PREVIEW / futures_30min / 2023-12-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-29.parquet
  size:    89 KB
  rows:    3,007

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
2023-12-29 00:00:00	ES	Futures	5194.81	5195.89	5194.54	5195.62	1554.0
2023-12-29 00:30:00	ES	Futures	5195.89	5196.15	5194.54	5195.89	1499.0
2023-12-29 01:00:00	ES	Futures	5196.15	5196.69	5195.89	5196.69	1721.0
2023-12-29 01:30:00	ES	Futures	5196.69	5197.23	5196.42	5196.69	1197.0
2023-12-29 02:00:00	ES	Futures	5196.69	5197.77	5196.42	5197.23	2245.0
2023-12-29 02:30:00	ES	Futures	5197.23	5197.77	5196.15	5196.42	1921.0
2023-12-29 03:00:00	ES	Futures	5196.69	5200.99	5196.42	5200.99	5386.0
2023-12-29 03:30:00	ES	Futures	5200.99	5200.99	5196.69	5197.77	4904.0
2023-12-29 04:00:00	ES	Futures	5198.03	5199.11	5196.42	5196.69	4858.0
2023-12-29 04:30:00	ES	Futures	5196.69	5197.77	5194.01	5194.27	3755.0
2023-12-29 05:00:00	ES	Futures	5194.27	5195.35	5192.66	5192.93	5732.0
2023-12-29 05:30:00	ES	Futures	5193.2	5195.62	5192.39	5194.54	3914.0
2023-12-29 06:00:00	ES	Futures	5194.54	5195.35	5193.74	5194.01	3857.0
2023-12-29 06:30:00	ES	Futures	5194.01	5196.96	5193.47	5195.08	4820.0
2023-12-29 07:00:00	ES	Futures	5195.08	5195.35	5190.24	5190.78	7473.0
2023-12-29 07:30:00	ES	Futures	5190.78	5192.12	5187.56	5189.44	9766.0
2023-12-29 08:00:00	ES	Futures	5189.44	5191.59	5187.02	5190.51	8436.0
2023-12-29 08:30:00	ES	Futures	5190.51	5191.32	5187.56	5187.83	6375.0
2023-12-29 09:00:00	ES	Futures	5187.83	5189.71	5186.48	5187.83	9412.0
2023-12-29 09:30:00	ES	Futures	5187.56	5192.93	5185.95	5191.05	64072.0
2023-12-29 10:00:00	ES	Futures	5191.32	5194.54	5188.36	5190.78	42999.0
2023-12-29 10:30:00	ES	Futures	5191.05	5191.59	5172.52	5177.08	104976.0
2023-12-29 11:00:00	ES	Futures	5177.35	5179.77	5160.43	5160.7	101552.0
2023-12-29 11:30:00	ES	Futures	5160.97	5166.61	5158.82	5163.39	70329.0
2023-12-29 12:00:00	ES	Futures	5163.39	5167.41	5153.45	5156.67	80604.0
2023-12-29 12:30:00	ES	Futures	5156.4	5167.15	5155.6	5166.07	47462.0
2023-12-29 13:00:00	ES	Futures	5166.07	5173.05	5164.46	5166.34	57242.0
2023-12-29 13:30:00	ES	Futures	5166.34	5175.47	5166.07	5172.52	39802.0
2023-12-29 14:00:00	ES	Futures	5172.52	5176.82	5170.64	5172.25	38481.0
2023-12-29 14:30:00	ES	Futures	5172.25	5179.5	5172.25	5177.89	33275.0
2023-12-29 15:00:00	ES	Futures	5177.89	5181.65	5173.32	5180.58	59747.0
2023-12-29 15:30:00	ES	Futures	5180.58	5181.38	5166.61	5177.08	213272.0
2023-12-29 16:00:00	ES	Futures	5177.35	5178.43	5170.91	5172.25	51586.0
2023-12-29 16:30:00	ES	Futures	5171.98	5173.05	5170.1	5170.64	12221.0
2023-12-29 00:00:00	NQ	Futures	18542.87	18548.29	18542.06	18546.12	981.0
2023-12-29 00:30:00	NQ	Futures	18546.12	18551.01	18544.77	18549.92	802.0
2023-12-29 01:00:00	NQ	Futures	18550.19	18556.97	18549.92	18556.97	957.0
2023-12-29 01:30:00	NQ	Futures	18557.24	18562.13	18555.35	18560.5	851.0
2023-12-29 02:00:00	NQ	Futures	18560.23	18564.84	18559.14	18562.13	1468.0
2023-12-29 02:30:00	NQ	Futures	18562.13	18566.19	18556.97	18557.52	1353.0
2023-12-29 03:00:00	NQ	Futures	18557.79	18583.55	18557.79	18582.74	3247.0
2023-12-29 03:30:00	NQ	Futures	18582.47	18584.09	18565.38	18569.45	2893.0
2023-12-29 04:00:00	NQ	Futures	18569.45	18574.33	18565.92	18570.53	2177.0
2023-12-29 04:30:00	NQ	Futures	18569.99	18573.79	18558.06	18558.87	2062.0
2023-12-29 05:00:00	NQ	Futures	18558.33	18566.19	18553.45	18556.43	1998.0
2023-12-29 05:30:00	NQ	Futures	18556.43	18567.01	18554.26	18563.21	1570.0
2023-12-29 06:00:00	NQ	Futures	18562.94	18565.92	18558.6	18559.69	1288.0
2023-12-29 06:30:00	NQ	Futures	18559.69	18572.43	18556.7	18567.28	1877.0
2023-12-29 07:00:00	NQ	Futures	18567.82	18569.45	18539.07	18543.41	4709.0
2023-12-29 07:30:00	NQ	Futures	18543.14	18547.48	18524.16	18533.92	5061.0

> showing 50 of 3,007 rows — these rows as CSV

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