PREVIEW / futures_30min / 2023-08-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-15.parquet
  size:    107 KB
  rows:    3,846

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
2023-08-15 00:00:00	ES	Futures	4957.4	4959.05	4956.85	4957.68	1431.0
2023-08-15 00:30:00	ES	Futures	4957.68	4957.95	4956.03	4956.85	1040.0
2023-08-15 01:00:00	ES	Futures	4957.13	4958.5	4954.93	4956.3	2895.0
2023-08-15 01:30:00	ES	Futures	4956.3	4956.3	4952.46	4954.93	3326.0
2023-08-15 02:00:00	ES	Futures	4954.93	4958.77	4952.73	4954.66	6157.0
2023-08-15 02:30:00	ES	Futures	4954.66	4954.66	4948.89	4948.89	3943.0
2023-08-15 03:00:00	ES	Futures	4949.17	4952.46	4936.54	4937.64	17876.0
2023-08-15 03:30:00	ES	Futures	4937.64	4937.91	4924.19	4924.46	25660.0
2023-08-15 04:00:00	ES	Futures	4924.73	4926.66	4919.79	4923.91	14875.0
2023-08-15 04:30:00	ES	Futures	4923.91	4932.42	4921.44	4931.05	9965.0
2023-08-15 05:00:00	ES	Futures	4930.77	4931.6	4923.64	4928.58	8435.0
2023-08-15 05:30:00	ES	Futures	4928.85	4931.32	4925.01	4925.83	7414.0
2023-08-15 06:00:00	ES	Futures	4925.83	4929.13	4914.85	4916.22	15779.0
2023-08-15 06:30:00	ES	Futures	4915.95	4920.34	4914.03	4920.34	10561.0
2023-08-15 07:00:00	ES	Futures	4920.34	4921.17	4914.03	4920.62	11179.0
2023-08-15 07:30:00	ES	Futures	4920.34	4923.36	4909.91	4912.93	16196.0
2023-08-15 08:00:00	ES	Futures	4912.93	4919.24	4909.36	4918.42	16618.0
2023-08-15 08:30:00	ES	Futures	4918.42	4921.44	4908.26	4913.75	39574.0
2023-08-15 09:00:00	ES	Futures	4913.75	4928.03	4912.38	4926.93	35996.0
2023-08-15 09:30:00	ES	Futures	4927.21	4931.32	4912.93	4915.68	171445.0
2023-08-15 10:00:00	ES	Futures	4915.68	4915.95	4898.66	4901.95	139537.0
2023-08-15 10:30:00	ES	Futures	4901.95	4908.26	4895.64	4901.13	95948.0
2023-08-15 11:00:00	ES	Futures	4901.13	4913.48	4900.85	4911.28	72842.0
2023-08-15 11:30:00	ES	Futures	4911.01	4915.4	4908.81	4914.3	54644.0
2023-08-15 12:00:00	ES	Futures	4914.58	4917.05	4904.15	4909.36	59235.0
2023-08-15 12:30:00	ES	Futures	4909.36	4910.73	4899.75	4903.32	48114.0
2023-08-15 13:00:00	ES	Futures	4903.32	4909.64	4900.3	4907.44	39417.0
2023-08-15 13:30:00	ES	Futures	4907.71	4908.26	4898.11	4902.22	47929.0
2023-08-15 14:00:00	ES	Futures	4902.5	4904.15	4898.66	4900.58	31915.0
2023-08-15 14:30:00	ES	Futures	4900.85	4908.81	4900.3	4904.7	48155.0
2023-08-15 15:00:00	ES	Futures	4904.7	4906.07	4886.58	4886.85	74375.0
2023-08-15 15:30:00	ES	Futures	4886.85	4895.36	4883.01	4890.7	197672.0
2023-08-15 16:00:00	ES	Futures	4890.7	4892.62	4887.95	4890.7	50964.0
2023-08-15 16:30:00	ES	Futures	4890.7	4890.97	4889.05	4889.05	5739.0
2023-08-15 18:00:00	ES	Futures	4889.87	4892.34	4887.95	4891.24	3137.0
2023-08-15 18:30:00	ES	Futures	4890.97	4891.79	4888.77	4891.52	1337.0
2023-08-15 19:00:00	ES	Futures	4891.52	4893.17	4890.97	4892.89	1223.0
2023-08-15 19:30:00	ES	Futures	4892.62	4894.26	4891.79	4892.89	2049.0
2023-08-15 20:00:00	ES	Futures	4893.17	4893.44	4889.87	4890.15	4173.0
2023-08-15 20:30:00	ES	Futures	4890.42	4891.79	4883.01	4889.05	7575.0
2023-08-15 21:00:00	ES	Futures	4888.77	4892.07	4886.58	4891.52	5151.0
2023-08-15 21:30:00	ES	Futures	4891.52	4895.09	4889.87	4890.97	5637.0
2023-08-15 22:00:00	ES	Futures	4890.97	4894.54	4888.5	4893.17	3782.0
2023-08-15 22:30:00	ES	Futures	4893.17	4893.71	4891.24	4891.52	1941.0
2023-08-15 23:00:00	ES	Futures	4891.79	4895.09	4891.52	4894.26	2579.0
2023-08-15 23:30:00	ES	Futures	4894.26	4894.81	4892.34	4892.89	1739.0
2023-08-15 00:00:00	NQ	Futures	17043.88	17052.22	17040.82	17045.27	2009.0
2023-08-15 00:30:00	NQ	Futures	17044.99	17049.72	17039.43	17043.6	1004.0
2023-08-15 01:00:00	NQ	Futures	17044.15	17052.22	17034.7	17043.32	1937.0
2023-08-15 01:30:00	NQ	Futures	17042.76	17042.76	17024.69	17033.03	1890.0

> showing 50 of 3,846 rows — these rows as CSV

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