PREVIEW / futures_30min / 2023-06-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-21.parquet
  size:    108 KB
  rows:    3,877

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
2023-06-21 00:00:00	ES	Futures	4869.01	4870.66	4868.73	4870.38	994.0
2023-06-21 00:30:00	ES	Futures	4870.11	4871.2	4869.56	4871.2	1278.0
2023-06-21 01:00:00	ES	Futures	4871.2	4871.48	4868.19	4868.19	1749.0
2023-06-21 01:30:00	ES	Futures	4868.19	4868.46	4865.99	4867.09	3281.0
2023-06-21 02:00:00	ES	Futures	4867.09	4867.91	4860.77	4864.34	7135.0
2023-06-21 02:30:00	ES	Futures	4864.07	4865.17	4861.32	4861.6	3608.0
2023-06-21 03:00:00	ES	Futures	4861.6	4866.54	4857.48	4866.54	11695.0
2023-06-21 03:30:00	ES	Futures	4866.54	4867.91	4861.6	4864.62	7654.0
2023-06-21 04:00:00	ES	Futures	4864.34	4869.01	4863.24	4867.64	7411.0
2023-06-21 04:30:00	ES	Futures	4867.64	4870.66	4866.81	4867.64	4988.0
2023-06-21 05:00:00	ES	Futures	4867.64	4868.73	4864.62	4867.36	4761.0
2023-06-21 05:30:00	ES	Futures	4867.36	4870.93	4867.09	4868.73	4613.0
2023-06-21 06:00:00	ES	Futures	4868.73	4872.58	4868.73	4871.2	3549.0
2023-06-21 06:30:00	ES	Futures	4871.48	4872.3	4867.09	4868.46	5097.0
2023-06-21 07:00:00	ES	Futures	4868.19	4869.01	4864.62	4865.71	4801.0
2023-06-21 07:30:00	ES	Futures	4865.71	4866.81	4863.79	4865.44	5606.0
2023-06-21 08:00:00	ES	Futures	4865.44	4865.44	4856.11	4856.11	13604.0
2023-06-21 08:30:00	ES	Futures	4856.38	4861.05	4853.09	4855.28	22431.0
2023-06-21 09:00:00	ES	Futures	4855.56	4857.2	4851.71	4855.28	25536.0
2023-06-21 09:30:00	ES	Futures	4855.56	4856.38	4841.01	4845.13	140663.0
2023-06-21 10:00:00	ES	Futures	4845.13	4851.71	4835.79	4846.5	129661.0
2023-06-21 10:30:00	ES	Futures	4846.77	4850.34	4835.24	4845.68	118411.0
2023-06-21 11:00:00	ES	Futures	4845.4	4848.69	4836.07	4846.22	108833.0
2023-06-21 11:30:00	ES	Futures	4846.22	4854.46	4843.48	4844.03	76642.0
2023-06-21 12:00:00	ES	Futures	4844.03	4856.38	4843.2	4852.54	65612.0
2023-06-21 12:30:00	ES	Futures	4852.54	4855.56	4844.58	4846.22	57821.0
2023-06-21 13:00:00	ES	Futures	4846.5	4850.07	4840.73	4844.03	60470.0
2023-06-21 13:30:00	ES	Futures	4844.03	4852.81	4842.66	4852.54	41648.0
2023-06-21 14:00:00	ES	Futures	4852.54	4861.6	4851.17	4861.32	64526.0
2023-06-21 14:30:00	ES	Futures	4861.32	4865.17	4857.48	4859.68	61050.0
2023-06-21 15:00:00	ES	Futures	4859.68	4859.68	4850.62	4850.62	69588.0
2023-06-21 15:30:00	ES	Futures	4850.89	4851.99	4838.26	4841.83	184784.0
2023-06-21 16:00:00	ES	Futures	4841.83	4845.4	4840.46	4841.83	46852.0
2023-06-21 16:30:00	ES	Futures	4842.11	4843.2	4841.28	4842.38	6119.0
2023-06-21 18:00:00	ES	Futures	4842.38	4845.4	4839.91	4841.01	3871.0
2023-06-21 18:30:00	ES	Futures	4841.01	4842.11	4840.19	4841.28	1252.0
2023-06-21 19:00:00	ES	Futures	4841.56	4844.58	4841.28	4843.2	1332.0
2023-06-21 19:30:00	ES	Futures	4843.2	4844.03	4842.11	4842.93	1316.0
2023-06-21 20:00:00	ES	Futures	4842.93	4846.22	4842.66	4844.3	3902.0
2023-06-21 20:30:00	ES	Futures	4844.3	4844.3	4841.28	4842.38	1808.0
2023-06-21 21:00:00	ES	Futures	4842.66	4843.48	4840.19	4840.46	2134.0
2023-06-21 21:30:00	ES	Futures	4840.19	4840.46	4838.26	4838.81	3116.0
2023-06-21 22:00:00	ES	Futures	4838.81	4838.81	4833.87	4837.17	5726.0
2023-06-21 22:30:00	ES	Futures	4837.44	4839.36	4837.17	4838.54	1796.0
2023-06-21 23:00:00	ES	Futures	4838.54	4839.09	4836.34	4836.89	1931.0
2023-06-21 23:30:00	ES	Futures	4836.89	4840.73	4836.89	4840.46	2762.0
2023-06-21 00:00:00	NQ	Futures	16971.01	16976.85	16967.95	16974.9	800.0
2023-06-21 00:30:00	NQ	Futures	16975.18	16979.07	16971.01	16977.68	875.0
2023-06-21 01:00:00	NQ	Futures	16977.68	16983.52	16968.78	16970.17	1623.0
2023-06-21 01:30:00	NQ	Futures	16969.62	16970.73	16960.16	16964.61	1618.0

> showing 50 of 3,877 rows — these rows as CSV

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