PREVIEW / futures_30min / 2023-12-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-21.parquet
  size:    108 KB
  rows:    3,903

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
2023-12-21 00:00:00	ES	Futures	5119.34	5120.95	5118.26	5119.87	4943.0
2023-12-21 00:30:00	ES	Futures	5119.87	5122.56	5119.87	5122.02	4347.0
2023-12-21 01:00:00	ES	Futures	5122.29	5123.63	5121.49	5123.63	5476.0
2023-12-21 01:30:00	ES	Futures	5123.37	5123.9	5120.95	5123.1	5558.0
2023-12-21 02:00:00	ES	Futures	5123.1	5126.32	5122.83	5125.78	6617.0
2023-12-21 02:30:00	ES	Futures	5125.78	5128.2	5125.51	5127.13	7319.0
2023-12-21 03:00:00	ES	Futures	5126.86	5130.89	5126.86	5128.47	15047.0
2023-12-21 03:30:00	ES	Futures	5128.47	5131.15	5124.71	5129.54	11213.0
2023-12-21 04:00:00	ES	Futures	5129.54	5133.3	5128.74	5132.23	9242.0
2023-12-21 04:30:00	ES	Futures	5132.5	5133.03	5129.54	5129.81	5724.0
2023-12-21 05:00:00	ES	Futures	5129.81	5130.08	5125.51	5126.05	7799.0
2023-12-21 05:30:00	ES	Futures	5126.05	5127.39	5124.17	5124.71	6368.0
2023-12-21 06:00:00	ES	Futures	5124.98	5129.54	5124.44	5126.86	6717.0
2023-12-21 06:30:00	ES	Futures	5126.86	5127.66	5124.98	5126.05	4696.0
2023-12-21 07:00:00	ES	Futures	5126.05	5130.62	5124.71	5130.08	8101.0
2023-12-21 07:30:00	ES	Futures	5130.08	5131.15	5128.2	5129.27	7709.0
2023-12-21 08:00:00	ES	Futures	5129.01	5130.35	5126.32	5127.39	13812.0
2023-12-21 08:30:00	ES	Futures	5127.13	5151.3	5124.98	5141.63	68199.0
2023-12-21 09:00:00	ES	Futures	5141.9	5142.17	5135.99	5136.8	27387.0
2023-12-21 09:30:00	ES	Futures	5136.8	5146.46	5135.45	5137.33	167089.0
2023-12-21 10:00:00	ES	Futures	5137.33	5148.88	5127.93	5135.18	192731.0
2023-12-21 10:30:00	ES	Futures	5135.18	5141.9	5131.15	5134.92	102314.0
2023-12-21 11:00:00	ES	Futures	5134.65	5139.75	5129.27	5138.68	84561.0
2023-12-21 11:30:00	ES	Futures	5138.68	5140.56	5126.59	5128.2	66392.0
2023-12-21 12:00:00	ES	Futures	5127.93	5127.93	5115.58	5116.92	89670.0
2023-12-21 12:30:00	ES	Futures	5117.19	5124.17	5113.97	5116.38	69405.0
2023-12-21 13:00:00	ES	Futures	5116.11	5123.9	5109.13	5122.83	90635.0
2023-12-21 13:30:00	ES	Futures	5123.1	5128.47	5119.61	5128.2	59127.0
2023-12-21 14:00:00	ES	Futures	5128.2	5131.69	5123.63	5128.74	52304.0
2023-12-21 14:30:00	ES	Futures	5128.74	5133.84	5123.9	5128.47	47483.0
2023-12-21 15:00:00	ES	Futures	5128.47	5142.97	5124.98	5142.7	63037.0
2023-12-21 15:30:00	ES	Futures	5142.97	5155.06	5139.75	5151.84	180575.0
2023-12-21 16:00:00	ES	Futures	5151.84	5154.52	5149.96	5153.72	47040.0
2023-12-21 16:30:00	ES	Futures	5153.72	5153.99	5152.37	5152.37	32723.0
2023-12-21 18:00:00	ES	Futures	5152.37	5152.91	5147.0	5150.49	4751.0
2023-12-21 18:30:00	ES	Futures	5150.76	5153.99	5149.42	5149.69	3484.0
2023-12-21 19:00:00	ES	Futures	5149.69	5150.76	5147.0	5149.15	4257.0
2023-12-21 19:30:00	ES	Futures	5149.15	5149.69	5147.81	5148.08	1987.0
2023-12-21 20:00:00	ES	Futures	5148.08	5148.88	5145.66	5148.34	4930.0
2023-12-21 20:30:00	ES	Futures	5148.34	5148.61	5144.58	5145.93	3975.0
2023-12-21 21:00:00	ES	Futures	5145.66	5147.54	5144.85	5145.93	2027.0
2023-12-21 21:30:00	ES	Futures	5145.93	5147.27	5144.58	5146.73	2040.0
2023-12-21 22:00:00	ES	Futures	5146.73	5148.34	5146.46	5147.0	2250.0
2023-12-21 22:30:00	ES	Futures	5147.0	5147.54	5142.7	5146.2	4519.0
2023-12-21 23:00:00	ES	Futures	5146.2	5147.27	5145.39	5146.46	1705.0
2023-12-21 23:30:00	ES	Futures	5146.46	5147.27	5145.39	5146.46	1493.0
2023-12-21 00:00:00	NQ	Futures	18266.51	18273.29	18262.17	18268.95	2541.0
2023-12-21 00:30:00	NQ	Futures	18268.95	18276.0	18266.78	18274.65	1641.0
2023-12-21 01:00:00	NQ	Futures	18274.92	18276.0	18268.68	18275.46	1745.0
2023-12-21 01:30:00	NQ	Futures	18275.73	18277.09	18265.7	18272.75	1755.0

> showing 50 of 3,903 rows — these rows as CSV

> unlock the full archive -- $79 one-time