PREVIEW / futures_30min / 2023-08-11

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-11.parquet
  size:    89 KB
  rows:    3,041

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
2023-08-11 00:00:00	ES	Futures	4924.73	4925.01	4922.26	4923.91	1957.0
2023-08-11 00:30:00	ES	Futures	4923.64	4924.46	4922.26	4923.91	1622.0
2023-08-11 01:00:00	ES	Futures	4923.64	4926.38	4921.99	4925.83	2806.0
2023-08-11 01:30:00	ES	Futures	4926.11	4929.68	4925.28	4928.85	2493.0
2023-08-11 02:00:00	ES	Futures	4928.85	4929.4	4923.91	4928.58	4655.0
2023-08-11 02:30:00	ES	Futures	4928.58	4931.32	4927.48	4930.22	3666.0
2023-08-11 03:00:00	ES	Futures	4929.95	4934.89	4927.48	4934.34	8201.0
2023-08-11 03:30:00	ES	Futures	4934.34	4935.17	4928.58	4928.58	8157.0
2023-08-11 04:00:00	ES	Futures	4928.85	4929.13	4921.99	4923.36	10353.0
2023-08-11 04:30:00	ES	Futures	4923.36	4923.36	4916.5	4920.89	10293.0
2023-08-11 05:00:00	ES	Futures	4920.89	4925.56	4920.89	4924.73	5608.0
2023-08-11 05:30:00	ES	Futures	4924.46	4926.66	4914.85	4918.42	9088.0
2023-08-11 06:00:00	ES	Futures	4918.42	4923.36	4917.32	4921.71	5762.0
2023-08-11 06:30:00	ES	Futures	4921.99	4926.66	4920.34	4920.89	4779.0
2023-08-11 07:00:00	ES	Futures	4920.62	4926.93	4920.07	4924.46	5885.0
2023-08-11 07:30:00	ES	Futures	4924.19	4925.83	4919.52	4921.17	6814.0
2023-08-11 08:00:00	ES	Futures	4921.17	4925.28	4919.79	4922.81	8989.0
2023-08-11 08:30:00	ES	Futures	4922.81	4924.73	4904.42	4905.52	49276.0
2023-08-11 09:00:00	ES	Futures	4905.24	4913.21	4902.22	4903.32	39456.0
2023-08-11 09:30:00	ES	Futures	4903.32	4910.73	4896.19	4905.52	151087.0
2023-08-11 10:00:00	ES	Futures	4905.52	4933.52	4905.24	4926.38	163001.0
2023-08-11 10:30:00	ES	Futures	4926.66	4933.52	4916.77	4917.87	103736.0
2023-08-11 11:00:00	ES	Futures	4917.87	4921.99	4908.54	4910.19	87273.0
2023-08-11 11:30:00	ES	Futures	4909.91	4918.97	4907.17	4918.15	80676.0
2023-08-11 12:00:00	ES	Futures	4918.15	4925.01	4911.56	4915.4	71771.0
2023-08-11 12:30:00	ES	Futures	4915.68	4919.52	4909.09	4911.28	53824.0
2023-08-11 13:00:00	ES	Futures	4911.56	4920.62	4908.81	4919.52	58501.0
2023-08-11 13:30:00	ES	Futures	4919.79	4921.44	4908.54	4914.03	60754.0
2023-08-11 14:00:00	ES	Futures	4914.3	4925.28	4912.93	4921.99	63845.0
2023-08-11 14:30:00	ES	Futures	4922.26	4928.58	4919.24	4926.66	68975.0
2023-08-11 15:00:00	ES	Futures	4926.38	4927.48	4916.5	4924.46	77684.0
2023-08-11 15:30:00	ES	Futures	4924.46	4927.75	4914.58	4921.44	148759.0
2023-08-11 16:00:00	ES	Futures	4921.71	4926.38	4921.17	4923.91	41492.0
2023-08-11 16:30:00	ES	Futures	4923.91	4925.01	4922.81	4923.91	5328.0
2023-08-11 00:00:00	NQ	Futures	16922.89	16924.56	16911.49	16919.27	1643.0
2023-08-11 00:30:00	NQ	Futures	16919.0	16922.33	16910.1	16915.66	1335.0
2023-08-11 01:00:00	NQ	Futures	16915.66	16929.29	16906.48	16927.06	2335.0
2023-08-11 01:30:00	NQ	Futures	16925.95	16942.91	16924.0	16937.07	1856.0
2023-08-11 02:00:00	NQ	Futures	16937.07	16939.86	16913.43	16931.51	2847.0
2023-08-11 02:30:00	NQ	Futures	16932.07	16945.97	16926.78	16940.41	2189.0
2023-08-11 03:00:00	NQ	Futures	16940.97	16956.82	16926.78	16952.09	4350.0
2023-08-11 03:30:00	NQ	Futures	16952.09	16954.87	16927.06	16927.06	4059.0
2023-08-11 04:00:00	NQ	Futures	16927.62	16929.56	16888.4	16892.85	6004.0
2023-08-11 04:30:00	NQ	Futures	16892.29	16892.29	16861.42	16879.22	6339.0
2023-08-11 05:00:00	NQ	Futures	16880.06	16899.53	16878.94	16895.08	3438.0
2023-08-11 05:30:00	NQ	Futures	16895.08	16906.2	16846.4	16864.48	6011.0
2023-08-11 06:00:00	NQ	Futures	16863.37	16882.56	16859.2	16876.72	3405.0
2023-08-11 06:30:00	NQ	Futures	16875.89	16895.63	16868.38	16872.55	3329.0
2023-08-11 07:00:00	NQ	Futures	16872.27	16901.75	16871.44	16897.02	3963.0
2023-08-11 07:30:00	NQ	Futures	16895.91	16902.59	16873.66	16881.73	3958.0

> showing 50 of 3,041 rows — these rows as CSV

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