PREVIEW / futures_30min / 2023-08-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-17.parquet
  size:    111 KB
  rows:    3,891

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
2023-08-17 00:00:00	ES	Futures	4856.66	4858.03	4855.28	4856.93	2858.0
2023-08-17 00:30:00	ES	Futures	4857.2	4857.75	4855.28	4855.28	2028.0
2023-08-17 01:00:00	ES	Futures	4855.56	4855.83	4851.17	4851.71	3257.0
2023-08-17 01:30:00	ES	Futures	4851.99	4852.54	4846.22	4851.17	5596.0
2023-08-17 02:00:00	ES	Futures	4851.17	4857.75	4850.34	4857.2	6527.0
2023-08-17 02:30:00	ES	Futures	4857.2	4860.77	4856.93	4859.4	5119.0
2023-08-17 03:00:00	ES	Futures	4859.68	4862.97	4856.11	4856.93	12431.0
2023-08-17 03:30:00	ES	Futures	4856.93	4860.77	4852.54	4857.75	7755.0
2023-08-17 04:00:00	ES	Futures	4858.03	4862.42	4856.66	4860.22	6739.0
2023-08-17 04:30:00	ES	Futures	4860.5	4864.62	4858.3	4859.13	5668.0
2023-08-17 05:00:00	ES	Futures	4859.13	4862.42	4858.03	4859.68	6068.0
2023-08-17 05:30:00	ES	Futures	4859.4	4864.07	4856.93	4863.24	5705.0
2023-08-17 06:00:00	ES	Futures	4863.24	4865.71	4862.42	4863.52	8933.0
2023-08-17 06:30:00	ES	Futures	4863.52	4863.79	4858.58	4861.32	7573.0
2023-08-17 07:00:00	ES	Futures	4861.32	4865.44	4859.95	4862.97	10445.0
2023-08-17 07:30:00	ES	Futures	4863.24	4865.99	4861.87	4865.44	9566.0
2023-08-17 08:00:00	ES	Futures	4865.71	4866.26	4862.15	4864.07	13521.0
2023-08-17 08:30:00	ES	Futures	4863.79	4871.75	4862.97	4869.83	28307.0
2023-08-17 09:00:00	ES	Futures	4869.83	4870.93	4865.44	4867.64	22371.0
2023-08-17 09:30:00	ES	Futures	4867.64	4870.66	4853.09	4859.4	172802.0
2023-08-17 10:00:00	ES	Futures	4859.13	4863.24	4854.46	4856.38	106909.0
2023-08-17 10:30:00	ES	Futures	4856.38	4861.32	4848.15	4854.19	99845.0
2023-08-17 11:00:00	ES	Futures	4854.46	4855.83	4847.05	4847.32	82661.0
2023-08-17 11:30:00	ES	Futures	4847.6	4850.89	4843.48	4850.07	75211.0
2023-08-17 12:00:00	ES	Futures	4850.34	4861.6	4843.75	4858.85	66238.0
2023-08-17 12:30:00	ES	Futures	4859.13	4860.5	4851.44	4860.22	50712.0
2023-08-17 13:00:00	ES	Futures	4860.5	4861.6	4845.68	4847.05	54940.0
2023-08-17 13:30:00	ES	Futures	4847.05	4847.05	4838.26	4841.83	71682.0
2023-08-17 14:00:00	ES	Futures	4841.56	4842.66	4833.32	4838.54	61013.0
2023-08-17 14:30:00	ES	Futures	4838.54	4838.81	4821.24	4823.71	96809.0
2023-08-17 15:00:00	ES	Futures	4823.71	4826.46	4807.79	4819.32	133239.0
2023-08-17 15:30:00	ES	Futures	4819.32	4823.99	4810.26	4813.28	187870.0
2023-08-17 16:00:00	ES	Futures	4813.28	4814.93	4807.79	4809.71	63584.0
2023-08-17 16:30:00	ES	Futures	4809.99	4811.09	4806.97	4807.79	9900.0
2023-08-17 18:00:00	ES	Futures	4808.62	4812.73	4804.22	4807.24	7171.0
2023-08-17 18:30:00	ES	Futures	4807.24	4808.62	4805.05	4808.34	2838.0
2023-08-17 19:00:00	ES	Futures	4808.34	4811.91	4808.07	4811.64	3973.0
2023-08-17 19:30:00	ES	Futures	4811.64	4814.11	4810.81	4811.09	3279.0
2023-08-17 20:00:00	ES	Futures	4811.09	4814.11	4807.79	4811.91	5408.0
2023-08-17 20:30:00	ES	Futures	4811.91	4816.3	4810.81	4814.93	3681.0
2023-08-17 21:00:00	ES	Futures	4814.93	4818.5	4813.56	4816.58	4531.0
2023-08-17 21:30:00	ES	Futures	4816.58	4820.15	4816.3	4818.77	5098.0
2023-08-17 22:00:00	ES	Futures	4818.77	4820.69	4816.58	4817.13	3671.0
2023-08-17 22:30:00	ES	Futures	4817.13	4817.68	4814.66	4816.85	2692.0
2023-08-17 23:00:00	ES	Futures	4816.85	4817.13	4811.09	4816.03	3752.0
2023-08-17 23:30:00	ES	Futures	4816.03	4817.4	4813.56	4814.66	3070.0
2023-08-17 00:00:00	NQ	Futures	16628.9	16633.63	16622.51	16630.3	1650.0
2023-08-17 00:30:00	NQ	Futures	16629.74	16631.41	16621.12	16622.79	1315.0
2023-08-17 01:00:00	NQ	Futures	16623.34	16625.29	16600.81	16602.76	2539.0
2023-08-17 01:30:00	NQ	Futures	16603.04	16605.26	16582.46	16603.32	3767.0

> showing 50 of 3,891 rows — these rows as CSV

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