PREVIEW / futures_30min / 2023-09-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-21.parquet
  size:    111 KB
  rows:    3,876

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
2023-09-21 00:00:00	ES	Futures	4817.99	4818.53	4816.09	4817.45	3366.0
2023-09-21 00:30:00	ES	Futures	4817.45	4818.53	4815.27	4816.63	2675.0
2023-09-21 01:00:00	ES	Futures	4816.63	4817.45	4813.1	4813.1	4528.0
2023-09-21 01:30:00	ES	Futures	4813.1	4817.45	4813.1	4815.27	3792.0
2023-09-21 02:00:00	ES	Futures	4815.54	4818.26	4815.0	4817.72	5468.0
2023-09-21 02:30:00	ES	Futures	4817.72	4822.06	4817.45	4820.7	5772.0
2023-09-21 03:00:00	ES	Futures	4820.98	4822.06	4815.27	4815.54	11628.0
2023-09-21 03:30:00	ES	Futures	4815.54	4820.16	4808.76	4818.53	19018.0
2023-09-21 04:00:00	ES	Futures	4818.8	4821.25	4812.83	4816.9	11460.0
2023-09-21 04:30:00	ES	Futures	4816.9	4816.9	4808.76	4810.38	10583.0
2023-09-21 05:00:00	ES	Futures	4810.66	4813.64	4809.03	4810.66	7666.0
2023-09-21 05:30:00	ES	Futures	4810.66	4811.74	4804.41	4805.77	11872.0
2023-09-21 06:00:00	ES	Futures	4805.77	4806.04	4799.25	4800.61	18085.0
2023-09-21 06:30:00	ES	Futures	4800.61	4801.7	4797.89	4800.88	11406.0
2023-09-21 07:00:00	ES	Futures	4801.15	4803.32	4791.38	4792.73	24171.0
2023-09-21 07:30:00	ES	Futures	4792.46	4796.26	4790.56	4792.19	17888.0
2023-09-21 08:00:00	ES	Futures	4792.19	4793.82	4788.39	4791.1	23774.0
2023-09-21 08:30:00	ES	Futures	4790.83	4791.38	4782.96	4790.56	45988.0
2023-09-21 09:00:00	ES	Futures	4790.83	4796.81	4789.75	4796.81	37522.0
2023-09-21 09:30:00	ES	Futures	4796.54	4799.52	4779.43	4779.7	217654.0
2023-09-21 10:00:00	ES	Futures	4779.7	4795.45	4778.07	4785.4	169327.0
2023-09-21 10:30:00	ES	Futures	4785.67	4794.09	4778.07	4779.43	115554.0
2023-09-21 11:00:00	ES	Futures	4779.16	4784.32	4774.0	4775.9	100455.0
2023-09-21 11:30:00	ES	Futures	4775.63	4783.77	4774.81	4776.98	83489.0
2023-09-21 12:00:00	ES	Futures	4776.98	4777.53	4771.28	4775.35	72255.0
2023-09-21 12:30:00	ES	Futures	4775.35	4779.97	4772.64	4772.91	59403.0
2023-09-21 13:00:00	ES	Futures	4773.18	4787.03	4772.1	4784.59	76617.0
2023-09-21 13:30:00	ES	Futures	4784.59	4787.85	4781.06	4782.69	64066.0
2023-09-21 14:00:00	ES	Futures	4782.96	4783.5	4770.47	4770.47	69175.0
2023-09-21 14:30:00	ES	Futures	4770.47	4775.9	4767.75	4768.02	76119.0
2023-09-21 15:00:00	ES	Futures	4768.02	4771.55	4756.34	4757.43	116255.0
2023-09-21 15:30:00	ES	Futures	4757.43	4760.69	4747.65	4750.1	259635.0
2023-09-21 16:00:00	ES	Futures	4750.1	4752.54	4743.31	4743.85	74310.0
2023-09-21 16:30:00	ES	Futures	4743.58	4746.57	4743.04	4745.75	10581.0
2023-09-21 18:00:00	ES	Futures	4747.11	4752.0	4746.84	4751.46	5777.0
2023-09-21 18:30:00	ES	Futures	4751.46	4751.73	4749.56	4750.1	1773.0
2023-09-21 19:00:00	ES	Futures	4750.1	4750.64	4747.65	4748.2	2521.0
2023-09-21 19:30:00	ES	Futures	4748.2	4749.56	4745.21	4746.57	3138.0
2023-09-21 20:00:00	ES	Futures	4746.57	4749.56	4744.4	4744.4	5618.0
2023-09-21 20:30:00	ES	Futures	4744.67	4748.47	4742.5	4748.47	5443.0
2023-09-21 21:00:00	ES	Futures	4748.2	4750.91	4745.21	4750.91	5417.0
2023-09-21 21:30:00	ES	Futures	4750.91	4752.54	4749.56	4751.46	5148.0
2023-09-21 22:00:00	ES	Futures	4751.19	4754.44	4751.19	4753.63	6454.0
2023-09-21 22:30:00	ES	Futures	4753.9	4754.17	4749.83	4750.91	8062.0
2023-09-21 23:00:00	ES	Futures	4750.91	4755.53	4750.64	4755.53	6755.0
2023-09-21 23:30:00	ES	Futures	4755.53	4758.25	4755.26	4757.16	5395.0
2023-09-21 00:00:00	NQ	Futures	16585.05	16586.7	16576.26	16582.85	1453.0
2023-09-21 00:30:00	NQ	Futures	16583.4	16588.34	16574.89	16580.93	1472.0
2023-09-21 01:00:00	NQ	Futures	16581.2	16583.4	16567.47	16568.29	2306.0
2023-09-21 01:30:00	NQ	Futures	16568.57	16587.52	16568.29	16575.71	2079.0

> showing 50 of 3,876 rows — these rows as CSV

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