PREVIEW / futures_30min / 2023-06-16

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-16.parquet
  size:    92 KB
  rows:    3,082

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
2023-06-16 00:00:00	ES	Futures	4903.05	4905.52	4901.95	4905.24	2538.0
2023-06-16 00:30:00	ES	Futures	4905.24	4905.52	4903.05	4903.32	1965.0
2023-06-16 01:00:00	ES	Futures	4903.32	4907.17	4902.22	4904.97	2799.0
2023-06-16 01:30:00	ES	Futures	4904.97	4908.26	4904.7	4907.71	3643.0
2023-06-16 02:00:00	ES	Futures	4907.44	4911.01	4902.77	4909.36	6656.0
2023-06-16 02:30:00	ES	Futures	4909.64	4910.73	4906.62	4907.17	5391.0
2023-06-16 03:00:00	ES	Futures	4907.17	4907.17	4900.03	4904.42	11136.0
2023-06-16 03:30:00	ES	Futures	4904.42	4907.71	4903.05	4906.07	7330.0
2023-06-16 04:00:00	ES	Futures	4906.07	4912.11	4905.24	4912.11	9680.0
2023-06-16 04:30:00	ES	Futures	4911.83	4917.05	4911.83	4915.13	12614.0
2023-06-16 05:00:00	ES	Futures	4915.13	4917.05	4913.48	4914.58	13136.0
2023-06-16 05:30:00	ES	Futures	4914.58	4915.4	4912.38	4913.48	9952.0
2023-06-16 06:00:00	ES	Futures	4913.48	4914.58	4907.17	4907.71	9440.0
2023-06-16 06:30:00	ES	Futures	4907.99	4910.46	4906.89	4909.91	9673.0
2023-06-16 07:00:00	ES	Futures	4910.19	4914.3	4909.36	4913.75	8882.0
2023-06-16 07:30:00	ES	Futures	4913.75	4916.77	4911.83	4912.38	13918.0
2023-06-16 08:00:00	ES	Futures	4912.38	4920.34	4910.46	4919.52	20030.0
2023-06-16 08:30:00	ES	Futures	4919.52	4924.19	4919.52	4922.54	21464.0
2023-06-16 09:00:00	ES	Futures	4922.54	4934.34	4914.58	4932.7	75080.0
2023-06-16 09:30:00	ES	Futures	4932.97	4934.07	4907.17	4912.93	219416.0
2023-06-16 10:00:00	ES	Futures	4912.66	4926.11	4912.11	4925.83	144857.0
2023-06-16 10:30:00	ES	Futures	4925.56	4925.56	4908.81	4915.95	109843.0
2023-06-16 11:00:00	ES	Futures	4915.95	4921.44	4902.77	4907.99	113281.0
2023-06-16 11:30:00	ES	Futures	4907.99	4913.21	4903.87	4913.21	99765.0
2023-06-16 12:00:00	ES	Futures	4913.21	4919.24	4910.19	4918.7	70747.0
2023-06-16 12:30:00	ES	Futures	4918.7	4926.11	4917.6	4923.36	61372.0
2023-06-16 13:00:00	ES	Futures	4923.36	4924.46	4914.3	4915.4	59596.0
2023-06-16 13:30:00	ES	Futures	4915.68	4916.77	4909.64	4914.3	51786.0
2023-06-16 14:00:00	ES	Futures	4914.03	4915.4	4907.71	4910.73	49477.0
2023-06-16 14:30:00	ES	Futures	4910.73	4910.73	4899.75	4900.3	63392.0
2023-06-16 15:00:00	ES	Futures	4900.3	4901.4	4891.79	4894.26	97135.0
2023-06-16 15:30:00	ES	Futures	4894.54	4903.32	4887.4	4892.62	219411.0
2023-06-16 16:00:00	ES	Futures	4892.62	4900.58	4892.07	4898.93	63557.0
2023-06-16 16:30:00	ES	Futures	4898.66	4900.58	4893.17	4896.19	10120.0
2023-06-16 00:00:00	NQ	Futures	17073.08	17080.87	17065.85	17078.36	1228.0
2023-06-16 00:30:00	NQ	Futures	17078.36	17081.7	17070.3	17070.58	1041.0
2023-06-16 01:00:00	NQ	Futures	17071.13	17086.43	17064.46	17078.92	1533.0
2023-06-16 01:30:00	NQ	Futures	17078.64	17097.83	17077.81	17095.05	1961.0
2023-06-16 02:00:00	NQ	Futures	17093.94	17108.68	17078.36	17102.56	3237.0
2023-06-16 02:30:00	NQ	Futures	17103.12	17107.29	17085.32	17088.66	2467.0
2023-06-16 03:00:00	NQ	Futures	17087.82	17088.1	17061.68	17081.7	4956.0
2023-06-16 03:30:00	NQ	Futures	17081.42	17093.11	17073.08	17086.71	2958.0
2023-06-16 04:00:00	NQ	Futures	17088.93	17126.2	17088.93	17122.59	5586.0
2023-06-16 04:30:00	NQ	Futures	17122.03	17143.73	17120.64	17129.82	5781.0
2023-06-16 05:00:00	NQ	Futures	17130.1	17143.73	17117.58	17123.7	5699.0
2023-06-16 05:30:00	NQ	Futures	17123.98	17138.44	17116.47	17128.15	3751.0
2023-06-16 06:00:00	NQ	Futures	17128.15	17129.82	17097.56	17105.9	4675.0
2023-06-16 06:30:00	NQ	Futures	17106.18	17123.98	17104.79	17123.42	3107.0
2023-06-16 07:00:00	NQ	Futures	17123.42	17151.23	17119.81	17149.29	4717.0
2023-06-16 07:30:00	NQ	Futures	17149.29	17159.58	17135.66	17137.88	5440.0

> showing 50 of 3,082 rows — these rows as CSV

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