PREVIEW / futures_30min / 2023-12-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-27.parquet
  size:    108 KB
  rows:    3,930

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
2023-12-27 00:00:00	ES	Futures	5184.34	5185.68	5183.53	5185.14	1527.0
2023-12-27 00:30:00	ES	Futures	5185.14	5186.48	5184.87	5186.22	1603.0
2023-12-27 01:00:00	ES	Futures	5186.22	5187.56	5185.14	5186.75	2233.0
2023-12-27 01:30:00	ES	Futures	5186.75	5187.83	5186.22	5186.22	1727.0
2023-12-27 02:00:00	ES	Futures	5186.22	5188.36	5185.95	5187.29	2237.0
2023-12-27 02:30:00	ES	Futures	5187.29	5187.29	5184.07	5184.34	2583.0
2023-12-27 03:00:00	ES	Futures	5184.34	5185.41	5181.38	5184.87	8147.0
2023-12-27 03:30:00	ES	Futures	5184.87	5186.22	5181.65	5183.53	5706.0
2023-12-27 04:00:00	ES	Futures	5183.53	5184.07	5181.38	5182.19	4237.0
2023-12-27 04:30:00	ES	Futures	5181.92	5183.26	5180.58	5182.46	3361.0
2023-12-27 05:00:00	ES	Futures	5182.72	5183.53	5180.31	5182.46	2836.0
2023-12-27 05:30:00	ES	Futures	5182.19	5183.8	5181.92	5182.46	2314.0
2023-12-27 06:00:00	ES	Futures	5182.46	5183.53	5181.38	5183.26	1960.0
2023-12-27 06:30:00	ES	Futures	5183.26	5183.53	5181.65	5182.72	2560.0
2023-12-27 07:00:00	ES	Futures	5182.72	5182.99	5179.5	5182.46	5080.0
2023-12-27 07:30:00	ES	Futures	5182.46	5184.07	5181.11	5183.8	5398.0
2023-12-27 08:00:00	ES	Futures	5183.53	5187.83	5183.53	5187.29	8417.0
2023-12-27 08:30:00	ES	Futures	5187.56	5187.83	5183.8	5184.07	9537.0
2023-12-27 09:00:00	ES	Futures	5183.8	5184.07	5179.5	5180.58	13197.0
2023-12-27 09:30:00	ES	Futures	5180.84	5188.1	5178.7	5186.48	80729.0
2023-12-27 10:00:00	ES	Futures	5186.48	5188.1	5177.35	5183.8	74010.0
2023-12-27 10:30:00	ES	Futures	5183.8	5184.34	5176.28	5179.77	56186.0
2023-12-27 11:00:00	ES	Futures	5180.04	5180.84	5177.62	5180.84	39242.0
2023-12-27 11:30:00	ES	Futures	5180.84	5185.95	5180.04	5184.07	33547.0
2023-12-27 12:00:00	ES	Futures	5184.34	5187.02	5181.92	5184.87	27417.0
2023-12-27 12:30:00	ES	Futures	5184.6	5186.48	5178.96	5181.38	34010.0
2023-12-27 13:00:00	ES	Futures	5181.38	5194.54	5181.38	5189.17	81244.0
2023-12-27 13:30:00	ES	Futures	5189.44	5192.12	5186.75	5186.75	36025.0
2023-12-27 14:00:00	ES	Futures	5187.02	5187.02	5174.67	5184.6	94757.0
2023-12-27 14:30:00	ES	Futures	5184.6	5184.87	5177.89	5181.11	40135.0
2023-12-27 15:00:00	ES	Futures	5181.11	5185.95	5179.5	5182.46	42484.0
2023-12-27 15:30:00	ES	Futures	5182.72	5195.08	5178.16	5194.27	148297.0
2023-12-27 16:00:00	ES	Futures	5194.27	5196.15	5191.86	5193.47	50536.0
2023-12-27 16:30:00	ES	Futures	5193.2	5194.81	5193.2	5194.27	4734.0
2023-12-27 18:00:00	ES	Futures	5194.01	5194.81	5192.12	5193.74	3150.0
2023-12-27 18:30:00	ES	Futures	5193.47	5194.27	5192.66	5194.01	1572.0
2023-12-27 19:00:00	ES	Futures	5194.01	5195.89	5193.74	5195.62	2273.0
2023-12-27 19:30:00	ES	Futures	5195.62	5197.5	5195.08	5196.96	2443.0
2023-12-27 20:00:00	ES	Futures	5196.96	5199.38	5196.96	5198.3	3103.0
2023-12-27 20:30:00	ES	Futures	5198.57	5200.45	5198.03	5200.45	3510.0
2023-12-27 21:00:00	ES	Futures	5200.45	5201.53	5199.65	5200.72	2729.0
2023-12-27 21:30:00	ES	Futures	5200.99	5201.53	5199.38	5201.26	2796.0
2023-12-27 22:00:00	ES	Futures	5201.53	5201.53	5197.77	5198.03	3598.0
2023-12-27 22:30:00	ES	Futures	5198.03	5199.91	5198.03	5199.65	1849.0
2023-12-27 23:00:00	ES	Futures	5199.65	5201.26	5199.38	5200.45	2321.0
2023-12-27 23:30:00	ES	Futures	5200.18	5200.45	5198.3	5198.3	1299.0
2023-12-27 00:00:00	NQ	Futures	18531.48	18536.36	18526.33	18534.46	1257.0
2023-12-27 00:30:00	NQ	Futures	18534.46	18539.89	18533.38	18539.89	1109.0
2023-12-27 01:00:00	NQ	Futures	18540.16	18545.58	18535.82	18543.41	1629.0
2023-12-27 01:30:00	NQ	Futures	18543.14	18547.75	18540.97	18540.97	901.0

> showing 50 of 3,930 rows — these rows as CSV

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