PREVIEW / futures_30min / 2023-12-22

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-22.parquet
  size:    88 KB
  rows:    3,031

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
2023-12-22 00:00:00	ES	Futures	5146.2	5146.46	5144.58	5145.39	2772.0
2023-12-22 00:30:00	ES	Futures	5145.39	5146.46	5142.7	5142.97	2899.0
2023-12-22 01:00:00	ES	Futures	5142.97	5144.05	5141.36	5143.51	3398.0
2023-12-22 01:30:00	ES	Futures	5143.51	5145.66	5143.24	5144.58	2430.0
2023-12-22 02:00:00	ES	Futures	5144.58	5146.2	5143.51	5144.05	3652.0
2023-12-22 02:30:00	ES	Futures	5144.05	5145.93	5143.51	5144.32	3256.0
2023-12-22 03:00:00	ES	Futures	5144.32	5146.46	5143.51	5145.66	6925.0
2023-12-22 03:30:00	ES	Futures	5145.93	5149.42	5142.7	5142.97	6219.0
2023-12-22 04:00:00	ES	Futures	5143.24	5148.61	5142.97	5147.27	5423.0
2023-12-22 04:30:00	ES	Futures	5147.54	5150.76	5146.73	5147.54	3563.0
2023-12-22 05:00:00	ES	Futures	5147.54	5148.34	5145.93	5147.54	3776.0
2023-12-22 05:30:00	ES	Futures	5147.81	5150.49	5145.66	5149.96	4305.0
2023-12-22 06:00:00	ES	Futures	5149.96	5151.84	5149.42	5149.69	4044.0
2023-12-22 06:30:00	ES	Futures	5149.96	5151.84	5149.15	5151.03	4658.0
2023-12-22 07:00:00	ES	Futures	5151.03	5153.99	5151.03	5152.64	5921.0
2023-12-22 07:30:00	ES	Futures	5152.64	5152.91	5149.69	5150.49	5538.0
2023-12-22 08:00:00	ES	Futures	5150.76	5156.4	5150.76	5154.52	10593.0
2023-12-22 08:30:00	ES	Futures	5154.79	5165.27	5145.66	5164.73	45883.0
2023-12-22 09:00:00	ES	Futures	5165.0	5165.53	5162.31	5163.65	28003.0
2023-12-22 09:30:00	ES	Futures	5163.65	5180.31	5163.39	5175.47	151368.0
2023-12-22 10:00:00	ES	Futures	5175.47	5179.23	5171.71	5177.89	99375.0
2023-12-22 10:30:00	ES	Futures	5177.89	5179.5	5166.88	5167.15	69714.0
2023-12-22 11:00:00	ES	Futures	5166.88	5172.52	5160.7	5169.56	92139.0
2023-12-22 11:30:00	ES	Futures	5169.56	5173.05	5164.46	5166.07	47071.0
2023-12-22 12:00:00	ES	Futures	5166.34	5170.37	5161.77	5166.61	46460.0
2023-12-22 12:30:00	ES	Futures	5166.61	5171.71	5164.46	5171.71	35244.0
2023-12-22 13:00:00	ES	Futures	5171.71	5173.59	5169.56	5171.71	29861.0
2023-12-22 13:30:00	ES	Futures	5171.98	5173.32	5167.68	5168.22	26929.0
2023-12-22 14:00:00	ES	Futures	5167.95	5168.49	5143.51	5144.85	109446.0
2023-12-22 14:30:00	ES	Futures	5144.85	5164.46	5140.56	5164.46	98771.0
2023-12-22 15:00:00	ES	Futures	5164.46	5166.34	5159.89	5165.27	60880.0
2023-12-22 15:30:00	ES	Futures	5165.27	5165.8	5154.79	5162.58	148305.0
2023-12-22 16:00:00	ES	Futures	5162.85	5165.8	5155.6	5156.94	47810.0
2023-12-22 16:30:00	ES	Futures	5156.94	5156.94	5154.25	5156.13	6931.0
2023-12-22 00:00:00	NQ	Futures	18347.6	18347.87	18338.92	18343.26	1491.0
2023-12-22 00:30:00	NQ	Futures	18343.26	18348.14	18330.25	18330.52	1691.0
2023-12-22 01:00:00	NQ	Futures	18330.79	18336.48	18324.28	18333.23	1769.0
2023-12-22 01:30:00	NQ	Futures	18332.96	18341.36	18332.14	18337.84	1384.0
2023-12-22 02:00:00	NQ	Futures	18337.57	18344.35	18333.5	18339.47	2042.0
2023-12-22 02:30:00	NQ	Futures	18339.74	18349.23	18337.03	18343.53	2069.0
2023-12-22 03:00:00	NQ	Futures	18343.26	18348.14	18335.4	18344.62	2645.0
2023-12-22 03:30:00	NQ	Futures	18344.89	18354.38	18333.5	18335.13	2931.0
2023-12-22 04:00:00	NQ	Futures	18335.4	18352.48	18331.87	18347.33	3035.0
2023-12-22 04:30:00	NQ	Futures	18348.14	18358.45	18346.52	18349.23	1842.0
2023-12-22 05:00:00	NQ	Futures	18348.96	18356.28	18345.43	18355.2	1532.0
2023-12-22 05:30:00	NQ	Futures	18355.2	18369.03	18350.31	18368.76	2481.0
2023-12-22 06:00:00	NQ	Futures	18368.49	18374.18	18364.15	18366.59	1861.0
2023-12-22 06:30:00	NQ	Futures	18367.4	18374.18	18362.52	18371.2	1993.0
2023-12-22 07:00:00	NQ	Futures	18370.93	18390.18	18370.93	18387.47	3485.0
2023-12-22 07:30:00	NQ	Futures	18387.47	18388.01	18375.27	18383.67	2826.0

> showing 50 of 3,031 rows — these rows as CSV

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