PREVIEW / futures_30min / 2023-08-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-24.parquet
  size:    109 KB
  rows:    3,838

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
2023-08-24 00:00:00	ES	Futures	4916.22	4917.6	4914.85	4916.77	1583.0
2023-08-24 00:30:00	ES	Futures	4916.77	4919.52	4915.4	4918.97	2469.0
2023-08-24 01:00:00	ES	Futures	4919.24	4923.09	4918.15	4920.07	4595.0
2023-08-24 01:30:00	ES	Futures	4920.07	4921.99	4918.15	4920.62	4096.0
2023-08-24 02:00:00	ES	Futures	4920.34	4920.89	4914.85	4915.95	5433.0
2023-08-24 02:30:00	ES	Futures	4915.95	4918.7	4915.4	4916.22	5569.0
2023-08-24 03:00:00	ES	Futures	4916.22	4925.28	4909.36	4916.77	26128.0
2023-08-24 03:30:00	ES	Futures	4916.77	4917.05	4911.01	4912.66	9996.0
2023-08-24 04:00:00	ES	Futures	4912.66	4919.52	4911.83	4916.5	9606.0
2023-08-24 04:30:00	ES	Futures	4916.5	4917.32	4911.01	4912.11	5218.0
2023-08-24 05:00:00	ES	Futures	4912.11	4913.48	4906.89	4907.17	8616.0
2023-08-24 05:30:00	ES	Futures	4907.17	4907.99	4900.58	4903.87	11282.0
2023-08-24 06:00:00	ES	Futures	4903.6	4912.11	4903.05	4911.56	9387.0
2023-08-24 06:30:00	ES	Futures	4911.28	4912.93	4908.54	4912.11	5121.0
2023-08-24 07:00:00	ES	Futures	4911.83	4915.68	4909.91	4911.28	8324.0
2023-08-24 07:30:00	ES	Futures	4911.56	4913.75	4906.34	4907.99	10440.0
2023-08-24 08:00:00	ES	Futures	4907.99	4908.54	4901.4	4904.97	16491.0
2023-08-24 08:30:00	ES	Futures	4905.24	4906.89	4899.48	4902.22	21104.0
2023-08-24 09:00:00	ES	Futures	4901.95	4906.62	4899.48	4900.85	22320.0
2023-08-24 09:30:00	ES	Futures	4901.13	4904.97	4887.4	4903.87	191369.0
2023-08-24 10:00:00	ES	Futures	4903.87	4906.89	4872.85	4872.85	167859.0
2023-08-24 10:30:00	ES	Futures	4872.85	4874.22	4860.77	4861.6	146190.0
2023-08-24 11:00:00	ES	Futures	4861.6	4861.6	4850.34	4856.38	120921.0
2023-08-24 11:30:00	ES	Futures	4856.38	4856.38	4839.91	4840.19	101030.0
2023-08-24 12:00:00	ES	Futures	4840.19	4853.91	4839.09	4848.69	80591.0
2023-08-24 12:30:00	ES	Futures	4848.97	4858.03	4847.32	4847.6	65130.0
2023-08-24 13:00:00	ES	Futures	4847.87	4850.07	4837.99	4839.36	60271.0
2023-08-24 13:30:00	ES	Futures	4839.36	4845.68	4838.54	4841.83	52113.0
2023-08-24 14:00:00	ES	Futures	4841.83	4847.87	4837.99	4839.64	54166.0
2023-08-24 14:30:00	ES	Futures	4839.91	4842.38	4832.77	4838.81	69273.0
2023-08-24 15:00:00	ES	Futures	4838.54	4841.83	4833.05	4834.42	61061.0
2023-08-24 15:30:00	ES	Futures	4834.69	4837.17	4814.11	4814.93	213808.0
2023-08-24 16:00:00	ES	Futures	4815.2	4818.5	4809.44	4809.71	81617.0
2023-08-24 16:30:00	ES	Futures	4809.99	4813.83	4807.79	4813.56	9867.0
2023-08-24 18:00:00	ES	Futures	4814.38	4818.5	4812.73	4817.95	5172.0
2023-08-24 18:30:00	ES	Futures	4818.22	4820.69	4817.95	4820.42	2710.0
2023-08-24 19:00:00	ES	Futures	4820.42	4820.42	4814.11	4818.5	2756.0
2023-08-24 19:30:00	ES	Futures	4818.5	4820.15	4817.4	4817.95	2916.0
2023-08-24 20:00:00	ES	Futures	4818.22	4822.89	4817.68	4822.07	4749.0
2023-08-24 20:30:00	ES	Futures	4822.07	4823.44	4821.79	4821.79	3701.0
2023-08-24 21:00:00	ES	Futures	4822.07	4823.44	4819.87	4822.34	3493.0
2023-08-24 21:30:00	ES	Futures	4822.34	4822.34	4816.03	4820.15	5067.0
2023-08-24 22:00:00	ES	Futures	4819.87	4821.24	4815.48	4817.95	5036.0
2023-08-24 22:30:00	ES	Futures	4817.95	4818.77	4815.48	4817.68	2290.0
2023-08-24 23:00:00	ES	Futures	4817.68	4819.05	4816.58	4816.85	2368.0
2023-08-24 23:30:00	ES	Futures	4817.13	4818.5	4814.93	4817.4	2801.0
2023-08-24 00:00:00	NQ	Futures	17114.52	17120.08	17107.57	17116.75	1321.0
2023-08-24 00:30:00	NQ	Futures	17117.02	17126.2	17107.29	17123.98	1624.0
2023-08-24 01:00:00	NQ	Futures	17124.26	17131.21	17114.8	17127.59	2728.0
2023-08-24 01:30:00	NQ	Futures	17127.32	17137.61	17119.53	17130.1	3236.0

> showing 50 of 3,838 rows — these rows as CSV

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