PREVIEW / futures_30min / 2023-09-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-04.parquet
  size:    76 KB
  rows:    2,910

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
2023-09-04 00:00:00	ES	Futures	4965.36	4965.91	4964.81	4965.64	592.0
2023-09-04 00:30:00	ES	Futures	4965.64	4965.91	4964.81	4965.64	438.0
2023-09-04 01:00:00	ES	Futures	4965.64	4968.38	4964.54	4967.28	2338.0
2023-09-04 01:30:00	ES	Futures	4967.28	4969.48	4966.73	4968.66	1766.0
2023-09-04 02:00:00	ES	Futures	4968.93	4970.03	4965.64	4969.48	3674.0
2023-09-04 02:30:00	ES	Futures	4969.21	4969.48	4966.73	4968.66	1393.0
2023-09-04 03:00:00	ES	Futures	4968.66	4972.5	4967.83	4972.5	7182.0
2023-09-04 03:30:00	ES	Futures	4972.5	4974.42	4970.85	4971.95	6393.0
2023-09-04 04:00:00	ES	Futures	4971.95	4975.24	4971.4	4973.6	3374.0
2023-09-04 04:30:00	ES	Futures	4973.87	4973.87	4971.13	4973.32	3130.0
2023-09-04 05:00:00	ES	Futures	4973.6	4974.42	4971.4	4973.6	2658.0
2023-09-04 05:30:00	ES	Futures	4973.6	4974.42	4971.68	4973.6	2993.0
2023-09-04 06:00:00	ES	Futures	4973.6	4975.52	4972.5	4973.05	1951.0
2023-09-04 06:30:00	ES	Futures	4973.05	4973.6	4971.4	4973.6	2640.0
2023-09-04 07:00:00	ES	Futures	4973.6	4974.15	4970.03	4970.58	2232.0
2023-09-04 07:30:00	ES	Futures	4970.58	4972.22	4970.03	4971.68	2202.0
2023-09-04 08:00:00	ES	Futures	4971.4	4975.52	4971.13	4973.32	5348.0
2023-09-04 08:30:00	ES	Futures	4973.05	4973.32	4968.66	4970.03	3561.0
2023-09-04 09:00:00	ES	Futures	4970.03	4970.58	4968.11	4970.58	4512.0
2023-09-04 09:30:00	ES	Futures	4970.3	4972.22	4969.75	4970.58	7350.0
2023-09-04 10:00:00	ES	Futures	4970.3	4970.85	4962.07	4962.62	11923.0
2023-09-04 10:30:00	ES	Futures	4962.34	4962.62	4958.22	4958.22	8386.0
2023-09-04 11:00:00	ES	Futures	4958.5	4961.24	4957.95	4959.87	6867.0
2023-09-04 11:30:00	ES	Futures	4960.15	4962.34	4959.87	4961.52	3623.0
2023-09-04 12:00:00	ES	Futures	4961.52	4962.34	4960.97	4961.24	2119.0
2023-09-04 12:30:00	ES	Futures	4961.24	4964.26	4960.97	4961.79	3066.0
2023-09-04 18:00:00	ES	Futures	4963.17	4964.81	4960.15	4962.07	2066.0
2023-09-04 18:30:00	ES	Futures	4962.07	4962.34	4960.42	4961.79	897.0
2023-09-04 19:00:00	ES	Futures	4961.79	4963.17	4960.97	4962.62	849.0
2023-09-04 19:30:00	ES	Futures	4962.62	4964.54	4962.34	4963.17	1448.0
2023-09-04 20:00:00	ES	Futures	4962.89	4963.72	4956.58	4957.4	4871.0
2023-09-04 20:30:00	ES	Futures	4957.68	4958.5	4955.48	4956.03	2572.0
2023-09-04 21:00:00	ES	Futures	4956.03	4959.05	4954.93	4959.05	2541.0
2023-09-04 21:30:00	ES	Futures	4959.05	4959.87	4956.03	4957.13	3123.0
2023-09-04 22:00:00	ES	Futures	4956.85	4958.5	4956.03	4956.85	2428.0
2023-09-04 22:30:00	ES	Futures	4956.85	4958.5	4955.48	4957.68	1460.0
2023-09-04 23:00:00	ES	Futures	4957.68	4957.68	4955.48	4956.85	1231.0
2023-09-04 23:30:00	ES	Futures	4956.85	4957.95	4955.75	4956.3	1114.0
2023-09-04 00:00:00	NQ	Futures	17281.68	17283.63	17278.9	17281.68	371.0
2023-09-04 00:30:00	NQ	Futures	17282.23	17282.79	17278.9	17281.68	279.0
2023-09-04 01:00:00	NQ	Futures	17281.4	17296.14	17276.39	17290.58	1708.0
2023-09-04 01:30:00	NQ	Futures	17290.58	17297.53	17286.96	17295.31	1092.0
2023-09-04 02:00:00	NQ	Futures	17295.86	17300.87	17281.96	17299.48	1950.0
2023-09-04 02:30:00	NQ	Futures	17299.2	17299.2	17286.68	17295.31	982.0
2023-09-04 03:00:00	NQ	Futures	17295.31	17311.16	17291.41	17309.77	3078.0
2023-09-04 03:30:00	NQ	Futures	17310.05	17315.33	17301.98	17305.04	2090.0
2023-09-04 04:00:00	NQ	Futures	17304.76	17320.34	17302.26	17314.78	1708.0
2023-09-04 04:30:00	NQ	Futures	17315.33	17315.61	17299.48	17308.66	1628.0
2023-09-04 05:00:00	NQ	Futures	17308.38	17313.39	17300.59	17309.49	1252.0
2023-09-04 05:30:00	NQ	Futures	17309.77	17318.11	17305.32	17317.56	1205.0

> showing 50 of 2,910 rows — these rows as CSV

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