PREVIEW / futures_30min / 2023-09-25

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-25.parquet
  size:    108 KB
  rows:    3,852

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
2023-09-25 00:00:00	ES	Futures	4749.56	4750.91	4749.28	4750.91	1177.0
2023-09-25 00:30:00	ES	Futures	4750.64	4750.64	4747.93	4749.56	1863.0
2023-09-25 01:00:00	ES	Futures	4749.28	4751.73	4748.2	4750.1	2130.0
2023-09-25 01:30:00	ES	Futures	4749.83	4750.1	4746.57	4747.11	2189.0
2023-09-25 02:00:00	ES	Futures	4747.11	4750.91	4746.03	4747.93	5299.0
2023-09-25 02:30:00	ES	Futures	4747.93	4750.64	4746.57	4748.74	3458.0
2023-09-25 03:00:00	ES	Futures	4748.74	4755.8	4748.47	4755.53	11594.0
2023-09-25 03:30:00	ES	Futures	4755.26	4757.16	4751.46	4752.81	9161.0
2023-09-25 04:00:00	ES	Futures	4753.09	4754.44	4738.69	4739.24	11777.0
2023-09-25 04:30:00	ES	Futures	4738.97	4739.24	4722.13	4729.46	28076.0
2023-09-25 05:00:00	ES	Futures	4729.46	4736.25	4727.56	4735.71	12650.0
2023-09-25 05:30:00	ES	Futures	4735.71	4736.25	4729.19	4735.71	10185.0
2023-09-25 06:00:00	ES	Futures	4735.71	4738.69	4732.72	4737.61	8824.0
2023-09-25 06:30:00	ES	Futures	4737.61	4737.88	4730.0	4734.08	9089.0
2023-09-25 07:00:00	ES	Futures	4734.08	4737.61	4731.36	4732.72	8587.0
2023-09-25 07:30:00	ES	Futures	4732.72	4732.72	4722.67	4724.03	14981.0
2023-09-25 08:00:00	ES	Futures	4724.03	4727.56	4718.06	4723.76	19099.0
2023-09-25 08:30:00	ES	Futures	4723.49	4728.1	4721.04	4722.13	23067.0
2023-09-25 09:00:00	ES	Futures	4721.86	4723.76	4712.35	4722.94	44592.0
2023-09-25 09:30:00	ES	Futures	4723.21	4740.59	4718.06	4738.42	166131.0
2023-09-25 10:00:00	ES	Futures	4738.69	4740.32	4723.76	4727.02	119601.0
2023-09-25 10:30:00	ES	Futures	4727.02	4734.62	4723.49	4723.49	85850.0
2023-09-25 11:00:00	ES	Futures	4723.49	4748.74	4722.67	4743.04	123354.0
2023-09-25 11:30:00	ES	Futures	4743.04	4750.91	4741.95	4746.3	75276.0
2023-09-25 12:00:00	ES	Futures	4746.3	4754.99	4743.58	4753.09	52215.0
2023-09-25 12:30:00	ES	Futures	4753.36	4754.17	4738.97	4744.4	55351.0
2023-09-25 13:00:00	ES	Futures	4744.12	4752.54	4739.51	4743.04	53273.0
2023-09-25 13:30:00	ES	Futures	4743.31	4748.74	4738.97	4748.74	50317.0
2023-09-25 14:00:00	ES	Futures	4748.74	4751.46	4741.68	4743.04	51219.0
2023-09-25 14:30:00	ES	Futures	4743.04	4751.19	4740.87	4741.68	65162.0
2023-09-25 15:00:00	ES	Futures	4741.68	4748.74	4732.18	4744.12	111544.0
2023-09-25 15:30:00	ES	Futures	4744.12	4757.97	4741.68	4757.16	156805.0
2023-09-25 16:00:00	ES	Futures	4757.16	4760.42	4756.07	4759.33	53249.0
2023-09-25 16:30:00	ES	Futures	4759.6	4761.5	4759.33	4760.69	6228.0
2023-09-25 18:00:00	ES	Futures	4759.88	4759.88	4757.16	4757.97	2755.0
2023-09-25 18:30:00	ES	Futures	4757.97	4758.52	4757.43	4757.7	1147.0
2023-09-25 19:00:00	ES	Futures	4757.43	4757.43	4755.8	4756.34	1213.0
2023-09-25 19:30:00	ES	Futures	4756.07	4757.16	4755.26	4755.53	1299.0
2023-09-25 20:00:00	ES	Futures	4755.53	4755.8	4748.47	4748.74	5722.0
2023-09-25 20:30:00	ES	Futures	4748.74	4749.28	4740.59	4741.95	8260.0
2023-09-25 21:00:00	ES	Futures	4742.22	4743.58	4740.05	4742.77	6385.0
2023-09-25 21:30:00	ES	Futures	4742.77	4743.04	4735.43	4737.06	8344.0
2023-09-25 22:00:00	ES	Futures	4737.06	4738.15	4734.08	4735.98	5101.0
2023-09-25 22:30:00	ES	Futures	4735.98	4738.15	4733.81	4735.98	4657.0
2023-09-25 23:00:00	ES	Futures	4736.25	4739.24	4735.71	4738.15	3413.0
2023-09-25 23:30:00	ES	Futures	4738.15	4740.59	4737.61	4740.05	2069.0
2023-09-25 00:00:00	NQ	Futures	16393.61	16399.1	16392.51	16398.28	892.0
2023-09-25 00:30:00	NQ	Futures	16398.28	16398.83	16387.84	16393.88	965.0
2023-09-25 01:00:00	NQ	Futures	16393.33	16406.52	16390.31	16398.0	1659.0
2023-09-25 01:30:00	NQ	Futures	16398.0	16398.83	16381.8	16383.17	1572.0

> showing 50 of 3,852 rows — these rows as CSV

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