PREVIEW / futures_30min / 2023-07-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-07-28.parquet
  size:    95 KB
  rows:    3,167

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
2023-07-28 00:00:00	ES	Futures	5018.07	5019.44	5004.89	5013.95	15405.0
2023-07-28 00:30:00	ES	Futures	5013.95	5023.28	5013.4	5020.81	7684.0
2023-07-28 01:00:00	ES	Futures	5020.81	5026.03	5020.26	5025.75	6169.0
2023-07-28 01:30:00	ES	Futures	5025.48	5030.15	5024.38	5028.77	9004.0
2023-07-28 02:00:00	ES	Futures	5028.5	5030.97	5023.83	5026.03	8275.0
2023-07-28 02:30:00	ES	Futures	5026.03	5029.32	5025.21	5026.3	4745.0
2023-07-28 03:00:00	ES	Futures	5026.3	5037.01	5025.21	5033.44	20272.0
2023-07-28 03:30:00	ES	Futures	5033.44	5037.56	5028.23	5029.32	12698.0
2023-07-28 04:00:00	ES	Futures	5029.32	5030.97	5022.46	5022.46	9964.0
2023-07-28 04:30:00	ES	Futures	5022.46	5028.23	5022.19	5027.68	7748.0
2023-07-28 05:00:00	ES	Futures	5027.68	5030.15	5025.75	5027.68	7920.0
2023-07-28 05:30:00	ES	Futures	5027.95	5035.09	5027.4	5032.89	9647.0
2023-07-28 06:00:00	ES	Futures	5033.17	5033.99	5030.42	5030.97	6830.0
2023-07-28 06:30:00	ES	Futures	5030.97	5033.72	5027.95	5031.79	7029.0
2023-07-28 07:00:00	ES	Futures	5031.79	5037.28	5029.6	5036.19	10171.0
2023-07-28 07:30:00	ES	Futures	5036.46	5039.21	5035.09	5038.38	10450.0
2023-07-28 08:00:00	ES	Futures	5038.11	5044.7	5037.01	5043.05	17920.0
2023-07-28 08:30:00	ES	Futures	5043.32	5046.89	5040.58	5046.62	27648.0
2023-07-28 09:00:00	ES	Futures	5046.62	5048.81	5042.23	5047.17	25273.0
2023-07-28 09:30:00	ES	Futures	5047.44	5055.95	5039.75	5050.74	162577.0
2023-07-28 10:00:00	ES	Futures	5050.74	5058.97	5049.09	5053.48	115014.0
2023-07-28 10:30:00	ES	Futures	5053.75	5058.42	5048.54	5058.15	90382.0
2023-07-28 11:00:00	ES	Futures	5058.15	5067.21	5055.68	5065.28	75033.0
2023-07-28 11:30:00	ES	Futures	5065.56	5069.13	5063.09	5068.03	68038.0
2023-07-28 12:00:00	ES	Futures	5068.03	5068.03	5058.97	5067.21	59862.0
2023-07-28 12:30:00	ES	Futures	5066.93	5067.48	5059.52	5060.62	41311.0
2023-07-28 13:00:00	ES	Futures	5060.62	5060.62	5051.01	5051.01	60605.0
2023-07-28 13:30:00	ES	Futures	5050.74	5054.3	5038.66	5052.11	111323.0
2023-07-28 14:00:00	ES	Futures	5052.11	5059.79	5051.28	5059.25	66281.0
2023-07-28 14:30:00	ES	Futures	5059.25	5064.19	5051.01	5060.34	67965.0
2023-07-28 15:00:00	ES	Futures	5060.62	5063.64	5056.23	5056.5	62029.0
2023-07-28 15:30:00	ES	Futures	5056.5	5061.99	5052.11	5058.42	154715.0
2023-07-28 16:00:00	ES	Futures	5058.7	5059.79	5056.5	5059.52	47995.0
2023-07-28 16:30:00	ES	Futures	5059.52	5059.52	5057.6	5058.7	8834.0
2023-07-28 00:00:00	NQ	Futures	17369.85	17374.57	17295.58	17338.42	10107.0
2023-07-28 00:30:00	NQ	Futures	17337.86	17378.75	17334.25	17372.91	4679.0
2023-07-28 01:00:00	NQ	Futures	17372.91	17399.88	17372.91	17396.82	2983.0
2023-07-28 01:30:00	NQ	Futures	17395.43	17413.51	17388.48	17407.12	3629.0
2023-07-28 02:00:00	NQ	Futures	17405.72	17415.18	17372.63	17389.59	4202.0
2023-07-28 02:30:00	NQ	Futures	17389.32	17409.9	17387.37	17394.32	2624.0
2023-07-28 03:00:00	NQ	Futures	17394.04	17467.75	17389.04	17445.78	8661.0
2023-07-28 03:30:00	NQ	Futures	17446.61	17463.02	17428.53	17435.21	4411.0
2023-07-28 04:00:00	NQ	Futures	17434.65	17451.62	17411.84	17413.79	4844.0
2023-07-28 04:30:00	NQ	Futures	17412.96	17436.04	17412.68	17432.15	2659.0
2023-07-28 05:00:00	NQ	Futures	17432.15	17439.66	17420.74	17434.65	2346.0
2023-07-28 05:30:00	NQ	Futures	17434.65	17465.52	17430.2	17462.19	4040.0
2023-07-28 06:00:00	NQ	Futures	17462.46	17469.7	17450.78	17456.34	3579.0
2023-07-28 06:30:00	NQ	Futures	17456.34	17476.09	17441.88	17463.3	3483.0
2023-07-28 07:00:00	NQ	Futures	17462.74	17483.6	17449.95	17478.04	5041.0
2023-07-28 07:30:00	NQ	Futures	17478.04	17487.22	17472.48	17483.32	4844.0

> showing 50 of 3,167 rows — these rows as CSV

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