PREVIEW / futures_30min / 2023-12-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-28.parquet
  size:    105 KB
  rows:    3,920

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
2023-12-28 00:00:00	ES	Futures	5198.57	5200.45	5198.57	5199.65	1734.0
2023-12-28 00:30:00	ES	Futures	5199.38	5199.91	5198.57	5199.91	1709.0
2023-12-28 01:00:00	ES	Futures	5199.91	5200.45	5199.11	5199.38	1829.0
2023-12-28 01:30:00	ES	Futures	5199.38	5200.99	5198.84	5200.45	1472.0
2023-12-28 02:00:00	ES	Futures	5200.72	5201.26	5199.38	5200.18	2173.0
2023-12-28 02:30:00	ES	Futures	5199.91	5200.72	5199.11	5199.91	1922.0
2023-12-28 03:00:00	ES	Futures	5199.91	5200.18	5196.69	5197.5	5419.0
2023-12-28 03:30:00	ES	Futures	5197.5	5197.5	5193.74	5194.01	5737.0
2023-12-28 04:00:00	ES	Futures	5194.01	5194.81	5192.39	5194.27	5757.0
2023-12-28 04:30:00	ES	Futures	5194.27	5194.54	5192.66	5193.2	3044.0
2023-12-28 05:00:00	ES	Futures	5193.47	5195.62	5193.47	5194.01	3357.0
2023-12-28 05:30:00	ES	Futures	5194.27	5195.35	5190.51	5191.59	6937.0
2023-12-28 06:00:00	ES	Futures	5191.59	5194.54	5191.32	5191.86	4710.0
2023-12-28 06:30:00	ES	Futures	5192.12	5192.93	5190.51	5192.39	3686.0
2023-12-28 07:00:00	ES	Futures	5192.66	5194.54	5191.59	5194.54	3901.0
2023-12-28 07:30:00	ES	Futures	5194.27	5195.08	5192.93	5193.2	3928.0
2023-12-28 08:00:00	ES	Futures	5193.2	5194.54	5192.12	5193.74	6094.0
2023-12-28 08:30:00	ES	Futures	5194.01	5195.62	5188.63	5188.63	13053.0
2023-12-28 09:00:00	ES	Futures	5188.9	5192.12	5188.1	5191.05	17639.0
2023-12-28 09:30:00	ES	Futures	5191.32	5197.23	5190.78	5195.35	91680.0
2023-12-28 10:00:00	ES	Futures	5195.08	5196.69	5191.05	5196.42	52120.0
2023-12-28 10:30:00	ES	Futures	5196.42	5199.11	5192.93	5194.27	56348.0
2023-12-28 11:00:00	ES	Futures	5194.27	5195.08	5189.17	5191.86	53307.0
2023-12-28 11:30:00	ES	Futures	5191.86	5194.54	5190.51	5192.12	30723.0
2023-12-28 12:00:00	ES	Futures	5192.12	5195.89	5191.32	5192.66	22840.0
2023-12-28 12:30:00	ES	Futures	5192.66	5198.3	5192.39	5196.96	33145.0
2023-12-28 13:00:00	ES	Futures	5196.96	5197.5	5187.56	5194.01	58926.0
2023-12-28 13:30:00	ES	Futures	5194.01	5199.65	5192.93	5194.01	39287.0
2023-12-28 14:00:00	ES	Futures	5194.01	5198.57	5193.74	5197.77	29162.0
2023-12-28 14:30:00	ES	Futures	5198.03	5199.65	5194.81	5196.15	33003.0
2023-12-28 15:00:00	ES	Futures	5196.42	5196.42	5189.71	5192.93	46728.0
2023-12-28 15:30:00	ES	Futures	5192.93	5198.03	5187.02	5192.39	140534.0
2023-12-28 16:00:00	ES	Futures	5192.66	5194.81	5191.32	5194.01	31775.0
2023-12-28 16:30:00	ES	Futures	5194.27	5194.27	5192.12	5192.93	4492.0
2023-12-28 18:00:00	ES	Futures	5194.27	5195.08	5191.86	5195.08	2670.0
2023-12-28 18:30:00	ES	Futures	5195.08	5195.35	5193.74	5194.81	2223.0
2023-12-28 19:00:00	ES	Futures	5194.81	5195.62	5193.74	5195.08	3111.0
2023-12-28 19:30:00	ES	Futures	5195.08	5195.35	5194.01	5195.08	1188.0
2023-12-28 20:00:00	ES	Futures	5195.08	5195.35	5192.39	5194.27	2590.0
2023-12-28 20:30:00	ES	Futures	5194.54	5195.62	5193.74	5194.27	2336.0
2023-12-28 21:00:00	ES	Futures	5194.01	5195.62	5193.74	5194.54	1897.0
2023-12-28 21:30:00	ES	Futures	5194.54	5196.15	5194.27	5195.08	1590.0
2023-12-28 22:00:00	ES	Futures	5194.81	5196.69	5194.81	5195.62	1828.0
2023-12-28 22:30:00	ES	Futures	5195.89	5196.15	5195.08	5195.62	1163.0
2023-12-28 23:00:00	ES	Futures	5195.62	5196.42	5194.27	5194.81	2046.0
2023-12-28 23:30:00	ES	Futures	5194.54	5195.35	5194.01	5194.81	905.0
2023-12-28 00:00:00	NQ	Futures	18595.48	18601.99	18594.94	18599.55	1109.0
2023-12-28 00:30:00	NQ	Futures	18599.55	18601.72	18596.03	18601.72	933.0
2023-12-28 01:00:00	NQ	Futures	18601.45	18605.52	18599.55	18600.91	1240.0
2023-12-28 01:30:00	NQ	Futures	18600.91	18607.15	18599.01	18605.25	957.0

> showing 50 of 3,920 rows — these rows as CSV

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