PREVIEW / futures_30min / 2023-09-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-05.parquet
  size:    105 KB
  rows:    3,780

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
2023-09-05 00:00:00	ES	Futures	4956.3	4958.5	4956.03	4958.22	818.0
2023-09-05 00:30:00	ES	Futures	4957.95	4959.05	4957.68	4958.22	1275.0
2023-09-05 01:00:00	ES	Futures	4958.5	4959.87	4956.03	4956.3	1820.0
2023-09-05 01:30:00	ES	Futures	4956.58	4958.77	4955.21	4956.3	3299.0
2023-09-05 02:00:00	ES	Futures	4956.3	4957.4	4953.83	4954.11	5698.0
2023-09-05 02:30:00	ES	Futures	4953.83	4954.38	4951.36	4953.83	4299.0
2023-09-05 03:00:00	ES	Futures	4953.83	4954.93	4949.44	4951.91	15291.0
2023-09-05 03:30:00	ES	Futures	4951.64	4952.19	4945.6	4947.79	12662.0
2023-09-05 04:00:00	ES	Futures	4947.52	4948.89	4941.21	4943.13	14265.0
2023-09-05 04:30:00	ES	Futures	4942.85	4953.28	4942.3	4951.64	10280.0
2023-09-05 05:00:00	ES	Futures	4951.91	4956.85	4951.09	4956.3	8379.0
2023-09-05 05:30:00	ES	Futures	4956.58	4958.77	4955.48	4956.03	8006.0
2023-09-05 06:00:00	ES	Futures	4956.03	4959.6	4954.93	4958.77	6674.0
2023-09-05 06:30:00	ES	Futures	4958.77	4960.7	4957.13	4957.4	5729.0
2023-09-05 07:00:00	ES	Futures	4957.4	4957.68	4952.19	4955.48	7327.0
2023-09-05 07:30:00	ES	Futures	4955.21	4960.15	4954.11	4958.22	8285.0
2023-09-05 08:00:00	ES	Futures	4958.22	4960.15	4951.91	4952.46	10448.0
2023-09-05 08:30:00	ES	Futures	4952.46	4963.44	4949.17	4962.34	34869.0
2023-09-05 09:00:00	ES	Futures	4962.34	4963.17	4954.66	4960.42	28296.0
2023-09-05 09:30:00	ES	Futures	4960.42	4962.62	4945.32	4947.79	146488.0
2023-09-05 10:00:00	ES	Futures	4947.79	4957.13	4943.13	4951.09	112895.0
2023-09-05 10:30:00	ES	Futures	4951.09	4956.58	4943.95	4953.56	88495.0
2023-09-05 11:00:00	ES	Futures	4953.56	4963.99	4953.56	4955.21	80567.0
2023-09-05 11:30:00	ES	Futures	4955.48	4956.85	4950.81	4954.66	64251.0
2023-09-05 12:00:00	ES	Futures	4954.66	4960.15	4954.11	4956.58	41425.0
2023-09-05 12:30:00	ES	Futures	4956.3	4959.87	4954.66	4955.75	33773.0
2023-09-05 13:00:00	ES	Futures	4955.48	4956.03	4947.79	4947.79	52314.0
2023-09-05 13:30:00	ES	Futures	4947.79	4953.01	4946.42	4952.46	37670.0
2023-09-05 14:00:00	ES	Futures	4952.46	4957.4	4948.62	4956.3	43085.0
2023-09-05 14:30:00	ES	Futures	4956.3	4959.32	4953.01	4959.05	38784.0
2023-09-05 15:00:00	ES	Futures	4958.77	4959.32	4948.07	4950.26	58678.0
2023-09-05 15:30:00	ES	Futures	4950.54	4956.58	4942.85	4943.68	144660.0
2023-09-05 16:00:00	ES	Futures	4943.68	4946.15	4941.21	4942.3	45166.0
2023-09-05 16:30:00	ES	Futures	4942.3	4942.58	4940.38	4941.75	6266.0
2023-09-05 18:00:00	ES	Futures	4941.21	4943.68	4940.11	4942.58	2437.0
2023-09-05 18:30:00	ES	Futures	4942.58	4943.68	4942.58	4943.4	825.0
2023-09-05 19:00:00	ES	Futures	4943.4	4943.68	4941.48	4942.03	1393.0
2023-09-05 19:30:00	ES	Futures	4942.03	4943.4	4942.03	4942.85	1156.0
2023-09-05 20:00:00	ES	Futures	4942.85	4945.32	4941.48	4943.95	3505.0
2023-09-05 20:30:00	ES	Futures	4943.95	4944.22	4942.85	4943.68	1979.0
2023-09-05 21:00:00	ES	Futures	4943.68	4944.22	4940.11	4940.93	2796.0
2023-09-05 21:30:00	ES	Futures	4940.93	4942.03	4937.09	4937.91	4935.0
2023-09-05 22:00:00	ES	Futures	4937.64	4943.4	4937.64	4943.4	3621.0
2023-09-05 22:30:00	ES	Futures	4943.13	4943.4	4940.11	4940.93	2664.0
2023-09-05 23:00:00	ES	Futures	4940.93	4940.93	4937.64	4939.01	2641.0
2023-09-05 23:30:00	ES	Futures	4939.28	4939.56	4937.36	4938.46	2137.0
2023-09-05 00:00:00	NQ	Futures	17243.85	17251.08	17242.46	17248.58	698.0
2023-09-05 00:30:00	NQ	Futures	17247.75	17254.42	17247.19	17252.75	884.0
2023-09-05 01:00:00	NQ	Futures	17252.75	17259.15	17242.74	17245.52	1438.0
2023-09-05 01:30:00	NQ	Futures	17245.24	17255.81	17239.68	17243.85	1778.0

> showing 50 of 3,780 rows — these rows as CSV

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