PREVIEW / futures_30min / 2023-08-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-10.parquet
  size:    109 KB
  rows:    3,859

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
2023-08-10 00:00:00	ES	Futures	4944.22	4945.87	4943.95	4943.95	1502.0
2023-08-10 00:30:00	ES	Futures	4943.95	4944.22	4942.3	4942.3	1365.0
2023-08-10 01:00:00	ES	Futures	4942.3	4943.13	4939.01	4942.58	3402.0
2023-08-10 01:30:00	ES	Futures	4942.58	4945.05	4941.75	4945.05	2736.0
2023-08-10 02:00:00	ES	Futures	4945.05	4948.34	4943.95	4947.79	4661.0
2023-08-10 02:30:00	ES	Futures	4947.79	4947.79	4943.4	4943.4	4835.0
2023-08-10 03:00:00	ES	Futures	4943.13	4958.77	4943.13	4956.3	16619.0
2023-08-10 03:30:00	ES	Futures	4956.58	4958.77	4953.83	4954.66	10285.0
2023-08-10 04:00:00	ES	Futures	4954.38	4954.93	4949.99	4951.36	7290.0
2023-08-10 04:30:00	ES	Futures	4951.36	4956.58	4950.81	4953.28	4812.0
2023-08-10 05:00:00	ES	Futures	4953.28	4956.3	4951.09	4952.19	5926.0
2023-08-10 05:30:00	ES	Futures	4952.19	4954.11	4951.09	4953.56	5368.0
2023-08-10 06:00:00	ES	Futures	4953.56	4954.11	4948.34	4949.72	6159.0
2023-08-10 06:30:00	ES	Futures	4949.72	4951.09	4947.79	4950.81	5927.0
2023-08-10 07:00:00	ES	Futures	4950.81	4953.01	4947.79	4948.34	7347.0
2023-08-10 07:30:00	ES	Futures	4948.07	4949.99	4945.6	4947.52	9402.0
2023-08-10 08:00:00	ES	Futures	4947.24	4955.75	4946.97	4950.26	19755.0
2023-08-10 08:30:00	ES	Futures	4950.54	4968.66	4934.62	4959.6	106139.0
2023-08-10 09:00:00	ES	Futures	4959.6	4965.64	4948.89	4950.81	48603.0
2023-08-10 09:30:00	ES	Futures	4951.09	4984.85	4948.62	4984.58	238520.0
2023-08-10 10:00:00	ES	Futures	4984.85	4990.34	4976.89	4981.56	171751.0
2023-08-10 10:30:00	ES	Futures	4981.56	4985.68	4956.58	4965.64	195713.0
2023-08-10 11:00:00	ES	Futures	4965.91	4966.73	4948.34	4957.95	168178.0
2023-08-10 11:30:00	ES	Futures	4958.22	4964.81	4935.99	4944.22	154046.0
2023-08-10 12:00:00	ES	Futures	4944.22	4946.15	4928.03	4935.99	115374.0
2023-08-10 12:30:00	ES	Futures	4935.99	4948.07	4925.56	4929.68	104884.0
2023-08-10 13:00:00	ES	Futures	4929.68	4935.44	4923.36	4926.93	92102.0
2023-08-10 13:30:00	ES	Futures	4926.66	4929.4	4912.11	4914.03	114613.0
2023-08-10 14:00:00	ES	Futures	4914.03	4938.19	4913.48	4931.32	112206.0
2023-08-10 14:30:00	ES	Futures	4931.6	4942.85	4925.28	4942.3	101810.0
2023-08-10 15:00:00	ES	Futures	4942.58	4942.85	4926.66	4928.85	76121.0
2023-08-10 15:30:00	ES	Futures	4928.85	4928.85	4915.68	4926.11	159611.0
2023-08-10 16:00:00	ES	Futures	4926.11	4927.48	4921.44	4926.93	44979.0
2023-08-10 16:30:00	ES	Futures	4926.93	4928.58	4925.83	4926.66	5477.0
2023-08-10 18:00:00	ES	Futures	4927.75	4931.32	4926.11	4931.32	2742.0
2023-08-10 18:30:00	ES	Futures	4931.05	4931.6	4929.68	4930.22	1321.0
2023-08-10 19:00:00	ES	Futures	4930.5	4931.05	4928.3	4931.05	1117.0
2023-08-10 19:30:00	ES	Futures	4930.77	4932.97	4930.77	4931.6	1836.0
2023-08-10 20:00:00	ES	Futures	4931.6	4934.62	4931.32	4934.34	2714.0
2023-08-10 20:30:00	ES	Futures	4934.34	4937.09	4932.97	4935.71	2798.0
2023-08-10 21:00:00	ES	Futures	4935.44	4936.81	4934.07	4934.89	2789.0
2023-08-10 21:30:00	ES	Futures	4935.17	4935.44	4931.6	4932.15	4223.0
2023-08-10 22:00:00	ES	Futures	4931.87	4932.7	4927.48	4927.75	3805.0
2023-08-10 22:30:00	ES	Futures	4928.03	4928.85	4926.66	4928.3	2754.0
2023-08-10 23:00:00	ES	Futures	4928.3	4930.5	4927.48	4930.22	2612.0
2023-08-10 23:30:00	ES	Futures	4930.5	4930.77	4923.36	4924.73	3398.0
2023-08-10 00:00:00	NQ	Futures	16954.87	16965.17	16954.87	16955.43	1132.0
2023-08-10 00:30:00	NQ	Futures	16955.71	16957.38	16947.09	16947.09	967.0
2023-08-10 01:00:00	NQ	Futures	16947.64	16952.09	16932.9	16949.31	2502.0
2023-08-10 01:30:00	NQ	Futures	16949.03	16957.93	16946.53	16957.38	1680.0

> showing 50 of 3,859 rows — these rows as CSV

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