PREVIEW / futures_30min / 2023-08-25

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-25.parquet
  size:    87 KB
  rows:    3,025

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
2023-08-25 00:00:00	ES	Futures	4817.4	4818.77	4817.13	4818.5	1569.0
2023-08-25 00:30:00	ES	Futures	4818.5	4819.6	4817.13	4817.13	1695.0
2023-08-25 01:00:00	ES	Futures	4817.4	4818.5	4814.93	4815.48	2862.0
2023-08-25 01:30:00	ES	Futures	4815.48	4821.52	4814.38	4820.15	5617.0
2023-08-25 02:00:00	ES	Futures	4820.15	4821.24	4813.01	4813.56	7098.0
2023-08-25 02:30:00	ES	Futures	4813.56	4814.38	4808.89	4811.91	6621.0
2023-08-25 03:00:00	ES	Futures	4812.18	4823.44	4812.18	4822.62	12792.0
2023-08-25 03:30:00	ES	Futures	4822.34	4824.54	4819.32	4820.15	8118.0
2023-08-25 04:00:00	ES	Futures	4820.42	4829.2	4820.42	4826.73	10833.0
2023-08-25 04:30:00	ES	Futures	4827.01	4828.66	4822.34	4826.46	6378.0
2023-08-25 05:00:00	ES	Futures	4826.18	4828.38	4822.89	4827.28	4638.0
2023-08-25 05:30:00	ES	Futures	4827.56	4827.56	4819.87	4821.24	6380.0
2023-08-25 06:00:00	ES	Futures	4821.24	4830.3	4820.97	4828.38	5453.0
2023-08-25 06:30:00	ES	Futures	4828.38	4830.3	4827.28	4828.38	5036.0
2023-08-25 07:00:00	ES	Futures	4828.11	4830.3	4826.46	4826.73	5991.0
2023-08-25 07:30:00	ES	Futures	4826.73	4828.38	4824.26	4828.11	6518.0
2023-08-25 08:00:00	ES	Futures	4827.83	4835.24	4827.01	4833.32	15330.0
2023-08-25 08:30:00	ES	Futures	4833.32	4837.99	4833.05	4835.24	15353.0
2023-08-25 09:00:00	ES	Futures	4835.24	4835.52	4827.01	4833.6	23674.0
2023-08-25 09:30:00	ES	Futures	4833.87	4842.93	4832.22	4838.54	131421.0
2023-08-25 10:00:00	ES	Futures	4837.99	4861.87	4817.13	4821.79	267092.0
2023-08-25 10:30:00	ES	Futures	4821.79	4825.09	4794.34	4795.71	184349.0
2023-08-25 11:00:00	ES	Futures	4795.99	4827.83	4793.24	4827.01	166865.0
2023-08-25 11:30:00	ES	Futures	4826.73	4834.97	4811.91	4815.2	127077.0
2023-08-25 12:00:00	ES	Futures	4815.2	4835.52	4814.66	4835.24	82628.0
2023-08-25 12:30:00	ES	Futures	4835.52	4838.26	4825.36	4833.6	66430.0
2023-08-25 13:00:00	ES	Futures	4833.6	4838.54	4822.34	4827.83	66362.0
2023-08-25 13:30:00	ES	Futures	4827.83	4833.05	4819.32	4832.5	51648.0
2023-08-25 14:00:00	ES	Futures	4832.77	4853.09	4831.13	4852.54	84308.0
2023-08-25 14:30:00	ES	Futures	4852.54	4858.3	4845.68	4856.93	76617.0
2023-08-25 15:00:00	ES	Futures	4857.2	4863.24	4851.99	4858.58	77017.0
2023-08-25 15:30:00	ES	Futures	4858.58	4861.05	4843.2	4847.87	176725.0
2023-08-25 16:00:00	ES	Futures	4847.87	4851.44	4846.77	4848.15	42463.0
2023-08-25 16:30:00	ES	Futures	4847.87	4848.97	4845.13	4845.95	5588.0
2023-08-25 00:00:00	NQ	Futures	16504.86	16515.15	16504.02	16515.15	1163.0
2023-08-25 00:30:00	NQ	Futures	16514.31	16520.71	16511.53	16513.76	1087.0
2023-08-25 01:00:00	NQ	Futures	16513.76	16522.94	16502.63	16504.58	1819.0
2023-08-25 01:30:00	NQ	Futures	16505.41	16533.51	16499.02	16524.61	2855.0
2023-08-25 02:00:00	NQ	Futures	16525.16	16529.06	16480.66	16482.61	3846.0
2023-08-25 02:30:00	NQ	Futures	16482.61	16487.34	16448.95	16464.53	6070.0
2023-08-25 03:00:00	NQ	Futures	16464.81	16523.49	16464.81	16516.82	7022.0
2023-08-25 03:30:00	NQ	Futures	16515.98	16531.28	16504.86	16511.26	4508.0
2023-08-25 04:00:00	NQ	Futures	16510.7	16563.54	16510.7	16553.81	8340.0
2023-08-25 04:30:00	NQ	Futures	16554.09	16561.6	16534.62	16551.58	3979.0
2023-08-25 05:00:00	NQ	Futures	16551.03	16558.82	16532.95	16556.31	2742.0
2023-08-25 05:30:00	NQ	Futures	16555.76	16558.26	16519.6	16528.22	4046.0
2023-08-25 06:00:00	NQ	Futures	16527.11	16564.93	16524.05	16553.53	4143.0
2023-08-25 06:30:00	NQ	Futures	16554.09	16563.27	16547.13	16553.25	3907.0
2023-08-25 07:00:00	NQ	Futures	16552.42	16561.04	16534.9	16539.07	4108.0
2023-08-25 07:30:00	NQ	Futures	16539.62	16553.25	16528.22	16551.03	4284.0

> showing 50 of 3,025 rows — these rows as CSV

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