530.0
2023-12-07 09:30:00	ES	Futures	4971.15	4974.13	4963.82	4965.44	220208.0
2023-12-07 10:00:00	ES	Futures	4965.72	4982.82	4964.9	4982.28	162830.0
2023-12-07 10:30:00	ES	Futures	4982.28	4984.18	4977.94	4981.2	103988.0
2023-12-07 11:00:00	ES	Futures	4981.2	4983.1	4965.99	4972.23	138005.0
2023-12-07 11:30:00	ES	Futures	4972.23	4983.91	4971.42	4983.64	102086.0
2023-12-07 12:00:00	ES	Futures	4983.64	4987.44	4978.48	4985.0	82409.0
2023-12-07 12:30:00	ES	Futures	4985.0	4986.35	4982.55	4984.18	61495.0
2023-12-07 13:00:00	ES	Futures	4984.18	4988.53	4981.74	4983.64	52483.0
2023-12-07 13:30:00	ES	Futures	4983.64	4987.17	4982.01	4985.81	35348.0
2023-12-07 14:00:00	ES	Futures	4985.54	4992.33	4984.73	4990.16	49543.0
2023-12-07 14:30:00	ES	Futures	4990.43	4990.7	4982.28	4982.82	58091.0
2023-12-07 15:00:00	ES	Futures	4982.55	4987.71	4981.47	4985.54	55031.0
2023-12-07 15:30:00	ES	Futures	4985.81	4987.44	4981.74	4984.18	144480.0
2023-12-07 16:00:00	ES	Futures	4984.18	4984.73	4980.65	4980.92	50300.0
2023-12-07 16:30:00	ES	Futures	4980.92	4981.2	4978.75	4981.2	7434.0
2023-12-07 18:00:00	ES	Futures	4982.01	4983.1	4979.57	4979.84	2655.0
2023-12-07 18:30:00	ES	Futures	4979.84	4980.92	4979.02	4979.84	2282.0
2023-12-07 19:00:00	ES	Futures	4980.11	4983.1	4979.57	4982.55	4097.0
2023-12-07 19:30:00	ES	Futures	4982.55	4984.18	4982.01	4983.1	3198.0
2023-12-07 20:00:00	ES	Futures	4983.1	4983.37	4980.38	4981.47	3945.0
2023-12-07 20:30:00	ES	Futures	4981.2	4983.1	4979.57	4980.65	3958.0
2023-12-07 21:00:00	ES	Futures	4980.38	4983.1	4980.11	4983.1	3030.0
2023-12-07 21:30:00	ES	Futures	4982.82	4983.64	4982.28	4983.64	2020.0
2023-12-07 22:00:00	ES	Futures	4983.64	4984.45	4982.55	4983.64	2552.0
2023-12-07 22:30:00	ES	Futures	4983.91	4985.27	4982.82	4985.0	1747.0
2023-12-07 23:00:00	ES	Futures	4985.0	4985.81	4984.18	4984.73	1890.0
2023-12-07 23:30:00	ES	Futures	4984.73	4985.54	4984.45	4985.54	1068.0
2023-12-07 00:00:00	NQ	Futures	17373.88	17376.63	17365.09	17365.64	1522.0
2023-12-07 00:30:00	NQ	Futures	17365.64	17365.92	17350.81	17357.95	2720.0
2023-12-07 01:00:00	NQ	Futures	17358.5	17368.39	17355.48	17365.37	1517.0
2023-12-07 01:30:00	NQ	Futures	17365.64	17368.12	17350.54	17353.01	1317.0

> showing 50 of 3,842 rows — these rows as CSV

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