PREVIEW / futures_30min / 2023-09-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-26.parquet
  size:    108 KB
  rows:    3,891

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
2023-09-26 00:00:00	ES	Futures	4740.32	4741.68	4739.24	4741.68	2269.0
2023-09-26 00:30:00	ES	Futures	4741.41	4741.68	4740.05	4741.41	1673.0
2023-09-26 01:00:00	ES	Futures	4741.14	4742.22	4739.24	4740.32	2345.0
2023-09-26 01:30:00	ES	Futures	4740.32	4741.68	4736.52	4738.15	4242.0
2023-09-26 02:00:00	ES	Futures	4737.88	4738.69	4729.73	4731.63	7734.0
2023-09-26 02:30:00	ES	Futures	4731.63	4731.63	4727.56	4728.65	6436.0
2023-09-26 03:00:00	ES	Futures	4728.92	4729.46	4718.6	4721.59	18407.0
2023-09-26 03:30:00	ES	Futures	4721.59	4731.09	4719.41	4730.0	16711.0
2023-09-26 04:00:00	ES	Futures	4730.28	4740.87	4730.0	4738.15	18816.0
2023-09-26 04:30:00	ES	Futures	4737.88	4738.15	4732.99	4735.16	9554.0
2023-09-26 05:00:00	ES	Futures	4734.89	4736.25	4729.19	4733.53	8301.0
2023-09-26 05:30:00	ES	Futures	4733.53	4737.61	4728.65	4729.46	9951.0
2023-09-26 06:00:00	ES	Futures	4729.46	4734.62	4729.19	4733.81	8041.0
2023-09-26 06:30:00	ES	Futures	4733.81	4738.15	4732.45	4737.34	9295.0
2023-09-26 07:00:00	ES	Futures	4737.34	4739.51	4729.73	4738.69	11860.0
2023-09-26 07:30:00	ES	Futures	4738.42	4741.68	4735.43	4737.88	12291.0
2023-09-26 08:00:00	ES	Futures	4737.88	4743.31	4735.71	4736.52	18324.0
2023-09-26 08:30:00	ES	Futures	4736.52	4736.52	4726.74	4728.37	26876.0
2023-09-26 09:00:00	ES	Futures	4728.37	4728.37	4720.5	4721.31	35088.0
2023-09-26 09:30:00	ES	Futures	4721.04	4729.46	4715.34	4716.97	162738.0
2023-09-26 10:00:00	ES	Futures	4716.97	4719.96	4698.23	4708.55	167734.0
2023-09-26 10:30:00	ES	Futures	4708.55	4717.51	4704.48	4709.64	116358.0
2023-09-26 11:00:00	ES	Futures	4709.64	4712.35	4695.79	4696.33	83003.0
2023-09-26 11:30:00	ES	Futures	4696.06	4703.39	4694.43	4699.59	95357.0
2023-09-26 12:00:00	ES	Futures	4699.59	4706.92	4696.87	4705.83	61211.0
2023-09-26 12:30:00	ES	Futures	4705.83	4709.37	4703.12	4705.02	46384.0
2023-09-26 13:00:00	ES	Futures	4705.02	4709.37	4698.23	4698.23	83636.0
2023-09-26 13:30:00	ES	Futures	4698.23	4700.68	4687.37	4695.24	95212.0
2023-09-26 14:00:00	ES	Futures	4695.52	4695.79	4685.47	4686.28	66490.0
2023-09-26 14:30:00	ES	Futures	4686.28	4689.54	4681.67	4685.74	67595.0
2023-09-26 15:00:00	ES	Futures	4685.47	4687.91	4676.78	4679.22	92663.0
2023-09-26 15:30:00	ES	Futures	4679.22	4688.46	4677.32	4686.01	185272.0
2023-09-26 16:00:00	ES	Futures	4686.01	4695.52	4685.47	4692.53	64087.0
2023-09-26 16:30:00	ES	Futures	4692.26	4692.53	4691.44	4691.99	7469.0
2023-09-26 18:00:00	ES	Futures	4692.8	4694.16	4689.27	4691.17	3353.0
2023-09-26 18:30:00	ES	Futures	4691.17	4691.99	4689.27	4690.08	2142.0
2023-09-26 19:00:00	ES	Futures	4690.36	4693.61	4690.08	4692.53	2510.0
2023-09-26 19:30:00	ES	Futures	4692.53	4694.43	4691.44	4693.89	8198.0
2023-09-26 20:00:00	ES	Futures	4693.89	4696.33	4692.8	4693.61	7457.0
2023-09-26 20:30:00	ES	Futures	4693.34	4693.61	4689.27	4691.44	5960.0
2023-09-26 21:00:00	ES	Futures	4691.17	4697.15	4690.9	4695.79	5863.0
2023-09-26 21:30:00	ES	Futures	4695.52	4698.77	4695.24	4698.23	6497.0
2023-09-26 22:00:00	ES	Futures	4698.23	4698.23	4695.52	4696.06	3609.0
2023-09-26 22:30:00	ES	Futures	4696.33	4697.96	4695.52	4696.06	3464.0
2023-09-26 23:00:00	ES	Futures	4696.06	4697.15	4694.16	4696.6	3208.0
2023-09-26 23:30:00	ES	Futures	4696.6	4696.6	4693.89	4695.52	3544.0
2023-09-26 00:00:00	NQ	Futures	16342.24	16347.19	16337.3	16346.91	1568.0
2023-09-26 00:30:00	NQ	Futures	16346.64	16346.91	16340.6	16345.82	834.0
2023-09-26 01:00:00	NQ	Futures	16345.54	16351.31	16337.58	16342.79	1735.0
2023-09-26 01:30:00	NQ	Futures	16342.24	16348.84	16323.57	16331.53	2429.0

> showing 50 of 3,891 rows — these rows as CSV

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