PREVIEW / futures_30min / 2023-06-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-23.parquet
  size:    92 KB
  rows:    3,109

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
2023-06-23 00:00:00	ES	Futures	4837.99	4839.09	4831.95	4832.22	4330.0
2023-06-23 00:30:00	ES	Futures	4832.22	4836.62	4831.95	4834.97	4009.0
2023-06-23 01:00:00	ES	Futures	4835.24	4837.17	4832.5	4833.87	3803.0
2023-06-23 01:30:00	ES	Futures	4833.87	4839.64	4833.6	4838.54	4498.0
2023-06-23 02:00:00	ES	Futures	4838.54	4838.81	4833.87	4836.89	4839.0
2023-06-23 02:30:00	ES	Futures	4836.89	4839.64	4836.34	4838.54	2346.0
2023-06-23 03:00:00	ES	Futures	4838.54	4845.13	4836.62	4839.64	12553.0
2023-06-23 03:30:00	ES	Futures	4839.64	4839.64	4827.28	4834.42	22116.0
2023-06-23 04:00:00	ES	Futures	4834.42	4838.81	4832.77	4834.15	9484.0
2023-06-23 04:30:00	ES	Futures	4834.15	4837.71	4830.85	4832.22	9378.0
2023-06-23 05:00:00	ES	Futures	4832.22	4835.24	4831.4	4832.22	7086.0
2023-06-23 05:30:00	ES	Futures	4832.22	4836.62	4831.4	4836.07	5780.0
2023-06-23 06:00:00	ES	Futures	4835.79	4836.07	4831.4	4833.6	5479.0
2023-06-23 06:30:00	ES	Futures	4833.6	4833.87	4830.3	4832.22	5071.0
2023-06-23 07:00:00	ES	Futures	4831.95	4839.64	4831.68	4837.44	8603.0
2023-06-23 07:30:00	ES	Futures	4837.44	4837.99	4833.05	4834.97	8175.0
2023-06-23 08:00:00	ES	Futures	4835.24	4835.52	4828.11	4828.93	13584.0
2023-06-23 08:30:00	ES	Futures	4828.93	4829.2	4816.58	4819.05	40586.0
2023-06-23 09:00:00	ES	Futures	4819.05	4822.62	4815.48	4816.03	33001.0
2023-06-23 09:30:00	ES	Futures	4816.03	4823.71	4813.83	4821.79	178575.0
2023-06-23 10:00:00	ES	Futures	4821.52	4828.38	4818.77	4824.81	108573.0
2023-06-23 10:30:00	ES	Futures	4825.09	4831.13	4818.22	4823.44	86577.0
2023-06-23 11:00:00	ES	Futures	4823.44	4826.18	4815.48	4819.05	73039.0
2023-06-23 11:30:00	ES	Futures	4818.77	4828.11	4817.13	4826.73	60203.0
2023-06-23 12:00:00	ES	Futures	4826.73	4834.69	4824.81	4834.15	63792.0
2023-06-23 12:30:00	ES	Futures	4834.42	4837.99	4831.4	4834.42	51638.0
2023-06-23 13:00:00	ES	Futures	4834.42	4838.54	4830.3	4837.44	41322.0
2023-06-23 13:30:00	ES	Futures	4837.71	4840.19	4834.97	4834.97	40105.0
2023-06-23 14:00:00	ES	Futures	4834.97	4835.79	4827.01	4828.38	56528.0
2023-06-23 14:30:00	ES	Futures	4828.11	4828.93	4816.03	4816.85	89005.0
2023-06-23 15:00:00	ES	Futures	4817.13	4823.71	4811.09	4819.32	91092.0
2023-06-23 15:30:00	ES	Futures	4819.32	4828.93	4817.4	4820.69	196474.0
2023-06-23 16:00:00	ES	Futures	4820.69	4822.62	4813.01	4816.58	70362.0
2023-06-23 16:30:00	ES	Futures	4816.58	4819.32	4816.3	4818.77	7710.0
2023-06-23 00:00:00	NQ	Futures	16861.98	16865.32	16830.27	16831.38	2560.0
2023-06-23 00:30:00	NQ	Futures	16831.38	16845.01	16831.38	16839.73	2155.0
2023-06-23 01:00:00	NQ	Futures	16840.01	16851.69	16825.82	16832.22	2786.0
2023-06-23 01:30:00	NQ	Futures	16831.38	16864.76	16829.44	16855.03	3016.0
2023-06-23 02:00:00	NQ	Futures	16855.3	16858.92	16837.22	16847.79	2413.0
2023-06-23 02:30:00	NQ	Futures	16848.63	16860.03	16844.18	16856.42	1423.0
2023-06-23 03:00:00	NQ	Futures	16855.86	16883.67	16841.95	16860.31	5684.0
2023-06-23 03:30:00	NQ	Futures	16860.59	16861.98	16811.36	16844.18	7110.0
2023-06-23 04:00:00	NQ	Futures	16844.18	16854.75	16813.31	16817.2	5324.0
2023-06-23 04:30:00	NQ	Futures	16816.92	16830.83	16788.83	16798.56	5382.0
2023-06-23 05:00:00	NQ	Futures	16798.29	16820.26	16797.17	16802.74	3521.0
2023-06-23 05:30:00	NQ	Futures	16802.46	16826.38	16799.12	16821.09	2740.0
2023-06-23 06:00:00	NQ	Futures	16820.26	16823.04	16801.35	16812.19	2710.0
2023-06-23 06:30:00	NQ	Futures	16811.64	16817.2	16794.67	16809.13	2809.0
2023-06-23 07:00:00	NQ	Futures	16810.52	16850.02	16809.69	16838.62	4556.0
2023-06-23 07:30:00	NQ	Futures	16838.62	16843.9	16819.7	16826.93	4386.0

> showing 50 of 3,109 rows — these rows as CSV

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