PREVIEW / futures_30min / 2023-08-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-03.parquet
  size:    110 KB
  rows:    3,888

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
2023-08-03 00:00:00	ES	Futures	4987.87	4987.87	4983.48	4983.75	2654.0
2023-08-03 00:30:00	ES	Futures	4983.75	4984.03	4980.73	4981.83	2519.0
2023-08-03 01:00:00	ES	Futures	4981.56	4986.5	4980.73	4985.13	4382.0
2023-08-03 01:30:00	ES	Futures	4985.13	4985.68	4978.26	4982.38	7761.0
2023-08-03 02:00:00	ES	Futures	4982.11	4983.48	4980.19	4981.28	4671.0
2023-08-03 02:30:00	ES	Futures	4981.28	4981.56	4968.66	4968.93	9158.0
2023-08-03 03:00:00	ES	Futures	4968.93	4971.4	4960.42	4961.52	26927.0
2023-08-03 03:30:00	ES	Futures	4961.24	4967.01	4952.46	4953.28	29289.0
2023-08-03 04:00:00	ES	Futures	4953.28	4966.19	4953.28	4962.62	19660.0
2023-08-03 04:30:00	ES	Futures	4962.34	4963.72	4954.38	4961.24	18519.0
2023-08-03 05:00:00	ES	Futures	4961.24	4970.85	4961.24	4967.28	14194.0
2023-08-03 05:30:00	ES	Futures	4967.28	4970.58	4965.64	4970.03	10155.0
2023-08-03 06:00:00	ES	Futures	4970.3	4974.97	4968.93	4970.85	9291.0
2023-08-03 06:30:00	ES	Futures	4970.85	4973.6	4967.83	4970.03	6519.0
2023-08-03 07:00:00	ES	Futures	4970.03	4977.17	4965.91	4967.83	17921.0
2023-08-03 07:30:00	ES	Futures	4968.11	4972.77	4965.36	4968.11	14251.0
2023-08-03 08:00:00	ES	Futures	4968.38	4969.21	4960.15	4961.24	15984.0
2023-08-03 08:30:00	ES	Futures	4961.52	4970.85	4959.05	4965.09	36825.0
2023-08-03 09:00:00	ES	Futures	4964.81	4965.36	4954.93	4955.75	31200.0
2023-08-03 09:30:00	ES	Futures	4955.75	4965.91	4950.54	4960.97	191270.0
2023-08-03 10:00:00	ES	Futures	4960.97	4969.75	4948.07	4948.34	159265.0
2023-08-03 10:30:00	ES	Futures	4948.34	4960.7	4947.52	4960.15	113294.0
2023-08-03 11:00:00	ES	Futures	4960.15	4971.95	4958.77	4970.03	107557.0
2023-08-03 11:30:00	ES	Futures	4970.3	4975.52	4966.73	4968.93	78853.0
2023-08-03 12:00:00	ES	Futures	4968.93	4974.7	4967.01	4973.05	51210.0
2023-08-03 12:30:00	ES	Futures	4973.32	4985.13	4973.32	4983.21	72761.0
2023-08-03 13:00:00	ES	Futures	4983.21	4985.68	4978.81	4982.11	66061.0
2023-08-03 13:30:00	ES	Futures	4981.83	4983.48	4970.58	4971.4	60025.0
2023-08-03 14:00:00	ES	Futures	4971.4	4977.44	4968.38	4974.7	58991.0
2023-08-03 14:30:00	ES	Futures	4974.42	4977.99	4968.66	4976.34	61238.0
2023-08-03 15:00:00	ES	Futures	4976.62	4977.17	4963.17	4968.38	74499.0
2023-08-03 15:30:00	ES	Futures	4968.11	4972.77	4962.89	4963.44	149984.0
2023-08-03 16:00:00	ES	Futures	4963.44	4984.03	4960.42	4981.83	90054.0
2023-08-03 16:30:00	ES	Futures	4981.56	4990.07	4963.72	4968.38	36200.0
2023-08-03 18:00:00	ES	Futures	4967.01	4972.5	4965.64	4970.3	6068.0
2023-08-03 18:30:00	ES	Futures	4970.58	4976.34	4969.48	4974.97	2464.0
2023-08-03 19:00:00	ES	Futures	4975.24	4978.81	4973.05	4973.6	2965.0
2023-08-03 19:30:00	ES	Futures	4973.32	4975.52	4971.13	4974.97	3035.0
2023-08-03 20:00:00	ES	Futures	4974.97	4976.62	4971.4	4974.97	4622.0
2023-08-03 20:30:00	ES	Futures	4974.97	4981.83	4974.7	4981.56	5271.0
2023-08-03 21:00:00	ES	Futures	4981.56	4983.75	4979.09	4981.28	4216.0
2023-08-03 21:30:00	ES	Futures	4981.28	4985.95	4981.01	4982.11	6123.0
2023-08-03 22:00:00	ES	Futures	4981.83	4985.4	4977.72	4979.64	5292.0
2023-08-03 22:30:00	ES	Futures	4979.36	4982.11	4977.17	4980.19	3912.0
2023-08-03 23:00:00	ES	Futures	4979.91	4984.58	4979.64	4982.11	2495.0
2023-08-03 23:30:00	ES	Futures	4982.11	4982.93	4979.64	4980.73	1541.0
2023-08-03 00:00:00	NQ	Futures	17219.66	17223.27	17200.19	17201.85	1433.0
2023-08-03 00:30:00	NQ	Futures	17201.85	17205.47	17186.84	17191.56	2305.0
2023-08-03 01:00:00	NQ	Futures	17191.56	17218.54	17187.11	17213.26	2769.0
2023-08-03 01:30:00	NQ	Futures	17213.26	17215.21	17175.71	17201.02	4366.0

> showing 50 of 3,888 rows — these rows as CSV

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