PREVIEW / futures_30min / 2023-12-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-12.parquet
  size:    102 KB
  rows:    3,746

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
2023-12-12 00:00:00	ES	Futures	5026.0	5026.55	5025.73	5026.27	1091.0
2023-12-12 00:30:00	ES	Futures	5026.27	5028.17	5026.0	5027.09	685.0
2023-12-12 01:00:00	ES	Futures	5026.82	5027.36	5024.64	5024.92	1942.0
2023-12-12 01:30:00	ES	Futures	5024.92	5026.82	5024.1	5026.27	773.0
2023-12-12 02:00:00	ES	Futures	5026.27	5027.9	5025.46	5026.27	1015.0
2023-12-12 02:30:00	ES	Futures	5026.0	5028.99	5026.0	5026.55	1853.0
2023-12-12 03:00:00	ES	Futures	5026.55	5031.16	5025.73	5028.99	3249.0
2023-12-12 03:30:00	ES	Futures	5028.99	5028.99	5026.0	5026.55	1701.0
2023-12-12 04:00:00	ES	Futures	5026.55	5029.26	5026.0	5028.45	1945.0
2023-12-12 04:30:00	ES	Futures	5028.45	5032.25	5026.82	5031.7	1779.0
2023-12-12 05:00:00	ES	Futures	5031.7	5031.7	5027.36	5028.45	2211.0
2023-12-12 05:30:00	ES	Futures	5028.45	5028.72	5024.92	5025.46	2243.0
2023-12-12 06:00:00	ES	Futures	5025.19	5027.9	5024.92	5026.55	1440.0
2023-12-12 06:30:00	ES	Futures	5026.27	5026.55	5024.37	5024.92	1212.0
2023-12-12 07:00:00	ES	Futures	5024.64	5030.35	5024.37	5029.26	3387.0
2023-12-12 07:30:00	ES	Futures	5029.53	5032.52	5028.17	5030.35	3179.0
2023-12-12 08:00:00	ES	Futures	5030.35	5040.39	5028.99	5035.51	7231.0
2023-12-12 08:30:00	ES	Futures	5037.41	5046.1	5019.21	5020.84	30184.0
2023-12-12 09:00:00	ES	Futures	5020.84	5025.46	5016.77	5019.48	13857.0
2023-12-12 09:30:00	ES	Futures	5019.48	5020.03	5008.08	5017.86	42682.0
2023-12-12 10:00:00	ES	Futures	5017.86	5027.36	5015.68	5023.56	20854.0
2023-12-12 10:30:00	ES	Futures	5023.83	5030.62	5022.47	5030.62	19743.0
2023-12-12 11:00:00	ES	Futures	5030.62	5032.52	5027.36	5028.99	15278.0
2023-12-12 11:30:00	ES	Futures	5028.72	5032.25	5028.17	5029.53	8636.0
2023-12-12 12:00:00	ES	Futures	5029.8	5033.06	5025.73	5032.52	9753.0
2023-12-12 12:30:00	ES	Futures	5032.52	5035.78	5028.72	5030.08	9056.0
2023-12-12 13:00:00	ES	Futures	5030.08	5034.96	5028.72	5033.06	7893.0
2023-12-12 13:30:00	ES	Futures	5033.06	5037.14	5031.98	5036.32	6426.0
2023-12-12 14:00:00	ES	Futures	5036.32	5037.41	5034.42	5036.86	5880.0
2023-12-12 14:30:00	ES	Futures	5037.14	5040.94	5036.86	5040.39	6797.0
2023-12-12 15:00:00	ES	Futures	5040.39	5046.64	5039.58	5046.1	13661.0
2023-12-12 15:30:00	ES	Futures	5046.1	5047.73	5041.21	5046.91	27359.0
2023-12-12 16:00:00	ES	Futures	5046.91	5050.71	5045.55	5050.44	14756.0
2023-12-12 16:30:00	ES	Futures	5050.17	5050.71	5049.63	5050.17	21370.0
2023-12-12 18:00:00	ES	Futures	5049.9	5053.97	5049.36	5051.8	891.0
2023-12-12 18:30:00	ES	Futures	5052.07	5053.7	5052.07	5053.16	278.0
2023-12-12 19:00:00	ES	Futures	5052.89	5053.97	5052.61	5053.16	674.0
2023-12-12 19:30:00	ES	Futures	5052.89	5053.7	5051.26	5053.16	957.0
2023-12-12 20:00:00	ES	Futures	5052.89	5053.7	5050.99	5052.89	1118.0
2023-12-12 20:30:00	ES	Futures	5053.16	5054.24	5051.8	5053.43	605.0
2023-12-12 21:00:00	ES	Futures	5053.43	5054.52	5052.61	5052.61	515.0
2023-12-12 21:30:00	ES	Futures	5052.61	5053.16	5051.8	5052.89	476.0
2023-12-12 22:00:00	ES	Futures	5052.61	5052.61	5051.53	5051.53	269.0
2023-12-12 22:30:00	ES	Futures	5051.8	5052.61	5051.26	5052.34	387.0
2023-12-12 23:00:00	ES	Futures	5052.07	5052.34	5051.26	5051.53	658.0
2023-12-12 23:30:00	ES	Futures	5051.8	5053.7	5051.26	5053.43	1104.0
2023-12-12 00:00:00	NQ	Futures	17858.39	17861.69	17857.02	17861.41	357.0
2023-12-12 00:30:00	NQ	Futures	17860.59	17871.85	17859.49	17867.73	508.0
2023-12-12 01:00:00	NQ	Futures	17868.0	17869.93	17861.69	17863.88	655.0
2023-12-12 01:30:00	NQ	Futures	17862.24	17870.48	17861.14	17866.63	381.0

> showing 50 of 3,746 rows — these rows as CSV

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