PREVIEW / futures_30min / 2023-09-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-27.parquet
  size:    112 KB
  rows:    3,928

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
2023-09-27 00:00:00	ES	Futures	4695.24	4696.33	4694.43	4694.7	2763.0
2023-09-27 00:30:00	ES	Futures	4694.7	4699.86	4694.7	4699.59	3945.0
2023-09-27 01:00:00	ES	Futures	4699.59	4699.59	4696.6	4697.96	4082.0
2023-09-27 01:30:00	ES	Futures	4697.96	4702.85	4697.42	4702.58	8234.0
2023-09-27 02:00:00	ES	Futures	4702.85	4703.12	4699.86	4702.58	7799.0
2023-09-27 02:30:00	ES	Futures	4702.3	4704.48	4702.03	4702.58	5740.0
2023-09-27 03:00:00	ES	Futures	4702.3	4706.65	4698.5	4706.11	13232.0
2023-09-27 03:30:00	ES	Futures	4706.11	4709.37	4703.66	4708.82	10619.0
2023-09-27 04:00:00	ES	Futures	4708.82	4710.45	4705.02	4705.83	9860.0
2023-09-27 04:30:00	ES	Futures	4705.83	4709.09	4705.29	4706.92	9080.0
2023-09-27 05:00:00	ES	Futures	4707.19	4707.74	4704.48	4706.11	8062.0
2023-09-27 05:30:00	ES	Futures	4706.38	4706.65	4699.86	4702.03	8786.0
2023-09-27 06:00:00	ES	Futures	4701.76	4702.58	4698.77	4702.3	6319.0
2023-09-27 06:30:00	ES	Futures	4702.03	4703.66	4699.05	4703.12	7793.0
2023-09-27 07:00:00	ES	Futures	4702.85	4707.19	4701.76	4706.92	10529.0
2023-09-27 07:30:00	ES	Futures	4706.92	4707.19	4698.77	4705.29	12298.0
2023-09-27 08:00:00	ES	Futures	4705.29	4705.56	4698.77	4700.95	15036.0
2023-09-27 08:30:00	ES	Futures	4700.68	4706.92	4697.42	4706.11	21094.0
2023-09-27 09:00:00	ES	Futures	4705.83	4708.55	4698.23	4698.77	26844.0
2023-09-27 09:30:00	ES	Futures	4698.5	4705.29	4693.89	4696.87	148878.0
2023-09-27 10:00:00	ES	Futures	4696.87	4699.32	4685.2	4696.06	137985.0
2023-09-27 10:30:00	ES	Futures	4696.06	4697.42	4675.96	4677.59	120841.0
2023-09-27 11:00:00	ES	Futures	4677.59	4687.64	4676.24	4686.55	90822.0
2023-09-27 11:30:00	ES	Futures	4686.83	4688.18	4671.35	4674.88	92269.0
2023-09-27 12:00:00	ES	Futures	4674.61	4674.88	4662.39	4667.0	97440.0
2023-09-27 12:30:00	ES	Futures	4667.0	4674.61	4664.56	4665.92	74118.0
2023-09-27 13:00:00	ES	Futures	4665.64	4672.43	4651.25	4651.79	92512.0
2023-09-27 13:30:00	ES	Futures	4651.79	4657.5	4645.82	4657.23	95925.0
2023-09-27 14:00:00	ES	Futures	4656.95	4669.72	4649.62	4669.17	90952.0
2023-09-27 14:30:00	ES	Futures	4669.17	4690.63	4669.17	4685.74	167090.0
2023-09-27 15:00:00	ES	Futures	4685.47	4703.66	4683.3	4692.26	157535.0
2023-09-27 15:30:00	ES	Futures	4692.53	4693.34	4674.06	4687.1	214218.0
2023-09-27 16:00:00	ES	Futures	4687.37	4693.61	4685.74	4692.8	56517.0
2023-09-27 16:30:00	ES	Futures	4692.8	4696.33	4692.53	4694.43	8810.0
2023-09-27 18:00:00	ES	Futures	4696.06	4696.33	4686.55	4687.91	7324.0
2023-09-27 18:30:00	ES	Futures	4687.91	4690.63	4687.64	4690.63	2623.0
2023-09-27 19:00:00	ES	Futures	4690.36	4692.53	4688.18	4691.71	2548.0
2023-09-27 19:30:00	ES	Futures	4691.71	4694.43	4691.44	4693.89	2861.0
2023-09-27 20:00:00	ES	Futures	4693.89	4696.06	4691.99	4695.79	7386.0
2023-09-27 20:30:00	ES	Futures	4695.79	4699.59	4695.52	4697.42	4797.0
2023-09-27 21:00:00	ES	Futures	4697.42	4698.5	4696.06	4697.69	5547.0
2023-09-27 21:30:00	ES	Futures	4697.42	4697.69	4693.34	4696.33	6559.0
2023-09-27 22:00:00	ES	Futures	4696.06	4696.87	4689.0	4690.08	5679.0
2023-09-27 22:30:00	ES	Futures	4690.36	4691.17	4686.55	4687.91	5304.0
2023-09-27 23:00:00	ES	Futures	4687.91	4688.18	4684.65	4686.55	4479.0
2023-09-27 23:30:00	ES	Futures	4686.28	4687.1	4684.65	4686.28	3380.0
2023-09-27 00:00:00	NQ	Futures	16192.83	16198.05	16188.71	16190.9	1179.0
2023-09-27 00:30:00	NQ	Futures	16190.36	16209.03	16190.08	16207.66	2097.0
2023-09-27 01:00:00	NQ	Futures	16206.84	16207.11	16194.2	16199.42	1629.0
2023-09-27 01:30:00	NQ	Futures	16199.42	16218.65	16197.22	16217.55	3204.0

> showing 50 of 3,928 rows — these rows as CSV

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