PREVIEW / futures_30min / 2023-08-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-04.parquet
  size:    95 KB
  rows:    3,130

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
2023-08-04 00:00:00	ES	Futures	4981.01	4982.93	4980.73	4981.83	1340.0
2023-08-04 00:30:00	ES	Futures	4981.83	4982.93	4981.56	4982.38	826.0
2023-08-04 01:00:00	ES	Futures	4982.11	4986.5	4981.01	4984.58	3155.0
2023-08-04 01:30:00	ES	Futures	4984.58	4990.62	4983.75	4989.24	4837.0
2023-08-04 02:00:00	ES	Futures	4989.24	4990.07	4986.5	4989.52	5210.0
2023-08-04 02:30:00	ES	Futures	4989.52	4989.52	4985.13	4985.95	3867.0
2023-08-04 03:00:00	ES	Futures	4985.95	4985.95	4974.42	4977.72	14598.0
2023-08-04 03:30:00	ES	Futures	4977.72	4987.6	4977.17	4986.77	9367.0
2023-08-04 04:00:00	ES	Futures	4986.77	4992.81	4986.23	4986.77	11869.0
2023-08-04 04:30:00	ES	Futures	4986.5	4987.05	4981.83	4983.75	5866.0
2023-08-04 05:00:00	ES	Futures	4983.75	4989.52	4982.66	4988.42	6979.0
2023-08-04 05:30:00	ES	Futures	4988.42	4988.7	4982.66	4983.48	9538.0
2023-08-04 06:00:00	ES	Futures	4983.48	4983.75	4980.46	4982.38	8419.0
2023-08-04 06:30:00	ES	Futures	4982.11	4982.93	4973.6	4974.97	7837.0
2023-08-04 07:00:00	ES	Futures	4975.24	4975.79	4969.21	4969.21	11789.0
2023-08-04 07:30:00	ES	Futures	4969.21	4971.4	4962.62	4967.56	16661.0
2023-08-04 08:00:00	ES	Futures	4967.56	4974.7	4966.73	4972.22	19939.0
2023-08-04 08:30:00	ES	Futures	4972.22	4985.68	4956.85	4981.83	102013.0
2023-08-04 09:00:00	ES	Futures	4981.56	4986.77	4979.64	4983.75	42406.0
2023-08-04 09:30:00	ES	Futures	4983.48	4996.93	4977.17	4978.81	209102.0
2023-08-04 10:00:00	ES	Futures	4979.09	4981.28	4961.79	4980.73	175109.0
2023-08-04 10:30:00	ES	Futures	4980.46	4991.72	4980.19	4990.07	110453.0
2023-08-04 11:00:00	ES	Futures	4990.34	4993.36	4988.15	4992.81	63110.0
2023-08-04 11:30:00	ES	Futures	4993.09	4997.21	4988.15	4996.11	74620.0
2023-08-04 12:00:00	ES	Futures	4995.83	5003.52	4992.54	5003.52	72534.0
2023-08-04 12:30:00	ES	Futures	5003.52	5007.91	5000.77	5005.99	48815.0
2023-08-04 13:00:00	ES	Futures	5006.26	5006.81	4991.44	4994.19	61281.0
2023-08-04 13:30:00	ES	Futures	4994.19	4996.38	4982.66	4984.3	74451.0
2023-08-04 14:00:00	ES	Futures	4984.03	4984.3	4952.19	4955.75	192937.0
2023-08-04 14:30:00	ES	Futures	4955.48	4959.05	4939.83	4943.4	145962.0
2023-08-04 15:00:00	ES	Futures	4943.4	4950.54	4938.73	4943.4	112663.0
2023-08-04 15:30:00	ES	Futures	4943.4	4946.42	4934.34	4940.38	192385.0
2023-08-04 16:00:00	ES	Futures	4940.38	4944.22	4939.01	4941.48	62320.0
2023-08-04 16:30:00	ES	Futures	4941.48	4942.3	4938.46	4939.01	17705.0
2023-08-04 00:00:00	NQ	Futures	17258.32	17270.0	17257.76	17261.65	994.0
2023-08-04 00:30:00	NQ	Futures	17263.04	17269.44	17259.43	17261.93	713.0
2023-08-04 01:00:00	NQ	Futures	17261.37	17281.96	17253.87	17275.0	2194.0
2023-08-04 01:30:00	NQ	Futures	17274.73	17313.66	17273.06	17303.37	3918.0
2023-08-04 02:00:00	NQ	Futures	17303.37	17306.71	17286.96	17301.98	3181.0
2023-08-04 02:30:00	NQ	Futures	17301.43	17302.26	17278.9	17282.23	1897.0
2023-08-04 03:00:00	NQ	Futures	17282.23	17283.07	17228.83	17238.29	6899.0
2023-08-04 03:30:00	NQ	Futures	17238.29	17278.34	17235.51	17275.0	4057.0
2023-08-04 04:00:00	NQ	Futures	17275.0	17308.94	17274.45	17279.45	5930.0
2023-08-04 04:30:00	NQ	Futures	17278.9	17280.57	17256.65	17266.1	3531.0
2023-08-04 05:00:00	NQ	Futures	17266.66	17295.31	17265.27	17291.13	3376.0
2023-08-04 05:30:00	NQ	Futures	17290.86	17291.97	17264.43	17271.94	3409.0
2023-08-04 06:00:00	NQ	Futures	17271.39	17271.39	17254.7	17262.21	2729.0
2023-08-04 06:30:00	NQ	Futures	17262.77	17270.0	17223.27	17232.73	4277.0
2023-08-04 07:00:00	NQ	Futures	17233.01	17235.79	17196.01	17197.68	6216.0
2023-08-04 07:30:00	NQ	Futures	17197.96	17210.48	17168.48	17192.4	8036.0

> showing 50 of 3,130 rows — these rows as CSV

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