PREVIEW / futures_30min / 2023-12-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-19.parquet
  size:    107 KB
  rows:    3,878

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
2023-12-19 00:00:00	ES	Futures	5149.96	5151.3	5149.69	5151.03	1343.0
2023-12-19 00:30:00	ES	Futures	5150.76	5151.3	5150.22	5151.03	1477.0
2023-12-19 01:00:00	ES	Futures	5150.76	5151.84	5148.34	5149.15	2628.0
2023-12-19 01:30:00	ES	Futures	5149.42	5149.69	5148.34	5149.42	1584.0
2023-12-19 02:00:00	ES	Futures	5149.42	5151.57	5149.15	5149.42	4065.0
2023-12-19 02:30:00	ES	Futures	5149.42	5151.84	5149.42	5149.42	3263.0
2023-12-19 03:00:00	ES	Futures	5149.42	5154.25	5149.42	5153.72	6252.0
2023-12-19 03:30:00	ES	Futures	5153.45	5155.06	5152.1	5152.91	5640.0
2023-12-19 04:00:00	ES	Futures	5152.64	5155.6	5152.1	5153.99	5145.0
2023-12-19 04:30:00	ES	Futures	5153.99	5154.79	5152.37	5152.91	3501.0
2023-12-19 05:00:00	ES	Futures	5152.91	5153.99	5152.37	5152.64	4181.0
2023-12-19 05:30:00	ES	Futures	5152.64	5154.25	5151.57	5153.18	2934.0
2023-12-19 06:00:00	ES	Futures	5152.91	5155.06	5151.03	5154.52	4952.0
2023-12-19 06:30:00	ES	Futures	5154.52	5155.87	5153.45	5153.72	4627.0
2023-12-19 07:00:00	ES	Futures	5153.72	5160.97	5153.18	5156.94	12307.0
2023-12-19 07:30:00	ES	Futures	5156.94	5161.51	5155.33	5160.16	8286.0
2023-12-19 08:00:00	ES	Futures	5160.43	5161.24	5159.36	5160.7	7960.0
2023-12-19 08:30:00	ES	Futures	5160.7	5160.97	5156.94	5158.01	14180.0
2023-12-19 09:00:00	ES	Futures	5158.01	5158.01	5153.18	5153.99	21863.0
2023-12-19 09:30:00	ES	Futures	5154.25	5166.34	5153.18	5164.46	136408.0
2023-12-19 10:00:00	ES	Futures	5164.46	5170.37	5159.36	5168.49	109104.0
2023-12-19 10:30:00	ES	Futures	5168.49	5170.91	5165.8	5170.91	78296.0
2023-12-19 11:00:00	ES	Futures	5170.64	5174.67	5168.22	5172.52	58846.0
2023-12-19 11:30:00	ES	Futures	5172.79	5175.2	5168.49	5168.76	55996.0
2023-12-19 12:00:00	ES	Futures	5169.03	5170.64	5165.8	5167.95	49809.0
2023-12-19 12:30:00	ES	Futures	5167.95	5171.98	5167.68	5170.37	33110.0
2023-12-19 13:00:00	ES	Futures	5170.37	5171.44	5165.8	5169.29	48700.0
2023-12-19 13:30:00	ES	Futures	5169.56	5173.59	5167.15	5171.71	44595.0
2023-12-19 14:00:00	ES	Futures	5171.71	5173.59	5170.64	5173.32	30256.0
2023-12-19 14:30:00	ES	Futures	5173.32	5174.4	5169.56	5171.44	39022.0
2023-12-19 15:00:00	ES	Futures	5171.71	5173.32	5167.95	5171.98	43660.0
2023-12-19 15:30:00	ES	Futures	5171.98	5180.04	5170.1	5178.7	135236.0
2023-12-19 16:00:00	ES	Futures	5178.7	5180.04	5173.86	5176.28	49496.0
2023-12-19 16:30:00	ES	Futures	5176.28	5176.55	5175.2	5176.55	5273.0
2023-12-19 18:00:00	ES	Futures	5176.82	5178.16	5175.47	5177.62	2632.0
2023-12-19 18:30:00	ES	Futures	5177.89	5178.16	5175.47	5175.74	2280.0
2023-12-19 19:00:00	ES	Futures	5175.74	5177.35	5175.74	5177.08	2365.0
2023-12-19 19:30:00	ES	Futures	5177.35	5177.89	5176.55	5176.55	2674.0
2023-12-19 20:00:00	ES	Futures	5176.82	5178.7	5176.01	5177.62	2840.0
2023-12-19 20:30:00	ES	Futures	5177.62	5178.96	5177.35	5178.7	1543.0
2023-12-19 21:00:00	ES	Futures	5178.43	5179.23	5177.62	5179.23	1383.0
2023-12-19 21:30:00	ES	Futures	5179.23	5180.31	5178.96	5179.77	1429.0
2023-12-19 22:00:00	ES	Futures	5179.77	5182.19	5179.77	5181.92	2798.0
2023-12-19 22:30:00	ES	Futures	5181.92	5182.19	5180.31	5180.58	2050.0
2023-12-19 23:00:00	ES	Futures	5180.31	5180.58	5178.7	5179.23	2039.0
2023-12-19 23:30:00	ES	Futures	5179.23	5181.38	5178.96	5180.84	1786.0
2023-12-19 00:00:00	NQ	Futures	18364.15	18370.38	18363.06	18368.21	1214.0
2023-12-19 00:30:00	NQ	Futures	18368.49	18370.11	18364.69	18367.4	886.0
2023-12-19 01:00:00	NQ	Futures	18367.4	18371.2	18352.76	18357.64	2158.0
2023-12-19 01:30:00	NQ	Futures	18357.91	18361.43	18352.76	18360.35	1336.0

> showing 50 of 3,878 rows — these rows as CSV

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