PREVIEW / futures_30min / 2023-12-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-18.parquet
  size:    107 KB
  rows:    3,923

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
2023-12-18 00:00:00	ES	Futures	5136.8	5137.6	5136.26	5137.33	1902.0
2023-12-18 00:30:00	ES	Futures	5137.6	5137.6	5136.26	5137.06	1353.0
2023-12-18 01:00:00	ES	Futures	5137.06	5138.41	5136.26	5138.14	2107.0
2023-12-18 01:30:00	ES	Futures	5138.14	5138.14	5135.45	5135.45	2075.0
2023-12-18 02:00:00	ES	Futures	5135.45	5135.45	5133.57	5135.45	3138.0
2023-12-18 02:30:00	ES	Futures	5135.18	5137.6	5133.3	5133.57	3393.0
2023-12-18 03:00:00	ES	Futures	5133.57	5133.57	5126.05	5126.59	12192.0
2023-12-18 03:30:00	ES	Futures	5126.59	5133.84	5125.78	5133.3	6870.0
2023-12-18 04:00:00	ES	Futures	5133.3	5136.26	5131.15	5135.99	6390.0
2023-12-18 04:30:00	ES	Futures	5135.99	5136.8	5134.38	5134.65	4412.0
2023-12-18 05:00:00	ES	Futures	5134.65	5136.26	5132.77	5135.99	3454.0
2023-12-18 05:30:00	ES	Futures	5135.99	5137.6	5132.23	5132.5	4023.0
2023-12-18 06:00:00	ES	Futures	5132.5	5135.72	5131.96	5132.5	4129.0
2023-12-18 06:30:00	ES	Futures	5132.5	5132.77	5128.74	5130.08	5904.0
2023-12-18 07:00:00	ES	Futures	5130.08	5135.45	5130.08	5133.57	6229.0
2023-12-18 07:30:00	ES	Futures	5133.57	5135.72	5132.23	5135.45	5084.0
2023-12-18 08:00:00	ES	Futures	5135.45	5136.8	5132.77	5135.45	8997.0
2023-12-18 08:30:00	ES	Futures	5135.45	5140.29	5133.03	5138.14	17701.0
2023-12-18 09:00:00	ES	Futures	5138.14	5139.21	5134.11	5137.87	24415.0
2023-12-18 09:30:00	ES	Futures	5137.6	5142.7	5135.72	5141.9	138518.0
2023-12-18 10:00:00	ES	Futures	5141.9	5147.81	5141.36	5146.46	104125.0
2023-12-18 10:30:00	ES	Futures	5146.73	5147.54	5138.68	5140.82	74752.0
2023-12-18 11:00:00	ES	Futures	5140.82	5149.96	5138.94	5148.61	70721.0
2023-12-18 11:30:00	ES	Futures	5148.61	5150.76	5147.81	5148.61	44516.0
2023-12-18 12:00:00	ES	Futures	5148.88	5156.13	5148.61	5154.25	47052.0
2023-12-18 12:30:00	ES	Futures	5154.25	5154.79	5151.03	5153.45	33261.0
2023-12-18 13:00:00	ES	Futures	5153.18	5155.06	5149.96	5154.52	37554.0
2023-12-18 13:30:00	ES	Futures	5154.52	5155.87	5151.84	5154.25	30175.0
2023-12-18 14:00:00	ES	Futures	5154.25	5159.36	5152.64	5153.99	49968.0
2023-12-18 14:30:00	ES	Futures	5154.25	5156.94	5151.03	5155.06	44714.0
2023-12-18 15:00:00	ES	Futures	5154.79	5157.75	5152.91	5156.67	32643.0
2023-12-18 15:30:00	ES	Futures	5156.94	5156.94	5148.61	5149.15	141966.0
2023-12-18 16:00:00	ES	Futures	5149.15	5149.69	5144.32	5146.2	57081.0
2023-12-18 16:30:00	ES	Futures	5146.2	5147.0	5145.39	5146.46	6035.0
2023-12-18 18:00:00	ES	Futures	5146.73	5147.27	5144.85	5146.73	3067.0
2023-12-18 18:30:00	ES	Futures	5147.0	5147.54	5146.46	5147.27	1466.0
2023-12-18 19:00:00	ES	Futures	5147.0	5147.54	5145.39	5147.0	2040.0
2023-12-18 19:30:00	ES	Futures	5147.0	5148.08	5146.73	5147.0	1835.0
2023-12-18 20:00:00	ES	Futures	5147.0	5147.27	5145.12	5145.66	2037.0
2023-12-18 20:30:00	ES	Futures	5145.66	5147.27	5143.78	5147.27	2907.0
2023-12-18 21:00:00	ES	Futures	5147.27	5148.88	5147.0	5148.61	2216.0
2023-12-18 21:30:00	ES	Futures	5148.34	5151.03	5148.08	5149.15	4788.0
2023-12-18 22:00:00	ES	Futures	5149.15	5151.57	5148.61	5151.03	3017.0
2023-12-18 22:30:00	ES	Futures	5151.03	5151.84	5149.69	5150.49	2527.0
2023-12-18 23:00:00	ES	Futures	5150.22	5151.03	5148.88	5150.49	1873.0
2023-12-18 23:30:00	ES	Futures	5150.22	5150.49	5149.42	5150.22	1037.0
2023-12-18 00:00:00	NQ	Futures	18281.7	18288.75	18280.07	18288.21	1173.0
2023-12-18 00:30:00	NQ	Futures	18287.94	18288.21	18281.43	18282.78	858.0
2023-12-18 01:00:00	NQ	Futures	18283.06	18288.48	18279.8	18287.39	1163.0
2023-12-18 01:30:00	NQ	Futures	18287.39	18287.39	18270.58	18272.48	1664.0

> showing 50 of 3,923 rows — these rows as CSV

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