PREVIEW / futures_30min / 2023-07-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-06.parquet
  size:    113 KB
  rows:    3,923

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
2023-07-06 00:00:00	ES	Futures	4907.71	4908.26	4900.3	4903.05	11055.0
2023-07-06 00:30:00	ES	Futures	4903.32	4906.34	4903.05	4905.79	3734.0
2023-07-06 01:00:00	ES	Futures	4905.79	4907.17	4904.42	4906.07	3067.0
2023-07-06 01:30:00	ES	Futures	4906.07	4906.07	4901.95	4905.24	5088.0
2023-07-06 02:00:00	ES	Futures	4905.24	4909.09	4904.7	4908.26	5988.0
2023-07-06 02:30:00	ES	Futures	4908.26	4909.09	4905.79	4906.89	5812.0
2023-07-06 03:00:00	ES	Futures	4906.89	4907.44	4900.03	4902.22	23403.0
2023-07-06 03:30:00	ES	Futures	4901.95	4902.22	4899.2	4901.68	13133.0
2023-07-06 04:00:00	ES	Futures	4901.68	4903.6	4899.75	4899.75	10032.0
2023-07-06 04:30:00	ES	Futures	4899.75	4905.24	4899.75	4901.95	11126.0
2023-07-06 05:00:00	ES	Futures	4901.95	4903.6	4898.66	4902.22	9023.0
2023-07-06 05:30:00	ES	Futures	4902.22	4904.15	4901.13	4902.22	6949.0
2023-07-06 06:00:00	ES	Futures	4902.5	4903.32	4900.03	4903.32	8148.0
2023-07-06 06:30:00	ES	Futures	4903.6	4904.42	4900.85	4901.68	7782.0
2023-07-06 07:00:00	ES	Futures	4901.68	4905.24	4901.68	4904.97	8429.0
2023-07-06 07:30:00	ES	Futures	4905.24	4905.24	4898.38	4899.2	12446.0
2023-07-06 08:00:00	ES	Futures	4899.2	4899.48	4889.6	4890.7	39049.0
2023-07-06 08:30:00	ES	Futures	4890.7	4892.07	4877.52	4882.19	68269.0
2023-07-06 09:00:00	ES	Futures	4882.46	4884.11	4878.62	4879.44	39327.0
2023-07-06 09:30:00	ES	Futures	4879.44	4881.91	4863.79	4868.73	242179.0
2023-07-06 10:00:00	ES	Futures	4869.01	4869.01	4857.48	4860.5	164494.0
2023-07-06 10:30:00	ES	Futures	4860.5	4862.15	4853.91	4854.73	96778.0
2023-07-06 11:00:00	ES	Futures	4854.73	4859.68	4852.81	4856.11	92647.0
2023-07-06 11:30:00	ES	Futures	4856.38	4865.99	4856.11	4865.17	93238.0
2023-07-06 12:00:00	ES	Futures	4865.17	4873.13	4864.89	4872.85	62980.0
2023-07-06 12:30:00	ES	Futures	4872.58	4877.52	4871.2	4876.7	69187.0
2023-07-06 13:00:00	ES	Futures	4876.97	4880.81	4875.87	4877.79	56933.0
2023-07-06 13:30:00	ES	Futures	4877.79	4883.01	4874.77	4882.73	62228.0
2023-07-06 14:00:00	ES	Futures	4882.73	4883.28	4877.52	4878.07	47113.0
2023-07-06 14:30:00	ES	Futures	4878.07	4887.4	4877.79	4886.3	62195.0
2023-07-06 15:00:00	ES	Futures	4886.58	4886.85	4881.36	4883.28	55706.0
2023-07-06 15:30:00	ES	Futures	4883.28	4886.03	4879.99	4882.46	174921.0
2023-07-06 16:00:00	ES	Futures	4882.19	4884.93	4880.81	4881.09	40751.0
2023-07-06 16:30:00	ES	Futures	4881.36	4881.36	4879.44	4880.54	6172.0
2023-07-06 18:00:00	ES	Futures	4876.7	4880.81	4876.7	4879.99	2683.0
2023-07-06 18:30:00	ES	Futures	4879.99	4882.19	4879.99	4881.09	1613.0
2023-07-06 19:00:00	ES	Futures	4881.36	4883.28	4881.09	4882.46	1760.0
2023-07-06 19:30:00	ES	Futures	4882.46	4882.73	4880.54	4881.09	1968.0
2023-07-06 20:00:00	ES	Futures	4881.09	4881.09	4877.24	4880.81	5503.0
2023-07-06 20:30:00	ES	Futures	4880.81	4883.01	4880.81	4882.73	3499.0
2023-07-06 21:00:00	ES	Futures	4882.73	4884.11	4881.09	4881.64	3924.0
2023-07-06 21:30:00	ES	Futures	4881.91	4882.19	4878.34	4879.71	4584.0
2023-07-06 22:00:00	ES	Futures	4879.44	4881.64	4878.34	4881.09	2633.0
2023-07-06 22:30:00	ES	Futures	4881.36	4881.91	4879.99	4881.09	2243.0
2023-07-06 23:00:00	ES	Futures	4881.36	4883.01	4881.09	4881.91	1956.0
2023-07-06 23:30:00	ES	Futures	4882.19	4882.46	4880.54	4881.64	1877.0
2023-07-06 00:00:00	NQ	Futures	17020.79	17022.18	16986.3	16992.42	4655.0
2023-07-06 00:30:00	NQ	Futures	16992.98	17011.06	16992.98	17008.28	2345.0
2023-07-06 01:00:00	NQ	Futures	17008.0	17016.06	17004.94	17013.84	2010.0
2023-07-06 01:30:00	NQ	Futures	17014.39	17014.67	16993.53	17008.83	2550.0

> showing 50 of 3,923 rows — these rows as CSV

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