PREVIEW / futures_30min / 2023-07-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-21.parquet
  size:    89 KB
  rows:    3,078

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
2023-07-21 00:00:00	ES	Futures	5017.52	5018.07	5016.42	5018.07	1423.0
2023-07-21 00:30:00	ES	Futures	5018.34	5019.44	5018.07	5018.34	1309.0
2023-07-21 01:00:00	ES	Futures	5018.07	5018.62	5016.42	5017.24	1859.0
2023-07-21 01:30:00	ES	Futures	5017.24	5019.17	5016.15	5018.62	2004.0
2023-07-21 02:00:00	ES	Futures	5018.89	5019.44	5016.15	5019.44	2858.0
2023-07-21 02:30:00	ES	Futures	5019.44	5021.36	5017.52	5020.81	3763.0
2023-07-21 03:00:00	ES	Futures	5020.81	5023.28	5018.62	5023.01	10499.0
2023-07-21 03:30:00	ES	Futures	5023.01	5024.66	5019.44	5019.99	8009.0
2023-07-21 04:00:00	ES	Futures	5019.99	5023.28	5018.89	5023.28	6772.0
2023-07-21 04:30:00	ES	Futures	5023.56	5025.21	5022.46	5024.11	5110.0
2023-07-21 05:00:00	ES	Futures	5023.83	5024.93	5022.19	5023.01	4431.0
2023-07-21 05:30:00	ES	Futures	5023.01	5024.11	5019.99	5023.56	5610.0
2023-07-21 06:00:00	ES	Futures	5023.56	5027.68	5023.28	5027.68	5969.0
2023-07-21 06:30:00	ES	Futures	5027.4	5027.68	5025.21	5026.85	6446.0
2023-07-21 07:00:00	ES	Futures	5026.85	5027.13	5024.38	5024.66	6495.0
2023-07-21 07:30:00	ES	Futures	5024.66	5024.66	5020.81	5021.64	5963.0
2023-07-21 08:00:00	ES	Futures	5021.64	5032.89	5021.64	5031.52	16925.0
2023-07-21 08:30:00	ES	Futures	5031.79	5036.74	5030.7	5036.46	16768.0
2023-07-21 09:00:00	ES	Futures	5036.74	5040.03	5030.15	5030.97	39092.0
2023-07-21 09:30:00	ES	Futures	5030.97	5032.07	5015.6	5018.34	177713.0
2023-07-21 10:00:00	ES	Futures	5018.62	5026.85	5011.48	5012.58	122912.0
2023-07-21 10:30:00	ES	Futures	5012.58	5025.48	5012.3	5021.36	92498.0
2023-07-21 11:00:00	ES	Futures	5021.36	5030.15	5020.81	5029.6	66381.0
2023-07-21 11:30:00	ES	Futures	5029.87	5032.07	5021.36	5028.23	78593.0
2023-07-21 12:00:00	ES	Futures	5028.23	5028.23	5021.36	5021.64	53633.0
2023-07-21 12:30:00	ES	Futures	5021.91	5023.56	5016.15	5020.26	61496.0
2023-07-21 13:00:00	ES	Futures	5020.26	5029.32	5019.44	5029.32	50867.0
2023-07-21 13:30:00	ES	Futures	5029.05	5033.44	5028.23	5032.34	53640.0
2023-07-21 14:00:00	ES	Futures	5032.34	5032.89	5021.36	5023.83	59830.0
2023-07-21 14:30:00	ES	Futures	5024.11	5029.05	5021.64	5022.46	45706.0
2023-07-21 15:00:00	ES	Futures	5022.74	5023.28	5012.85	5016.97	84949.0
2023-07-21 15:30:00	ES	Futures	5016.97	5017.79	5011.21	5011.21	168586.0
2023-07-21 16:00:00	ES	Futures	5011.48	5013.13	5009.56	5009.83	65418.0
2023-07-21 16:30:00	ES	Futures	5009.83	5012.3	5009.56	5011.48	6900.0
2023-07-21 00:00:00	NQ	Futures	17357.61	17360.67	17350.93	17360.39	1147.0
2023-07-21 00:30:00	NQ	Futures	17360.11	17364.01	17353.44	17355.38	1111.0
2023-07-21 01:00:00	NQ	Futures	17355.66	17357.61	17345.09	17349.26	1220.0
2023-07-21 01:30:00	NQ	Futures	17349.82	17361.78	17344.54	17361.5	1287.0
2023-07-21 02:00:00	NQ	Futures	17361.22	17366.23	17347.87	17365.4	1765.0
2023-07-21 02:30:00	NQ	Futures	17365.67	17379.58	17361.22	17376.24	2734.0
2023-07-21 03:00:00	NQ	Futures	17375.69	17396.27	17368.18	17393.49	4478.0
2023-07-21 03:30:00	NQ	Futures	17394.04	17401.27	17385.42	17387.92	3917.0
2023-07-21 04:00:00	NQ	Futures	17388.2	17421.02	17380.69	17420.74	5150.0
2023-07-21 04:30:00	NQ	Futures	17421.02	17427.7	17410.45	17415.74	3704.0
2023-07-21 05:00:00	NQ	Futures	17415.46	17418.24	17404.33	17408.23	2557.0
2023-07-21 05:30:00	NQ	Futures	17407.67	17409.9	17387.65	17407.39	3962.0
2023-07-21 06:00:00	NQ	Futures	17407.39	17431.59	17404.06	17429.64	3287.0
2023-07-21 06:30:00	NQ	Futures	17429.09	17436.88	17422.97	17434.93	3779.0
2023-07-21 07:00:00	NQ	Futures	17434.93	17440.77	17421.02	17423.8	4193.0
2023-07-21 07:30:00	NQ	Futures	17423.8	17425.19	17406.28	17409.06	4416.0

> showing 50 of 3,078 rows — these rows as CSV

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