PREVIEW / futures_30min / 2023-09-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-12.parquet
  size:    99 KB
  rows:    3,652

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
2023-09-12 00:00:00	ES	Futures	4926.66	4928.3	4924.19	4924.46	726.0
2023-09-12 00:30:00	ES	Futures	4924.46	4925.28	4923.91	4924.19	383.0
2023-09-12 01:00:00	ES	Futures	4924.73	4926.11	4922.81	4924.46	791.0
2023-09-12 01:30:00	ES	Futures	4924.73	4926.38	4923.91	4925.56	866.0
2023-09-12 02:00:00	ES	Futures	4925.56	4928.3	4924.73	4927.48	1174.0
2023-09-12 02:30:00	ES	Futures	4927.21	4928.03	4925.28	4926.38	1493.0
2023-09-12 03:00:00	ES	Futures	4926.11	4928.03	4918.15	4919.24	4542.0
2023-09-12 03:30:00	ES	Futures	4918.7	4922.81	4917.05	4918.97	2506.0
2023-09-12 04:00:00	ES	Futures	4918.97	4922.26	4915.95	4921.44	2899.0
2023-09-12 04:30:00	ES	Futures	4921.17	4921.17	4915.95	4917.87	2036.0
2023-09-12 05:00:00	ES	Futures	4917.6	4920.34	4916.22	4918.97	2084.0
2023-09-12 05:30:00	ES	Futures	4918.7	4921.17	4914.85	4919.24	2376.0
2023-09-12 06:00:00	ES	Futures	4919.24	4921.44	4918.42	4920.34	1540.0
2023-09-12 06:30:00	ES	Futures	4920.07	4922.81	4918.15	4921.71	2348.0
2023-09-12 07:00:00	ES	Futures	4921.71	4921.99	4915.13	4917.87	3029.0
2023-09-12 07:30:00	ES	Futures	4917.6	4917.87	4914.3	4914.85	2392.0
2023-09-12 08:00:00	ES	Futures	4914.85	4919.79	4914.03	4919.24	3815.0
2023-09-12 08:30:00	ES	Futures	4919.52	4922.54	4915.95	4916.22	6998.0
2023-09-12 09:00:00	ES	Futures	4915.95	4915.95	4909.09	4913.21	12811.0
2023-09-12 09:30:00	ES	Futures	4912.93	4922.81	4911.28	4920.89	32322.0
2023-09-12 10:00:00	ES	Futures	4920.89	4921.44	4906.07	4909.64	24904.0
2023-09-12 10:30:00	ES	Futures	4909.64	4913.21	4905.24	4905.52	20521.0
2023-09-12 11:00:00	ES	Futures	4905.24	4911.56	4903.87	4910.73	18720.0
2023-09-12 11:30:00	ES	Futures	4911.01	4915.95	4910.73	4914.3	10094.0
2023-09-12 12:00:00	ES	Futures	4914.3	4919.52	4914.3	4916.77	13927.0
2023-09-12 12:30:00	ES	Futures	4916.77	4919.79	4913.21	4916.77	6611.0
2023-09-12 13:00:00	ES	Futures	4916.77	4931.32	4914.85	4927.21	14385.0
2023-09-12 13:30:00	ES	Futures	4927.21	4929.68	4912.11	4914.03	20085.0
2023-09-12 14:00:00	ES	Futures	4914.03	4914.85	4908.81	4912.38	12859.0
2023-09-12 14:30:00	ES	Futures	4912.11	4913.48	4901.95	4903.05	13635.0
2023-09-12 15:00:00	ES	Futures	4903.32	4903.6	4895.91	4898.38	18090.0
2023-09-12 15:30:00	ES	Futures	4898.66	4904.97	4898.38	4902.5	31185.0
2023-09-12 16:00:00	ES	Futures	4902.22	4905.52	4901.95	4903.6	7573.0
2023-09-12 16:30:00	ES	Futures	4903.87	4904.97	4902.22	4902.77	1658.0
2023-09-12 18:00:00	ES	Futures	4902.22	4902.77	4900.3	4900.85	472.0
2023-09-12 18:30:00	ES	Futures	4900.85	4903.05	4900.85	4902.22	305.0
2023-09-12 19:00:00	ES	Futures	4901.95	4902.77	4900.85	4902.77	219.0
2023-09-12 19:30:00	ES	Futures	4902.77	4903.87	4902.5	4903.05	266.0
2023-09-12 20:00:00	ES	Futures	4903.05	4904.15	4901.13	4901.95	742.0
2023-09-12 20:30:00	ES	Futures	4901.68	4903.05	4901.4	4902.22	542.0
2023-09-12 21:00:00	ES	Futures	4902.5	4904.7	4901.4	4902.22	672.0
2023-09-12 21:30:00	ES	Futures	4902.5	4902.5	4896.73	4898.38	1381.0
2023-09-12 22:00:00	ES	Futures	4898.66	4900.3	4894.54	4894.81	1042.0
2023-09-12 22:30:00	ES	Futures	4894.81	4896.19	4893.99	4895.64	888.0
2023-09-12 23:00:00	ES	Futures	4895.64	4896.73	4894.26	4894.81	483.0
2023-09-12 23:30:00	ES	Futures	4895.09	4895.64	4893.71	4894.26	361.0
2023-09-12 00:00:00	NQ	Futures	17212.15	17217.99	17201.3	17203.25	635.0
2023-09-12 00:30:00	NQ	Futures	17203.8	17207.14	17201.85	17202.41	234.0
2023-09-12 01:00:00	NQ	Futures	17202.97	17210.2	17194.35	17203.8	703.0
2023-09-12 01:30:00	NQ	Futures	17204.08	17209.36	17199.07	17205.47	431.0

> showing 50 of 3,652 rows — these rows as CSV

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