PREVIEW / futures_30min / 2023-08-08

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-08.parquet
  size:    110 KB
  rows:    3,902

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
2023-08-08 00:00:00	ES	Futures	4971.4	4972.77	4970.58	4972.5	1451.0
2023-08-08 00:30:00	ES	Futures	4972.77	4974.42	4972.5	4973.32	1475.0
2023-08-08 01:00:00	ES	Futures	4973.6	4974.42	4971.95	4972.5	1810.0
2023-08-08 01:30:00	ES	Futures	4972.5	4973.05	4965.91	4967.01	5198.0
2023-08-08 02:00:00	ES	Futures	4967.01	4967.56	4963.72	4965.91	7800.0
2023-08-08 02:30:00	ES	Futures	4965.64	4967.28	4964.26	4965.64	4567.0
2023-08-08 03:00:00	ES	Futures	4965.64	4970.03	4963.17	4966.46	13245.0
2023-08-08 03:30:00	ES	Futures	4966.46	4972.5	4963.17	4972.22	8608.0
2023-08-08 04:00:00	ES	Futures	4972.22	4973.32	4963.44	4963.72	8870.0
2023-08-08 04:30:00	ES	Futures	4963.44	4968.66	4962.89	4967.56	6898.0
2023-08-08 05:00:00	ES	Futures	4967.56	4968.11	4958.5	4959.87	12466.0
2023-08-08 05:30:00	ES	Futures	4959.6	4962.07	4956.03	4961.24	16296.0
2023-08-08 06:00:00	ES	Futures	4960.97	4963.44	4956.03	4956.58	11612.0
2023-08-08 06:30:00	ES	Futures	4956.58	4957.68	4953.01	4955.48	14587.0
2023-08-08 07:00:00	ES	Futures	4955.48	4955.75	4946.7	4947.52	19292.0
2023-08-08 07:30:00	ES	Futures	4947.52	4948.62	4942.58	4948.34	21616.0
2023-08-08 08:00:00	ES	Futures	4948.34	4948.62	4935.99	4946.7	30276.0
2023-08-08 08:30:00	ES	Futures	4946.7	4951.91	4943.4	4948.62	23574.0
2023-08-08 09:00:00	ES	Futures	4948.62	4953.01	4943.68	4953.01	29816.0
2023-08-08 09:30:00	ES	Futures	4953.01	4953.83	4930.5	4935.99	217138.0
2023-08-08 10:00:00	ES	Futures	4935.99	4939.56	4922.81	4931.6	181888.0
2023-08-08 10:30:00	ES	Futures	4931.6	4934.07	4923.91	4924.46	124379.0
2023-08-08 11:00:00	ES	Futures	4924.46	4932.97	4921.44	4931.87	89829.0
2023-08-08 11:30:00	ES	Futures	4931.87	4932.7	4924.19	4926.11	75206.0
2023-08-08 12:00:00	ES	Futures	4926.11	4936.54	4925.28	4934.62	62543.0
2023-08-08 12:30:00	ES	Futures	4934.89	4940.38	4932.15	4935.99	55234.0
2023-08-08 13:00:00	ES	Futures	4936.26	4945.32	4935.71	4940.11	74408.0
2023-08-08 13:30:00	ES	Futures	4939.83	4944.77	4935.71	4943.68	55724.0
2023-08-08 14:00:00	ES	Futures	4943.68	4951.64	4940.11	4948.07	68184.0
2023-08-08 14:30:00	ES	Futures	4948.34	4958.22	4945.6	4955.75	73455.0
2023-08-08 15:00:00	ES	Futures	4955.75	4960.97	4953.56	4958.22	70532.0
2023-08-08 15:30:00	ES	Futures	4958.5	4965.64	4954.11	4960.15	152504.0
2023-08-08 16:00:00	ES	Futures	4960.42	4961.79	4958.22	4959.6	41323.0
2023-08-08 16:30:00	ES	Futures	4959.32	4960.42	4959.05	4960.15	4143.0
2023-08-08 18:00:00	ES	Futures	4959.32	4960.97	4959.32	4959.6	1936.0
2023-08-08 18:30:00	ES	Futures	4959.6	4959.87	4958.22	4959.05	1376.0
2023-08-08 19:00:00	ES	Futures	4959.05	4960.7	4958.22	4958.77	1539.0
2023-08-08 19:30:00	ES	Futures	4958.77	4960.15	4958.22	4959.32	1460.0
2023-08-08 20:00:00	ES	Futures	4959.32	4965.09	4958.22	4962.07	4727.0
2023-08-08 20:30:00	ES	Futures	4962.34	4965.09	4962.34	4963.17	2519.0
2023-08-08 21:00:00	ES	Futures	4963.44	4967.28	4962.89	4966.19	3847.0
2023-08-08 21:30:00	ES	Futures	4966.19	4968.11	4964.54	4965.09	3949.0
2023-08-08 22:00:00	ES	Futures	4965.09	4966.73	4963.44	4963.99	2881.0
2023-08-08 22:30:00	ES	Futures	4963.99	4967.01	4963.72	4967.01	2346.0
2023-08-08 23:00:00	ES	Futures	4967.01	4967.28	4964.26	4964.54	1581.0
2023-08-08 23:30:00	ES	Futures	4964.81	4964.81	4963.17	4963.99	1628.0
2023-08-08 00:00:00	NQ	Futures	17170.43	17177.94	17167.37	17175.71	779.0
2023-08-08 00:30:00	NQ	Futures	17176.27	17184.05	17173.76	17179.6	997.0
2023-08-08 01:00:00	NQ	Futures	17179.6	17182.66	17170.43	17172.93	1441.0
2023-08-08 01:30:00	NQ	Futures	17173.49	17176.27	17142.33	17146.78	3037.0

> showing 50 of 3,902 rows — these rows as CSV

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