PREVIEW / futures_30min / 2023-08-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-23.parquet
  size:    109 KB
  rows:    3,818

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
2023-08-23 00:00:00	ES	Futures	4843.75	4844.03	4841.28	4842.93	1352.0
2023-08-23 00:30:00	ES	Futures	4842.93	4844.58	4842.38	4843.75	901.0
2023-08-23 01:00:00	ES	Futures	4843.75	4845.68	4842.66	4844.85	2492.0
2023-08-23 01:30:00	ES	Futures	4844.85	4848.69	4844.58	4847.87	3519.0
2023-08-23 02:00:00	ES	Futures	4847.87	4848.42	4845.13	4847.05	3752.0
2023-08-23 02:30:00	ES	Futures	4847.05	4849.52	4845.13	4846.5	3628.0
2023-08-23 03:00:00	ES	Futures	4846.77	4856.11	4846.5	4854.73	11861.0
2023-08-23 03:30:00	ES	Futures	4854.73	4855.83	4847.05	4849.52	11432.0
2023-08-23 04:00:00	ES	Futures	4849.52	4859.13	4849.24	4858.03	10094.0
2023-08-23 04:30:00	ES	Futures	4857.75	4858.58	4855.28	4856.38	5996.0
2023-08-23 05:00:00	ES	Futures	4856.38	4858.58	4851.17	4854.19	6392.0
2023-08-23 05:30:00	ES	Futures	4854.19	4857.2	4852.81	4855.56	4732.0
2023-08-23 06:00:00	ES	Futures	4855.28	4856.93	4849.79	4850.07	5160.0
2023-08-23 06:30:00	ES	Futures	4849.79	4851.99	4841.56	4844.3	9492.0
2023-08-23 07:00:00	ES	Futures	4844.3	4845.13	4834.42	4836.62	16506.0
2023-08-23 07:30:00	ES	Futures	4836.62	4841.28	4835.79	4840.73	10321.0
2023-08-23 08:00:00	ES	Futures	4840.73	4841.83	4830.85	4833.05	19617.0
2023-08-23 08:30:00	ES	Futures	4833.05	4840.46	4832.22	4835.52	23124.0
2023-08-23 09:00:00	ES	Futures	4835.52	4843.48	4834.42	4842.93	20133.0
2023-08-23 09:30:00	ES	Futures	4842.93	4858.03	4841.28	4855.56	130673.0
2023-08-23 10:00:00	ES	Futures	4855.01	4864.34	4853.36	4861.05	110355.0
2023-08-23 10:30:00	ES	Futures	4861.32	4873.68	4858.3	4872.58	80610.0
2023-08-23 11:00:00	ES	Futures	4872.85	4876.97	4868.19	4875.05	63147.0
2023-08-23 11:30:00	ES	Futures	4875.05	4877.79	4870.11	4876.7	64754.0
2023-08-23 12:00:00	ES	Futures	4876.7	4877.24	4872.3	4874.22	36434.0
2023-08-23 12:30:00	ES	Futures	4874.22	4880.81	4872.85	4875.87	37370.0
2023-08-23 13:00:00	ES	Futures	4875.6	4887.68	4874.77	4886.85	47066.0
2023-08-23 13:30:00	ES	Futures	4887.13	4892.07	4886.58	4890.7	42086.0
2023-08-23 14:00:00	ES	Futures	4890.7	4891.24	4880.81	4883.83	49627.0
2023-08-23 14:30:00	ES	Futures	4884.11	4884.93	4878.34	4881.36	49129.0
2023-08-23 15:00:00	ES	Futures	4881.09	4886.85	4877.79	4886.85	64513.0
2023-08-23 15:30:00	ES	Futures	4886.58	4889.32	4878.07	4884.11	150326.0
2023-08-23 16:00:00	ES	Futures	4884.11	4907.44	4880.81	4901.68	78611.0
2023-08-23 16:30:00	ES	Futures	4901.4	4915.13	4898.11	4914.3	39235.0
2023-08-23 18:00:00	ES	Futures	4908.81	4911.28	4902.5	4906.34	9923.0
2023-08-23 18:30:00	ES	Futures	4906.34	4908.26	4904.42	4907.71	3305.0
2023-08-23 19:00:00	ES	Futures	4907.71	4909.36	4906.62	4907.71	3232.0
2023-08-23 19:30:00	ES	Futures	4907.71	4908.26	4905.79	4907.71	2335.0
2023-08-23 20:00:00	ES	Futures	4907.71	4910.19	4906.07	4908.54	5068.0
2023-08-23 20:30:00	ES	Futures	4908.81	4909.64	4906.89	4909.09	2379.0
2023-08-23 21:00:00	ES	Futures	4908.81	4909.36	4905.79	4907.71	3002.0
2023-08-23 21:30:00	ES	Futures	4907.99	4911.56	4907.71	4909.91	5414.0
2023-08-23 22:00:00	ES	Futures	4909.91	4914.3	4909.36	4912.11	4761.0
2023-08-23 22:30:00	ES	Futures	4912.11	4917.87	4912.11	4917.6	5786.0
2023-08-23 23:00:00	ES	Futures	4917.87	4919.79	4916.22	4918.7	4709.0
2023-08-23 23:30:00	ES	Futures	4918.7	4918.97	4915.68	4916.22	2791.0
2023-08-23 00:00:00	NQ	Futures	16700.38	16701.78	16692.32	16698.99	638.0
2023-08-23 00:30:00	NQ	Futures	16699.27	16706.5	16695.1	16701.5	971.0
2023-08-23 01:00:00	NQ	Futures	16701.22	16710.68	16696.77	16707.34	1383.0
2023-08-23 01:30:00	NQ	Futures	16706.5	16726.25	16705.67	16720.97	2318.0

> showing 50 of 3,818 rows — these rows as CSV

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