PREVIEW / futures_30min / 2023-06-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-27.parquet
  size:    107 KB
  rows:    3,863

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
2023-06-27 00:00:00	ES	Futures	4808.07	4809.99	4807.24	4809.44	1964.0
2023-06-27 00:30:00	ES	Futures	4809.44	4810.54	4808.62	4809.71	1662.0
2023-06-27 01:00:00	ES	Futures	4809.71	4812.18	4808.89	4811.91	2542.0
2023-06-27 01:30:00	ES	Futures	4811.91	4813.83	4810.54	4813.28	4055.0
2023-06-27 02:00:00	ES	Futures	4813.28	4815.75	4811.64	4813.28	7236.0
2023-06-27 02:30:00	ES	Futures	4813.28	4815.2	4812.18	4812.18	3083.0
2023-06-27 03:00:00	ES	Futures	4812.18	4817.95	4811.64	4813.83	13175.0
2023-06-27 03:30:00	ES	Futures	4813.56	4813.56	4809.44	4811.09	11600.0
2023-06-27 04:00:00	ES	Futures	4810.81	4813.28	4809.17	4810.54	8831.0
2023-06-27 04:30:00	ES	Futures	4810.54	4810.54	4805.32	4807.52	8353.0
2023-06-27 05:00:00	ES	Futures	4807.24	4808.62	4805.87	4808.34	5674.0
2023-06-27 05:30:00	ES	Futures	4808.34	4808.34	4806.42	4806.97	4391.0
2023-06-27 06:00:00	ES	Futures	4806.97	4808.62	4805.32	4806.97	3866.0
2023-06-27 06:30:00	ES	Futures	4807.24	4811.36	4806.69	4810.54	5448.0
2023-06-27 07:00:00	ES	Futures	4810.54	4810.54	4805.05	4805.32	6543.0
2023-06-27 07:30:00	ES	Futures	4805.6	4805.6	4800.38	4802.3	10765.0
2023-06-27 08:00:00	ES	Futures	4802.3	4804.22	4800.11	4803.13	12198.0
2023-06-27 08:30:00	ES	Futures	4803.13	4810.81	4801.75	4806.15	19338.0
2023-06-27 09:00:00	ES	Futures	4806.42	4809.71	4804.5	4808.62	19739.0
2023-06-27 09:30:00	ES	Futures	4808.89	4819.32	4806.97	4813.01	155582.0
2023-06-27 10:00:00	ES	Futures	4812.73	4817.13	4803.4	4813.56	145254.0
2023-06-27 10:30:00	ES	Futures	4813.83	4820.69	4811.09	4819.87	120725.0
2023-06-27 11:00:00	ES	Futures	4819.6	4826.46	4810.54	4825.09	105930.0
2023-06-27 11:30:00	ES	Futures	4825.36	4830.85	4824.54	4829.48	76912.0
2023-06-27 12:00:00	ES	Futures	4829.48	4835.24	4828.11	4834.15	60575.0
2023-06-27 12:30:00	ES	Futures	4834.42	4842.11	4832.77	4839.36	66220.0
2023-06-27 13:00:00	ES	Futures	4839.36	4846.22	4835.79	4844.58	57253.0
2023-06-27 13:30:00	ES	Futures	4844.58	4852.81	4844.3	4852.26	61098.0
2023-06-27 14:00:00	ES	Futures	4852.26	4856.11	4850.62	4855.01	54764.0
2023-06-27 14:30:00	ES	Futures	4855.28	4856.66	4850.62	4851.17	64904.0
2023-06-27 15:00:00	ES	Futures	4851.44	4858.3	4851.44	4858.03	60157.0
2023-06-27 15:30:00	ES	Futures	4858.03	4858.58	4850.62	4851.17	159107.0
2023-06-27 16:00:00	ES	Futures	4851.17	4851.71	4845.95	4847.6	52468.0
2023-06-27 16:30:00	ES	Futures	4847.87	4848.15	4846.5	4847.6	4809.0
2023-06-27 18:00:00	ES	Futures	4846.77	4847.87	4844.85	4845.68	3419.0
2023-06-27 18:30:00	ES	Futures	4845.4	4845.95	4843.48	4844.03	2560.0
2023-06-27 19:00:00	ES	Futures	4844.03	4844.03	4841.28	4842.93	2987.0
2023-06-27 19:30:00	ES	Futures	4842.93	4844.85	4842.38	4843.48	3660.0
2023-06-27 20:00:00	ES	Futures	4843.48	4845.95	4842.11	4842.38	4571.0
2023-06-27 20:30:00	ES	Futures	4842.38	4842.38	4839.64	4841.56	3869.0
2023-06-27 21:00:00	ES	Futures	4841.56	4842.66	4839.09	4840.73	3819.0
2023-06-27 21:30:00	ES	Futures	4841.01	4842.66	4839.91	4840.46	4693.0
2023-06-27 22:00:00	ES	Futures	4840.73	4841.56	4839.09	4841.01	2665.0
2023-06-27 22:30:00	ES	Futures	4841.01	4845.4	4840.73	4843.75	4986.0
2023-06-27 23:00:00	ES	Futures	4843.75	4845.68	4843.48	4843.48	2951.0
2023-06-27 23:30:00	ES	Futures	4843.75	4845.13	4843.2	4843.75	2619.0
2023-06-27 00:00:00	NQ	Futures	16549.64	16558.82	16546.86	16556.03	1011.0
2023-06-27 00:30:00	NQ	Futures	16556.03	16561.04	16552.42	16555.76	817.0
2023-06-27 01:00:00	NQ	Futures	16556.31	16568.83	16552.42	16568.27	1143.0
2023-06-27 01:30:00	NQ	Futures	16568.27	16584.13	16564.38	16581.9	2712.0

> showing 50 of 3,863 rows — these rows as CSV

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