PREVIEW / futures_30min / 2023-08-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-18.parquet
  size:    90 KB
  rows:    3,127

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
2023-08-18 00:00:00	ES	Futures	4814.38	4816.3	4812.73	4813.28	2023.0
2023-08-18 00:30:00	ES	Futures	4813.28	4815.2	4813.01	4814.38	1289.0
2023-08-18 01:00:00	ES	Futures	4814.38	4814.66	4809.17	4811.91	3697.0
2023-08-18 01:30:00	ES	Futures	4811.91	4814.11	4811.09	4814.11	2857.0
2023-08-18 02:00:00	ES	Futures	4814.11	4818.5	4813.28	4817.68	5673.0
2023-08-18 02:30:00	ES	Futures	4817.68	4819.05	4816.3	4817.13	4565.0
2023-08-18 03:00:00	ES	Futures	4816.85	4819.05	4810.54	4812.18	12139.0
2023-08-18 03:30:00	ES	Futures	4812.18	4812.46	4804.77	4808.34	12234.0
2023-08-18 04:00:00	ES	Futures	4808.62	4814.38	4807.24	4808.34	8258.0
2023-08-18 04:30:00	ES	Futures	4808.07	4812.46	4806.69	4811.91	6819.0
2023-08-18 05:00:00	ES	Futures	4811.64	4812.73	4802.03	4802.58	8811.0
2023-08-18 05:30:00	ES	Futures	4802.58	4807.52	4801.48	4805.6	9758.0
2023-08-18 06:00:00	ES	Futures	4805.6	4810.26	4803.95	4806.42	8754.0
2023-08-18 06:30:00	ES	Futures	4806.42	4806.69	4802.03	4803.67	8252.0
2023-08-18 07:00:00	ES	Futures	4803.95	4805.6	4792.97	4793.79	16179.0
2023-08-18 07:30:00	ES	Futures	4793.52	4795.17	4786.66	4789.95	21768.0
2023-08-18 08:00:00	ES	Futures	4789.95	4793.79	4782.54	4784.18	27146.0
2023-08-18 08:30:00	ES	Futures	4784.18	4786.38	4780.07	4786.11	28208.0
2023-08-18 09:00:00	ES	Futures	4785.83	4790.22	4779.79	4780.34	44664.0
2023-08-18 09:30:00	ES	Futures	4780.34	4801.48	4776.5	4790.22	207058.0
2023-08-18 10:00:00	ES	Futures	4789.95	4794.89	4781.44	4785.83	137827.0
2023-08-18 10:30:00	ES	Futures	4785.83	4799.56	4784.73	4799.01	96277.0
2023-08-18 11:00:00	ES	Futures	4799.01	4810.54	4799.01	4801.48	115400.0
2023-08-18 11:30:00	ES	Futures	4801.48	4815.75	4795.44	4814.38	91357.0
2023-08-18 12:00:00	ES	Futures	4814.38	4815.75	4805.87	4806.42	73002.0
2023-08-18 12:30:00	ES	Futures	4806.69	4815.48	4805.32	4808.07	52916.0
2023-08-18 13:00:00	ES	Futures	4808.07	4811.36	4795.44	4804.77	69626.0
2023-08-18 13:30:00	ES	Futures	4804.77	4810.54	4800.38	4808.62	63208.0
2023-08-18 14:00:00	ES	Futures	4808.62	4812.73	4803.95	4808.89	53311.0
2023-08-18 14:30:00	ES	Futures	4808.89	4817.95	4808.07	4808.89	72813.0
2023-08-18 15:00:00	ES	Futures	4809.17	4812.18	4802.3	4811.09	68024.0
2023-08-18 15:30:00	ES	Futures	4811.09	4827.01	4807.79	4814.66	195156.0
2023-08-18 16:00:00	ES	Futures	4814.66	4820.42	4811.64	4812.46	59385.0
2023-08-18 16:30:00	ES	Futures	4812.18	4812.73	4808.62	4809.44	7594.0
2023-08-18 00:00:00	NQ	Futures	16423.09	16432.82	16420.86	16420.86	1624.0
2023-08-18 00:30:00	NQ	Futures	16421.14	16430.04	16417.52	16424.48	914.0
2023-08-18 01:00:00	NQ	Futures	16425.31	16426.15	16400.0	16410.02	2464.0
2023-08-18 01:30:00	NQ	Futures	16409.74	16420.03	16405.84	16418.36	1906.0
2023-08-18 02:00:00	NQ	Futures	16418.92	16434.21	16415.58	16429.48	3627.0
2023-08-18 02:30:00	NQ	Futures	16429.48	16436.99	16422.25	16427.54	2488.0
2023-08-18 03:00:00	NQ	Futures	16427.54	16439.5	16405.29	16411.68	6313.0
2023-08-18 03:30:00	NQ	Futures	16412.52	16414.74	16380.81	16402.51	7982.0
2023-08-18 04:00:00	NQ	Futures	16403.06	16425.59	16398.89	16402.23	4515.0
2023-08-18 04:30:00	NQ	Futures	16402.23	16417.25	16396.11	16414.74	3315.0
2023-08-18 05:00:00	NQ	Futures	16413.91	16420.03	16378.86	16381.09	4625.0
2023-08-18 05:30:00	NQ	Futures	16381.09	16396.39	16373.86	16388.04	4418.0
2023-08-18 06:00:00	NQ	Futures	16388.6	16401.95	16382.2	16386.37	3522.0
2023-08-18 06:30:00	NQ	Futures	16386.37	16387.49	16360.23	16368.02	6631.0
2023-08-18 07:00:00	NQ	Futures	16367.74	16373.58	16312.39	16315.17	9497.0
2023-08-18 07:30:00	NQ	Futures	16315.45	16324.63	16288.47	16311.28	12323.0

> showing 50 of 3,127 rows — these rows as CSV

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