PREVIEW / futures_30min / 2023-09-01

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-01.parquet
  size:    90 KB
  rows:    3,070

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
2023-09-01 00:00:00	ES	Futures	4963.72	4966.19	4963.72	4966.19	1602.0
2023-09-01 00:30:00	ES	Futures	4966.19	4966.19	4964.54	4965.09	1550.0
2023-09-01 01:00:00	ES	Futures	4965.09	4965.91	4963.99	4964.81	1268.0
2023-09-01 01:30:00	ES	Futures	4964.81	4965.09	4962.34	4962.89	1753.0
2023-09-01 02:00:00	ES	Futures	4962.89	4964.26	4958.5	4959.05	4281.0
2023-09-01 02:30:00	ES	Futures	4958.77	4961.24	4956.03	4961.24	5406.0
2023-09-01 03:00:00	ES	Futures	4961.24	4966.73	4958.77	4965.64	18939.0
2023-09-01 03:30:00	ES	Futures	4965.36	4971.95	4965.36	4970.58	10160.0
2023-09-01 04:00:00	ES	Futures	4970.58	4971.4	4967.28	4968.93	5350.0
2023-09-01 04:30:00	ES	Futures	4968.93	4970.3	4967.56	4968.66	4049.0
2023-09-01 05:00:00	ES	Futures	4968.66	4974.97	4968.38	4974.42	6216.0
2023-09-01 05:30:00	ES	Futures	4974.42	4974.7	4971.68	4972.5	5356.0
2023-09-01 06:00:00	ES	Futures	4972.22	4975.79	4969.48	4974.42	7978.0
2023-09-01 06:30:00	ES	Futures	4974.42	4977.17	4974.15	4975.52	6129.0
2023-09-01 07:00:00	ES	Futures	4975.52	4978.54	4973.6	4977.17	7661.0
2023-09-01 07:30:00	ES	Futures	4977.17	4979.09	4974.7	4975.79	8046.0
2023-09-01 08:00:00	ES	Futures	4975.79	4980.19	4974.15	4977.72	14224.0
2023-09-01 08:30:00	ES	Futures	4977.44	4991.99	4966.46	4987.6	81749.0
2023-09-01 09:00:00	ES	Futures	4987.87	4993.64	4984.3	4988.42	33174.0
2023-09-01 09:30:00	ES	Futures	4988.15	4993.36	4965.09	4978.26	201790.0
2023-09-01 10:00:00	ES	Futures	4978.26	4986.5	4965.36	4982.93	156186.0
2023-09-01 10:30:00	ES	Futures	4982.66	4982.93	4959.87	4963.44	120868.0
2023-09-01 11:00:00	ES	Futures	4963.44	4966.73	4959.87	4962.07	70664.0
2023-09-01 11:30:00	ES	Futures	4962.34	4963.72	4949.17	4951.64	84040.0
2023-09-01 12:00:00	ES	Futures	4951.36	4961.52	4949.44	4959.05	55826.0
2023-09-01 12:30:00	ES	Futures	4959.05	4963.99	4953.83	4960.97	63309.0
2023-09-01 13:00:00	ES	Futures	4960.97	4962.89	4956.3	4956.85	34714.0
2023-09-01 13:30:00	ES	Futures	4956.58	4960.7	4954.66	4959.87	30567.0
2023-09-01 14:00:00	ES	Futures	4959.87	4961.52	4951.64	4954.38	36678.0
2023-09-01 14:30:00	ES	Futures	4954.11	4959.05	4951.36	4958.77	37574.0
2023-09-01 15:00:00	ES	Futures	4958.77	4963.99	4956.85	4963.99	39983.0
2023-09-01 15:30:00	ES	Futures	4963.99	4967.28	4959.05	4966.19	120843.0
2023-09-01 16:00:00	ES	Futures	4966.46	4966.73	4963.44	4963.99	36571.0
2023-09-01 16:30:00	ES	Futures	4963.99	4964.54	4961.24	4962.07	10030.0
2023-09-01 00:00:00	NQ	Futures	17296.98	17303.37	17296.42	17303.37	857.0
2023-09-01 00:30:00	NQ	Futures	17302.82	17303.37	17295.86	17298.64	730.0
2023-09-01 01:00:00	NQ	Futures	17298.64	17298.64	17292.25	17295.31	902.0
2023-09-01 01:30:00	NQ	Futures	17294.75	17296.7	17285.57	17288.63	935.0
2023-09-01 02:00:00	NQ	Futures	17289.19	17295.03	17266.1	17267.77	2618.0
2023-09-01 02:30:00	NQ	Futures	17267.49	17267.77	17246.36	17267.22	3909.0
2023-09-01 03:00:00	NQ	Futures	17267.22	17288.08	17256.92	17284.46	5823.0
2023-09-01 03:30:00	NQ	Futures	17285.57	17316.44	17285.57	17310.05	4520.0
2023-09-01 04:00:00	NQ	Futures	17309.77	17312.55	17289.47	17297.25	3356.0
2023-09-01 04:30:00	NQ	Futures	17296.98	17304.21	17290.58	17293.36	2439.0
2023-09-01 05:00:00	NQ	Futures	17293.64	17320.34	17290.58	17316.44	3008.0
2023-09-01 05:30:00	NQ	Futures	17316.17	17319.23	17301.98	17307.54	2130.0
2023-09-01 06:00:00	NQ	Futures	17308.38	17317.0	17296.98	17312.27	2781.0
2023-09-01 06:30:00	NQ	Futures	17311.44	17320.06	17305.88	17314.22	2668.0
2023-09-01 07:00:00	NQ	Futures	17314.5	17331.74	17308.94	17325.07	3913.0
2023-09-01 07:30:00	NQ	Futures	17325.62	17334.8	17316.44	17321.73	3017.0

> showing 50 of 3,070 rows — these rows as CSV

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