PREVIEW / futures_30min / 2023-09-11

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-11.parquet
  size:    95 KB
  rows:    3,603

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
2023-09-11 00:00:00	ES	Futures	4902.22	4906.34	4902.22	4905.79	955.0
2023-09-11 00:30:00	ES	Futures	4905.79	4908.26	4905.24	4908.26	1088.0
2023-09-11 01:00:00	ES	Futures	4907.99	4912.11	4907.99	4911.28	1957.0
2023-09-11 01:30:00	ES	Futures	4911.56	4913.48	4909.64	4912.93	1631.0
2023-09-11 02:00:00	ES	Futures	4912.93	4914.03	4911.01	4913.21	2432.0
2023-09-11 02:30:00	ES	Futures	4913.21	4915.4	4912.93	4913.75	2694.0
2023-09-11 03:00:00	ES	Futures	4913.48	4921.17	4913.48	4920.62	7182.0
2023-09-11 03:30:00	ES	Futures	4920.62	4922.26	4918.97	4919.52	7846.0
2023-09-11 04:00:00	ES	Futures	4919.52	4920.62	4915.95	4918.97	3761.0
2023-09-11 04:30:00	ES	Futures	4918.7	4920.62	4912.11	4913.75	4307.0
2023-09-11 05:00:00	ES	Futures	4913.75	4918.97	4913.48	4917.6	3589.0
2023-09-11 05:30:00	ES	Futures	4917.32	4919.24	4917.05	4918.97	2619.0
2023-09-11 06:00:00	ES	Futures	4918.97	4918.97	4914.3	4916.5	2893.0
2023-09-11 06:30:00	ES	Futures	4916.5	4920.34	4916.22	4920.07	2553.0
2023-09-11 07:00:00	ES	Futures	4919.79	4920.89	4917.32	4919.24	3707.0
2023-09-11 07:30:00	ES	Futures	4919.24	4922.54	4916.77	4917.87	5699.0
2023-09-11 08:00:00	ES	Futures	4917.6	4924.73	4916.22	4923.91	8306.0
2023-09-11 08:30:00	ES	Futures	4923.64	4925.83	4921.71	4925.01	5340.0
2023-09-11 09:00:00	ES	Futures	4925.28	4929.68	4925.01	4928.58	17633.0
2023-09-11 09:30:00	ES	Futures	4928.3	4934.07	4913.75	4914.03	95953.0
2023-09-11 10:00:00	ES	Futures	4914.3	4923.91	4911.28	4923.09	60573.0
2023-09-11 10:30:00	ES	Futures	4923.36	4923.64	4911.56	4913.21	42643.0
2023-09-11 11:00:00	ES	Futures	4913.21	4919.79	4908.26	4917.32	44257.0
2023-09-11 11:30:00	ES	Futures	4917.32	4917.6	4911.56	4913.21	23416.0
2023-09-11 12:00:00	ES	Futures	4913.48	4923.36	4912.93	4922.54	28821.0
2023-09-11 12:30:00	ES	Futures	4922.26	4923.36	4918.42	4922.54	13972.0
2023-09-11 13:00:00	ES	Futures	4922.26	4927.75	4920.07	4927.21	13984.0
2023-09-11 13:30:00	ES	Futures	4927.48	4931.05	4926.66	4929.68	19391.0
2023-09-11 14:00:00	ES	Futures	4929.68	4930.77	4926.11	4930.22	15237.0
2023-09-11 14:30:00	ES	Futures	4930.22	4931.6	4928.3	4930.22	16906.0
2023-09-11 15:00:00	ES	Futures	4930.5	4933.52	4927.48	4932.15	22099.0
2023-09-11 15:30:00	ES	Futures	4932.15	4932.42	4925.56	4930.77	38764.0
2023-09-11 16:00:00	ES	Futures	4930.77	4932.15	4928.58	4929.95	14207.0
2023-09-11 16:30:00	ES	Futures	4930.22	4930.22	4928.03	4928.03	2108.0
2023-09-11 18:00:00	ES	Futures	4927.75	4929.68	4924.73	4926.38	1451.0
2023-09-11 18:30:00	ES	Futures	4926.38	4926.93	4924.73	4925.28	525.0
2023-09-11 19:00:00	ES	Futures	4925.28	4927.21	4925.01	4926.66	368.0
2023-09-11 19:30:00	ES	Futures	4926.66	4926.66	4924.46	4925.28	1103.0
2023-09-11 20:00:00	ES	Futures	4925.28	4925.56	4921.71	4922.81	1795.0
2023-09-11 20:30:00	ES	Futures	4922.54	4923.09	4921.44	4922.26	879.0
2023-09-11 21:00:00	ES	Futures	4922.26	4925.01	4920.89	4921.99	1423.0
2023-09-11 21:30:00	ES	Futures	4921.99	4921.99	4919.79	4921.99	1189.0
2023-09-11 22:00:00	ES	Futures	4921.71	4924.73	4920.89	4924.19	795.0
2023-09-11 22:30:00	ES	Futures	4924.19	4925.28	4923.36	4925.28	494.0
2023-09-11 23:00:00	ES	Futures	4925.56	4925.56	4923.91	4924.73	491.0
2023-09-11 23:30:00	ES	Futures	4924.73	4927.48	4924.46	4926.93	765.0
2023-09-11 00:00:00	NQ	Futures	17044.43	17063.07	17042.21	17058.34	786.0
2023-09-11 00:30:00	NQ	Futures	17058.9	17066.68	17055.84	17065.57	870.0
2023-09-11 01:00:00	NQ	Futures	17066.13	17092.55	17066.13	17090.32	2049.0
2023-09-11 01:30:00	NQ	Futures	17090.32	17093.11	17079.2	17091.16	1482.0

> showing 50 of 3,603 rows — these rows as CSV

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