PREVIEW / futures_30min / 2023-12-14

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-14.parquet
  size:    116 KB
  rows:    3,994

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
2023-12-14 00:00:00	ES	Futures	5136.53	5136.8	5135.18	5135.72	3004.0
2023-12-14 00:30:00	ES	Futures	5135.72	5135.72	5132.5	5134.11	3561.0
2023-12-14 01:00:00	ES	Futures	5134.11	5134.65	5132.77	5133.03	4303.0
2023-12-14 01:30:00	ES	Futures	5133.03	5135.45	5132.77	5134.92	4466.0
2023-12-14 02:00:00	ES	Futures	5134.65	5134.65	5130.35	5130.89	8878.0
2023-12-14 02:30:00	ES	Futures	5130.62	5131.42	5127.39	5127.66	9478.0
2023-12-14 03:00:00	ES	Futures	5127.66	5135.18	5127.13	5134.92	22414.0
2023-12-14 03:30:00	ES	Futures	5134.92	5135.99	5128.74	5130.08	14221.0
2023-12-14 04:00:00	ES	Futures	5129.81	5130.08	5121.75	5123.37	18967.0
2023-12-14 04:30:00	ES	Futures	5123.37	5126.05	5122.02	5124.71	11404.0
2023-12-14 05:00:00	ES	Futures	5124.98	5129.54	5122.83	5129.27	11031.0
2023-12-14 05:30:00	ES	Futures	5129.27	5133.03	5127.66	5129.54	12513.0
2023-12-14 06:00:00	ES	Futures	5129.54	5132.5	5126.86	5128.2	11701.0
2023-12-14 06:30:00	ES	Futures	5128.47	5130.08	5125.25	5126.86	12541.0
2023-12-14 07:00:00	ES	Futures	5126.86	5133.3	5126.86	5131.42	14628.0
2023-12-14 07:30:00	ES	Futures	5131.42	5133.57	5130.08	5130.89	11544.0
2023-12-14 08:00:00	ES	Futures	5130.89	5132.23	5125.78	5129.81	24315.0
2023-12-14 08:30:00	ES	Futures	5129.54	5144.05	5125.25	5144.05	50447.0
2023-12-14 09:00:00	ES	Futures	5144.05	5146.2	5133.03	5134.65	52553.0
2023-12-14 09:30:00	ES	Futures	5134.38	5148.08	5131.69	5141.9	203026.0
2023-12-14 10:00:00	ES	Futures	5141.63	5142.44	5127.13	5132.23	173352.0
2023-12-14 10:30:00	ES	Futures	5132.5	5138.68	5125.78	5135.72	107054.0
2023-12-14 11:00:00	ES	Futures	5135.72	5136.8	5123.63	5128.2	102094.0
2023-12-14 11:30:00	ES	Futures	5128.47	5136.26	5124.17	5134.92	69022.0
2023-12-14 12:00:00	ES	Futures	5134.92	5143.24	5134.11	5142.97	65010.0
2023-12-14 12:30:00	ES	Futures	5142.7	5144.05	5128.47	5129.01	71586.0
2023-12-14 13:00:00	ES	Futures	5129.27	5129.27	5116.38	5116.65	135045.0
2023-12-14 13:30:00	ES	Futures	5116.65	5119.07	5099.19	5109.4	145637.0
2023-12-14 14:00:00	ES	Futures	5109.4	5120.95	5108.86	5120.14	92755.0
2023-12-14 14:30:00	ES	Futures	5120.14	5124.71	5117.46	5123.9	63754.0
2023-12-14 15:00:00	ES	Futures	5123.9	5125.78	5121.49	5123.1	76547.0
2023-12-14 15:30:00	ES	Futures	5123.37	5130.89	5119.07	5130.35	192932.0
2023-12-14 16:00:00	ES	Futures	5130.08	5131.15	5122.83	5122.83	58845.0
2023-12-14 16:30:00	ES	Futures	5122.83	5124.98	5122.56	5123.1	6988.0
2023-12-14 18:00:00	ES	Futures	5122.29	5126.32	5120.14	5125.51	5386.0
2023-12-14 18:30:00	ES	Futures	5125.78	5127.13	5124.98	5126.59	2879.0
2023-12-14 19:00:00	ES	Futures	5126.59	5130.08	5126.59	5127.39	4876.0
2023-12-14 19:30:00	ES	Futures	5127.66	5129.01	5126.59	5127.39	3089.0
2023-12-14 20:00:00	ES	Futures	5127.66	5128.2	5123.1	5127.66	8836.0
2023-12-14 20:30:00	ES	Futures	5127.93	5128.74	5126.86	5127.66	3004.0
2023-12-14 21:00:00	ES	Futures	5127.66	5130.35	5127.13	5130.08	3525.0
2023-12-14 21:30:00	ES	Futures	5130.08	5130.62	5128.2	5129.81	2677.0
2023-12-14 22:00:00	ES	Futures	5129.81	5130.62	5129.01	5130.08	2561.0
2023-12-14 22:30:00	ES	Futures	5130.08	5133.84	5129.81	5133.84	4101.0
2023-12-14 23:00:00	ES	Futures	5133.84	5134.11	5132.77	5134.11	3059.0
2023-12-14 23:30:00	ES	Futures	5134.11	5134.65	5133.3	5134.65	2550.0
2023-12-14 00:00:00	NQ	Futures	18307.19	18308.28	18301.23	18304.75	1034.0
2023-12-14 00:30:00	NQ	Futures	18304.75	18305.29	18297.43	18303.4	1803.0
2023-12-14 01:00:00	NQ	Futures	18302.85	18307.46	18298.79	18304.48	1712.0
2023-12-14 01:30:00	NQ	Futures	18304.75	18315.87	18303.94	18309.09	2293.0

> showing 50 of 3,994 rows — these rows as CSV

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