PREVIEW / futures_30min / 2023-06-14

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-14.parquet
  size:    109 KB
  rows:    3,836

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
2023-06-14 00:00:00	ES	Futures	4848.97	4850.34	4847.6	4850.07	1440.0
2023-06-14 00:30:00	ES	Futures	4850.07	4850.62	4849.52	4850.34	1478.0
2023-06-14 01:00:00	ES	Futures	4850.34	4851.17	4848.97	4848.97	2675.0
2023-06-14 01:30:00	ES	Futures	4848.97	4851.44	4847.05	4849.79	4035.0
2023-06-14 02:00:00	ES	Futures	4849.79	4850.34	4847.32	4848.15	3163.0
2023-06-14 02:30:00	ES	Futures	4848.42	4850.07	4846.77	4847.87	1985.0
2023-06-14 03:00:00	ES	Futures	4847.87	4859.13	4847.87	4856.11	10464.0
2023-06-14 03:30:00	ES	Futures	4855.83	4859.13	4855.56	4858.85	7127.0
2023-06-14 04:00:00	ES	Futures	4858.85	4859.13	4856.11	4858.58	6066.0
2023-06-14 04:30:00	ES	Futures	4858.58	4862.15	4858.03	4860.22	7438.0
2023-06-14 05:00:00	ES	Futures	4860.22	4861.05	4856.38	4857.75	6959.0
2023-06-14 05:30:00	ES	Futures	4858.03	4859.95	4854.46	4855.56	5362.0
2023-06-14 06:00:00	ES	Futures	4855.56	4857.75	4853.91	4856.93	5791.0
2023-06-14 06:30:00	ES	Futures	4856.93	4860.22	4856.93	4858.58	7375.0
2023-06-14 07:00:00	ES	Futures	4858.3	4861.05	4856.66	4860.77	5856.0
2023-06-14 07:30:00	ES	Futures	4861.05	4861.05	4853.91	4855.56	12607.0
2023-06-14 08:00:00	ES	Futures	4855.56	4858.58	4854.73	4857.2	9610.0
2023-06-14 08:30:00	ES	Futures	4857.48	4860.77	4851.99	4853.36	21404.0
2023-06-14 09:00:00	ES	Futures	4853.36	4854.46	4851.17	4851.99	23793.0
2023-06-14 09:30:00	ES	Futures	4851.71	4859.95	4846.5	4857.75	128921.0
2023-06-14 10:00:00	ES	Futures	4858.03	4865.71	4856.11	4859.68	92051.0
2023-06-14 10:30:00	ES	Futures	4859.95	4866.81	4859.4	4861.6	64566.0
2023-06-14 11:00:00	ES	Futures	4861.32	4874.77	4860.22	4870.11	77712.0
2023-06-14 11:30:00	ES	Futures	4870.11	4871.2	4863.79	4865.71	54264.0
2023-06-14 12:00:00	ES	Futures	4865.71	4867.36	4858.03	4864.62	54781.0
2023-06-14 12:30:00	ES	Futures	4864.34	4864.89	4860.77	4863.52	35762.0
2023-06-14 13:00:00	ES	Futures	4863.24	4863.52	4851.99	4854.73	55352.0
2023-06-14 13:30:00	ES	Futures	4854.73	4856.93	4850.62	4854.46	45489.0
2023-06-14 14:00:00	ES	Futures	4854.46	4854.73	4813.28	4823.17	233220.0
2023-06-14 14:30:00	ES	Futures	4823.17	4851.71	4817.4	4844.03	218985.0
2023-06-14 15:00:00	ES	Futures	4844.03	4863.79	4836.62	4846.77	192257.0
2023-06-14 15:30:00	ES	Futures	4847.05	4853.36	4830.03	4852.81	214650.0
2023-06-14 16:00:00	ES	Futures	4852.81	4856.93	4850.89	4855.56	62434.0
2023-06-14 16:30:00	ES	Futures	4855.83	4861.05	4855.56	4858.58	11261.0
2023-06-14 18:00:00	ES	Futures	4856.38	4859.13	4855.01	4856.11	3859.0
2023-06-14 18:30:00	ES	Futures	4856.11	4858.58	4855.56	4856.93	1454.0
2023-06-14 19:00:00	ES	Futures	4856.66	4857.48	4854.46	4855.01	1916.0
2023-06-14 19:30:00	ES	Futures	4854.73	4856.11	4853.36	4853.36	2143.0
2023-06-14 20:00:00	ES	Futures	4853.36	4855.01	4851.99	4853.64	3576.0
2023-06-14 20:30:00	ES	Futures	4853.64	4855.01	4853.09	4854.19	1782.0
2023-06-14 21:00:00	ES	Futures	4853.91	4855.28	4846.22	4847.05	6725.0
2023-06-14 21:30:00	ES	Futures	4847.05	4848.42	4844.3	4846.22	5946.0
2023-06-14 22:00:00	ES	Futures	4846.5	4846.77	4844.3	4846.22	3994.0
2023-06-14 22:30:00	ES	Futures	4846.5	4848.97	4845.13	4848.15	3222.0
2023-06-14 23:00:00	ES	Futures	4848.15	4850.07	4847.6	4849.52	2712.0
2023-06-14 23:30:00	ES	Futures	4849.52	4851.71	4849.24	4851.44	2187.0
2023-06-14 00:00:00	NQ	Futures	16797.45	16801.62	16791.89	16800.79	816.0
2023-06-14 00:30:00	NQ	Futures	16800.51	16802.46	16795.23	16800.51	708.0
2023-06-14 01:00:00	NQ	Futures	16800.79	16802.46	16788.55	16788.55	1115.0
2023-06-14 01:30:00	NQ	Futures	16788.55	16804.41	16777.98	16796.34	2290.0

> showing 50 of 3,836 rows — these rows as CSV

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