PREVIEW / futures_30min / 2023-09-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-19.parquet
  size:    102 KB
  rows:    3,817

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
2023-09-19 00:00:00	ES	Futures	4889.14	4889.95	4888.59	4888.87	1401.0
2023-09-19 00:30:00	ES	Futures	4888.87	4889.14	4886.69	4887.24	3000.0
2023-09-19 01:00:00	ES	Futures	4886.96	4887.78	4885.06	4885.61	3003.0
2023-09-19 01:30:00	ES	Futures	4885.33	4886.69	4884.52	4886.15	2671.0
2023-09-19 02:00:00	ES	Futures	4886.42	4886.96	4883.98	4884.25	4823.0
2023-09-19 02:30:00	ES	Futures	4884.25	4886.96	4883.98	4886.15	2777.0
2023-09-19 03:00:00	ES	Futures	4886.15	4892.94	4884.25	4892.67	9713.0
2023-09-19 03:30:00	ES	Futures	4892.94	4895.38	4891.31	4894.02	8782.0
2023-09-19 04:00:00	ES	Futures	4893.75	4896.47	4893.21	4894.02	5750.0
2023-09-19 04:30:00	ES	Futures	4894.3	4895.65	4893.21	4894.3	3333.0
2023-09-19 05:00:00	ES	Futures	4894.57	4898.1	4892.67	4897.83	5399.0
2023-09-19 05:30:00	ES	Futures	4898.1	4898.1	4895.65	4897.01	3796.0
2023-09-19 06:00:00	ES	Futures	4896.74	4897.56	4895.11	4895.93	3767.0
2023-09-19 06:30:00	ES	Futures	4895.65	4898.37	4895.11	4895.38	3705.0
2023-09-19 07:00:00	ES	Futures	4895.11	4896.47	4893.75	4896.2	4720.0
2023-09-19 07:30:00	ES	Futures	4896.2	4896.2	4892.12	4894.3	5369.0
2023-09-19 08:00:00	ES	Futures	4894.57	4894.57	4890.22	4892.4	9970.0
2023-09-19 08:30:00	ES	Futures	4892.4	4893.21	4883.71	4883.98	17914.0
2023-09-19 09:00:00	ES	Futures	4883.98	4885.33	4875.56	4878.0	37432.0
2023-09-19 09:30:00	ES	Futures	4877.73	4883.98	4871.76	4872.3	154469.0
2023-09-19 10:00:00	ES	Futures	4872.3	4872.84	4859.81	4866.05	140232.0
2023-09-19 10:30:00	ES	Futures	4865.78	4865.78	4853.56	4854.11	108783.0
2023-09-19 11:00:00	ES	Futures	4854.11	4857.91	4853.29	4857.64	60257.0
2023-09-19 11:30:00	ES	Futures	4857.36	4859.27	4852.48	4857.09	66052.0
2023-09-19 12:00:00	ES	Futures	4857.09	4857.36	4850.3	4853.83	55355.0
2023-09-19 12:30:00	ES	Futures	4854.11	4855.19	4847.05	4854.38	61132.0
2023-09-19 13:00:00	ES	Futures	4854.38	4862.25	4853.29	4859.81	56533.0
2023-09-19 13:30:00	ES	Futures	4859.81	4872.84	4859.81	4871.76	82462.0
2023-09-19 14:00:00	ES	Futures	4871.76	4875.02	4869.58	4870.4	63417.0
2023-09-19 14:30:00	ES	Futures	4870.4	4884.52	4870.13	4871.21	112441.0
2023-09-19 15:00:00	ES	Futures	4870.94	4876.65	4868.77	4875.29	64983.0
2023-09-19 15:30:00	ES	Futures	4875.56	4882.89	4872.57	4878.27	142878.0
2023-09-19 16:00:00	ES	Futures	4878.27	4881.53	4878.27	4878.55	32287.0
2023-09-19 16:30:00	ES	Futures	4878.82	4879.36	4878.55	4879.36	4469.0
2023-09-19 18:00:00	ES	Futures	4878.55	4880.45	4877.73	4879.36	1457.0
2023-09-19 18:30:00	ES	Futures	4879.63	4879.63	4878.0	4878.82	672.0
2023-09-19 19:00:00	ES	Futures	4879.09	4879.63	4878.0	4879.36	862.0
2023-09-19 19:30:00	ES	Futures	4879.09	4880.18	4879.09	4879.63	1409.0
2023-09-19 20:00:00	ES	Futures	4879.63	4880.18	4876.1	4876.37	4053.0
2023-09-19 20:30:00	ES	Futures	4876.37	4877.73	4875.56	4876.37	1964.0
2023-09-19 21:00:00	ES	Futures	4876.37	4876.92	4874.2	4875.83	3056.0
2023-09-19 21:30:00	ES	Futures	4875.56	4878.55	4874.47	4876.37	3647.0
2023-09-19 22:00:00	ES	Futures	4876.1	4876.92	4873.66	4874.2	2641.0
2023-09-19 22:30:00	ES	Futures	4874.2	4874.74	4873.11	4873.93	1465.0
2023-09-19 23:00:00	ES	Futures	4873.93	4874.47	4873.39	4874.2	1000.0
2023-09-19 23:30:00	ES	Futures	4874.2	4874.2	4871.21	4872.03	1870.0
2023-09-19 00:00:00	NQ	Futures	16928.38	16930.3	16924.26	16924.81	865.0
2023-09-19 00:30:00	NQ	Futures	16924.81	16926.18	16913.0	16917.12	1729.0
2023-09-19 01:00:00	NQ	Futures	16917.12	16920.69	16908.88	16911.62	1834.0
2023-09-19 01:30:00	NQ	Futures	16911.07	16916.84	16904.76	16913.0	1569.0

> showing 50 of 3,817 rows — these rows as CSV

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