PREVIEW / futures_30min / 2023-12-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-20.parquet
  size:    109 KB
  rows:    3,926

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
2023-12-20 00:00:00	ES	Futures	5181.11	5182.99	5180.84	5182.72	2912.0
2023-12-20 00:30:00	ES	Futures	5182.72	5182.99	5179.5	5181.11	3425.0
2023-12-20 01:00:00	ES	Futures	5181.11	5181.65	5180.04	5180.58	2298.0
2023-12-20 01:30:00	ES	Futures	5180.31	5180.58	5178.43	5179.23	2838.0
2023-12-20 02:00:00	ES	Futures	5179.5	5181.38	5178.43	5179.77	3753.0
2023-12-20 02:30:00	ES	Futures	5180.04	5181.38	5179.77	5180.31	2820.0
2023-12-20 03:00:00	ES	Futures	5180.31	5180.31	5175.47	5177.35	10934.0
2023-12-20 03:30:00	ES	Futures	5177.08	5177.35	5173.05	5174.13	7334.0
2023-12-20 04:00:00	ES	Futures	5173.86	5174.4	5168.22	5169.83	12644.0
2023-12-20 04:30:00	ES	Futures	5169.83	5171.17	5168.76	5170.37	5490.0
2023-12-20 05:00:00	ES	Futures	5170.37	5171.98	5168.49	5169.03	4818.0
2023-12-20 05:30:00	ES	Futures	5169.29	5171.71	5167.95	5169.03	5833.0
2023-12-20 06:00:00	ES	Futures	5169.03	5171.17	5168.49	5169.29	6671.0
2023-12-20 06:30:00	ES	Futures	5169.29	5170.64	5166.34	5168.76	8575.0
2023-12-20 07:00:00	ES	Futures	5168.49	5169.83	5165.8	5169.03	7848.0
2023-12-20 07:30:00	ES	Futures	5169.29	5170.1	5166.07	5167.15	8041.0
2023-12-20 08:00:00	ES	Futures	5167.15	5170.1	5166.61	5169.83	7828.0
2023-12-20 08:30:00	ES	Futures	5169.83	5171.44	5168.22	5168.49	9911.0
2023-12-20 09:00:00	ES	Futures	5168.76	5169.29	5165.0	5168.22	24606.0
2023-12-20 09:30:00	ES	Futures	5168.22	5176.01	5166.07	5175.47	106257.0
2023-12-20 10:00:00	ES	Futures	5175.47	5182.46	5175.2	5181.38	78206.0
2023-12-20 10:30:00	ES	Futures	5181.11	5186.48	5181.11	5183.8	66382.0
2023-12-20 11:00:00	ES	Futures	5183.8	5184.87	5180.58	5182.99	47956.0
2023-12-20 11:30:00	ES	Futures	5183.26	5183.53	5180.31	5181.92	41365.0
2023-12-20 12:00:00	ES	Futures	5181.92	5185.95	5181.65	5184.87	31248.0
2023-12-20 12:30:00	ES	Futures	5185.14	5189.98	5180.84	5188.63	47363.0
2023-12-20 13:00:00	ES	Futures	5188.9	5188.9	5185.41	5186.22	35019.0
2023-12-20 13:30:00	ES	Futures	5186.22	5188.36	5179.77	5180.58	45814.0
2023-12-20 14:00:00	ES	Futures	5180.58	5180.84	5174.94	5175.47	54375.0
2023-12-20 14:30:00	ES	Futures	5175.47	5175.74	5128.74	5130.89	240364.0
2023-12-20 15:00:00	ES	Futures	5131.15	5138.41	5115.04	5117.73	259853.0
2023-12-20 15:30:00	ES	Futures	5117.73	5127.13	5101.07	5102.95	284794.0
2023-12-20 16:00:00	ES	Futures	5103.22	5106.18	5095.97	5104.03	104826.0
2023-12-20 16:30:00	ES	Futures	5103.76	5107.52	5101.07	5106.71	15147.0
2023-12-20 18:00:00	ES	Futures	5104.3	5111.28	5104.3	5110.2	8169.0
2023-12-20 18:30:00	ES	Futures	5110.2	5113.43	5109.94	5113.16	4588.0
2023-12-20 19:00:00	ES	Futures	5112.89	5113.43	5110.2	5110.74	4589.0
2023-12-20 19:30:00	ES	Futures	5110.74	5113.16	5110.2	5111.28	2557.0
2023-12-20 20:00:00	ES	Futures	5111.28	5113.16	5110.47	5111.82	4415.0
2023-12-20 20:30:00	ES	Futures	5111.55	5112.89	5110.47	5112.08	3747.0
2023-12-20 21:00:00	ES	Futures	5112.08	5114.5	5112.08	5114.23	5886.0
2023-12-20 21:30:00	ES	Futures	5114.23	5115.31	5113.16	5115.04	5106.0
2023-12-20 22:00:00	ES	Futures	5115.04	5115.58	5114.23	5115.31	3191.0
2023-12-20 22:30:00	ES	Futures	5115.04	5115.85	5114.5	5114.77	2801.0
2023-12-20 23:00:00	ES	Futures	5114.77	5117.99	5113.97	5117.73	4143.0
2023-12-20 23:30:00	ES	Futures	5117.73	5119.34	5116.92	5119.07	4118.0
2023-12-20 00:00:00	NQ	Futures	18486.19	18491.88	18484.56	18490.26	1749.0
2023-12-20 00:30:00	NQ	Futures	18489.99	18490.26	18474.8	18482.12	2271.0
2023-12-20 01:00:00	NQ	Futures	18481.85	18484.29	18477.78	18479.14	1317.0
2023-12-20 01:30:00	NQ	Futures	18479.41	18479.68	18470.19	18476.97	1851.0

> showing 50 of 3,926 rows — these rows as CSV

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