PREVIEW / futures_30min / 2023-09-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-18.parquet
  size:    102 KB
  rows:    3,831

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
2023-09-18 00:00:00	ES	Futures	4894.57	4895.38	4894.57	4895.11	1194.0
2023-09-18 00:30:00	ES	Futures	4895.11	4895.65	4894.02	4894.02	1002.0
2023-09-18 01:00:00	ES	Futures	4894.02	4895.38	4893.48	4893.75	1522.0
2023-09-18 01:30:00	ES	Futures	4893.75	4895.38	4892.12	4893.21	2251.0
2023-09-18 02:00:00	ES	Futures	4892.94	4895.11	4891.85	4893.48	3055.0
2023-09-18 02:30:00	ES	Futures	4893.75	4894.02	4889.68	4891.04	4229.0
2023-09-18 03:00:00	ES	Futures	4891.04	4894.02	4887.51	4891.31	10496.0
2023-09-18 03:30:00	ES	Futures	4891.58	4896.2	4891.31	4894.02	10288.0
2023-09-18 04:00:00	ES	Futures	4894.02	4894.57	4890.77	4891.04	5364.0
2023-09-18 04:30:00	ES	Futures	4891.04	4895.11	4890.77	4891.04	4506.0
2023-09-18 05:00:00	ES	Futures	4891.31	4893.75	4889.41	4889.95	4731.0
2023-09-18 05:30:00	ES	Futures	4889.95	4891.31	4888.87	4890.77	4005.0
2023-09-18 06:00:00	ES	Futures	4890.49	4892.12	4887.78	4891.31	5679.0
2023-09-18 06:30:00	ES	Futures	4891.31	4893.21	4889.68	4891.31	6210.0
2023-09-18 07:00:00	ES	Futures	4891.31	4892.4	4886.42	4886.42	8186.0
2023-09-18 07:30:00	ES	Futures	4886.42	4886.69	4873.93	4877.46	23493.0
2023-09-18 08:00:00	ES	Futures	4877.19	4882.89	4875.29	4880.99	17783.0
2023-09-18 08:30:00	ES	Futures	4880.99	4884.52	4879.63	4882.62	18160.0
2023-09-18 09:00:00	ES	Futures	4882.62	4885.33	4876.92	4882.35	29426.0
2023-09-18 09:30:00	ES	Futures	4882.08	4890.49	4877.19	4882.35	160384.0
2023-09-18 10:00:00	ES	Futures	4882.35	4890.22	4878.82	4885.88	108103.0
2023-09-18 10:30:00	ES	Futures	4886.15	4891.58	4882.35	4889.41	80438.0
2023-09-18 11:00:00	ES	Futures	4889.14	4894.02	4884.79	4894.02	55696.0
2023-09-18 11:30:00	ES	Futures	4893.75	4901.9	4893.48	4900.0	74070.0
2023-09-18 12:00:00	ES	Futures	4900.27	4901.63	4895.93	4900.27	43559.0
2023-09-18 12:30:00	ES	Futures	4900.27	4903.8	4898.1	4898.37	37303.0
2023-09-18 13:00:00	ES	Futures	4898.37	4901.36	4894.84	4898.1	45072.0
2023-09-18 13:30:00	ES	Futures	4898.37	4902.17	4896.2	4896.74	28670.0
2023-09-18 14:00:00	ES	Futures	4896.74	4898.91	4893.21	4894.3	33785.0
2023-09-18 14:30:00	ES	Futures	4894.3	4897.01	4884.25	4888.05	57326.0
2023-09-18 15:00:00	ES	Futures	4888.05	4890.22	4884.52	4888.05	50575.0
2023-09-18 15:30:00	ES	Futures	4888.05	4890.49	4883.98	4889.14	104477.0
2023-09-18 16:00:00	ES	Futures	4889.14	4892.4	4888.87	4891.85	34965.0
2023-09-18 16:30:00	ES	Futures	4892.12	4892.12	4890.49	4890.77	3619.0
2023-09-18 18:00:00	ES	Futures	4891.58	4893.21	4890.49	4893.21	2046.0
2023-09-18 18:30:00	ES	Futures	4892.94	4892.94	4891.85	4892.67	627.0
2023-09-18 19:00:00	ES	Futures	4892.4	4892.94	4892.12	4892.12	771.0
2023-09-18 19:30:00	ES	Futures	4891.85	4892.12	4891.31	4892.12	989.0
2023-09-18 20:00:00	ES	Futures	4892.12	4894.02	4892.12	4892.67	3918.0
2023-09-18 20:30:00	ES	Futures	4892.67	4892.94	4890.49	4891.58	2847.0
2023-09-18 21:00:00	ES	Futures	4891.58	4892.12	4889.68	4889.68	2731.0
2023-09-18 21:30:00	ES	Futures	4889.68	4889.95	4888.05	4888.32	3906.0
2023-09-18 22:00:00	ES	Futures	4888.05	4890.22	4888.05	4888.59	2632.0
2023-09-18 22:30:00	ES	Futures	4888.59	4889.95	4888.05	4889.95	2344.0
2023-09-18 23:00:00	ES	Futures	4889.68	4890.77	4889.41	4890.22	1901.0
2023-09-18 23:30:00	ES	Futures	4890.22	4891.31	4889.14	4889.14	1563.0
2023-09-18 00:00:00	NQ	Futures	16931.67	16935.52	16930.3	16933.05	543.0
2023-09-18 00:30:00	NQ	Futures	16933.6	16937.44	16928.65	16929.2	710.0
2023-09-18 01:00:00	NQ	Futures	16929.75	16936.89	16927.55	16930.03	1152.0
2023-09-18 01:30:00	NQ	Futures	16930.58	16938.27	16924.81	16929.2	1263.0

> showing 50 of 3,831 rows — these rows as CSV

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