PREVIEW / futures_30min / 2023-07-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-03.parquet
  size:    97 KB
  rows:    3,613

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
2023-07-03 00:00:00	ES	Futures	4928.85	4928.85	4927.48	4928.85	1298.0
2023-07-03 00:30:00	ES	Futures	4928.85	4929.95	4928.3	4928.85	1155.0
2023-07-03 01:00:00	ES	Futures	4928.85	4929.68	4927.48	4929.68	1668.0
2023-07-03 01:30:00	ES	Futures	4929.68	4930.22	4927.48	4927.48	2306.0
2023-07-03 02:00:00	ES	Futures	4927.75	4928.03	4924.73	4927.48	6309.0
2023-07-03 02:30:00	ES	Futures	4927.75	4928.03	4925.83	4926.38	3151.0
2023-07-03 03:00:00	ES	Futures	4926.38	4928.85	4926.11	4928.3	10340.0
2023-07-03 03:30:00	ES	Futures	4928.3	4929.13	4926.93	4928.85	5982.0
2023-07-03 04:00:00	ES	Futures	4928.85	4931.87	4928.3	4930.22	8656.0
2023-07-03 04:30:00	ES	Futures	4930.22	4932.7	4929.95	4931.32	6364.0
2023-07-03 05:00:00	ES	Futures	4931.05	4931.32	4929.4	4930.5	4369.0
2023-07-03 05:30:00	ES	Futures	4930.22	4930.5	4928.58	4929.4	4119.0
2023-07-03 06:00:00	ES	Futures	4929.4	4933.79	4926.11	4932.97	8947.0
2023-07-03 06:30:00	ES	Futures	4933.24	4933.52	4929.4	4929.68	4420.0
2023-07-03 07:00:00	ES	Futures	4929.68	4930.5	4927.75	4928.58	4744.0
2023-07-03 07:30:00	ES	Futures	4928.58	4928.85	4923.91	4924.46	9214.0
2023-07-03 08:00:00	ES	Futures	4924.73	4926.11	4923.09	4925.28	10295.0
2023-07-03 08:30:00	ES	Futures	4925.56	4925.83	4922.26	4924.19	14408.0
2023-07-03 09:00:00	ES	Futures	4924.46	4926.66	4920.89	4922.26	21428.0
2023-07-03 09:30:00	ES	Futures	4922.26	4928.58	4918.7	4927.48	104631.0
2023-07-03 10:00:00	ES	Futures	4927.75	4930.22	4923.36	4928.03	69727.0
2023-07-03 10:30:00	ES	Futures	4928.03	4928.85	4922.26	4924.46	56615.0
2023-07-03 11:00:00	ES	Futures	4924.73	4929.13	4924.19	4928.3	39436.0
2023-07-03 11:30:00	ES	Futures	4928.58	4930.22	4927.21	4929.13	35970.0
2023-07-03 12:00:00	ES	Futures	4929.13	4932.97	4928.3	4932.42	36692.0
2023-07-03 12:30:00	ES	Futures	4932.15	4934.62	4930.5	4932.7	62378.0
2023-07-03 13:00:00	ES	Futures	4932.97	4933.24	4929.13	4932.42	23001.0
2023-07-03 18:00:00	ES	Futures	4932.42	4932.42	4926.93	4929.13	1809.0
2023-07-03 18:30:00	ES	Futures	4929.4	4929.68	4928.85	4929.4	475.0
2023-07-03 19:00:00	ES	Futures	4929.4	4930.5	4929.13	4930.22	557.0
2023-07-03 19:30:00	ES	Futures	4929.95	4929.95	4927.21	4928.03	1133.0
2023-07-03 20:00:00	ES	Futures	4928.03	4931.6	4926.93	4931.05	2369.0
2023-07-03 20:30:00	ES	Futures	4931.05	4931.6	4929.95	4930.5	913.0
2023-07-03 21:00:00	ES	Futures	4930.5	4931.05	4929.68	4929.68	971.0
2023-07-03 21:30:00	ES	Futures	4929.95	4931.87	4928.3	4931.6	1486.0
2023-07-03 22:00:00	ES	Futures	4931.6	4931.87	4929.4	4930.5	1085.0
2023-07-03 22:30:00	ES	Futures	4930.22	4930.77	4929.68	4930.22	498.0
2023-07-03 23:00:00	ES	Futures	4930.5	4931.32	4930.22	4930.22	559.0
2023-07-03 23:30:00	ES	Futures	4930.5	4932.7	4930.22	4931.6	1164.0
2023-07-03 00:00:00	NQ	Futures	17079.48	17083.65	17076.42	17083.65	978.0
2023-07-03 00:30:00	NQ	Futures	17083.65	17085.32	17079.2	17081.15	965.0
2023-07-03 01:00:00	NQ	Futures	17080.87	17086.99	17075.03	17086.99	1369.0
2023-07-03 01:30:00	NQ	Futures	17086.71	17092.83	17078.92	17080.87	1330.0
2023-07-03 02:00:00	NQ	Futures	17080.87	17081.42	17067.24	17079.2	2408.0
2023-07-03 02:30:00	NQ	Futures	17079.76	17083.37	17076.14	17078.36	1457.0
2023-07-03 03:00:00	NQ	Futures	17078.36	17091.16	17075.03	17088.38	3257.0
2023-07-03 03:30:00	NQ	Futures	17089.21	17095.33	17081.42	17089.77	2543.0
2023-07-03 04:00:00	NQ	Futures	17090.32	17118.97	17088.93	17106.73	5003.0
2023-07-03 04:30:00	NQ	Futures	17105.9	17123.98	17104.51	17112.02	2983.0
2023-07-03 05:00:00	NQ	Futures	17112.02	17112.02	17102.28	17107.01	1894.0

> showing 50 of 3,613 rows — these rows as CSV

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