PREVIEW / futures_30min / 2023-09-08

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-08.parquet
  size:    88 KB
  rows:    3,045

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
2023-09-08 00:00:00	ES	Futures	4894.81	4894.81	4892.07	4893.71	1508.0
2023-09-08 00:30:00	ES	Futures	4893.44	4893.71	4890.97	4891.24	1278.0
2023-09-08 01:00:00	ES	Futures	4891.24	4896.73	4891.24	4896.46	2431.0
2023-09-08 01:30:00	ES	Futures	4896.46	4901.4	4896.19	4900.3	3710.0
2023-09-08 02:00:00	ES	Futures	4900.58	4905.24	4898.38	4903.05	6636.0
2023-09-08 02:30:00	ES	Futures	4902.77	4903.87	4900.58	4903.6	2707.0
2023-09-08 03:00:00	ES	Futures	4903.6	4907.17	4897.28	4898.38	10821.0
2023-09-08 03:30:00	ES	Futures	4898.11	4901.4	4893.99	4900.3	6546.0
2023-09-08 04:00:00	ES	Futures	4900.58	4903.05	4886.58	4889.6	14146.0
2023-09-08 04:30:00	ES	Futures	4889.32	4890.15	4884.93	4884.93	10528.0
2023-09-08 05:00:00	ES	Futures	4884.93	4885.75	4878.62	4881.36	13312.0
2023-09-08 05:30:00	ES	Futures	4881.36	4884.93	4879.17	4881.36	7365.0
2023-09-08 06:00:00	ES	Futures	4881.36	4887.4	4879.99	4886.58	8453.0
2023-09-08 06:30:00	ES	Futures	4886.3	4889.05	4884.93	4888.5	6446.0
2023-09-08 07:00:00	ES	Futures	4888.5	4889.6	4881.64	4882.73	6367.0
2023-09-08 07:30:00	ES	Futures	4882.73	4886.03	4880.54	4886.03	7914.0
2023-09-08 08:00:00	ES	Futures	4886.03	4890.97	4884.66	4890.97	8330.0
2023-09-08 08:30:00	ES	Futures	4890.7	4896.73	4890.42	4891.24	14749.0
2023-09-08 09:00:00	ES	Futures	4891.24	4894.81	4890.42	4892.07	16212.0
2023-09-08 09:30:00	ES	Futures	4892.07	4905.52	4890.97	4902.22	130183.0
2023-09-08 10:00:00	ES	Futures	4902.5	4914.3	4901.4	4913.48	87201.0
2023-09-08 10:30:00	ES	Futures	4913.75	4916.5	4903.05	4903.05	82151.0
2023-09-08 11:00:00	ES	Futures	4903.05	4912.38	4901.68	4910.46	59263.0
2023-09-08 11:30:00	ES	Futures	4910.73	4914.3	4904.97	4906.07	46403.0
2023-09-08 12:00:00	ES	Futures	4906.07	4912.93	4903.05	4906.62	41964.0
2023-09-08 12:30:00	ES	Futures	4906.89	4908.54	4899.2	4905.24	47459.0
2023-09-08 13:00:00	ES	Futures	4905.24	4906.34	4898.93	4901.68	38569.0
2023-09-08 13:30:00	ES	Futures	4901.68	4904.7	4899.48	4902.77	32161.0
2023-09-08 14:00:00	ES	Futures	4903.05	4906.89	4893.99	4897.01	61470.0
2023-09-08 14:30:00	ES	Futures	4897.01	4898.66	4891.52	4892.34	45528.0
2023-09-08 15:00:00	ES	Futures	4892.07	4893.71	4887.95	4889.6	53499.0
2023-09-08 15:30:00	ES	Futures	4889.6	4900.3	4887.95	4898.93	129968.0
2023-09-08 16:00:00	ES	Futures	4898.93	4905.24	4897.56	4904.7	44053.0
2023-09-08 16:30:00	ES	Futures	4904.97	4905.24	4900.03	4901.13	6380.0
2023-09-08 00:00:00	NQ	Futures	17008.28	17008.55	16996.59	17006.05	1153.0
2023-09-08 00:30:00	NQ	Futures	17006.33	17007.44	16996.32	16997.15	845.0
2023-09-08 01:00:00	NQ	Futures	16997.98	17019.96	16997.43	17019.68	1799.0
2023-09-08 01:30:00	NQ	Futures	17019.68	17043.32	17019.68	17040.82	3031.0
2023-09-08 02:00:00	NQ	Futures	17041.37	17063.9	17034.7	17051.39	4524.0
2023-09-08 02:30:00	NQ	Futures	17051.11	17055.0	17040.26	17051.94	2135.0
2023-09-08 03:00:00	NQ	Futures	17051.66	17070.3	17023.85	17028.58	6153.0
2023-09-08 03:30:00	NQ	Futures	17028.86	17048.88	17009.94	17043.88	4030.0
2023-09-08 04:00:00	NQ	Futures	17044.15	17054.72	16978.24	16992.98	8046.0
2023-09-08 04:30:00	NQ	Futures	16992.7	17007.16	16980.18	16980.18	5056.0
2023-09-08 05:00:00	NQ	Futures	16980.74	16983.24	16944.31	16954.87	7632.0
2023-09-08 05:30:00	NQ	Futures	16954.87	16963.77	16941.8	16948.76	7143.0
2023-09-08 06:00:00	NQ	Futures	16947.92	16973.51	16943.47	16972.67	7826.0
2023-09-08 06:30:00	NQ	Futures	16972.4	16981.57	16967.67	16979.35	4017.0
2023-09-08 07:00:00	NQ	Futures	16979.63	16986.58	16944.86	16950.15	4910.0
2023-09-08 07:30:00	NQ	Futures	16950.42	16962.38	16935.96	16961.83	5633.0

> showing 50 of 3,045 rows — these rows as CSV

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