PREVIEW / futures_30min / 2023-08-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-28.parquet
  size:    97 KB
  rows:    3,607

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
2023-08-28 00:00:00	ES	Futures	4848.69	4850.62	4848.69	4850.07	1342.0
2023-08-28 00:30:00	ES	Futures	4850.07	4850.89	4849.52	4850.89	1265.0
2023-08-28 01:00:00	ES	Futures	4850.62	4850.89	4848.97	4849.24	2013.0
2023-08-28 01:30:00	ES	Futures	4849.24	4856.66	4849.24	4856.38	4699.0
2023-08-28 02:00:00	ES	Futures	4856.11	4857.48	4853.91	4856.11	3946.0
2023-08-28 02:30:00	ES	Futures	4856.38	4857.48	4853.91	4854.73	2154.0
2023-08-28 03:00:00	ES	Futures	4854.73	4857.2	4852.26	4855.56	6445.0
2023-08-28 03:30:00	ES	Futures	4855.56	4857.48	4848.42	4851.17	6474.0
2023-08-28 04:00:00	ES	Futures	4851.17	4858.03	4850.62	4857.75	6076.0
2023-08-28 04:30:00	ES	Futures	4857.48	4858.03	4854.19	4855.01	3123.0
2023-08-28 05:00:00	ES	Futures	4855.01	4855.56	4849.52	4855.01	4412.0
2023-08-28 05:30:00	ES	Futures	4855.28	4856.66	4853.36	4854.46	3440.0
2023-08-28 06:00:00	ES	Futures	4854.46	4854.46	4849.24	4850.89	2811.0
2023-08-28 06:30:00	ES	Futures	4850.89	4855.28	4850.89	4853.64	3393.0
2023-08-28 07:00:00	ES	Futures	4853.64	4856.93	4852.26	4855.01	5851.0
2023-08-28 07:30:00	ES	Futures	4855.28	4858.3	4854.19	4858.03	5527.0
2023-08-28 08:00:00	ES	Futures	4858.03	4867.09	4857.2	4866.26	16381.0
2023-08-28 08:30:00	ES	Futures	4866.26	4871.75	4865.71	4870.93	15775.0
2023-08-28 09:00:00	ES	Futures	4870.93	4873.95	4869.56	4872.85	23076.0
2023-08-28 09:30:00	ES	Futures	4872.85	4883.28	4867.36	4876.42	158625.0
2023-08-28 10:00:00	ES	Futures	4876.42	4882.73	4871.75	4882.73	85464.0
2023-08-28 10:30:00	ES	Futures	4882.46	4883.28	4862.69	4870.11	99852.0
2023-08-28 11:00:00	ES	Futures	4870.38	4870.66	4860.77	4863.52	73556.0
2023-08-28 11:30:00	ES	Futures	4863.79	4869.28	4857.48	4864.07	66830.0
2023-08-28 12:00:00	ES	Futures	4863.79	4866.26	4858.03	4860.77	41831.0
2023-08-28 12:30:00	ES	Futures	4860.77	4876.7	4858.58	4876.15	47529.0
2023-08-28 13:00:00	ES	Futures	4876.15	4883.83	4874.77	4878.07	63373.0
2023-08-28 13:30:00	ES	Futures	4878.07	4880.54	4856.93	4860.22	76135.0
2023-08-28 14:00:00	ES	Futures	4860.22	4863.24	4857.2	4861.32	50568.0
2023-08-28 14:30:00	ES	Futures	4861.6	4869.01	4858.58	4867.91	50139.0
2023-08-28 15:00:00	ES	Futures	4868.19	4873.95	4862.69	4867.36	61059.0
2023-08-28 15:30:00	ES	Futures	4867.36	4885.75	4865.71	4877.24	155064.0
2023-08-28 16:00:00	ES	Futures	4877.24	4879.99	4875.87	4879.44	31999.0
2023-08-28 16:30:00	ES	Futures	4879.71	4880.54	4878.89	4879.99	3824.0
2023-08-28 18:00:00	ES	Futures	4879.71	4883.01	4879.44	4882.19	3018.0
2023-08-28 18:30:00	ES	Futures	4882.19	4882.46	4880.81	4881.36	1146.0
2023-08-28 19:00:00	ES	Futures	4881.64	4881.64	4879.17	4880.26	1912.0
2023-08-28 19:30:00	ES	Futures	4880.26	4880.26	4878.07	4878.62	1566.0
2023-08-28 20:00:00	ES	Futures	4878.62	4879.44	4874.77	4878.62	4508.0
2023-08-28 20:30:00	ES	Futures	4878.62	4879.99	4878.34	4879.17	1536.0
2023-08-28 21:00:00	ES	Futures	4879.44	4880.54	4877.52	4878.89	1762.0
2023-08-28 21:30:00	ES	Futures	4878.89	4882.19	4875.32	4875.6	4398.0
2023-08-28 22:00:00	ES	Futures	4875.87	4878.89	4875.6	4878.62	2262.0
2023-08-28 22:30:00	ES	Futures	4878.34	4879.71	4878.07	4879.71	1345.0
2023-08-28 23:00:00	ES	Futures	4879.71	4881.36	4878.62	4881.09	1289.0
2023-08-28 23:30:00	ES	Futures	4881.09	4881.64	4879.99	4880.81	1413.0
2023-08-28 00:00:00	NQ	Futures	16666.17	16673.13	16662.56	16669.79	987.0
2023-08-28 00:30:00	NQ	Futures	16670.35	16676.19	16668.4	16676.19	717.0
2023-08-28 01:00:00	NQ	Futures	16676.47	16676.47	16660.89	16663.67	1421.0
2023-08-28 01:30:00	NQ	Futures	16664.51	16696.77	16663.95	16693.43	2032.0

> showing 50 of 3,607 rows — these rows as CSV

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