PREVIEW / futures_30min / 2023-09-13

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-13.parquet
  size:    103 KB
  rows:    3,750

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
2023-09-13 00:00:00	ES	Futures	4894.26	4896.73	4893.44	4896.46	375.0
2023-09-13 00:30:00	ES	Futures	4896.46	4900.3	4895.91	4900.03	736.0
2023-09-13 01:00:00	ES	Futures	4900.3	4901.13	4898.11	4898.11	505.0
2023-09-13 01:30:00	ES	Futures	4898.11	4898.66	4893.71	4896.19	750.0
2023-09-13 02:00:00	ES	Futures	4895.91	4896.46	4893.71	4894.81	810.0
2023-09-13 02:30:00	ES	Futures	4894.81	4900.03	4892.89	4899.48	880.0
2023-09-13 03:00:00	ES	Futures	4899.75	4906.34	4897.01	4906.07	3814.0
2023-09-13 03:30:00	ES	Futures	4906.34	4907.71	4900.3	4902.22	2898.0
2023-09-13 04:00:00	ES	Futures	4902.22	4904.7	4899.48	4901.13	1873.0
2023-09-13 04:30:00	ES	Futures	4901.13	4902.22	4896.46	4897.01	1772.0
2023-09-13 05:00:00	ES	Futures	4896.73	4900.85	4895.91	4899.75	1698.0
2023-09-13 05:30:00	ES	Futures	4900.03	4901.95	4897.01	4900.58	1208.0
2023-09-13 06:00:00	ES	Futures	4900.58	4900.58	4892.62	4893.17	1560.0
2023-09-13 06:30:00	ES	Futures	4893.71	4898.38	4893.17	4898.38	1001.0
2023-09-13 07:00:00	ES	Futures	4898.38	4899.2	4893.44	4897.56	1602.0
2023-09-13 07:30:00	ES	Futures	4897.56	4904.7	4897.01	4903.05	1853.0
2023-09-13 08:00:00	ES	Futures	4903.05	4905.24	4898.66	4902.77	3480.0
2023-09-13 08:30:00	ES	Futures	4902.5	4908.81	4882.73	4903.6	24511.0
2023-09-13 09:00:00	ES	Futures	4903.87	4906.89	4896.73	4904.42	9593.0
2023-09-13 09:30:00	ES	Futures	4904.15	4915.95	4901.68	4912.11	26582.0
2023-09-13 10:00:00	ES	Futures	4912.38	4912.66	4891.52	4903.05	24387.0
2023-09-13 10:30:00	ES	Futures	4903.32	4915.13	4902.5	4913.48	14085.0
2023-09-13 11:00:00	ES	Futures	4913.75	4918.97	4911.28	4918.15	10311.0
2023-09-13 11:30:00	ES	Futures	4917.87	4919.24	4907.44	4915.4	8666.0
2023-09-13 12:00:00	ES	Futures	4915.4	4917.87	4909.64	4916.77	7055.0
2023-09-13 12:30:00	ES	Futures	4916.77	4918.7	4910.19	4915.95	7013.0
2023-09-13 13:00:00	ES	Futures	4915.95	4919.24	4913.75	4915.95	4352.0
2023-09-13 13:30:00	ES	Futures	4915.95	4920.34	4914.3	4917.05	5076.0
2023-09-13 14:00:00	ES	Futures	4917.05	4918.42	4910.46	4913.75	7146.0
2023-09-13 14:30:00	ES	Futures	4914.03	4914.3	4896.19	4903.87	12549.0
2023-09-13 15:00:00	ES	Futures	4904.15	4904.97	4894.26	4901.4	13815.0
2023-09-13 15:30:00	ES	Futures	4901.68	4910.46	4901.13	4907.17	19334.0
2023-09-13 16:00:00	ES	Futures	4906.89	4911.01	4905.24	4909.91	4271.0
2023-09-13 16:30:00	ES	Futures	4910.19	4911.83	4909.36	4911.83	889.0
2023-09-13 18:00:00	ES	Futures	4910.19	4911.28	4908.54	4909.64	880.0
2023-09-13 18:30:00	ES	Futures	4909.64	4909.91	4908.54	4909.64	166.0
2023-09-13 19:00:00	ES	Futures	4909.91	4912.38	4909.36	4911.56	289.0
2023-09-13 19:30:00	ES	Futures	4911.83	4913.48	4911.28	4912.38	214.0
2023-09-13 20:00:00	ES	Futures	4912.66	4914.3	4911.56	4914.3	614.0
2023-09-13 20:30:00	ES	Futures	4914.3	4918.15	4913.21	4917.32	1038.0
2023-09-13 21:00:00	ES	Futures	4917.32	4918.15	4915.95	4916.22	584.0
2023-09-13 21:30:00	ES	Futures	4916.5	4920.07	4914.85	4917.05	1261.0
2023-09-13 22:00:00	ES	Futures	4917.05	4917.87	4914.58	4917.6	614.0
2023-09-13 22:30:00	ES	Futures	4917.6	4919.24	4917.6	4918.97	489.0
2023-09-13 23:00:00	ES	Futures	4919.24	4921.44	4918.97	4920.34	807.0
2023-09-13 23:30:00	ES	Futures	4920.34	4922.81	4920.07	4922.54	464.0
2023-09-13 00:00:00	NQ	Futures	17004.66	17017.18	17001.32	17014.39	384.0
2023-09-13 00:30:00	NQ	Futures	17014.67	17033.31	17013.0	17032.75	402.0
2023-09-13 01:00:00	NQ	Futures	17033.59	17038.04	17023.29	17023.29	310.0
2023-09-13 01:30:00	NQ	Futures	17023.57	17028.3	17003.83	17013.0	427.0

> showing 50 of 3,750 rows — these rows as CSV

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