PREVIEW / futures_30min / 2023-08-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-02.parquet
  size:    112 KB
  rows:    3,917

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
2023-08-02 00:00:00	ES	Futures	5029.6	5029.87	5028.5	5029.32	3239.0
2023-08-02 00:30:00	ES	Futures	5029.32	5030.42	5026.85	5027.68	5511.0
2023-08-02 01:00:00	ES	Futures	5027.95	5030.97	5026.03	5030.42	7158.0
2023-08-02 01:30:00	ES	Futures	5030.42	5033.72	5027.4	5029.6	5918.0
2023-08-02 02:00:00	ES	Futures	5029.32	5029.87	5026.03	5026.03	9563.0
2023-08-02 02:30:00	ES	Futures	5026.03	5027.13	5023.01	5024.38	13239.0
2023-08-02 03:00:00	ES	Futures	5024.38	5026.3	5020.81	5021.91	20222.0
2023-08-02 03:30:00	ES	Futures	5021.64	5024.38	5008.74	5009.01	22851.0
2023-08-02 04:00:00	ES	Futures	5008.74	5010.11	4998.58	5003.52	26045.0
2023-08-02 04:30:00	ES	Futures	5003.24	5010.11	5000.5	5009.28	17894.0
2023-08-02 05:00:00	ES	Futures	5009.28	5015.87	5004.89	5011.75	20585.0
2023-08-02 05:30:00	ES	Futures	5011.75	5015.6	5009.01	5014.23	13141.0
2023-08-02 06:00:00	ES	Futures	5013.95	5018.07	5013.68	5016.97	12662.0
2023-08-02 06:30:00	ES	Futures	5016.97	5028.5	5015.6	5028.5	19006.0
2023-08-02 07:00:00	ES	Futures	5028.23	5032.89	5027.13	5028.77	18190.0
2023-08-02 07:30:00	ES	Futures	5029.05	5030.42	5025.21	5027.13	11868.0
2023-08-02 08:00:00	ES	Futures	5026.85	5029.87	5022.74	5023.56	20798.0
2023-08-02 08:30:00	ES	Futures	5023.83	5025.75	5018.07	5019.72	29111.0
2023-08-02 09:00:00	ES	Futures	5019.99	5020.26	5013.13	5015.32	35673.0
2023-08-02 09:30:00	ES	Futures	5015.6	5018.34	5005.44	5012.3	186275.0
2023-08-02 10:00:00	ES	Futures	5012.58	5013.68	4996.93	5001.32	157154.0
2023-08-02 10:30:00	ES	Futures	5001.32	5004.62	4983.75	4986.5	133608.0
2023-08-02 11:00:00	ES	Futures	4986.23	4993.91	4985.13	4991.72	106956.0
2023-08-02 11:30:00	ES	Futures	4991.72	4997.75	4982.38	4982.66	100875.0
2023-08-02 12:00:00	ES	Futures	4982.38	4986.77	4978.81	4981.83	95512.0
2023-08-02 12:30:00	ES	Futures	4981.83	4991.44	4980.19	4988.7	73848.0
2023-08-02 13:00:00	ES	Futures	4988.42	4992.81	4987.05	4991.44	48452.0
2023-08-02 13:30:00	ES	Futures	4991.44	4995.01	4984.3	4985.4	57654.0
2023-08-02 14:00:00	ES	Futures	4985.68	4991.17	4984.85	4987.87	50826.0
2023-08-02 14:30:00	ES	Futures	4987.87	4989.52	4982.11	4985.95	62603.0
2023-08-02 15:00:00	ES	Futures	4986.23	4989.24	4972.22	4972.77	85020.0
2023-08-02 15:30:00	ES	Futures	4972.77	4986.77	4971.68	4981.01	211293.0
2023-08-02 16:00:00	ES	Futures	4981.28	4984.58	4978.54	4982.66	60534.0
2023-08-02 16:30:00	ES	Futures	4982.66	4982.66	4976.34	4979.09	14457.0
2023-08-02 18:00:00	ES	Futures	4978.81	4986.5	4978.81	4985.95	4417.0
2023-08-02 18:30:00	ES	Futures	4985.68	4988.15	4983.48	4987.6	2602.0
2023-08-02 19:00:00	ES	Futures	4987.6	4989.52	4987.6	4988.15	2640.0
2023-08-02 19:30:00	ES	Futures	4987.87	4989.24	4986.77	4989.24	2006.0
2023-08-02 20:00:00	ES	Futures	4988.97	4990.89	4982.93	4986.77	6553.0
2023-08-02 20:30:00	ES	Futures	4986.23	4988.7	4984.3	4987.6	3137.0
2023-08-02 21:00:00	ES	Futures	4987.6	4991.44	4985.68	4991.17	4004.0
2023-08-02 21:30:00	ES	Futures	4991.17	4993.36	4989.24	4989.79	6036.0
2023-08-02 22:00:00	ES	Futures	4990.07	4990.34	4983.21	4984.03	6199.0
2023-08-02 22:30:00	ES	Futures	4984.03	4985.4	4982.11	4984.3	3629.0
2023-08-02 23:00:00	ES	Futures	4984.3	4987.32	4983.48	4987.05	2828.0
2023-08-02 23:30:00	ES	Futures	4987.05	4988.15	4984.58	4987.87	2421.0
2023-08-02 00:00:00	NQ	Futures	17497.23	17498.62	17490.55	17495.84	1200.0
2023-08-02 00:30:00	NQ	Futures	17496.12	17500.01	17478.6	17486.38	2500.0
2023-08-02 01:00:00	NQ	Futures	17485.83	17491.11	17470.81	17488.61	3117.0
2023-08-02 01:30:00	NQ	Futures	17488.05	17501.68	17474.15	17481.1	3475.0

> showing 50 of 3,917 rows — these rows as CSV

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