PREVIEW / futures_30min / 2023-09-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-20.parquet
  size:    113 KB
  rows:    3,870

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
2023-09-20 00:00:00	ES	Futures	4872.03	4872.3	4871.49	4872.03	937.0
2023-09-20 00:30:00	ES	Futures	4872.03	4872.57	4870.94	4872.03	1569.0
2023-09-20 01:00:00	ES	Futures	4872.03	4873.39	4870.94	4872.84	1568.0
2023-09-20 01:30:00	ES	Futures	4872.57	4875.02	4872.3	4872.84	2717.0
2023-09-20 02:00:00	ES	Futures	4872.84	4879.9	4872.84	4879.63	5689.0
2023-09-20 02:30:00	ES	Futures	4879.9	4880.45	4876.65	4876.65	4586.0
2023-09-20 03:00:00	ES	Futures	4876.65	4880.45	4875.83	4879.9	7843.0
2023-09-20 03:30:00	ES	Futures	4879.9	4881.53	4877.46	4879.63	5773.0
2023-09-20 04:00:00	ES	Futures	4879.36	4883.43	4876.37	4882.08	8029.0
2023-09-20 04:30:00	ES	Futures	4881.8	4885.61	4881.8	4884.79	5763.0
2023-09-20 05:00:00	ES	Futures	4884.79	4887.24	4882.89	4883.98	5352.0
2023-09-20 05:30:00	ES	Futures	4883.98	4887.51	4883.43	4886.96	5220.0
2023-09-20 06:00:00	ES	Futures	4886.69	4887.78	4885.06	4885.06	6488.0
2023-09-20 06:30:00	ES	Futures	4885.06	4887.51	4883.71	4887.24	6380.0
2023-09-20 07:00:00	ES	Futures	4886.96	4889.68	4885.88	4885.88	6055.0
2023-09-20 07:30:00	ES	Futures	4886.15	4889.68	4885.88	4888.05	5788.0
2023-09-20 08:00:00	ES	Futures	4887.78	4892.4	4887.51	4890.22	9111.0
2023-09-20 08:30:00	ES	Futures	4889.95	4894.57	4886.96	4894.02	12643.0
2023-09-20 09:00:00	ES	Futures	4894.02	4896.74	4891.31	4891.85	22791.0
2023-09-20 09:30:00	ES	Futures	4891.58	4895.93	4885.06	4892.67	109522.0
2023-09-20 10:00:00	ES	Futures	4892.67	4896.2	4884.52	4889.14	81188.0
2023-09-20 10:30:00	ES	Futures	4889.14	4891.31	4885.61	4886.96	43402.0
2023-09-20 11:00:00	ES	Futures	4887.24	4890.77	4882.89	4883.43	47278.0
2023-09-20 11:30:00	ES	Futures	4883.71	4888.59	4881.8	4888.32	41865.0
2023-09-20 12:00:00	ES	Futures	4888.32	4889.68	4885.33	4889.68	27696.0
2023-09-20 12:30:00	ES	Futures	4889.68	4891.31	4888.59	4890.77	25476.0
2023-09-20 13:00:00	ES	Futures	4891.04	4891.31	4886.69	4886.96	31560.0
2023-09-20 13:30:00	ES	Futures	4887.24	4888.05	4880.99	4886.42	39384.0
2023-09-20 14:00:00	ES	Futures	4886.69	4886.69	4864.15	4875.29	160759.0
2023-09-20 14:30:00	ES	Futures	4875.29	4888.05	4863.07	4866.87	198624.0
2023-09-20 15:00:00	ES	Futures	4866.87	4871.76	4849.49	4856.55	136160.0
2023-09-20 15:30:00	ES	Futures	4856.55	4857.36	4829.39	4831.57	240034.0
2023-09-20 16:00:00	ES	Futures	4831.57	4833.2	4826.68	4830.21	78449.0
2023-09-20 16:30:00	ES	Futures	4829.94	4831.29	4826.41	4827.49	10870.0
2023-09-20 18:00:00	ES	Futures	4828.31	4830.48	4824.51	4825.32	7216.0
2023-09-20 18:30:00	ES	Futures	4825.32	4826.41	4823.69	4825.59	3806.0
2023-09-20 19:00:00	ES	Futures	4825.32	4826.68	4823.42	4826.68	3165.0
2023-09-20 19:30:00	ES	Futures	4826.68	4826.68	4822.61	4823.42	5023.0
2023-09-20 20:00:00	ES	Futures	4823.42	4827.49	4822.33	4824.23	8154.0
2023-09-20 20:30:00	ES	Futures	4823.96	4823.96	4818.26	4819.35	8624.0
2023-09-20 21:00:00	ES	Futures	4819.35	4821.25	4817.72	4820.43	4967.0
2023-09-20 21:30:00	ES	Futures	4820.16	4820.43	4816.9	4816.9	5933.0
2023-09-20 22:00:00	ES	Futures	4816.9	4818.53	4814.73	4815.0	5174.0
2023-09-20 22:30:00	ES	Futures	4815.0	4815.82	4813.37	4815.27	5398.0
2023-09-20 23:00:00	ES	Futures	4815.27	4818.53	4815.0	4817.99	4001.0
2023-09-20 23:30:00	ES	Futures	4817.99	4818.53	4816.9	4818.26	2127.0
2023-09-20 00:00:00	NQ	Futures	16864.38	16866.58	16858.06	16861.63	1105.0
2023-09-20 00:30:00	NQ	Futures	16861.63	16867.4	16855.87	16862.18	1480.0
2023-09-20 01:00:00	NQ	Futures	16862.18	16870.15	16856.97	16865.48	1231.0
2023-09-20 01:30:00	NQ	Futures	16866.03	16876.47	16863.01	16864.93	1664.0

> showing 50 of 3,870 rows — these rows as CSV

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