PREVIEW / futures_30min / 2023-09-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-15.parquet
  size:    88 KB
  rows:    3,030

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
2023-09-15 00:00:00	ES	Futures	4958.11	4958.93	4957.3	4958.38	1758.0
2023-09-15 00:30:00	ES	Futures	4958.11	4959.74	4957.57	4958.38	1584.0
2023-09-15 01:00:00	ES	Futures	4958.38	4959.74	4957.03	4957.84	3053.0
2023-09-15 01:30:00	ES	Futures	4957.84	4958.93	4956.48	4958.66	3596.0
2023-09-15 02:00:00	ES	Futures	4958.38	4958.38	4954.85	4957.03	4805.0
2023-09-15 02:30:00	ES	Futures	4957.03	4958.66	4956.48	4957.3	4002.0
2023-09-15 03:00:00	ES	Futures	4957.3	4958.93	4953.77	4953.77	14126.0
2023-09-15 03:30:00	ES	Futures	4953.77	4955.13	4949.97	4953.77	11669.0
2023-09-15 04:00:00	ES	Futures	4953.77	4954.58	4949.69	4950.51	9543.0
2023-09-15 04:30:00	ES	Futures	4950.24	4952.14	4949.69	4950.24	5396.0
2023-09-15 05:00:00	ES	Futures	4950.51	4953.22	4949.42	4951.05	8536.0
2023-09-15 05:30:00	ES	Futures	4951.32	4954.04	4950.78	4953.22	5354.0
2023-09-15 06:00:00	ES	Futures	4953.22	4955.13	4951.32	4953.77	6093.0
2023-09-15 06:30:00	ES	Futures	4954.04	4955.13	4952.41	4954.85	4781.0
2023-09-15 07:00:00	ES	Futures	4954.85	4955.13	4950.78	4952.68	7242.0
2023-09-15 07:30:00	ES	Futures	4952.68	4953.5	4949.69	4950.24	5379.0
2023-09-15 08:00:00	ES	Futures	4950.24	4954.58	4948.61	4950.24	11178.0
2023-09-15 08:30:00	ES	Futures	4949.97	4949.97	4939.38	4940.19	37090.0
2023-09-15 09:00:00	ES	Futures	4939.92	4942.91	4924.98	4927.97	75192.0
2023-09-15 09:30:00	ES	Futures	4928.24	4932.04	4915.21	4919.55	217519.0
2023-09-15 10:00:00	ES	Futures	4919.82	4925.8	4910.86	4915.48	178283.0
2023-09-15 10:30:00	ES	Futures	4915.75	4918.47	4899.46	4899.73	125957.0
2023-09-15 11:00:00	ES	Futures	4899.73	4904.89	4896.47	4904.62	102894.0
2023-09-15 11:30:00	ES	Futures	4904.62	4908.42	4900.0	4905.7	79005.0
2023-09-15 12:00:00	ES	Futures	4905.97	4907.87	4902.99	4903.8	48747.0
2023-09-15 12:30:00	ES	Futures	4903.8	4908.96	4902.71	4906.79	44170.0
2023-09-15 13:00:00	ES	Futures	4906.52	4906.79	4886.15	4887.51	83127.0
2023-09-15 13:30:00	ES	Futures	4887.24	4895.65	4882.62	4893.21	71647.0
2023-09-15 14:00:00	ES	Futures	4893.48	4893.75	4884.52	4885.61	66243.0
2023-09-15 14:30:00	ES	Futures	4885.61	4892.67	4884.79	4892.12	53838.0
2023-09-15 15:00:00	ES	Futures	4892.4	4892.67	4885.61	4890.49	56236.0
2023-09-15 15:30:00	ES	Futures	4890.77	4893.48	4881.53	4885.61	212317.0
2023-09-15 16:00:00	ES	Futures	4885.61	4891.04	4884.79	4888.87	77371.0
2023-09-15 16:30:00	ES	Futures	4889.14	4890.77	4886.96	4886.96	8828.0
2023-09-15 00:00:00	NQ	Futures	17260.17	17267.31	17257.98	17264.29	1346.0
2023-09-15 00:30:00	NQ	Futures	17263.74	17270.61	17259.35	17264.29	1404.0
2023-09-15 01:00:00	NQ	Futures	17264.57	17269.79	17255.78	17261.27	2276.0
2023-09-15 01:30:00	NQ	Futures	17261.0	17265.12	17252.76	17263.19	1635.0
2023-09-15 02:00:00	NQ	Futures	17262.64	17262.92	17247.81	17255.5	2512.0
2023-09-15 02:30:00	NQ	Futures	17255.5	17262.64	17250.01	17252.48	2319.0
2023-09-15 03:00:00	NQ	Futures	17252.48	17259.35	17235.45	17236.28	5059.0
2023-09-15 03:30:00	NQ	Futures	17236.0	17236.0	17197.27	17222.27	7483.0
2023-09-15 04:00:00	NQ	Futures	17222.54	17226.94	17205.24	17207.71	4659.0
2023-09-15 04:30:00	NQ	Futures	17207.16	17215.95	17195.35	17199.47	3545.0
2023-09-15 05:00:00	NQ	Futures	17200.02	17209.91	17185.19	17195.08	4989.0
2023-09-15 05:30:00	NQ	Futures	17195.08	17209.63	17190.96	17202.77	3978.0
2023-09-15 06:00:00	NQ	Futures	17202.49	17214.3	17193.98	17206.06	3162.0
2023-09-15 06:30:00	NQ	Futures	17206.06	17217.05	17201.39	17214.03	2360.0
2023-09-15 07:00:00	NQ	Futures	17214.03	17218.97	17196.73	17204.96	3494.0
2023-09-15 07:30:00	NQ	Futures	17204.96	17209.36	17193.98	17196.45	2797.0

> showing 50 of 3,030 rows — these rows as CSV

> unlock the full archive -- $79 one-time