PREVIEW / futures_30min / 2023-07-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-18.parquet
  size:    106 KB
  rows:    3,865

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
2023-07-18 00:00:00	ES	Futures	4995.56	4996.11	4994.73	4995.56	1249.0
2023-07-18 00:30:00	ES	Futures	4995.56	4996.93	4995.28	4996.93	1196.0
2023-07-18 01:00:00	ES	Futures	4996.66	4998.85	4995.83	4997.48	4326.0
2023-07-18 01:30:00	ES	Futures	4997.48	4999.95	4997.48	4998.85	2536.0
2023-07-18 02:00:00	ES	Futures	4998.85	4998.85	4996.38	4998.3	2703.0
2023-07-18 02:30:00	ES	Futures	4998.03	4998.3	4996.38	4998.03	2274.0
2023-07-18 03:00:00	ES	Futures	4997.75	4999.68	4996.38	4997.48	6752.0
2023-07-18 03:30:00	ES	Futures	4997.48	5001.32	4995.01	4999.13	7856.0
2023-07-18 04:00:00	ES	Futures	4999.4	5001.87	4999.13	5001.05	4299.0
2023-07-18 04:30:00	ES	Futures	5001.05	5002.42	4995.83	4997.75	5907.0
2023-07-18 05:00:00	ES	Futures	4997.75	5000.23	4997.75	4998.85	3678.0
2023-07-18 05:30:00	ES	Futures	4998.85	5001.87	4998.85	5000.77	3083.0
2023-07-18 06:00:00	ES	Futures	5001.05	5002.15	4998.85	4998.85	2829.0
2023-07-18 06:30:00	ES	Futures	4999.13	4999.13	4996.11	4997.75	5151.0
2023-07-18 07:00:00	ES	Futures	4997.75	4999.13	4996.93	4997.75	3708.0
2023-07-18 07:30:00	ES	Futures	4997.75	4998.85	4995.01	4996.93	7224.0
2023-07-18 08:00:00	ES	Futures	4997.21	4997.75	4995.28	4997.21	8514.0
2023-07-18 08:30:00	ES	Futures	4997.21	4999.13	4990.34	4994.19	25622.0
2023-07-18 09:00:00	ES	Futures	4993.91	4996.66	4992.54	4996.11	19069.0
2023-07-18 09:30:00	ES	Futures	4996.11	5009.01	4990.89	5007.36	168032.0
2023-07-18 10:00:00	ES	Futures	5007.64	5010.93	5006.81	5008.74	76958.0
2023-07-18 10:30:00	ES	Futures	5009.01	5016.42	5005.72	5015.87	63320.0
2023-07-18 11:00:00	ES	Futures	5015.87	5020.81	5015.87	5016.42	56773.0
2023-07-18 11:30:00	ES	Futures	5016.7	5028.5	5013.68	5026.3	107141.0
2023-07-18 12:00:00	ES	Futures	5026.58	5027.4	5017.79	5023.83	70127.0
2023-07-18 12:30:00	ES	Futures	5023.56	5025.48	5021.64	5022.19	46755.0
2023-07-18 13:00:00	ES	Futures	5022.46	5028.5	5021.91	5026.3	40215.0
2023-07-18 13:30:00	ES	Futures	5026.03	5029.87	5025.48	5029.32	33831.0
2023-07-18 14:00:00	ES	Futures	5029.32	5039.21	5028.5	5038.66	62466.0
2023-07-18 14:30:00	ES	Futures	5038.66	5040.03	5032.62	5037.01	62315.0
2023-07-18 15:00:00	ES	Futures	5037.01	5044.7	5033.44	5040.58	65053.0
2023-07-18 15:30:00	ES	Futures	5040.58	5044.97	5036.19	5037.56	168263.0
2023-07-18 16:00:00	ES	Futures	5037.28	5037.56	5032.62	5033.99	49370.0
2023-07-18 16:30:00	ES	Futures	5033.99	5034.54	5032.34	5032.34	4411.0
2023-07-18 18:00:00	ES	Futures	5032.07	5036.74	5031.52	5034.81	2998.0
2023-07-18 18:30:00	ES	Futures	5034.81	5035.64	5033.99	5034.54	1539.0
2023-07-18 19:00:00	ES	Futures	5034.54	5036.46	5034.54	5035.64	1461.0
2023-07-18 19:30:00	ES	Futures	5035.64	5036.74	5035.09	5035.64	1591.0
2023-07-18 20:00:00	ES	Futures	5035.36	5035.64	5033.99	5035.36	2278.0
2023-07-18 20:30:00	ES	Futures	5035.64	5036.19	5033.99	5035.09	1861.0
2023-07-18 21:00:00	ES	Futures	5035.09	5035.91	5033.99	5034.81	1894.0
2023-07-18 21:30:00	ES	Futures	5034.81	5037.01	5034.81	5035.91	3272.0
2023-07-18 22:00:00	ES	Futures	5035.91	5036.19	5033.99	5035.09	3196.0
2023-07-18 22:30:00	ES	Futures	5034.81	5035.91	5034.26	5035.09	1485.0
2023-07-18 23:00:00	ES	Futures	5035.09	5036.46	5034.81	5035.91	1544.0
2023-07-18 23:30:00	ES	Futures	5035.91	5036.19	5034.81	5035.91	1250.0
2023-07-18 00:00:00	NQ	Futures	17593.19	17595.41	17589.85	17593.74	622.0
2023-07-18 00:30:00	NQ	Futures	17593.74	17597.91	17590.96	17595.97	763.0
2023-07-18 01:00:00	NQ	Futures	17595.41	17609.87	17593.19	17604.31	2099.0
2023-07-18 01:30:00	NQ	Futures	17604.03	17613.49	17599.03	17604.03	1782.0

> showing 50 of 3,865 rows — these rows as CSV

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