PREVIEW / futures_30min / 2023-08-14

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-14.parquet
  size:    105 KB
  rows:    3,814

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
2023-08-14 00:00:00	ES	Futures	4908.81	4910.46	4907.17	4910.46	3882.0
2023-08-14 00:30:00	ES	Futures	4910.19	4911.28	4907.17	4907.44	4055.0
2023-08-14 01:00:00	ES	Futures	4907.44	4912.93	4907.44	4912.66	3906.0
2023-08-14 01:30:00	ES	Futures	4912.93	4915.13	4911.28	4913.75	4311.0
2023-08-14 02:00:00	ES	Futures	4913.75	4916.5	4911.01	4915.4	6211.0
2023-08-14 02:30:00	ES	Futures	4915.13	4918.42	4914.03	4916.77	3151.0
2023-08-14 03:00:00	ES	Futures	4916.77	4922.26	4914.3	4920.34	9150.0
2023-08-14 03:30:00	ES	Futures	4920.07	4942.58	4917.05	4937.64	20629.0
2023-08-14 04:00:00	ES	Futures	4937.36	4940.38	4929.68	4931.05	17760.0
2023-08-14 04:30:00	ES	Futures	4931.05	4933.24	4928.03	4929.4	7472.0
2023-08-14 05:00:00	ES	Futures	4929.68	4932.97	4926.38	4931.32	6465.0
2023-08-14 05:30:00	ES	Futures	4931.32	4933.24	4928.03	4929.95	4374.0
2023-08-14 06:00:00	ES	Futures	4930.22	4934.34	4928.03	4929.68	5487.0
2023-08-14 06:30:00	ES	Futures	4929.68	4935.99	4928.85	4932.7	4911.0
2023-08-14 07:00:00	ES	Futures	4932.7	4934.34	4928.85	4930.77	5245.0
2023-08-14 07:30:00	ES	Futures	4930.77	4931.87	4924.73	4927.75	8488.0
2023-08-14 08:00:00	ES	Futures	4928.03	4928.3	4915.95	4916.5	17326.0
2023-08-14 08:30:00	ES	Futures	4916.5	4917.32	4907.71	4914.58	24650.0
2023-08-14 09:00:00	ES	Futures	4914.58	4914.85	4907.71	4910.73	18936.0
2023-08-14 09:30:00	ES	Futures	4911.01	4917.6	4907.17	4915.95	152632.0
2023-08-14 10:00:00	ES	Futures	4916.22	4929.4	4913.21	4923.91	119015.0
2023-08-14 10:30:00	ES	Futures	4924.19	4942.85	4923.36	4938.73	99310.0
2023-08-14 11:00:00	ES	Futures	4938.46	4939.56	4931.32	4937.91	63107.0
2023-08-14 11:30:00	ES	Futures	4937.91	4944.77	4933.79	4937.64	64694.0
2023-08-14 12:00:00	ES	Futures	4937.64	4941.48	4929.13	4932.42	59110.0
2023-08-14 12:30:00	ES	Futures	4932.7	4939.56	4929.68	4938.73	45521.0
2023-08-14 13:00:00	ES	Futures	4938.73	4943.68	4937.91	4939.83	41883.0
2023-08-14 13:30:00	ES	Futures	4940.11	4942.03	4933.24	4937.64	35036.0
2023-08-14 14:00:00	ES	Futures	4937.64	4938.46	4930.5	4934.07	46739.0
2023-08-14 14:30:00	ES	Futures	4934.07	4935.99	4928.3	4933.52	49452.0
2023-08-14 15:00:00	ES	Futures	4933.79	4938.19	4930.5	4934.34	47768.0
2023-08-14 15:30:00	ES	Futures	4934.62	4948.89	4932.97	4948.62	127000.0
2023-08-14 16:00:00	ES	Futures	4948.62	4949.72	4947.24	4948.89	41502.0
2023-08-14 16:30:00	ES	Futures	4948.62	4949.17	4947.79	4948.34	6491.0
2023-08-14 18:00:00	ES	Futures	4947.52	4954.11	4946.42	4953.56	4591.0
2023-08-14 18:30:00	ES	Futures	4953.56	4957.13	4953.01	4956.03	3806.0
2023-08-14 19:00:00	ES	Futures	4956.03	4956.58	4951.91	4952.46	2174.0
2023-08-14 19:30:00	ES	Futures	4952.73	4954.66	4952.19	4953.28	2215.0
2023-08-14 20:00:00	ES	Futures	4953.01	4954.66	4951.64	4953.28	3876.0
2023-08-14 20:30:00	ES	Futures	4953.01	4953.56	4951.36	4952.46	2212.0
2023-08-14 21:00:00	ES	Futures	4952.46	4960.7	4951.09	4957.95	5666.0
2023-08-14 21:30:00	ES	Futures	4958.22	4960.42	4951.91	4957.4	8129.0
2023-08-14 22:00:00	ES	Futures	4957.4	4957.68	4952.46	4955.48	5004.0
2023-08-14 22:30:00	ES	Futures	4955.48	4957.68	4953.83	4954.38	2537.0
2023-08-14 23:00:00	ES	Futures	4954.38	4957.13	4954.11	4956.58	1797.0
2023-08-14 23:30:00	ES	Futures	4956.85	4957.68	4954.66	4957.68	1816.0
2023-08-14 00:00:00	NQ	Futures	16743.77	16760.18	16736.82	16756.84	2919.0
2023-08-14 00:30:00	NQ	Futures	16757.4	16767.41	16742.1	16744.05	2681.0
2023-08-14 01:00:00	NQ	Futures	16743.22	16768.53	16743.22	16766.86	2603.0
2023-08-14 01:30:00	NQ	Futures	16768.25	16781.32	16761.85	16770.47	2964.0

> showing 50 of 3,814 rows — these rows as CSV

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