PREVIEW / futures_30min / 2023-12-11

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-11.parquet
  size:    99 KB
  rows:    3,661

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
2023-12-11 00:00:00	ES	Futures	5001.56	5002.38	5000.75	5001.02	694.0
2023-12-11 00:30:00	ES	Futures	5001.02	5004.55	5001.02	5003.73	1369.0
2023-12-11 01:00:00	ES	Futures	5003.73	5005.64	5003.19	5005.09	1443.0
2023-12-11 01:30:00	ES	Futures	5005.09	5005.36	5001.29	5001.29	1360.0
2023-12-11 02:00:00	ES	Futures	5001.02	5003.19	4999.93	4999.93	2176.0
2023-12-11 02:30:00	ES	Futures	5000.2	5002.38	4998.85	5000.48	2488.0
2023-12-11 03:00:00	ES	Futures	5000.48	5003.19	4998.85	5000.2	4105.0
2023-12-11 03:30:00	ES	Futures	5000.2	5002.38	4998.85	4999.66	2568.0
2023-12-11 04:00:00	ES	Futures	4999.66	5006.72	4998.85	5006.72	3833.0
2023-12-11 04:30:00	ES	Futures	5006.72	5006.99	5001.56	5002.11	2918.0
2023-12-11 05:00:00	ES	Futures	5001.83	5004.82	5000.2	5000.48	2301.0
2023-12-11 05:30:00	ES	Futures	5000.75	5003.19	4998.85	4999.12	1993.0
2023-12-11 06:00:00	ES	Futures	4999.12	5001.02	4996.13	4997.76	2987.0
2023-12-11 06:30:00	ES	Futures	4997.76	5002.38	4997.76	5001.29	2361.0
2023-12-11 07:00:00	ES	Futures	5001.56	5003.46	5000.75	5001.83	3001.0
2023-12-11 07:30:00	ES	Futures	5001.83	5003.19	4999.93	5002.92	2251.0
2023-12-11 08:00:00	ES	Futures	5002.65	5005.09	4998.85	5001.29	4282.0
2023-12-11 08:30:00	ES	Futures	5001.02	5002.65	4999.66	5001.29	4658.0
2023-12-11 09:00:00	ES	Futures	5001.29	5004.01	4997.49	4999.12	13365.0
2023-12-11 09:30:00	ES	Futures	4999.12	5006.99	4996.4	5006.72	65285.0
2023-12-11 10:00:00	ES	Futures	5006.45	5008.62	5001.56	5004.55	33286.0
2023-12-11 10:30:00	ES	Futures	5004.55	5015.14	5003.19	5011.07	34839.0
2023-12-11 11:00:00	ES	Futures	5011.07	5014.05	5002.92	5007.81	37079.0
2023-12-11 11:30:00	ES	Futures	5007.54	5008.62	5001.02	5008.08	26913.0
2023-12-11 12:00:00	ES	Futures	5008.08	5011.34	5005.64	5009.71	15819.0
2023-12-11 12:30:00	ES	Futures	5009.98	5013.24	5008.89	5012.7	12272.0
2023-12-11 13:00:00	ES	Futures	5012.7	5019.76	5009.44	5018.4	20950.0
2023-12-11 13:30:00	ES	Futures	5018.4	5021.39	5017.86	5020.3	13969.0
2023-12-11 14:00:00	ES	Futures	5020.3	5022.47	5018.13	5021.39	14180.0
2023-12-11 14:30:00	ES	Futures	5021.11	5022.47	5018.13	5019.21	12718.0
2023-12-11 15:00:00	ES	Futures	5019.21	5022.47	5016.77	5018.4	23545.0
2023-12-11 15:30:00	ES	Futures	5018.4	5026.27	5017.58	5023.83	51492.0
2023-12-11 16:00:00	ES	Futures	5023.83	5025.19	5021.93	5024.92	17658.0
2023-12-11 16:30:00	ES	Futures	5024.64	5024.92	5022.74	5023.29	3185.0
2023-12-11 18:00:00	ES	Futures	5023.83	5024.1	5021.39	5023.29	1532.0
2023-12-11 18:30:00	ES	Futures	5023.29	5024.92	5023.02	5024.37	463.0
2023-12-11 19:00:00	ES	Futures	5024.37	5028.99	5024.1	5027.09	2191.0
2023-12-11 19:30:00	ES	Futures	5026.82	5027.9	5025.19	5027.09	1918.0
2023-12-11 20:00:00	ES	Futures	5027.09	5027.36	5024.64	5024.64	1551.0
2023-12-11 20:30:00	ES	Futures	5024.92	5025.73	5023.29	5025.73	1668.0
2023-12-11 21:00:00	ES	Futures	5025.46	5027.36	5025.46	5026.0	1330.0
2023-12-11 21:30:00	ES	Futures	5026.0	5026.82	5025.46	5026.55	869.0
2023-12-11 22:00:00	ES	Futures	5026.55	5027.9	5026.27	5027.63	497.0
2023-12-11 22:30:00	ES	Futures	5027.36	5028.45	5026.0	5026.27	833.0
2023-12-11 23:00:00	ES	Futures	5026.55	5026.55	5025.46	5026.55	1307.0
2023-12-11 23:30:00	ES	Futures	5026.55	5026.82	5025.73	5026.0	1552.0
2023-12-11 00:00:00	NQ	Futures	17636.46	17639.48	17632.62	17636.19	1019.0
2023-12-11 00:30:00	NQ	Futures	17635.91	17649.37	17635.36	17647.72	992.0
2023-12-11 01:00:00	NQ	Futures	17647.17	17663.38	17645.8	17660.63	1495.0
2023-12-11 01:30:00	NQ	Futures	17660.08	17662.56	17643.6	17645.25	1361.0

> showing 50 of 3,661 rows — these rows as CSV

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