PREVIEW / futures_30min / 2023-07-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-24.parquet
  size:    108 KB
  rows:    3,864

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
2023-07-24 00:00:00	ES	Futures	5010.93	5011.75	5009.56	5010.93	1250.0
2023-07-24 00:30:00	ES	Futures	5010.66	5011.75	5010.38	5011.21	1004.0
2023-07-24 01:00:00	ES	Futures	5011.21	5012.3	5009.83	5010.11	1667.0
2023-07-24 01:30:00	ES	Futures	5010.38	5010.93	5008.74	5009.83	2653.0
2023-07-24 02:00:00	ES	Futures	5009.83	5012.3	5007.09	5010.66	5526.0
2023-07-24 02:30:00	ES	Futures	5010.66	5011.48	5009.01	5009.56	3218.0
2023-07-24 03:00:00	ES	Futures	5009.56	5019.17	5009.28	5018.89	16411.0
2023-07-24 03:30:00	ES	Futures	5018.89	5023.01	5012.58	5020.54	12695.0
2023-07-24 04:00:00	ES	Futures	5020.81	5021.91	5016.7	5021.64	7161.0
2023-07-24 04:30:00	ES	Futures	5021.64	5023.28	5019.44	5020.81	7879.0
2023-07-24 05:00:00	ES	Futures	5020.81	5025.75	5020.54	5024.38	8209.0
2023-07-24 05:30:00	ES	Futures	5024.38	5024.93	5023.01	5023.56	4299.0
2023-07-24 06:00:00	ES	Futures	5023.56	5023.83	5021.64	5022.74	5077.0
2023-07-24 06:30:00	ES	Futures	5022.74	5024.38	5020.81	5021.36	4079.0
2023-07-24 07:00:00	ES	Futures	5021.36	5024.66	5018.62	5022.74	6741.0
2023-07-24 07:30:00	ES	Futures	5022.74	5023.56	5019.72	5020.26	5190.0
2023-07-24 08:00:00	ES	Futures	5020.26	5021.09	5016.15	5018.62	8884.0
2023-07-24 08:30:00	ES	Futures	5018.62	5022.19	5018.34	5021.91	8713.0
2023-07-24 09:00:00	ES	Futures	5021.91	5024.11	5020.26	5024.11	14847.0
2023-07-24 09:30:00	ES	Futures	5023.83	5036.19	5016.7	5021.91	201800.0
2023-07-24 10:00:00	ES	Futures	5021.64	5033.72	5018.62	5032.07	118853.0
2023-07-24 10:30:00	ES	Futures	5032.07	5034.81	5027.68	5033.44	70972.0
2023-07-24 11:00:00	ES	Futures	5033.17	5037.28	5027.95	5033.99	69346.0
2023-07-24 11:30:00	ES	Futures	5033.99	5036.46	5028.23	5036.19	57051.0
2023-07-24 12:00:00	ES	Futures	5036.19	5038.66	5032.34	5036.46	43551.0
2023-07-24 12:30:00	ES	Futures	5036.46	5037.83	5030.7	5034.26	34761.0
2023-07-24 13:00:00	ES	Futures	5033.99	5036.19	5030.97	5035.91	31636.0
2023-07-24 13:30:00	ES	Futures	5036.19	5040.03	5033.44	5039.21	37084.0
2023-07-24 14:00:00	ES	Futures	5039.48	5042.77	5037.28	5037.56	38165.0
2023-07-24 14:30:00	ES	Futures	5037.83	5037.83	5029.05	5034.26	57733.0
2023-07-24 15:00:00	ES	Futures	5033.99	5035.91	5024.66	5025.21	52895.0
2023-07-24 15:30:00	ES	Futures	5025.21	5033.99	5024.93	5033.72	133682.0
2023-07-24 16:00:00	ES	Futures	5033.44	5035.64	5031.79	5035.09	38290.0
2023-07-24 16:30:00	ES	Futures	5035.09	5036.46	5034.81	5035.09	5720.0
2023-07-24 18:00:00	ES	Futures	5033.99	5035.36	5033.17	5033.72	1731.0
2023-07-24 18:30:00	ES	Futures	5033.72	5034.26	5033.17	5033.72	730.0
2023-07-24 19:00:00	ES	Futures	5033.72	5035.36	5032.89	5035.09	1056.0
2023-07-24 19:30:00	ES	Futures	5035.09	5035.91	5033.72	5034.26	1843.0
2023-07-24 20:00:00	ES	Futures	5034.26	5034.81	5030.42	5030.97	3900.0
2023-07-24 20:30:00	ES	Futures	5030.7	5032.07	5030.42	5031.52	2006.0
2023-07-24 21:00:00	ES	Futures	5031.52	5032.62	5029.6	5030.97	3344.0
2023-07-24 21:30:00	ES	Futures	5030.97	5031.79	5028.77	5030.7	4845.0
2023-07-24 22:00:00	ES	Futures	5030.7	5031.24	5029.87	5030.7	1644.0
2023-07-24 22:30:00	ES	Futures	5030.7	5032.07	5030.7	5031.52	1308.0
2023-07-24 23:00:00	ES	Futures	5031.52	5031.52	5030.42	5030.97	1003.0
2023-07-24 23:30:00	ES	Futures	5030.97	5032.07	5030.7	5032.07	1284.0
2023-07-24 00:00:00	NQ	Futures	17295.86	17299.48	17283.63	17292.53	1601.0
2023-07-24 00:30:00	NQ	Futures	17291.97	17301.43	17291.97	17299.76	1015.0
2023-07-24 01:00:00	NQ	Futures	17300.04	17306.15	17291.13	17291.97	1457.0
2023-07-24 01:30:00	NQ	Futures	17292.25	17295.03	17281.4	17291.97	1667.0

> showing 50 of 3,864 rows — these rows as CSV

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