PREVIEW / futures_30min / 2023-09-14

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-14.parquet
  size:    108 KB
  rows:    3,848

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
2023-09-14 00:00:00	ES	Futures	4922.54	4923.08	4921.72	4923.08	2381.0
2023-09-14 00:30:00	ES	Futures	4922.81	4923.08	4920.09	4920.37	2512.0
2023-09-14 01:00:00	ES	Futures	4920.37	4922.54	4919.82	4922.27	2680.0
2023-09-14 01:30:00	ES	Futures	4922.27	4925.25	4920.37	4922.27	6037.0
2023-09-14 02:00:00	ES	Futures	4922.0	4923.08	4919.55	4922.27	4531.0
2023-09-14 02:30:00	ES	Futures	4922.27	4923.62	4919.01	4920.37	3358.0
2023-09-14 03:00:00	ES	Futures	4920.09	4920.37	4915.75	4917.38	9130.0
2023-09-14 03:30:00	ES	Futures	4917.38	4920.91	4915.75	4917.65	6601.0
2023-09-14 04:00:00	ES	Futures	4917.38	4918.47	4911.95	4914.66	7708.0
2023-09-14 04:30:00	ES	Futures	4914.66	4920.91	4913.85	4919.01	5086.0
2023-09-14 05:00:00	ES	Futures	4918.74	4923.35	4916.56	4922.81	6367.0
2023-09-14 05:30:00	ES	Futures	4922.54	4923.08	4919.01	4921.72	5204.0
2023-09-14 06:00:00	ES	Futures	4921.45	4926.34	4921.18	4924.17	11059.0
2023-09-14 06:30:00	ES	Futures	4924.17	4928.24	4923.35	4927.15	7712.0
2023-09-14 07:00:00	ES	Futures	4927.15	4929.33	4925.53	4925.8	9514.0
2023-09-14 07:30:00	ES	Futures	4925.8	4927.43	4922.27	4923.35	7832.0
2023-09-14 08:00:00	ES	Futures	4923.08	4930.96	4922.27	4928.24	20688.0
2023-09-14 08:30:00	ES	Futures	4927.97	4933.13	4917.92	4930.41	64970.0
2023-09-14 09:00:00	ES	Futures	4930.14	4939.92	4928.78	4933.94	61821.0
2023-09-14 09:30:00	ES	Futures	4933.67	4936.66	4922.27	4931.77	192977.0
2023-09-14 10:00:00	ES	Futures	4932.04	4933.94	4918.47	4927.43	130299.0
2023-09-14 10:30:00	ES	Futures	4927.43	4939.65	4926.88	4938.02	119125.0
2023-09-14 11:00:00	ES	Futures	4938.29	4943.45	4937.75	4938.29	74525.0
2023-09-14 11:30:00	ES	Futures	4938.29	4942.91	4933.13	4942.63	73030.0
2023-09-14 12:00:00	ES	Futures	4942.63	4949.42	4941.0	4944.81	63955.0
2023-09-14 12:30:00	ES	Futures	4944.53	4951.32	4943.18	4950.78	50429.0
2023-09-14 13:00:00	ES	Futures	4951.05	4951.05	4946.44	4948.06	40484.0
2023-09-14 13:30:00	ES	Futures	4948.06	4951.05	4945.35	4945.62	39073.0
2023-09-14 14:00:00	ES	Futures	4945.62	4947.52	4943.72	4944.26	43516.0
2023-09-14 14:30:00	ES	Futures	4943.99	4950.51	4942.91	4950.24	40597.0
2023-09-14 15:00:00	ES	Futures	4950.24	4955.4	4946.71	4947.25	68490.0
2023-09-14 15:30:00	ES	Futures	4946.98	4950.78	4944.81	4947.79	152988.0
2023-09-14 16:00:00	ES	Futures	4947.79	4954.31	4946.16	4954.31	50715.0
2023-09-14 16:30:00	ES	Futures	4954.31	4955.13	4950.51	4950.78	8672.0
2023-09-14 18:00:00	ES	Futures	4949.42	4951.87	4949.42	4950.78	3495.0
2023-09-14 18:30:00	ES	Futures	4951.05	4951.87	4949.97	4950.51	1765.0
2023-09-14 19:00:00	ES	Futures	4950.51	4952.68	4949.69	4952.14	2401.0
2023-09-14 19:30:00	ES	Futures	4952.14	4952.95	4950.24	4950.51	2216.0
2023-09-14 20:00:00	ES	Futures	4950.51	4953.5	4949.97	4953.22	3233.0
2023-09-14 20:30:00	ES	Futures	4952.95	4954.31	4951.87	4952.41	2959.0
2023-09-14 21:00:00	ES	Futures	4952.41	4952.95	4949.69	4950.51	3797.0
2023-09-14 21:30:00	ES	Futures	4950.78	4954.31	4949.69	4954.31	3947.0
2023-09-14 22:00:00	ES	Futures	4954.31	4957.57	4954.31	4956.75	6376.0
2023-09-14 22:30:00	ES	Futures	4956.75	4957.03	4955.13	4956.48	1928.0
2023-09-14 23:00:00	ES	Futures	4956.48	4959.74	4955.94	4958.38	4276.0
2023-09-14 23:30:00	ES	Futures	4958.66	4958.66	4957.03	4957.84	2060.0
2023-09-14 00:00:00	NQ	Futures	17164.86	17167.06	17159.1	17164.04	2012.0
2023-09-14 00:30:00	NQ	Futures	17163.49	17164.86	17151.95	17153.88	1628.0
2023-09-14 01:00:00	NQ	Futures	17153.33	17165.69	17149.21	17163.77	2030.0
2023-09-14 01:30:00	NQ	Futures	17163.77	17176.4	17156.9	17163.77	3215.0

> showing 50 of 3,848 rows — these rows as CSV

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