PREVIEW / futures_30min / 2023-09-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-06.parquet
  size:    102 KB
  rows:    3,717

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
2023-09-06 00:00:00	ES	Futures	4938.19	4939.83	4937.91	4939.56	1167.0
2023-09-06 00:30:00	ES	Futures	4939.56	4941.75	4938.73	4939.28	1892.0
2023-09-06 01:00:00	ES	Futures	4939.56	4939.83	4936.26	4939.56	3424.0
2023-09-06 01:30:00	ES	Futures	4939.28	4942.3	4938.73	4941.75	3584.0
2023-09-06 02:00:00	ES	Futures	4941.48	4941.75	4937.36	4938.46	3585.0
2023-09-06 02:30:00	ES	Futures	4938.46	4939.28	4934.89	4936.54	4205.0
2023-09-06 03:00:00	ES	Futures	4936.54	4936.54	4926.11	4931.6	19487.0
2023-09-06 03:30:00	ES	Futures	4931.6	4935.17	4929.4	4929.95	9517.0
2023-09-06 04:00:00	ES	Futures	4929.68	4935.99	4929.13	4930.5	8915.0
2023-09-06 04:30:00	ES	Futures	4930.5	4934.62	4929.95	4933.79	6693.0
2023-09-06 05:00:00	ES	Futures	4934.07	4935.99	4930.5	4932.15	7184.0
2023-09-06 05:30:00	ES	Futures	4932.15	4935.17	4931.05	4934.07	5314.0
2023-09-06 06:00:00	ES	Futures	4934.34	4936.81	4933.24	4934.34	5305.0
2023-09-06 06:30:00	ES	Futures	4934.62	4935.99	4932.15	4933.79	5236.0
2023-09-06 07:00:00	ES	Futures	4933.79	4936.54	4930.77	4935.71	7998.0
2023-09-06 07:30:00	ES	Futures	4935.44	4935.99	4931.32	4933.52	7949.0
2023-09-06 08:00:00	ES	Futures	4933.79	4934.07	4931.05	4932.15	9965.0
2023-09-06 08:30:00	ES	Futures	4932.15	4934.89	4927.75	4934.34	17078.0
2023-09-06 09:00:00	ES	Futures	4934.07	4934.89	4931.6	4933.52	16820.0
2023-09-06 09:30:00	ES	Futures	4933.52	4934.89	4922.54	4928.3	139545.0
2023-09-06 10:00:00	ES	Futures	4928.03	4928.03	4907.44	4908.26	193011.0
2023-09-06 10:30:00	ES	Futures	4907.99	4913.48	4902.77	4903.6	115882.0
2023-09-06 11:00:00	ES	Futures	4903.87	4907.17	4897.83	4904.97	101672.0
2023-09-06 11:30:00	ES	Futures	4904.97	4907.17	4900.85	4901.95	69671.0
2023-09-06 12:00:00	ES	Futures	4901.95	4904.42	4894.26	4895.09	55877.0
2023-09-06 12:30:00	ES	Futures	4895.36	4896.19	4884.93	4887.68	98625.0
2023-09-06 13:00:00	ES	Futures	4887.68	4898.38	4883.01	4894.26	91772.0
2023-09-06 13:30:00	ES	Futures	4894.26	4902.22	4893.99	4899.2	62750.0
2023-09-06 14:00:00	ES	Futures	4899.48	4905.24	4897.83	4903.87	56575.0
2023-09-06 14:30:00	ES	Futures	4903.87	4909.09	4903.87	4906.62	68822.0
2023-09-06 15:00:00	ES	Futures	4906.62	4909.36	4899.75	4905.52	73610.0
2023-09-06 15:30:00	ES	Futures	4905.52	4911.83	4904.15	4909.36	169655.0
2023-09-06 16:00:00	ES	Futures	4909.36	4909.91	4905.79	4907.17	46938.0
2023-09-06 16:30:00	ES	Futures	4907.17	4908.26	4907.17	4907.99	4769.0
2023-09-06 18:00:00	ES	Futures	4907.71	4909.09	4906.34	4906.34	2052.0
2023-09-06 18:30:00	ES	Futures	4906.62	4907.71	4905.79	4906.62	1365.0
2023-09-06 19:00:00	ES	Futures	4906.89	4908.54	4906.89	4908.26	1374.0
2023-09-06 19:30:00	ES	Futures	4908.26	4909.36	4907.17	4908.54	1860.0
2023-09-06 20:00:00	ES	Futures	4908.54	4910.19	4907.99	4909.09	3204.0
2023-09-06 20:30:00	ES	Futures	4909.09	4909.64	4905.24	4906.07	2138.0
2023-09-06 21:00:00	ES	Futures	4906.07	4909.09	4905.52	4907.71	2748.0
2023-09-06 21:30:00	ES	Futures	4907.71	4907.71	4904.97	4906.89	3401.0
2023-09-06 22:00:00	ES	Futures	4906.62	4907.44	4905.24	4906.62	1560.0
2023-09-06 22:30:00	ES	Futures	4906.62	4906.62	4904.7	4905.52	1628.0
2023-09-06 23:00:00	ES	Futures	4905.79	4906.62	4904.42	4906.34	1498.0
2023-09-06 23:30:00	ES	Futures	4906.62	4907.99	4906.07	4906.62	1162.0
2023-09-06 00:00:00	NQ	Futures	17246.36	17252.47	17244.13	17251.08	809.0
2023-09-06 00:30:00	NQ	Futures	17250.53	17260.54	17249.97	17251.36	1198.0
2023-09-06 01:00:00	NQ	Futures	17251.64	17255.81	17239.68	17254.14	1695.0
2023-09-06 01:30:00	NQ	Futures	17253.31	17263.88	17250.53	17262.49	1729.0

> showing 50 of 3,717 rows — these rows as CSV

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