PREVIEW / futures_30min / 2023-07-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-20.parquet
  size:    110 KB
  rows:    3,836

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
2023-07-20 00:00:00	ES	Futures	5039.75	5042.77	5039.75	5041.13	3254.0
2023-07-20 00:30:00	ES	Futures	5040.85	5041.4	5040.3	5040.58	1359.0
2023-07-20 01:00:00	ES	Futures	5040.85	5041.68	5040.03	5040.58	2327.0
2023-07-20 01:30:00	ES	Futures	5040.85	5042.23	5040.03	5041.95	2728.0
2023-07-20 02:00:00	ES	Futures	5041.95	5043.6	5036.46	5038.66	6806.0
2023-07-20 02:30:00	ES	Futures	5038.38	5038.38	5032.89	5033.72	6479.0
2023-07-20 03:00:00	ES	Futures	5033.99	5037.83	5033.17	5036.46	13994.0
2023-07-20 03:30:00	ES	Futures	5036.46	5040.3	5035.64	5040.03	10220.0
2023-07-20 04:00:00	ES	Futures	5040.3	5043.05	5038.38	5040.3	10386.0
2023-07-20 04:30:00	ES	Futures	5040.58	5041.4	5038.93	5040.3	6167.0
2023-07-20 05:00:00	ES	Futures	5040.03	5040.3	5037.01	5038.38	5088.0
2023-07-20 05:30:00	ES	Futures	5038.66	5040.58	5036.19	5040.03	6296.0
2023-07-20 06:00:00	ES	Futures	5040.03	5043.6	5039.48	5042.77	5517.0
2023-07-20 06:30:00	ES	Futures	5042.77	5044.15	5040.85	5042.23	5096.0
2023-07-20 07:00:00	ES	Futures	5041.95	5042.5	5038.66	5039.48	6817.0
2023-07-20 07:30:00	ES	Futures	5039.48	5041.95	5038.11	5041.4	7463.0
2023-07-20 08:00:00	ES	Futures	5041.4	5041.68	5036.19	5037.28	10448.0
2023-07-20 08:30:00	ES	Futures	5037.28	5037.56	5032.62	5033.17	21055.0
2023-07-20 09:00:00	ES	Futures	5033.17	5034.54	5028.23	5033.72	32042.0
2023-07-20 09:30:00	ES	Futures	5033.72	5044.7	5032.62	5041.4	136187.0
2023-07-20 10:00:00	ES	Futures	5041.4	5042.77	5023.56	5026.3	141565.0
2023-07-20 10:30:00	ES	Futures	5026.58	5030.7	5018.89	5028.23	118266.0
2023-07-20 11:00:00	ES	Futures	5028.23	5033.99	5025.75	5029.32	80557.0
2023-07-20 11:30:00	ES	Futures	5029.32	5036.19	5028.77	5032.62	63235.0
2023-07-20 12:00:00	ES	Futures	5032.89	5040.85	5030.42	5030.97	65479.0
2023-07-20 12:30:00	ES	Futures	5030.7	5031.79	5024.66	5026.3	62933.0
2023-07-20 13:00:00	ES	Futures	5026.58	5029.05	5023.28	5028.5	51806.0
2023-07-20 13:30:00	ES	Futures	5028.5	5030.15	5023.83	5025.21	42689.0
2023-07-20 14:00:00	ES	Futures	5025.21	5026.58	5010.93	5010.93	86944.0
2023-07-20 14:30:00	ES	Futures	5011.21	5018.62	5010.93	5015.32	68885.0
2023-07-20 15:00:00	ES	Futures	5015.6	5018.34	5004.07	5004.62	91385.0
2023-07-20 15:30:00	ES	Futures	5004.89	5015.05	5004.89	5012.58	183889.0
2023-07-20 16:00:00	ES	Futures	5012.58	5016.15	5011.75	5015.6	49232.0
2023-07-20 16:30:00	ES	Futures	5015.32	5015.87	5013.68	5013.95	6208.0
2023-07-20 18:00:00	ES	Futures	5013.95	5016.42	5013.13	5014.23	2480.0
2023-07-20 18:30:00	ES	Futures	5014.5	5014.77	5011.21	5012.3	2531.0
2023-07-20 19:00:00	ES	Futures	5012.3	5013.95	5012.3	5013.95	1146.0
2023-07-20 19:30:00	ES	Futures	5013.68	5014.77	5012.03	5012.85	1462.0
2023-07-20 20:00:00	ES	Futures	5013.13	5013.13	5009.01	5011.48	4120.0
2023-07-20 20:30:00	ES	Futures	5011.75	5014.23	5010.93	5013.68	2238.0
2023-07-20 21:00:00	ES	Futures	5013.68	5014.5	5011.21	5013.68	2946.0
2023-07-20 21:30:00	ES	Futures	5013.95	5016.97	5013.95	5015.6	3682.0
2023-07-20 22:00:00	ES	Futures	5015.6	5018.34	5015.32	5017.24	3155.0
2023-07-20 22:30:00	ES	Futures	5017.24	5019.17	5015.32	5018.34	2655.0
2023-07-20 23:00:00	ES	Futures	5018.62	5019.17	5017.24	5019.17	1753.0
2023-07-20 23:30:00	ES	Futures	5019.17	5019.72	5017.24	5017.52	1795.0
2023-07-20 00:00:00	NQ	Futures	17671.06	17679.96	17669.12	17673.29	1698.0
2023-07-20 00:30:00	NQ	Futures	17673.01	17679.13	17671.06	17677.18	1074.0
2023-07-20 01:00:00	NQ	Futures	17677.46	17682.74	17674.12	17676.07	1224.0
2023-07-20 01:30:00	NQ	Futures	17676.35	17687.75	17673.84	17686.64	1645.0

> showing 50 of 3,836 rows — these rows as CSV

> unlock the full archive -- $79 one-time