PREVIEW / futures_30min / 2023-12-08

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-08.parquet
  size:    91 KB
  rows:    3,086

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
2023-12-08 00:00:00	ES	Futures	4985.27	4986.08	4983.37	4984.18	2690.0
2023-12-08 00:30:00	ES	Futures	4984.18	4984.45	4982.82	4983.91	1993.0
2023-12-08 01:00:00	ES	Futures	4983.91	4984.18	4983.1	4983.64	1924.0
2023-12-08 01:30:00	ES	Futures	4983.64	4983.64	4981.74	4982.55	1375.0
2023-12-08 02:00:00	ES	Futures	4982.55	4982.82	4979.84	4980.11	2954.0
2023-12-08 02:30:00	ES	Futures	4980.11	4980.38	4978.21	4978.48	3284.0
2023-12-08 03:00:00	ES	Futures	4978.48	4980.11	4975.76	4979.02	9050.0
2023-12-08 03:30:00	ES	Futures	4979.29	4982.55	4978.75	4982.01	4834.0
2023-12-08 04:00:00	ES	Futures	4982.01	4987.71	4981.74	4986.08	6617.0
2023-12-08 04:30:00	ES	Futures	4986.08	4986.9	4985.0	4986.63	3941.0
2023-12-08 05:00:00	ES	Futures	4986.35	4989.07	4985.0	4988.53	5627.0
2023-12-08 05:30:00	ES	Futures	4988.8	4989.61	4987.98	4987.98	3945.0
2023-12-08 06:00:00	ES	Futures	4987.98	4988.53	4985.0	4985.81	3961.0
2023-12-08 06:30:00	ES	Futures	4985.81	4986.9	4978.48	4979.84	7048.0
2023-12-08 07:00:00	ES	Futures	4979.84	4980.92	4974.41	4980.11	11331.0
2023-12-08 07:30:00	ES	Futures	4980.38	4980.38	4977.12	4978.21	8860.0
2023-12-08 08:00:00	ES	Futures	4978.21	4979.57	4973.59	4975.22	18766.0
2023-12-08 08:30:00	ES	Futures	4975.22	4987.98	4955.13	4976.31	87015.0
2023-12-08 09:00:00	ES	Futures	4976.31	4979.84	4970.06	4975.76	46430.0
2023-12-08 09:30:00	ES	Futures	4976.04	4989.61	4973.05	4984.18	155536.0
2023-12-08 10:00:00	ES	Futures	4983.37	5008.08	4983.37	5001.56	156925.0
2023-12-08 10:30:00	ES	Futures	5001.83	5004.01	4987.71	5003.73	118523.0
2023-12-08 11:00:00	ES	Futures	5003.73	5004.55	4983.64	4989.07	114084.0
2023-12-08 11:30:00	ES	Futures	4989.07	4991.79	4979.84	4984.18	79211.0
2023-12-08 12:00:00	ES	Futures	4984.18	4991.51	4976.31	4990.16	59748.0
2023-12-08 12:30:00	ES	Futures	4990.16	4993.96	4987.71	4992.87	43344.0
2023-12-08 13:00:00	ES	Futures	4992.87	4999.12	4991.24	4997.22	42795.0
2023-12-08 13:30:00	ES	Futures	4997.49	4998.85	4993.14	4997.76	40905.0
2023-12-08 14:00:00	ES	Futures	4998.03	5003.46	4997.22	5002.92	36798.0
2023-12-08 14:30:00	ES	Futures	5002.92	5009.17	5001.29	5007.81	54468.0
2023-12-08 15:00:00	ES	Futures	5007.81	5008.35	5002.38	5007.54	54038.0
2023-12-08 15:30:00	ES	Futures	5007.54	5011.61	5003.73	5005.09	125468.0
2023-12-08 16:00:00	ES	Futures	5004.82	5005.91	5002.11	5005.36	39782.0
2023-12-08 16:30:00	ES	Futures	5005.09	5005.91	5004.55	5004.55	39086.0
2023-12-08 00:00:00	NQ	Futures	17607.9	17609.55	17599.38	17602.68	1059.0
2023-12-08 00:30:00	NQ	Futures	17602.95	17603.23	17595.26	17597.73	1054.0
2023-12-08 01:00:00	NQ	Futures	17597.73	17599.93	17592.79	17594.99	838.0
2023-12-08 01:30:00	NQ	Futures	17595.26	17595.26	17589.22	17591.42	744.0
2023-12-08 02:00:00	NQ	Futures	17592.24	17592.52	17577.13	17580.71	1949.0
2023-12-08 02:30:00	NQ	Futures	17580.98	17582.35	17570.82	17575.49	1707.0
2023-12-08 03:00:00	NQ	Futures	17575.49	17585.65	17565.6	17580.43	3944.0
2023-12-08 03:30:00	NQ	Futures	17580.16	17589.22	17578.51	17587.3	2299.0
2023-12-08 04:00:00	NQ	Futures	17587.02	17608.17	17585.37	17605.7	3634.0
2023-12-08 04:30:00	NQ	Futures	17605.7	17610.37	17601.31	17608.45	1902.0
2023-12-08 05:00:00	NQ	Futures	17608.45	17618.88	17599.38	17615.59	2969.0
2023-12-08 05:30:00	NQ	Futures	17615.31	17621.08	17612.02	17612.02	1645.0
2023-12-08 06:00:00	NQ	Futures	17612.84	17616.41	17593.34	17596.91	2292.0
2023-12-08 06:30:00	NQ	Futures	17597.19	17602.95	17569.17	17576.31	3344.0
2023-12-08 07:00:00	NQ	Futures	17576.59	17581.25	17546.37	17576.86	7009.0
2023-12-08 07:30:00	NQ	Futures	17576.86	17580.98	17560.66	17565.05	4398.0

> showing 50 of 3,086 rows — these rows as CSV

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