PREVIEW / futures_30min / 2023-07-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-17.parquet
  size:    103 KB
  rows:    3,815

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
2023-07-17 00:00:00	ES	Futures	4977.17	4977.17	4976.07	4976.62	747.0
2023-07-17 00:30:00	ES	Futures	4976.89	4977.72	4976.07	4977.17	1079.0
2023-07-17 01:00:00	ES	Futures	4977.17	4979.09	4977.17	4977.99	1839.0
2023-07-17 01:30:00	ES	Futures	4977.72	4978.54	4977.17	4977.99	1705.0
2023-07-17 02:00:00	ES	Futures	4977.99	4977.99	4975.79	4977.44	2717.0
2023-07-17 02:30:00	ES	Futures	4977.44	4978.26	4976.62	4978.26	2491.0
2023-07-17 03:00:00	ES	Futures	4977.99	4981.56	4975.79	4981.56	10794.0
2023-07-17 03:30:00	ES	Futures	4981.28	4982.93	4980.46	4982.11	6507.0
2023-07-17 04:00:00	ES	Futures	4982.11	4984.3	4981.28	4983.75	6144.0
2023-07-17 04:30:00	ES	Futures	4983.75	4983.75	4979.09	4979.91	6227.0
2023-07-17 05:00:00	ES	Futures	4979.91	4981.56	4979.09	4980.19	5743.0
2023-07-17 05:30:00	ES	Futures	4980.19	4980.19	4973.6	4974.42	8757.0
2023-07-17 06:00:00	ES	Futures	4974.42	4976.07	4972.77	4975.24	5870.0
2023-07-17 06:30:00	ES	Futures	4975.24	4976.89	4973.32	4973.32	4906.0
2023-07-17 07:00:00	ES	Futures	4973.32	4979.36	4973.05	4975.79	6619.0
2023-07-17 07:30:00	ES	Futures	4975.79	4976.62	4973.05	4974.42	5921.0
2023-07-17 08:00:00	ES	Futures	4974.42	4976.89	4972.5	4975.52	8780.0
2023-07-17 08:30:00	ES	Futures	4975.52	4978.26	4973.6	4977.72	9977.0
2023-07-17 09:00:00	ES	Futures	4977.44	4981.56	4977.17	4981.56	18673.0
2023-07-17 09:30:00	ES	Futures	4981.56	4989.24	4981.01	4987.32	134664.0
2023-07-17 10:00:00	ES	Futures	4987.32	4992.54	4987.05	4990.07	79320.0
2023-07-17 10:30:00	ES	Futures	4990.07	4993.36	4987.87	4991.17	58976.0
2023-07-17 11:00:00	ES	Futures	4991.44	4996.93	4988.97	4996.11	52273.0
2023-07-17 11:30:00	ES	Futures	4995.83	4999.95	4995.01	4999.13	57050.0
2023-07-17 12:00:00	ES	Futures	4999.4	4999.95	4993.91	4994.46	40291.0
2023-07-17 12:30:00	ES	Futures	4994.19	4998.58	4991.99	4998.3	35312.0
2023-07-17 13:00:00	ES	Futures	4998.03	4999.4	4994.73	4996.93	38857.0
2023-07-17 13:30:00	ES	Futures	4996.93	5001.32	4996.11	5000.23	31662.0
2023-07-17 14:00:00	ES	Futures	5000.5	5004.07	4998.85	5002.97	33239.0
2023-07-17 14:30:00	ES	Futures	5002.97	5003.79	4998.85	5001.32	31799.0
2023-07-17 15:00:00	ES	Futures	5001.6	5013.4	5001.6	5009.01	85868.0
2023-07-17 15:30:00	ES	Futures	5008.74	5008.74	4997.75	5001.05	136303.0
2023-07-17 16:00:00	ES	Futures	5001.05	5001.05	4995.28	4997.21	42630.0
2023-07-17 16:30:00	ES	Futures	4997.21	4997.48	4995.28	4996.11	5201.0
2023-07-17 18:00:00	ES	Futures	4996.38	4998.03	4995.56	4996.66	2055.0
2023-07-17 18:30:00	ES	Futures	4996.66	4996.66	4994.46	4995.28	1562.0
2023-07-17 19:00:00	ES	Futures	4995.56	4996.11	4994.19	4994.73	1149.0
2023-07-17 19:30:00	ES	Futures	4995.01	4996.93	4994.19	4994.46	1657.0
2023-07-17 20:00:00	ES	Futures	4994.46	4996.93	4994.19	4995.83	2592.0
2023-07-17 20:30:00	ES	Futures	4995.56	4997.21	4995.01	4996.66	2018.0
2023-07-17 21:00:00	ES	Futures	4996.38	4999.13	4995.83	4998.58	2858.0
2023-07-17 21:30:00	ES	Futures	4998.3	4998.85	4992.26	4995.28	5177.0
2023-07-17 22:00:00	ES	Futures	4995.01	4995.28	4993.64	4995.01	2363.0
2023-07-17 22:30:00	ES	Futures	4994.73	4995.28	4993.91	4995.01	1633.0
2023-07-17 23:00:00	ES	Futures	4994.73	4996.93	4994.73	4996.93	2050.0
2023-07-17 23:30:00	ES	Futures	4996.93	4997.21	4995.01	4995.28	1672.0
2023-07-17 00:00:00	NQ	Futures	17440.77	17442.16	17436.88	17440.21	711.0
2023-07-17 00:30:00	NQ	Futures	17440.21	17447.44	17438.82	17446.33	951.0
2023-07-17 01:00:00	NQ	Futures	17446.05	17457.18	17445.5	17451.62	1606.0
2023-07-17 01:30:00	NQ	Futures	17451.62	17454.95	17446.89	17447.72	1107.0

> showing 50 of 3,815 rows — these rows as CSV

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