PREVIEW / futures_30min / 2023-08-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-08-29.parquet
  size:    109 KB
  rows:    3,847

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
2023-08-29 00:00:00	ES	Futures	4880.54	4882.19	4879.99	4881.36	1057.0
2023-08-29 00:30:00	ES	Futures	4881.36	4881.36	4879.71	4880.26	1023.0
2023-08-29 01:00:00	ES	Futures	4880.26	4884.66	4879.99	4884.11	3121.0
2023-08-29 01:30:00	ES	Futures	4884.11	4885.2	4883.28	4884.66	2174.0
2023-08-29 02:00:00	ES	Futures	4884.66	4886.03	4883.01	4883.83	3912.0
2023-08-29 02:30:00	ES	Futures	4883.83	4887.13	4881.91	4882.73	3899.0
2023-08-29 03:00:00	ES	Futures	4883.01	4888.77	4881.91	4888.22	7160.0
2023-08-29 03:30:00	ES	Futures	4888.22	4890.97	4874.77	4875.87	14926.0
2023-08-29 04:00:00	ES	Futures	4875.6	4878.34	4873.13	4876.42	9394.0
2023-08-29 04:30:00	ES	Futures	4876.42	4880.81	4873.68	4873.95	9169.0
2023-08-29 05:00:00	ES	Futures	4874.22	4879.17	4872.85	4877.52	5904.0
2023-08-29 05:30:00	ES	Futures	4877.52	4884.93	4876.97	4884.38	6084.0
2023-08-29 06:00:00	ES	Futures	4884.38	4885.48	4877.79	4880.54	7204.0
2023-08-29 06:30:00	ES	Futures	4880.54	4882.19	4876.15	4876.42	4701.0
2023-08-29 07:00:00	ES	Futures	4876.15	4879.44	4874.5	4874.77	5445.0
2023-08-29 07:30:00	ES	Futures	4874.77	4877.24	4871.75	4873.4	8636.0
2023-08-29 08:00:00	ES	Futures	4873.4	4877.79	4868.73	4868.73	13495.0
2023-08-29 08:30:00	ES	Futures	4868.73	4876.7	4868.19	4874.77	14610.0
2023-08-29 09:00:00	ES	Futures	4875.05	4877.24	4870.66	4876.15	13344.0
2023-08-29 09:30:00	ES	Futures	4876.42	4893.71	4873.68	4888.77	116938.0
2023-08-29 10:00:00	ES	Futures	4889.32	4913.75	4888.77	4912.38	160579.0
2023-08-29 10:30:00	ES	Futures	4912.66	4921.71	4907.44	4911.01	119050.0
2023-08-29 11:00:00	ES	Futures	4911.01	4923.91	4910.19	4922.81	71332.0
2023-08-29 11:30:00	ES	Futures	4922.81	4934.89	4922.54	4931.32	96022.0
2023-08-29 12:00:00	ES	Futures	4931.32	4940.38	4929.68	4939.01	59715.0
2023-08-29 12:30:00	ES	Futures	4939.01	4939.83	4930.5	4935.99	46703.0
2023-08-29 13:00:00	ES	Futures	4935.99	4940.11	4934.34	4938.46	49800.0
2023-08-29 13:30:00	ES	Futures	4938.46	4943.95	4931.6	4936.26	73065.0
2023-08-29 14:00:00	ES	Futures	4935.99	4941.75	4934.62	4939.56	51808.0
2023-08-29 14:30:00	ES	Futures	4939.56	4944.77	4937.36	4940.93	50184.0
2023-08-29 15:00:00	ES	Futures	4941.21	4949.17	4936.26	4948.07	56902.0
2023-08-29 15:30:00	ES	Futures	4948.07	4951.09	4943.4	4947.79	173997.0
2023-08-29 16:00:00	ES	Futures	4947.52	4951.64	4946.97	4949.72	61622.0
2023-08-29 16:30:00	ES	Futures	4949.72	4950.54	4948.62	4949.99	25391.0
2023-08-29 18:00:00	ES	Futures	4950.81	4953.83	4949.44	4953.28	3493.0
2023-08-29 18:30:00	ES	Futures	4953.28	4953.83	4951.09	4951.36	1703.0
2023-08-29 19:00:00	ES	Futures	4951.64	4952.73	4950.26	4950.81	1530.0
2023-08-29 19:30:00	ES	Futures	4950.81	4951.64	4950.26	4950.81	1554.0
2023-08-29 20:00:00	ES	Futures	4950.81	4954.11	4949.99	4953.28	3927.0
2023-08-29 20:30:00	ES	Futures	4953.28	4953.28	4951.09	4953.01	2388.0
2023-08-29 21:00:00	ES	Futures	4953.01	4955.48	4951.36	4953.83	3057.0
2023-08-29 21:30:00	ES	Futures	4953.83	4956.58	4952.19	4955.75	4996.0
2023-08-29 22:00:00	ES	Futures	4956.03	4959.05	4955.48	4956.85	4505.0
2023-08-29 22:30:00	ES	Futures	4957.13	4957.95	4955.48	4955.75	2807.0
2023-08-29 23:00:00	ES	Futures	4955.48	4957.4	4955.48	4956.85	1742.0
2023-08-29 23:30:00	ES	Futures	4956.85	4957.4	4956.03	4956.58	2162.0
2023-08-29 00:00:00	NQ	Futures	16812.47	16818.03	16810.8	16815.25	693.0
2023-08-29 00:30:00	NQ	Futures	16815.81	16815.81	16807.74	16811.91	810.0
2023-08-29 01:00:00	NQ	Futures	16811.91	16833.05	16811.08	16829.99	2455.0
2023-08-29 01:30:00	NQ	Futures	16830.27	16835.28	16826.38	16831.11	1613.0

> showing 50 of 3,847 rows — these rows as CSV

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