PREVIEW / futures_30min / 2023-07-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-27.parquet
  size:    117 KB
  rows:    3,951

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
2023-07-27 00:00:00	ES	Futures	5058.7	5063.36	5058.15	5061.99	6385.0
2023-07-27 00:30:00	ES	Futures	5061.99	5063.09	5060.62	5061.17	2061.0
2023-07-27 01:00:00	ES	Futures	5061.44	5061.99	5058.97	5059.25	2289.0
2023-07-27 01:30:00	ES	Futures	5059.52	5060.07	5056.77	5060.07	3953.0
2023-07-27 02:00:00	ES	Futures	5060.07	5063.09	5059.25	5061.44	6380.0
2023-07-27 02:30:00	ES	Futures	5061.44	5062.54	5060.34	5061.44	3066.0
2023-07-27 03:00:00	ES	Futures	5061.44	5066.38	5060.07	5065.83	14064.0
2023-07-27 03:30:00	ES	Futures	5065.56	5071.05	5065.28	5069.13	13828.0
2023-07-27 04:00:00	ES	Futures	5069.13	5075.17	5068.85	5075.17	14176.0
2023-07-27 04:30:00	ES	Futures	5075.17	5075.17	5071.05	5074.34	9393.0
2023-07-27 05:00:00	ES	Futures	5074.34	5075.72	5072.42	5072.97	7816.0
2023-07-27 05:30:00	ES	Futures	5073.25	5075.99	5073.25	5073.52	6378.0
2023-07-27 06:00:00	ES	Futures	5073.79	5075.72	5072.97	5075.44	4544.0
2023-07-27 06:30:00	ES	Futures	5075.17	5076.81	5072.97	5073.79	8240.0
2023-07-27 07:00:00	ES	Futures	5073.79	5076.26	5072.15	5075.44	9153.0
2023-07-27 07:30:00	ES	Futures	5075.44	5080.11	5075.44	5078.74	11070.0
2023-07-27 08:00:00	ES	Futures	5079.01	5082.03	5077.91	5080.38	18227.0
2023-07-27 08:30:00	ES	Futures	5080.38	5088.89	5078.19	5083.4	46873.0
2023-07-27 09:00:00	ES	Futures	5083.68	5085.87	5081.21	5083.13	28730.0
2023-07-27 09:30:00	ES	Futures	5083.13	5087.79	5079.01	5082.58	160851.0
2023-07-27 10:00:00	ES	Futures	5082.3	5083.4	5067.48	5068.58	146947.0
2023-07-27 10:30:00	ES	Futures	5068.3	5076.81	5063.64	5065.83	98855.0
2023-07-27 11:00:00	ES	Futures	5066.11	5069.68	5061.17	5068.3	86587.0
2023-07-27 11:30:00	ES	Futures	5068.3	5071.87	5062.81	5065.28	63144.0
2023-07-27 12:00:00	ES	Futures	5065.56	5076.26	5064.74	5075.72	51320.0
2023-07-27 12:30:00	ES	Futures	5075.99	5078.46	5073.25	5075.99	49411.0
2023-07-27 13:00:00	ES	Futures	5075.99	5078.46	5052.38	5052.66	154355.0
2023-07-27 13:30:00	ES	Futures	5052.93	5054.58	5046.34	5049.91	107495.0
2023-07-27 14:00:00	ES	Futures	5050.19	5051.83	5025.48	5026.85	131842.0
2023-07-27 14:30:00	ES	Futures	5026.85	5030.97	5013.4	5013.4	142561.0
2023-07-27 15:00:00	ES	Futures	5013.4	5026.03	5009.83	5013.13	119497.0
2023-07-27 15:30:00	ES	Futures	5013.4	5017.79	5000.23	5010.93	204880.0
2023-07-27 16:00:00	ES	Futures	5010.93	5016.7	5009.56	5015.6	51501.0
2023-07-27 16:30:00	ES	Futures	5015.32	5017.52	5014.77	5015.05	6655.0
2023-07-27 18:00:00	ES	Futures	5013.68	5018.07	5012.58	5015.05	3788.0
2023-07-27 18:30:00	ES	Futures	5015.05	5016.15	5014.5	5015.6	1751.0
2023-07-27 19:00:00	ES	Futures	5015.6	5016.7	5013.95	5015.6	1861.0
2023-07-27 19:30:00	ES	Futures	5015.6	5015.87	5012.03	5013.68	3736.0
2023-07-27 20:00:00	ES	Futures	5013.95	5018.62	5012.85	5016.42	5610.0
2023-07-27 20:30:00	ES	Futures	5016.15	5019.44	5014.77	5018.07	4072.0
2023-07-27 21:00:00	ES	Futures	5018.34	5019.17	5016.42	5018.07	4053.0
2023-07-27 21:30:00	ES	Futures	5018.34	5020.26	5017.52	5019.17	4276.0
2023-07-27 22:00:00	ES	Futures	5018.89	5019.44	5016.97	5019.44	2744.0
2023-07-27 22:30:00	ES	Futures	5019.17	5019.99	5016.97	5019.72	1877.0
2023-07-27 23:00:00	ES	Futures	5019.72	5028.77	5013.68	5024.38	13887.0
2023-07-27 23:30:00	ES	Futures	5024.38	5032.34	5009.28	5018.07	27691.0
2023-07-27 00:00:00	NQ	Futures	17467.19	17494.73	17463.3	17484.16	4059.0
2023-07-27 00:30:00	NQ	Futures	17484.16	17487.5	17476.37	17478.87	1759.0
2023-07-27 01:00:00	NQ	Futures	17478.87	17485.27	17474.42	17474.98	1610.0
2023-07-27 01:30:00	NQ	Futures	17475.26	17481.1	17464.69	17481.1	2448.0

> showing 50 of 3,951 rows — these rows as CSV

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