PREVIEW / futures_30min / 2023-12-13

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-13.parquet
  size:    112 KB
  rows:    3,895

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
2023-12-13 00:00:00	ES	Futures	5053.43	5054.24	5053.16	5053.43	829.0
2023-12-13 00:30:00	ES	Futures	5053.16	5053.97	5051.8	5052.89	447.0
2023-12-13 01:00:00	ES	Futures	5052.61	5053.16	5051.26	5051.26	499.0
2023-12-13 01:30:00	ES	Futures	5051.53	5052.34	5050.99	5051.53	745.0
2023-12-13 02:00:00	ES	Futures	5051.26	5053.7	5050.99	5053.43	1533.0
2023-12-13 02:30:00	ES	Futures	5053.7	5054.24	5050.99	5051.26	2167.0
2023-12-13 03:00:00	ES	Futures	5051.26	5053.7	5051.26	5052.34	1918.0
2023-12-13 03:30:00	ES	Futures	5052.61	5054.52	5051.8	5054.52	1664.0
2023-12-13 04:00:00	ES	Futures	5054.52	5055.06	5051.53	5052.89	1212.0
2023-12-13 04:30:00	ES	Futures	5052.89	5053.97	5051.53	5052.61	987.0
2023-12-13 05:00:00	ES	Futures	5052.61	5053.16	5050.99	5051.53	1659.0
2023-12-13 05:30:00	ES	Futures	5051.8	5053.16	5050.99	5051.53	979.0
2023-12-13 06:00:00	ES	Futures	5051.26	5054.52	5049.63	5053.43	1795.0
2023-12-13 06:30:00	ES	Futures	5053.43	5054.52	5052.34	5052.89	862.0
2023-12-13 07:00:00	ES	Futures	5052.89	5053.43	5050.99	5051.26	1220.0
2023-12-13 07:30:00	ES	Futures	5051.26	5052.61	5050.44	5050.99	1003.0
2023-12-13 08:00:00	ES	Futures	5050.99	5053.7	5050.71	5052.34	2129.0
2023-12-13 08:30:00	ES	Futures	5053.16	5059.13	5050.71	5057.77	7082.0
2023-12-13 09:00:00	ES	Futures	5058.05	5058.59	5048.81	5049.63	8160.0
2023-12-13 09:30:00	ES	Futures	5049.63	5053.7	5047.73	5049.63	28005.0
2023-12-13 10:00:00	ES	Futures	5049.63	5054.24	5046.91	5053.43	16939.0
2023-12-13 10:30:00	ES	Futures	5053.7	5059.13	5052.34	5056.96	12108.0
2023-12-13 11:00:00	ES	Futures	5056.96	5059.13	5053.7	5054.24	7595.0
2023-12-13 11:30:00	ES	Futures	5054.24	5055.87	5051.26	5051.26	8563.0
2023-12-13 12:00:00	ES	Futures	5051.26	5052.07	5049.36	5050.17	6842.0
2023-12-13 12:30:00	ES	Futures	5050.17	5051.26	5048.0	5049.63	5894.0
2023-12-13 13:00:00	ES	Futures	5049.63	5049.9	5045.55	5046.37	9289.0
2023-12-13 13:30:00	ES	Futures	5046.37	5051.8	5045.55	5048.27	5042.0
2023-12-13 14:00:00	ES	Futures	5049.63	5086.02	5049.63	5081.67	44758.0
2023-12-13 14:30:00	ES	Futures	5081.94	5110.73	5077.87	5107.2	29730.0
2023-12-13 15:00:00	ES	Futures	5107.47	5118.06	5089.55	5097.42	39399.0
2023-12-13 15:30:00	ES	Futures	5097.42	5115.62	5092.81	5114.53	42752.0
2023-12-13 16:00:00	ES	Futures	5114.53	5117.52	5113.17	5114.8	17303.0
2023-12-13 16:30:00	ES	Futures	5114.8	5115.62	5112.36	5112.36	1781.0
2023-12-13 18:00:00	ES	Futures	5113.99	5119.96	5113.72	5119.69	1762.0
2023-12-13 18:30:00	ES	Futures	5119.69	5124.31	5119.69	5123.76	2139.0
2023-12-13 19:00:00	ES	Futures	5123.49	5130.82	5123.49	5129.47	3639.0
2023-12-13 19:30:00	ES	Futures	5129.47	5131.91	5129.19	5131.37	3256.0
2023-12-13 20:00:00	ES	Futures	5131.37	5131.91	5130.01	5130.28	2068.0
2023-12-13 20:30:00	ES	Futures	5130.55	5134.9	5130.28	5133.27	1087.0
2023-12-13 21:00:00	ES	Futures	5133.27	5136.53	5133.0	5136.25	2010.0
2023-12-13 21:30:00	ES	Futures	5136.25	5136.8	5133.0	5134.08	1110.0
2023-12-13 22:00:00	ES	Futures	5134.08	5134.63	5131.37	5131.37	915.0
2023-12-13 22:30:00	ES	Futures	5131.37	5132.18	5129.47	5131.37	942.0
2023-12-13 23:00:00	ES	Futures	5131.64	5134.9	5131.37	5134.08	427.0
2023-12-13 23:30:00	ES	Futures	5134.08	5136.53	5133.27	5136.53	600.0
2023-12-13 00:00:00	NQ	Futures	18012.75	18016.05	18011.65	18014.4	201.0
2023-12-13 00:30:00	NQ	Futures	18014.68	18017.42	18005.89	18010.28	231.0
2023-12-13 01:00:00	NQ	Futures	18010.28	18013.85	18002.86	18002.86	199.0
2023-12-13 01:30:00	NQ	Futures	18005.34	18006.44	17999.29	18002.59	228.0

> showing 50 of 3,895 rows — these rows as CSV

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