PREVIEW / futures_30min / 2023-07-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-26.parquet
  size:    109 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
2023-07-26 00:00:00	ES	Futures	5046.07	5047.72	5045.79	5047.72	961.0
2023-07-26 00:30:00	ES	Futures	5047.72	5048.26	5045.25	5045.25	1417.0
2023-07-26 01:00:00	ES	Futures	5045.52	5046.62	5045.25	5046.34	2207.0
2023-07-26 01:30:00	ES	Futures	5046.62	5047.44	5046.07	5046.62	2026.0
2023-07-26 02:00:00	ES	Futures	5046.34	5049.64	5045.52	5048.81	4413.0
2023-07-26 02:30:00	ES	Futures	5048.81	5050.46	5048.54	5049.64	2177.0
2023-07-26 03:00:00	ES	Futures	5049.64	5050.46	5046.89	5047.44	9550.0
2023-07-26 03:30:00	ES	Futures	5047.44	5052.66	5047.17	5049.91	7190.0
2023-07-26 04:00:00	ES	Futures	5049.91	5050.19	5045.79	5047.99	7305.0
2023-07-26 04:30:00	ES	Futures	5047.72	5047.72	5042.5	5043.32	6331.0
2023-07-26 05:00:00	ES	Futures	5043.6	5045.79	5042.23	5043.6	5009.0
2023-07-26 05:30:00	ES	Futures	5043.6	5044.42	5038.66	5042.23	7879.0
2023-07-26 06:00:00	ES	Futures	5042.5	5043.05	5035.91	5037.28	8678.0
2023-07-26 06:30:00	ES	Futures	5037.28	5040.3	5037.01	5038.11	6640.0
2023-07-26 07:00:00	ES	Futures	5038.11	5040.85	5036.74	5038.66	6099.0
2023-07-26 07:30:00	ES	Futures	5038.66	5042.5	5037.01	5040.03	9739.0
2023-07-26 08:00:00	ES	Futures	5040.03	5040.03	5035.64	5038.66	11959.0
2023-07-26 08:30:00	ES	Futures	5038.38	5040.03	5033.44	5033.99	14380.0
2023-07-26 09:00:00	ES	Futures	5033.99	5037.01	5033.17	5034.81	22974.0
2023-07-26 09:30:00	ES	Futures	5034.81	5042.23	5034.26	5038.66	130077.0
2023-07-26 10:00:00	ES	Futures	5038.38	5040.58	5034.54	5037.83	59606.0
2023-07-26 10:30:00	ES	Futures	5037.56	5039.21	5030.15	5030.97	70206.0
2023-07-26 11:00:00	ES	Futures	5030.97	5035.09	5029.6	5033.44	59827.0
2023-07-26 11:30:00	ES	Futures	5033.44	5040.3	5033.17	5039.75	42934.0
2023-07-26 12:00:00	ES	Futures	5039.75	5041.95	5036.19	5036.46	29786.0
2023-07-26 12:30:00	ES	Futures	5036.46	5037.28	5029.6	5032.34	38056.0
2023-07-26 13:00:00	ES	Futures	5032.34	5034.81	5030.42	5032.89	28465.0
2023-07-26 13:30:00	ES	Futures	5032.89	5033.72	5030.15	5031.79	22688.0
2023-07-26 14:00:00	ES	Futures	5032.34	5040.58	5026.58	5033.17	64136.0
2023-07-26 14:30:00	ES	Futures	5033.44	5062.81	5032.62	5051.56	182607.0
2023-07-26 15:00:00	ES	Futures	5051.83	5054.03	5022.19	5035.09	165960.0
2023-07-26 15:30:00	ES	Futures	5035.09	5047.17	5029.87	5046.89	161271.0
2023-07-26 16:00:00	ES	Futures	5046.62	5058.97	5044.42	5048.54	66995.0
2023-07-26 16:30:00	ES	Futures	5048.26	5049.09	5042.5	5042.5	8367.0
2023-07-26 18:00:00	ES	Futures	5045.25	5046.62	5041.4	5045.52	5417.0
2023-07-26 18:30:00	ES	Futures	5045.52	5046.62	5045.25	5045.79	1153.0
2023-07-26 19:00:00	ES	Futures	5045.79	5048.81	5045.52	5047.72	1291.0
2023-07-26 19:30:00	ES	Futures	5047.72	5047.72	5046.34	5047.72	1064.0
2023-07-26 20:00:00	ES	Futures	5047.72	5049.64	5044.7	5049.09	3649.0
2023-07-26 20:30:00	ES	Futures	5049.09	5052.11	5048.81	5052.11	2715.0
2023-07-26 21:00:00	ES	Futures	5052.11	5054.58	5051.56	5053.75	4394.0
2023-07-26 21:30:00	ES	Futures	5053.75	5056.23	5053.75	5055.13	4041.0
2023-07-26 22:00:00	ES	Futures	5055.4	5058.97	5054.85	5057.6	5115.0
2023-07-26 22:30:00	ES	Futures	5057.6	5058.97	5056.77	5057.87	2977.0
2023-07-26 23:00:00	ES	Futures	5057.87	5059.52	5057.87	5058.7	2368.0
2023-07-26 23:30:00	ES	Futures	5058.7	5059.25	5057.6	5058.7	1612.0
2023-07-26 00:00:00	NQ	Futures	17412.68	17421.86	17412.4	17420.19	1046.0
2023-07-26 00:30:00	NQ	Futures	17420.47	17421.86	17407.67	17409.62	1322.0
2023-07-26 01:00:00	NQ	Futures	17409.34	17411.01	17399.88	17404.61	2247.0
2023-07-26 01:30:00	NQ	Futures	17404.33	17408.78	17401.27	17404.33	1297.0

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

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