PREVIEW / futures_30min / 2023-06-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-26.parquet
  size:    104 KB
  rows:    3,825

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
2023-06-26 00:00:00	ES	Futures	4831.68	4831.95	4829.2	4829.48	1714.0
2023-06-26 00:30:00	ES	Futures	4829.48	4830.58	4827.28	4828.38	3120.0
2023-06-26 01:00:00	ES	Futures	4828.66	4828.93	4825.09	4826.18	2610.0
2023-06-26 01:30:00	ES	Futures	4826.18	4828.66	4825.91	4827.01	2881.0
2023-06-26 02:00:00	ES	Futures	4826.46	4827.01	4823.99	4825.09	4204.0
2023-06-26 02:30:00	ES	Futures	4824.81	4826.18	4823.44	4825.91	2760.0
2023-06-26 03:00:00	ES	Futures	4825.91	4826.18	4811.36	4812.18	18915.0
2023-06-26 03:30:00	ES	Futures	4812.18	4816.3	4804.77	4814.93	22031.0
2023-06-26 04:00:00	ES	Futures	4814.93	4814.93	4807.79	4808.34	11501.0
2023-06-26 04:30:00	ES	Futures	4808.07	4814.66	4804.77	4807.52	14514.0
2023-06-26 05:00:00	ES	Futures	4807.52	4814.38	4807.24	4812.18	6906.0
2023-06-26 05:30:00	ES	Futures	4811.91	4816.3	4811.09	4814.66	7859.0
2023-06-26 06:00:00	ES	Futures	4814.38	4814.38	4811.64	4812.18	5811.0
2023-06-26 06:30:00	ES	Futures	4812.18	4814.93	4810.54	4811.09	5608.0
2023-06-26 07:00:00	ES	Futures	4811.09	4814.93	4810.26	4813.83	6052.0
2023-06-26 07:30:00	ES	Futures	4813.83	4818.77	4812.46	4817.68	7748.0
2023-06-26 08:00:00	ES	Futures	4817.4	4819.32	4813.01	4818.77	9842.0
2023-06-26 08:30:00	ES	Futures	4819.05	4820.42	4815.2	4816.3	10134.0
2023-06-26 09:00:00	ES	Futures	4816.58	4817.95	4811.91	4812.73	18782.0
2023-06-26 09:30:00	ES	Futures	4812.73	4832.77	4812.18	4830.58	126811.0
2023-06-26 10:00:00	ES	Futures	4830.85	4834.69	4824.54	4827.56	131438.0
2023-06-26 10:30:00	ES	Futures	4827.28	4827.56	4809.44	4821.79	134195.0
2023-06-26 11:00:00	ES	Futures	4822.07	4822.34	4808.34	4810.81	100586.0
2023-06-26 11:30:00	ES	Futures	4810.54	4818.77	4808.89	4818.22	74415.0
2023-06-26 12:00:00	ES	Futures	4818.22	4819.6	4803.13	4808.89	115450.0
2023-06-26 12:30:00	ES	Futures	4809.17	4810.26	4801.48	4809.99	90384.0
2023-06-26 13:00:00	ES	Futures	4809.99	4813.28	4805.05	4811.91	66945.0
2023-06-26 13:30:00	ES	Futures	4812.18	4813.28	4806.42	4807.52	62219.0
2023-06-26 14:00:00	ES	Futures	4807.24	4809.17	4802.58	4806.69	62623.0
2023-06-26 14:30:00	ES	Futures	4806.42	4815.48	4805.87	4812.73	75893.0
2023-06-26 15:00:00	ES	Futures	4813.01	4815.75	4810.26	4812.73	55644.0
2023-06-26 15:30:00	ES	Futures	4812.46	4814.93	4796.81	4799.83	185379.0
2023-06-26 16:00:00	ES	Futures	4799.83	4805.6	4799.56	4802.58	59495.0
2023-06-26 16:30:00	ES	Futures	4802.85	4804.22	4801.75	4803.67	6640.0
2023-06-26 18:00:00	ES	Futures	4804.77	4805.87	4803.13	4803.4	2647.0
2023-06-26 18:30:00	ES	Futures	4803.4	4806.15	4802.3	4806.15	1715.0
2023-06-26 19:00:00	ES	Futures	4806.15	4807.52	4805.87	4806.69	1835.0
2023-06-26 19:30:00	ES	Futures	4806.97	4808.62	4806.69	4808.62	2044.0
2023-06-26 20:00:00	ES	Futures	4808.89	4809.17	4805.32	4805.87	4187.0
2023-06-26 20:30:00	ES	Futures	4805.87	4806.69	4804.77	4805.05	2376.0
2023-06-26 21:00:00	ES	Futures	4805.05	4805.6	4802.58	4803.95	4047.0
2023-06-26 21:30:00	ES	Futures	4803.95	4809.17	4802.85	4808.62	5655.0
2023-06-26 22:00:00	ES	Futures	4808.89	4810.26	4807.24	4808.34	3943.0
2023-06-26 22:30:00	ES	Futures	4808.34	4809.44	4806.97	4808.62	2900.0
2023-06-26 23:00:00	ES	Futures	4808.34	4809.17	4807.24	4808.62	2529.0
2023-06-26 23:30:00	ES	Futures	4808.62	4810.54	4807.52	4808.07	4355.0
2023-06-26 00:00:00	NQ	Futures	16801.07	16804.13	16792.72	16793.84	1123.0
2023-06-26 00:30:00	NQ	Futures	16793.56	16801.35	16788.83	16793.28	1163.0
2023-06-26 01:00:00	NQ	Futures	16794.11	16794.67	16777.15	16781.32	1646.0
2023-06-26 01:30:00	NQ	Futures	16781.32	16791.61	16779.37	16781.6	1334.0

> showing 50 of 3,825 rows — these rows as CSV

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