PREVIEW / futures_30min / 2023-12-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-26.parquet
  size:    78 KB
  rows:    2,899

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
2023-12-26 00:00:00	ES	Futures	5169.03	5170.64	5168.76	5170.37	1574.0
2023-12-26 00:30:00	ES	Futures	5170.37	5170.91	5169.03	5169.29	2079.0
2023-12-26 01:00:00	ES	Futures	5169.56	5170.1	5168.49	5169.03	1429.0
2023-12-26 01:30:00	ES	Futures	5169.03	5170.37	5169.03	5169.56	1139.0
2023-12-26 02:00:00	ES	Futures	5169.56	5172.25	5169.56	5171.71	1796.0
2023-12-26 02:30:00	ES	Futures	5171.71	5172.79	5171.44	5172.25	1504.0
2023-12-26 03:00:00	ES	Futures	5171.98	5173.05	5170.37	5172.52	2602.0
2023-12-26 03:30:00	ES	Futures	5172.25	5172.79	5170.64	5171.44	1739.0
2023-12-26 04:00:00	ES	Futures	5171.17	5171.71	5167.95	5169.03	2768.0
2023-12-26 04:30:00	ES	Futures	5169.03	5171.17	5169.03	5169.56	1246.0
2023-12-26 05:00:00	ES	Futures	5169.83	5170.37	5168.76	5169.03	1408.0
2023-12-26 05:30:00	ES	Futures	5169.29	5171.17	5168.76	5171.17	1284.0
2023-12-26 06:00:00	ES	Futures	5171.17	5171.44	5167.41	5169.29	6171.0
2023-12-26 06:30:00	ES	Futures	5169.29	5170.64	5167.95	5168.22	3170.0
2023-12-26 07:00:00	ES	Futures	5168.22	5168.49	5163.92	5166.34	8131.0
2023-12-26 07:30:00	ES	Futures	5166.61	5169.03	5166.34	5168.49	5335.0
2023-12-26 08:00:00	ES	Futures	5168.49	5169.29	5166.34	5168.22	7217.0
2023-12-26 08:30:00	ES	Futures	5168.49	5169.29	5165.27	5168.22	8426.0
2023-12-26 09:00:00	ES	Futures	5168.22	5169.03	5165.8	5166.34	8224.0
2023-12-26 09:30:00	ES	Futures	5166.34	5174.4	5165.53	5172.79	68525.0
2023-12-26 10:00:00	ES	Futures	5173.05	5177.89	5171.98	5174.94	45400.0
2023-12-26 10:30:00	ES	Futures	5174.94	5178.7	5171.44	5175.74	32987.0
2023-12-26 11:00:00	ES	Futures	5175.74	5178.16	5171.98	5173.86	26452.0
2023-12-26 11:30:00	ES	Futures	5173.86	5178.16	5173.59	5177.35	23295.0
2023-12-26 12:00:00	ES	Futures	5177.62	5179.23	5175.47	5177.35	19759.0
2023-12-26 12:30:00	ES	Futures	5177.35	5181.38	5174.94	5177.35	26403.0
2023-12-26 13:00:00	ES	Futures	5177.35	5181.92	5176.82	5180.04	21672.0
2023-12-26 13:30:00	ES	Futures	5180.04	5181.38	5178.16	5178.7	19522.0
2023-12-26 14:00:00	ES	Futures	5178.7	5182.99	5178.43	5182.19	19835.0
2023-12-26 14:30:00	ES	Futures	5182.46	5185.14	5181.92	5184.87	22215.0
2023-12-26 15:00:00	ES	Futures	5184.87	5194.01	5183.53	5189.71	51062.0
2023-12-26 15:30:00	ES	Futures	5189.98	5192.66	5180.58	5183.8	114085.0
2023-12-26 16:00:00	ES	Futures	5183.8	5186.22	5182.99	5184.07	30746.0
2023-12-26 16:30:00	ES	Futures	5184.07	5186.48	5182.72	5185.95	7130.0
2023-12-26 18:00:00	ES	Futures	5186.75	5189.17	5185.95	5187.02	3407.0
2023-12-26 18:30:00	ES	Futures	5187.02	5187.29	5185.41	5185.68	1559.0
2023-12-26 19:00:00	ES	Futures	5185.68	5185.95	5183.26	5183.26	2671.0
2023-12-26 19:30:00	ES	Futures	5183.53	5184.34	5182.72	5182.72	1589.0
2023-12-26 20:00:00	ES	Futures	5182.99	5184.07	5182.19	5182.46	1904.0
2023-12-26 20:30:00	ES	Futures	5182.19	5184.34	5181.38	5184.07	2220.0
2023-12-26 21:00:00	ES	Futures	5184.07	5184.6	5182.99	5183.26	1779.0
2023-12-26 21:30:00	ES	Futures	5183.26	5185.41	5183.26	5183.53	1570.0
2023-12-26 22:00:00	ES	Futures	5183.53	5183.8	5182.46	5183.53	1548.0
2023-12-26 22:30:00	ES	Futures	5183.53	5183.53	5182.19	5182.46	1069.0
2023-12-26 23:00:00	ES	Futures	5182.46	5184.6	5181.92	5184.34	1916.0
2023-12-26 23:30:00	ES	Futures	5184.34	5184.6	5183.53	5184.34	719.0
2023-12-26 00:00:00	NQ	Futures	18465.58	18469.1	18462.86	18468.56	1255.0
2023-12-26 00:30:00	NQ	Futures	18468.56	18471.27	18463.95	18467.75	1106.0
2023-12-26 01:00:00	NQ	Futures	18468.02	18471.27	18465.31	18469.1	759.0
2023-12-26 01:30:00	NQ	Futures	18469.1	18473.17	18468.56	18469.64	674.0

> showing 50 of 2,899 rows — these rows as CSV

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