PREVIEW / futures_30min / 2023-12-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-15.parquet
  size:    93 KB
  rows:    3,075

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
2023-12-15 00:00:00	ES	Futures	5134.65	5135.18	5132.23	5134.38	3240.0
2023-12-15 00:30:00	ES	Futures	5134.11	5135.45	5131.69	5134.65	3532.0
2023-12-15 01:00:00	ES	Futures	5134.38	5134.38	5132.77	5133.03	3273.0
2023-12-15 01:30:00	ES	Futures	5133.03	5134.65	5132.5	5133.57	3203.0
2023-12-15 02:00:00	ES	Futures	5133.57	5138.68	5133.3	5138.14	5320.0
2023-12-15 02:30:00	ES	Futures	5138.14	5141.09	5138.14	5140.29	5045.0
2023-12-15 03:00:00	ES	Futures	5140.02	5141.63	5137.87	5138.94	12356.0
2023-12-15 03:30:00	ES	Futures	5138.94	5141.36	5137.6	5141.36	9046.0
2023-12-15 04:00:00	ES	Futures	5141.09	5142.44	5138.41	5142.17	8184.0
2023-12-15 04:30:00	ES	Futures	5141.9	5143.78	5140.82	5143.24	8636.0
2023-12-15 05:00:00	ES	Futures	5142.97	5145.12	5142.97	5144.05	10809.0
2023-12-15 05:30:00	ES	Futures	5144.05	5144.05	5139.75	5141.36	8182.0
2023-12-15 06:00:00	ES	Futures	5141.36	5143.24	5140.02	5141.9	5857.0
2023-12-15 06:30:00	ES	Futures	5141.9	5144.05	5141.63	5141.9	8237.0
2023-12-15 07:00:00	ES	Futures	5141.63	5142.44	5140.29	5141.9	7748.0
2023-12-15 07:30:00	ES	Futures	5141.9	5142.44	5135.99	5137.33	12635.0
2023-12-15 08:00:00	ES	Futures	5137.33	5138.68	5134.92	5138.41	16101.0
2023-12-15 08:30:00	ES	Futures	5138.68	5140.56	5119.61	5127.66	78186.0
2023-12-15 09:00:00	ES	Futures	5127.93	5135.18	5120.95	5122.56	81023.0
2023-12-15 09:30:00	ES	Futures	5122.83	5126.05	5115.58	5118.53	236801.0
2023-12-15 10:00:00	ES	Futures	5118.53	5130.35	5118.26	5128.74	109664.0
2023-12-15 10:30:00	ES	Futures	5128.47	5133.84	5126.05	5131.69	71853.0
2023-12-15 11:00:00	ES	Futures	5131.69	5133.3	5125.25	5131.69	65694.0
2023-12-15 11:30:00	ES	Futures	5131.69	5133.57	5126.32	5129.01	53266.0
2023-12-15 12:00:00	ES	Futures	5129.01	5132.5	5125.78	5131.69	41246.0
2023-12-15 12:30:00	ES	Futures	5131.42	5131.96	5120.41	5121.49	62377.0
2023-12-15 13:00:00	ES	Futures	5121.22	5126.05	5120.41	5126.05	46898.0
2023-12-15 13:30:00	ES	Futures	5125.78	5127.66	5111.01	5113.7	86031.0
2023-12-15 14:00:00	ES	Futures	5113.97	5119.34	5111.55	5111.82	60318.0
2023-12-15 14:30:00	ES	Futures	5111.82	5120.95	5111.82	5117.46	59106.0
2023-12-15 15:00:00	ES	Futures	5117.46	5123.63	5115.85	5122.02	52431.0
2023-12-15 15:30:00	ES	Futures	5122.02	5134.92	5116.92	5121.22	231919.0
2023-12-15 16:00:00	ES	Futures	5121.22	5127.93	5120.41	5126.59	82440.0
2023-12-15 16:30:00	ES	Futures	5126.59	5127.39	5123.9	5124.17	31578.0
2023-12-15 00:00:00	NQ	Futures	18200.88	18204.68	18189.49	18197.35	1704.0
2023-12-15 00:30:00	NQ	Futures	18197.35	18203.86	18188.4	18198.98	1515.0
2023-12-15 01:00:00	NQ	Futures	18199.25	18199.25	18190.3	18191.93	1283.0
2023-12-15 01:30:00	NQ	Futures	18192.2	18198.71	18190.85	18193.83	1301.0
2023-12-15 02:00:00	NQ	Futures	18193.83	18215.53	18192.74	18214.71	2711.0
2023-12-15 02:30:00	NQ	Futures	18214.44	18227.73	18213.36	18223.93	2565.0
2023-12-15 03:00:00	NQ	Futures	18223.39	18227.19	18210.91	18212.54	4206.0
2023-12-15 03:30:00	NQ	Futures	18212.0	18223.39	18205.76	18223.12	4187.0
2023-12-15 04:00:00	NQ	Futures	18222.58	18233.42	18215.53	18231.53	4776.0
2023-12-15 04:30:00	NQ	Futures	18231.26	18235.59	18224.47	18233.97	3026.0
2023-12-15 05:00:00	NQ	Futures	18233.7	18239.66	18229.09	18234.78	3766.0
2023-12-15 05:30:00	NQ	Futures	18234.51	18235.87	18217.69	18222.03	3558.0
2023-12-15 06:00:00	NQ	Futures	18222.31	18238.58	18218.24	18232.07	3164.0
2023-12-15 06:30:00	NQ	Futures	18232.34	18239.66	18229.09	18232.07	3681.0
2023-12-15 07:00:00	NQ	Futures	18232.07	18237.22	18227.46	18234.24	4080.0
2023-12-15 07:30:00	NQ	Futures	18234.51	18238.85	18214.98	18221.49	4852.0

> showing 50 of 3,075 rows — these rows as CSV

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