PREVIEW / futures_30min / 2023-09-22

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-22.parquet
  size:    89 KB
  rows:    3,082

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
2023-09-22 00:00:00	ES	Futures	4757.16	4759.06	4756.62	4757.43	3072.0
2023-09-22 00:30:00	ES	Futures	4757.16	4758.52	4756.34	4757.97	2697.0
2023-09-22 01:00:00	ES	Futures	4757.97	4758.79	4756.62	4757.43	4250.0
2023-09-22 01:30:00	ES	Futures	4757.16	4760.96	4756.89	4759.33	7316.0
2023-09-22 02:00:00	ES	Futures	4759.33	4760.96	4757.43	4760.69	6637.0
2023-09-22 02:30:00	ES	Futures	4760.69	4760.96	4757.7	4757.97	5317.0
2023-09-22 03:00:00	ES	Futures	4757.97	4762.32	4752.81	4757.16	23866.0
2023-09-22 03:30:00	ES	Futures	4757.43	4760.69	4753.09	4754.17	14744.0
2023-09-22 04:00:00	ES	Futures	4754.17	4757.97	4750.64	4754.44	12211.0
2023-09-22 04:30:00	ES	Futures	4754.44	4759.06	4753.09	4756.34	8564.0
2023-09-22 05:00:00	ES	Futures	4756.34	4757.7	4753.36	4756.07	6642.0
2023-09-22 05:30:00	ES	Futures	4756.34	4762.32	4756.07	4761.23	9731.0
2023-09-22 06:00:00	ES	Futures	4760.96	4761.5	4756.89	4758.25	9388.0
2023-09-22 06:30:00	ES	Futures	4758.25	4762.86	4757.16	4759.33	7025.0
2023-09-22 07:00:00	ES	Futures	4759.6	4760.42	4755.53	4757.7	9273.0
2023-09-22 07:30:00	ES	Futures	4757.43	4760.69	4757.16	4759.88	7249.0
2023-09-22 08:00:00	ES	Futures	4759.88	4769.38	4759.88	4768.02	29631.0
2023-09-22 08:30:00	ES	Futures	4768.02	4769.38	4763.95	4765.31	16761.0
2023-09-22 09:00:00	ES	Futures	4765.58	4767.21	4758.79	4760.42	28151.0
2023-09-22 09:30:00	ES	Futures	4760.15	4762.59	4751.46	4760.15	163846.0
2023-09-22 10:00:00	ES	Futures	4760.15	4767.48	4754.72	4763.41	126429.0
2023-09-22 10:30:00	ES	Futures	4763.41	4775.08	4763.41	4773.45	112836.0
2023-09-22 11:00:00	ES	Futures	4773.18	4776.17	4765.58	4775.9	77149.0
2023-09-22 11:30:00	ES	Futures	4775.9	4778.34	4764.76	4765.03	68516.0
2023-09-22 12:00:00	ES	Futures	4765.31	4771.82	4762.32	4768.84	50386.0
2023-09-22 12:30:00	ES	Futures	4769.11	4774.81	4767.48	4770.47	41671.0
2023-09-22 13:00:00	ES	Futures	4770.47	4771.28	4754.44	4756.62	69619.0
2023-09-22 13:30:00	ES	Futures	4756.62	4757.16	4746.3	4750.64	91833.0
2023-09-22 14:00:00	ES	Futures	4750.37	4752.81	4738.97	4743.85	87714.0
2023-09-22 14:30:00	ES	Futures	4743.85	4747.11	4738.97	4744.94	69862.0
2023-09-22 15:00:00	ES	Futures	4744.67	4768.56	4743.31	4761.5	114744.0
2023-09-22 15:30:00	ES	Futures	4761.78	4763.95	4732.99	4737.61	234504.0
2023-09-22 16:00:00	ES	Futures	4737.61	4743.04	4736.79	4740.32	57279.0
2023-09-22 16:30:00	ES	Futures	4740.32	4741.14	4736.79	4738.97	10427.0
2023-09-22 00:00:00	NQ	Futures	16365.59	16375.75	16363.12	16369.44	1436.0
2023-09-22 00:30:00	NQ	Futures	16369.44	16373.01	16361.75	16371.63	1235.0
2023-09-22 01:00:00	NQ	Futures	16371.36	16376.85	16365.32	16366.96	1701.0
2023-09-22 01:30:00	NQ	Futures	16366.96	16385.92	16366.14	16374.38	2785.0
2023-09-22 02:00:00	NQ	Futures	16374.66	16381.8	16365.59	16381.25	2738.0
2023-09-22 02:30:00	NQ	Futures	16380.97	16385.92	16371.91	16376.85	2348.0
2023-09-22 03:00:00	NQ	Futures	16376.58	16400.2	16359.27	16389.21	8532.0
2023-09-22 03:30:00	NQ	Futures	16389.49	16399.37	16371.08	16374.66	5280.0
2023-09-22 04:00:00	NQ	Futures	16375.2	16395.53	16362.3	16380.15	5652.0
2023-09-22 04:30:00	NQ	Futures	16380.7	16396.08	16373.01	16388.39	3028.0
2023-09-22 05:00:00	NQ	Futures	16388.39	16393.33	16375.48	16386.47	2306.0
2023-09-22 05:30:00	NQ	Futures	16387.02	16409.54	16385.92	16405.69	4245.0
2023-09-22 06:00:00	NQ	Futures	16405.14	16407.34	16389.76	16394.71	3738.0
2023-09-22 06:30:00	NQ	Futures	16394.43	16413.66	16391.68	16399.1	3324.0
2023-09-22 07:00:00	NQ	Futures	16399.1	16401.3	16383.72	16390.86	4206.0
2023-09-22 07:30:00	NQ	Futures	16391.13	16399.65	16385.09	16395.53	2997.0

> showing 50 of 3,082 rows — these rows as CSV

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