PREVIEW / futures_30min / 2023-06-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-15.parquet
  size:    113 KB
  rows:    3,927

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
2023-06-15 00:00:00	ES	Futures	4851.44	4853.36	4850.89	4851.99	2662.0
2023-06-15 00:30:00	ES	Futures	4851.99	4852.81	4851.17	4851.71	1818.0
2023-06-15 01:00:00	ES	Futures	4851.71	4853.91	4849.24	4853.36	3506.0
2023-06-15 01:30:00	ES	Futures	4853.36	4854.73	4850.62	4851.99	4875.0
2023-06-15 02:00:00	ES	Futures	4851.71	4852.26	4845.4	4846.77	6281.0
2023-06-15 02:30:00	ES	Futures	4846.77	4847.87	4844.03	4846.77	4549.0
2023-06-15 03:00:00	ES	Futures	4847.05	4847.32	4840.19	4844.85	13150.0
2023-06-15 03:30:00	ES	Futures	4844.85	4849.24	4842.38	4848.69	7418.0
2023-06-15 04:00:00	ES	Futures	4848.69	4850.34	4846.5	4846.5	7065.0
2023-06-15 04:30:00	ES	Futures	4846.5	4846.77	4839.91	4841.01	7360.0
2023-06-15 05:00:00	ES	Futures	4841.01	4842.93	4836.62	4837.71	9634.0
2023-06-15 05:30:00	ES	Futures	4837.71	4841.01	4836.34	4838.54	6685.0
2023-06-15 06:00:00	ES	Futures	4838.54	4840.19	4833.32	4835.24	9262.0
2023-06-15 06:30:00	ES	Futures	4835.52	4835.79	4830.85	4832.77	8375.0
2023-06-15 07:00:00	ES	Futures	4832.5	4834.69	4830.03	4833.05	9205.0
2023-06-15 07:30:00	ES	Futures	4832.77	4836.07	4831.95	4834.69	9437.0
2023-06-15 08:00:00	ES	Futures	4834.69	4837.71	4830.3	4832.5	15647.0
2023-06-15 08:30:00	ES	Futures	4832.5	4838.54	4824.54	4836.62	42133.0
2023-06-15 09:00:00	ES	Futures	4836.89	4844.3	4834.97	4840.46	35190.0
2023-06-15 09:30:00	ES	Futures	4840.46	4869.01	4839.36	4867.36	206566.0
2023-06-15 10:00:00	ES	Futures	4867.36	4877.79	4864.07	4875.6	145340.0
2023-06-15 10:30:00	ES	Futures	4875.87	4879.99	4863.52	4875.05	107018.0
2023-06-15 11:00:00	ES	Futures	4875.32	4890.42	4872.85	4889.87	105300.0
2023-06-15 11:30:00	ES	Futures	4889.87	4894.54	4882.19	4889.87	105873.0
2023-06-15 12:00:00	ES	Futures	4889.87	4893.17	4886.03	4892.07	47998.0
2023-06-15 12:30:00	ES	Futures	4892.07	4895.09	4888.22	4891.24	47927.0
2023-06-15 13:00:00	ES	Futures	4891.52	4891.79	4883.01	4891.52	51993.0
2023-06-15 13:30:00	ES	Futures	4891.79	4903.32	4890.42	4901.13	57390.0
2023-06-15 14:00:00	ES	Futures	4901.4	4904.42	4895.91	4902.77	59314.0
2023-06-15 14:30:00	ES	Futures	4902.77	4925.28	4902.5	4922.26	101531.0
2023-06-15 15:00:00	ES	Futures	4922.54	4925.01	4912.38	4917.05	115370.0
2023-06-15 15:30:00	ES	Futures	4917.05	4920.62	4904.7	4911.28	247001.0
2023-06-15 16:00:00	ES	Futures	4911.28	4911.28	4903.05	4907.17	69607.0
2023-06-15 16:30:00	ES	Futures	4907.17	4907.44	4904.42	4905.52	6782.0
2023-06-15 18:00:00	ES	Futures	4907.17	4908.26	4903.87	4905.52	4733.0
2023-06-15 18:30:00	ES	Futures	4905.79	4906.89	4902.22	4903.05	3288.0
2023-06-15 19:00:00	ES	Futures	4903.05	4904.7	4902.77	4903.87	1602.0
2023-06-15 19:30:00	ES	Futures	4903.87	4904.7	4901.95	4903.05	2209.0
2023-06-15 20:00:00	ES	Futures	4903.05	4903.6	4900.58	4901.13	4387.0
2023-06-15 20:30:00	ES	Futures	4900.85	4901.13	4898.93	4900.3	3738.0
2023-06-15 21:00:00	ES	Futures	4900.3	4902.5	4898.93	4899.2	2826.0
2023-06-15 21:30:00	ES	Futures	4899.2	4900.85	4897.83	4898.66	2594.0
2023-06-15 22:00:00	ES	Futures	4898.66	4899.2	4897.01	4898.11	2210.0
2023-06-15 22:30:00	ES	Futures	4898.38	4900.58	4898.11	4898.93	2934.0
2023-06-15 23:00:00	ES	Futures	4898.93	4900.85	4897.56	4899.48	2188.0
2023-06-15 23:30:00	ES	Futures	4899.75	4903.32	4899.48	4903.05	2787.0
2023-06-15 00:00:00	NQ	Futures	16905.92	16915.66	16903.42	16907.59	1707.0
2023-06-15 00:30:00	NQ	Futures	16907.31	16910.37	16900.08	16902.86	1065.0
2023-06-15 01:00:00	NQ	Futures	16903.14	16916.77	16892.57	16913.15	1625.0
2023-06-15 01:30:00	NQ	Futures	16913.99	16918.44	16895.91	16897.3	1571.0

> showing 50 of 3,927 rows — these rows as CSV

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