PREVIEW / futures_30min / 2023-08-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-09.parquet
  size:    105 KB
  rows:    3,821

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
2023-08-09 00:00:00	ES	Futures	4963.99	4965.64	4963.17	4963.72	1156.0
2023-08-09 00:30:00	ES	Futures	4963.99	4966.19	4963.72	4965.91	1204.0
2023-08-09 01:00:00	ES	Futures	4965.91	4968.11	4965.64	4967.28	1745.0
2023-08-09 01:30:00	ES	Futures	4967.28	4970.03	4965.64	4967.56	2571.0
2023-08-09 02:00:00	ES	Futures	4967.56	4969.75	4966.46	4967.56	3438.0
2023-08-09 02:30:00	ES	Futures	4967.83	4971.4	4965.91	4970.03	4184.0
2023-08-09 03:00:00	ES	Futures	4970.3	4978.81	4966.46	4972.22	18554.0
2023-08-09 03:30:00	ES	Futures	4972.22	4975.24	4971.4	4973.6	7287.0
2023-08-09 04:00:00	ES	Futures	4973.6	4977.44	4971.13	4977.17	7805.0
2023-08-09 04:30:00	ES	Futures	4977.17	4980.46	4976.62	4979.09	5542.0
2023-08-09 05:00:00	ES	Futures	4978.81	4981.01	4976.07	4976.34	5886.0
2023-08-09 05:30:00	ES	Futures	4976.34	4977.17	4972.5	4974.7	4574.0
2023-08-09 06:00:00	ES	Futures	4974.42	4976.89	4972.77	4976.89	3996.0
2023-08-09 06:30:00	ES	Futures	4976.62	4977.72	4970.3	4970.58	5570.0
2023-08-09 07:00:00	ES	Futures	4970.85	4971.95	4967.01	4967.28	10073.0
2023-08-09 07:30:00	ES	Futures	4967.01	4977.17	4966.46	4975.52	11353.0
2023-08-09 08:00:00	ES	Futures	4975.52	4976.89	4967.28	4969.75	14711.0
2023-08-09 08:30:00	ES	Futures	4969.75	4975.24	4966.73	4967.83	15245.0
2023-08-09 09:00:00	ES	Futures	4968.11	4968.93	4960.97	4962.89	23508.0
2023-08-09 09:30:00	ES	Futures	4962.89	4964.81	4951.36	4954.93	169995.0
2023-08-09 10:00:00	ES	Futures	4954.93	4959.87	4951.36	4956.3	93160.0
2023-08-09 10:30:00	ES	Futures	4956.03	4958.5	4942.85	4944.5	101609.0
2023-08-09 11:00:00	ES	Futures	4944.22	4947.79	4926.93	4928.85	131825.0
2023-08-09 11:30:00	ES	Futures	4928.85	4933.24	4917.32	4922.26	119814.0
2023-08-09 12:00:00	ES	Futures	4921.99	4931.05	4920.34	4928.3	82187.0
2023-08-09 12:30:00	ES	Futures	4928.58	4935.99	4928.03	4931.6	61836.0
2023-08-09 13:00:00	ES	Futures	4931.6	4946.15	4929.4	4944.77	71961.0
2023-08-09 13:30:00	ES	Futures	4944.5	4949.72	4943.95	4945.6	54220.0
2023-08-09 14:00:00	ES	Futures	4945.87	4957.4	4943.95	4956.85	64969.0
2023-08-09 14:30:00	ES	Futures	4957.13	4960.97	4952.73	4953.56	67041.0
2023-08-09 15:00:00	ES	Futures	4953.56	4954.38	4944.77	4948.89	80409.0
2023-08-09 15:30:00	ES	Futures	4949.17	4949.72	4922.54	4926.11	237728.0
2023-08-09 16:00:00	ES	Futures	4926.38	4934.34	4926.11	4933.52	60185.0
2023-08-09 16:30:00	ES	Futures	4933.52	4934.07	4931.87	4933.79	6443.0
2023-08-09 18:00:00	ES	Futures	4933.79	4936.26	4933.24	4935.99	4164.0
2023-08-09 18:30:00	ES	Futures	4935.71	4937.36	4934.89	4936.54	2010.0
2023-08-09 19:00:00	ES	Futures	4936.54	4937.09	4935.44	4936.26	1680.0
2023-08-09 19:30:00	ES	Futures	4936.26	4939.28	4935.99	4937.91	2506.0
2023-08-09 20:00:00	ES	Futures	4937.91	4940.38	4936.54	4938.73	4096.0
2023-08-09 20:30:00	ES	Futures	4938.73	4941.48	4937.91	4940.93	2863.0
2023-08-09 21:00:00	ES	Futures	4941.21	4941.21	4938.46	4940.66	3448.0
2023-08-09 21:30:00	ES	Futures	4940.66	4941.21	4935.71	4937.64	4350.0
2023-08-09 22:00:00	ES	Futures	4937.36	4943.4	4937.09	4943.4	5035.0
2023-08-09 22:30:00	ES	Futures	4943.4	4943.68	4941.48	4942.3	2488.0
2023-08-09 23:00:00	ES	Futures	4942.58	4945.32	4942.58	4945.05	3085.0
2023-08-09 23:30:00	ES	Futures	4945.32	4945.32	4943.13	4944.22	1729.0
2023-08-09 00:00:00	NQ	Futures	17103.95	17110.91	17098.95	17102.01	1251.0
2023-08-09 00:30:00	NQ	Futures	17102.01	17111.74	17100.06	17110.35	930.0
2023-08-09 01:00:00	NQ	Futures	17110.63	17123.7	17109.52	17119.25	1741.0
2023-08-09 01:30:00	NQ	Futures	17118.97	17131.77	17112.3	17121.2	2097.0

> showing 50 of 3,821 rows — these rows as CSV

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