PREVIEW / futures_30min / 2023-06-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-28.parquet
  size:    109 KB
  rows:    3,879

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
2023-06-28 00:00:00	ES	Futures	4843.75	4844.03	4841.01	4841.28	2389.0
2023-06-28 00:30:00	ES	Futures	4841.28	4842.66	4840.73	4842.11	1464.0
2023-06-28 01:00:00	ES	Futures	4842.11	4843.48	4841.28	4842.93	2072.0
2023-06-28 01:30:00	ES	Futures	4842.66	4845.95	4841.83	4845.4	6160.0
2023-06-28 02:00:00	ES	Futures	4845.68	4846.22	4843.75	4843.75	4266.0
2023-06-28 02:30:00	ES	Futures	4843.75	4844.58	4842.38	4844.03	3827.0
2023-06-28 03:00:00	ES	Futures	4844.03	4845.13	4840.46	4844.03	14169.0
2023-06-28 03:30:00	ES	Futures	4844.03	4847.6	4842.38	4842.66	9468.0
2023-06-28 04:00:00	ES	Futures	4842.66	4846.22	4841.28	4844.03	7431.0
2023-06-28 04:30:00	ES	Futures	4844.03	4844.3	4838.54	4839.64	8496.0
2023-06-28 05:00:00	ES	Futures	4839.64	4841.83	4839.09	4841.01	4812.0
2023-06-28 05:30:00	ES	Futures	4841.01	4843.2	4839.64	4842.11	6621.0
2023-06-28 06:00:00	ES	Futures	4842.38	4846.77	4842.11	4846.77	5353.0
2023-06-28 06:30:00	ES	Futures	4846.5	4846.77	4842.38	4845.68	6087.0
2023-06-28 07:00:00	ES	Futures	4845.68	4849.79	4845.13	4847.6	9113.0
2023-06-28 07:30:00	ES	Futures	4847.87	4847.87	4842.38	4842.66	9457.0
2023-06-28 08:00:00	ES	Futures	4842.66	4845.4	4839.91	4844.3	12655.0
2023-06-28 08:30:00	ES	Futures	4844.58	4844.58	4838.26	4840.46	13865.0
2023-06-28 09:00:00	ES	Futures	4840.19	4841.83	4836.07	4837.99	19178.0
2023-06-28 09:30:00	ES	Futures	4838.26	4840.73	4830.58	4839.64	177816.0
2023-06-28 10:00:00	ES	Futures	4839.64	4845.13	4831.13	4843.2	131568.0
2023-06-28 10:30:00	ES	Futures	4843.48	4853.91	4842.66	4847.05	120264.0
2023-06-28 11:00:00	ES	Futures	4847.05	4851.99	4841.56	4848.97	102786.0
2023-06-28 11:30:00	ES	Futures	4849.24	4856.66	4848.15	4855.56	68196.0
2023-06-28 12:00:00	ES	Futures	4855.28	4864.62	4851.44	4854.46	81477.0
2023-06-28 12:30:00	ES	Futures	4854.46	4854.73	4832.22	4838.81	156169.0
2023-06-28 13:00:00	ES	Futures	4838.81	4845.95	4833.6	4845.95	71760.0
2023-06-28 13:30:00	ES	Futures	4845.95	4847.87	4837.71	4841.56	62185.0
2023-06-28 14:00:00	ES	Futures	4841.56	4848.97	4840.46	4846.5	54436.0
2023-06-28 14:30:00	ES	Futures	4846.77	4848.15	4841.28	4843.48	49732.0
2023-06-28 15:00:00	ES	Futures	4843.48	4846.77	4833.05	4841.56	82903.0
2023-06-28 15:30:00	ES	Futures	4841.56	4854.46	4839.64	4854.19	184525.0
2023-06-28 16:00:00	ES	Futures	4854.19	4859.68	4851.71	4856.93	78420.0
2023-06-28 16:30:00	ES	Futures	4856.93	4859.13	4855.83	4856.38	8783.0
2023-06-28 18:00:00	ES	Futures	4857.48	4864.07	4856.38	4863.79	3988.0
2023-06-28 18:30:00	ES	Futures	4863.79	4863.79	4860.77	4862.15	2297.0
2023-06-28 19:00:00	ES	Futures	4862.15	4862.69	4860.5	4861.6	1355.0
2023-06-28 19:30:00	ES	Futures	4861.87	4861.87	4859.95	4860.22	1358.0
2023-06-28 20:00:00	ES	Futures	4860.22	4862.42	4859.13	4861.6	3627.0
2023-06-28 20:30:00	ES	Futures	4861.32	4861.6	4860.22	4861.05	1235.0
2023-06-28 21:00:00	ES	Futures	4861.05	4863.24	4860.5	4862.42	2323.0
2023-06-28 21:30:00	ES	Futures	4862.42	4862.69	4858.58	4858.58	3226.0
2023-06-28 22:00:00	ES	Futures	4858.85	4859.13	4855.56	4856.93	3808.0
2023-06-28 22:30:00	ES	Futures	4856.93	4858.03	4855.28	4855.28	2324.0
2023-06-28 23:00:00	ES	Futures	4855.28	4856.11	4854.46	4855.83	2980.0
2023-06-28 23:30:00	ES	Futures	4855.56	4856.11	4851.99	4853.91	4994.0
2023-06-28 00:00:00	NQ	Futures	16758.24	16759.63	16741.55	16744.61	1546.0
2023-06-28 00:30:00	NQ	Futures	16744.33	16751.84	16741.83	16749.06	982.0
2023-06-28 01:00:00	NQ	Futures	16748.5	16752.39	16743.77	16749.61	1208.0
2023-06-28 01:30:00	NQ	Futures	16749.06	16766.58	16746.0	16766.02	2522.0

> showing 50 of 3,879 rows — these rows as CSV

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