PREVIEW / futures_30min / 2023-09-07

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-07.parquet
  size:    103 KB
  rows:    3,760

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
2023-09-07 00:00:00	ES	Futures	4906.89	4907.17	4904.42	4904.42	1617.0
2023-09-07 00:30:00	ES	Futures	4904.7	4904.7	4900.03	4901.4	5105.0
2023-09-07 01:00:00	ES	Futures	4901.13	4901.68	4898.66	4899.48	2908.0
2023-09-07 01:30:00	ES	Futures	4899.48	4900.03	4897.56	4898.93	4429.0
2023-09-07 02:00:00	ES	Futures	4898.93	4900.3	4895.64	4898.38	6079.0
2023-09-07 02:30:00	ES	Futures	4898.11	4898.38	4893.44	4895.64	4921.0
2023-09-07 03:00:00	ES	Futures	4895.91	4898.93	4890.15	4892.34	15970.0
2023-09-07 03:30:00	ES	Futures	4892.34	4900.58	4890.7	4900.03	9354.0
2023-09-07 04:00:00	ES	Futures	4900.3	4900.58	4889.05	4889.32	12028.0
2023-09-07 04:30:00	ES	Futures	4889.6	4896.73	4889.05	4895.09	8892.0
2023-09-07 05:00:00	ES	Futures	4895.36	4900.58	4894.54	4899.2	8036.0
2023-09-07 05:30:00	ES	Futures	4899.2	4902.22	4896.73	4897.56	8213.0
2023-09-07 06:00:00	ES	Futures	4897.56	4899.48	4895.91	4897.01	5028.0
2023-09-07 06:30:00	ES	Futures	4897.01	4897.01	4892.07	4893.71	6143.0
2023-09-07 07:00:00	ES	Futures	4893.71	4897.01	4887.95	4888.5	8269.0
2023-09-07 07:30:00	ES	Futures	4888.22	4892.62	4887.4	4887.68	11089.0
2023-09-07 08:00:00	ES	Futures	4887.68	4889.87	4884.11	4887.68	14754.0
2023-09-07 08:30:00	ES	Futures	4887.4	4887.68	4869.56	4872.03	53546.0
2023-09-07 09:00:00	ES	Futures	4872.03	4875.32	4869.83	4872.85	37977.0
2023-09-07 09:30:00	ES	Futures	4873.13	4887.4	4869.56	4876.7	214734.0
2023-09-07 10:00:00	ES	Futures	4876.42	4881.36	4870.11	4873.95	125131.0
2023-09-07 10:30:00	ES	Futures	4873.68	4890.15	4869.01	4883.28	134442.0
2023-09-07 11:00:00	ES	Futures	4883.28	4890.7	4883.01	4885.2	77581.0
2023-09-07 11:30:00	ES	Futures	4885.48	4893.99	4881.36	4882.73	74906.0
2023-09-07 12:00:00	ES	Futures	4883.01	4895.91	4881.91	4894.54	64713.0
2023-09-07 12:30:00	ES	Futures	4894.26	4896.46	4887.4	4888.22	51872.0
2023-09-07 13:00:00	ES	Futures	4888.5	4895.36	4886.3	4895.09	49425.0
2023-09-07 13:30:00	ES	Futures	4895.09	4896.46	4890.42	4894.81	42481.0
2023-09-07 14:00:00	ES	Futures	4894.81	4897.83	4887.68	4887.95	48306.0
2023-09-07 14:30:00	ES	Futures	4887.68	4895.36	4883.83	4893.71	60229.0
2023-09-07 15:00:00	ES	Futures	4893.99	4895.36	4886.03	4893.17	56348.0
2023-09-07 15:30:00	ES	Futures	4893.44	4900.58	4889.05	4892.07	151034.0
2023-09-07 16:00:00	ES	Futures	4892.34	4894.54	4888.5	4894.26	39677.0
2023-09-07 16:30:00	ES	Futures	4893.99	4894.81	4893.71	4894.26	4605.0
2023-09-07 18:00:00	ES	Futures	4895.36	4895.36	4893.71	4894.81	1676.0
2023-09-07 18:30:00	ES	Futures	4894.81	4895.36	4894.26	4895.36	672.0
2023-09-07 19:00:00	ES	Futures	4895.09	4895.36	4891.79	4892.07	1532.0
2023-09-07 19:30:00	ES	Futures	4892.34	4895.36	4892.34	4893.99	1700.0
2023-09-07 20:00:00	ES	Futures	4893.99	4895.09	4889.6	4890.7	2517.0
2023-09-07 20:30:00	ES	Futures	4890.7	4891.24	4887.68	4890.97	4023.0
2023-09-07 21:00:00	ES	Futures	4891.24	4891.52	4887.4	4889.87	2819.0
2023-09-07 21:30:00	ES	Futures	4889.87	4893.17	4889.6	4892.34	2314.0
2023-09-07 22:00:00	ES	Futures	4892.34	4895.09	4891.52	4894.26	2163.0
2023-09-07 22:30:00	ES	Futures	4894.54	4895.36	4893.71	4893.99	1276.0
2023-09-07 23:00:00	ES	Futures	4893.99	4894.26	4892.89	4893.44	914.0
2023-09-07 23:30:00	ES	Futures	4893.44	4895.36	4893.17	4894.81	1512.0
2023-09-07 00:00:00	NQ	Futures	17117.3	17118.97	17105.9	17106.73	1427.0
2023-09-07 00:30:00	NQ	Futures	17106.73	17107.85	17082.54	17086.15	3870.0
2023-09-07 01:00:00	NQ	Futures	17085.87	17088.1	17072.8	17077.25	2109.0
2023-09-07 01:30:00	NQ	Futures	17076.97	17078.92	17065.01	17068.63	2359.0

> showing 50 of 3,760 rows — these rows as CSV

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