PREVIEW / futures_30min / 2023-08-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-21.parquet
  size:    105 KB
  rows:    3,787

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
2023-08-21 00:00:00	ES	Futures	4814.38	4815.48	4813.56	4814.38	1233.0
2023-08-21 00:30:00	ES	Futures	4814.38	4814.66	4811.64	4812.46	1770.0
2023-08-21 01:00:00	ES	Futures	4812.46	4814.93	4808.34	4808.62	4067.0
2023-08-21 01:30:00	ES	Futures	4808.62	4809.71	4806.97	4808.07	3977.0
2023-08-21 02:00:00	ES	Futures	4808.34	4809.99	4804.77	4809.71	4094.0
2023-08-21 02:30:00	ES	Futures	4809.99	4811.36	4807.79	4808.07	2340.0
2023-08-21 03:00:00	ES	Futures	4808.07	4817.68	4807.79	4817.4	9370.0
2023-08-21 03:30:00	ES	Futures	4817.13	4829.75	4815.2	4828.11	12138.0
2023-08-21 04:00:00	ES	Futures	4827.83	4830.58	4824.81	4830.03	9449.0
2023-08-21 04:30:00	ES	Futures	4829.75	4830.85	4827.56	4830.58	5499.0
2023-08-21 05:00:00	ES	Futures	4830.58	4837.17	4830.58	4835.24	8186.0
2023-08-21 05:30:00	ES	Futures	4834.97	4837.17	4832.5	4836.34	4823.0
2023-08-21 06:00:00	ES	Futures	4836.07	4838.54	4832.22	4832.77	5846.0
2023-08-21 06:30:00	ES	Futures	4832.77	4835.24	4831.13	4832.77	5270.0
2023-08-21 07:00:00	ES	Futures	4832.77	4836.34	4831.68	4836.34	5962.0
2023-08-21 07:30:00	ES	Futures	4836.07	4839.09	4834.69	4837.44	9460.0
2023-08-21 08:00:00	ES	Futures	4837.71	4839.64	4833.87	4834.97	10748.0
2023-08-21 08:30:00	ES	Futures	4834.69	4836.07	4825.09	4825.64	17789.0
2023-08-21 09:00:00	ES	Futures	4825.64	4827.83	4820.97	4825.91	23611.0
2023-08-21 09:30:00	ES	Futures	4825.91	4838.81	4823.44	4838.81	141722.0
2023-08-21 10:00:00	ES	Futures	4838.81	4840.73	4814.38	4815.48	131431.0
2023-08-21 10:30:00	ES	Futures	4815.75	4820.42	4813.01	4816.58	94985.0
2023-08-21 11:00:00	ES	Futures	4816.58	4820.15	4806.42	4808.34	85366.0
2023-08-21 11:30:00	ES	Futures	4808.34	4813.83	4800.93	4804.5	73982.0
2023-08-21 12:00:00	ES	Futures	4804.22	4819.05	4803.13	4818.5	65625.0
2023-08-21 12:30:00	ES	Futures	4818.77	4824.26	4814.93	4823.17	50673.0
2023-08-21 13:00:00	ES	Futures	4823.17	4832.22	4819.05	4829.48	55245.0
2023-08-21 13:30:00	ES	Futures	4829.75	4835.79	4828.38	4831.4	57330.0
2023-08-21 14:00:00	ES	Futures	4831.4	4838.26	4829.48	4834.42	55369.0
2023-08-21 14:30:00	ES	Futures	4834.69	4844.58	4833.32	4841.83	57327.0
2023-08-21 15:00:00	ES	Futures	4841.83	4849.79	4841.83	4846.5	62115.0
2023-08-21 15:30:00	ES	Futures	4846.5	4854.46	4842.93	4845.4	150291.0
2023-08-21 16:00:00	ES	Futures	4845.4	4845.68	4840.19	4840.73	40342.0
2023-08-21 16:30:00	ES	Futures	4841.01	4842.66	4840.46	4841.83	5624.0
2023-08-21 18:00:00	ES	Futures	4842.66	4842.66	4837.71	4838.81	3470.0
2023-08-21 18:30:00	ES	Futures	4839.09	4839.64	4837.99	4838.54	1416.0
2023-08-21 19:00:00	ES	Futures	4838.54	4842.38	4838.26	4842.11	1791.0
2023-08-21 19:30:00	ES	Futures	4841.83	4842.11	4836.89	4837.71	2260.0
2023-08-21 20:00:00	ES	Futures	4837.71	4838.54	4833.87	4836.62	5521.0
2023-08-21 20:30:00	ES	Futures	4836.62	4840.73	4835.24	4840.19	3120.0
2023-08-21 21:00:00	ES	Futures	4839.91	4840.46	4834.97	4840.46	4966.0
2023-08-21 21:30:00	ES	Futures	4840.19	4842.66	4836.07	4839.09	5011.0
2023-08-21 22:00:00	ES	Futures	4839.09	4843.48	4838.54	4842.38	3625.0
2023-08-21 22:30:00	ES	Futures	4842.38	4843.2	4839.36	4841.01	2559.0
2023-08-21 23:00:00	ES	Futures	4841.28	4844.3	4840.46	4843.75	3100.0
2023-08-21 23:30:00	ES	Futures	4843.75	4844.03	4841.83	4842.66	2078.0
2023-08-21 00:00:00	NQ	Futures	16424.76	16430.32	16420.86	16423.09	940.0
2023-08-21 00:30:00	NQ	Futures	16422.81	16423.09	16409.74	16413.35	1167.0
2023-08-21 01:00:00	NQ	Futures	16413.07	16424.2	16396.67	16397.78	2383.0
2023-08-21 01:30:00	NQ	Futures	16398.61	16402.23	16384.43	16388.04	2563.0

> showing 50 of 3,787 rows — these rows as CSV

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