PREVIEW / futures_30min / 2023-09-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-28.parquet
  size:    113 KB
  rows:    3,921

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
2023-09-28 00:00:00	ES	Futures	4686.01	4686.28	4679.49	4681.67	5789.0
2023-09-28 00:30:00	ES	Futures	4681.67	4687.91	4681.12	4687.64	3188.0
2023-09-28 01:00:00	ES	Futures	4687.91	4691.71	4687.1	4690.9	4983.0
2023-09-28 01:30:00	ES	Futures	4691.17	4696.06	4691.17	4695.52	8599.0
2023-09-28 02:00:00	ES	Futures	4695.52	4695.52	4688.18	4689.81	6217.0
2023-09-28 02:30:00	ES	Futures	4689.81	4693.89	4687.91	4688.46	4601.0
2023-09-28 03:00:00	ES	Futures	4688.46	4692.8	4684.38	4689.54	15854.0
2023-09-28 03:30:00	ES	Futures	4689.54	4694.16	4686.28	4687.37	10534.0
2023-09-28 04:00:00	ES	Futures	4687.1	4688.73	4679.77	4680.31	15420.0
2023-09-28 04:30:00	ES	Futures	4680.31	4688.18	4679.49	4683.84	10818.0
2023-09-28 05:00:00	ES	Futures	4683.57	4684.11	4673.25	4676.78	16002.0
2023-09-28 05:30:00	ES	Futures	4676.51	4690.9	4674.61	4690.08	14511.0
2023-09-28 06:00:00	ES	Futures	4690.08	4694.16	4686.01	4687.64	11457.0
2023-09-28 06:30:00	ES	Futures	4687.91	4693.07	4686.28	4690.36	9425.0
2023-09-28 07:00:00	ES	Futures	4690.08	4690.36	4683.3	4683.57	16464.0
2023-09-28 07:30:00	ES	Futures	4683.84	4683.84	4676.51	4682.75	21914.0
2023-09-28 08:00:00	ES	Futures	4682.75	4693.61	4681.94	4690.9	22124.0
2023-09-28 08:30:00	ES	Futures	4690.9	4701.49	4674.61	4678.68	89761.0
2023-09-28 09:00:00	ES	Futures	4678.41	4686.28	4675.69	4678.95	47793.0
2023-09-28 09:30:00	ES	Futures	4678.68	4692.8	4671.89	4691.99	191397.0
2023-09-28 10:00:00	ES	Futures	4692.26	4698.23	4683.84	4688.73	141731.0
2023-09-28 10:30:00	ES	Futures	4688.73	4701.76	4676.78	4699.32	139072.0
2023-09-28 11:00:00	ES	Futures	4699.32	4709.91	4694.97	4709.64	124686.0
2023-09-28 11:30:00	ES	Futures	4709.64	4724.3	4709.37	4722.13	141062.0
2023-09-28 12:00:00	ES	Futures	4722.4	4731.09	4717.51	4730.0	84956.0
2023-09-28 12:30:00	ES	Futures	4730.0	4731.36	4712.9	4716.7	80296.0
2023-09-28 13:00:00	ES	Futures	4716.7	4720.5	4709.64	4711.81	76048.0
2023-09-28 13:30:00	ES	Futures	4711.81	4712.08	4702.85	4708.01	81857.0
2023-09-28 14:00:00	ES	Futures	4708.28	4718.6	4704.75	4715.88	71114.0
2023-09-28 14:30:00	ES	Futures	4716.15	4716.7	4700.68	4710.72	85208.0
2023-09-28 15:00:00	ES	Futures	4710.72	4726.2	4709.09	4725.12	75504.0
2023-09-28 15:30:00	ES	Futures	4725.12	4725.93	4706.11	4712.35	205374.0
2023-09-28 16:00:00	ES	Futures	4712.62	4714.52	4708.28	4713.98	45979.0
2023-09-28 16:30:00	ES	Futures	4714.25	4718.06	4713.17	4716.7	7979.0
2023-09-28 18:00:00	ES	Futures	4716.43	4721.59	4715.61	4719.14	4853.0
2023-09-28 18:30:00	ES	Futures	4719.14	4719.41	4717.78	4718.06	1813.0
2023-09-28 19:00:00	ES	Futures	4718.33	4718.6	4715.34	4715.61	3014.0
2023-09-28 19:30:00	ES	Futures	4715.88	4716.15	4712.9	4713.44	3732.0
2023-09-28 20:00:00	ES	Futures	4713.44	4713.71	4707.74	4708.82	8765.0
2023-09-28 20:30:00	ES	Futures	4708.82	4709.09	4702.58	4702.85	7686.0
2023-09-28 21:00:00	ES	Futures	4702.58	4703.66	4700.68	4700.95	8736.0
2023-09-28 21:30:00	ES	Futures	4700.95	4705.56	4700.68	4704.48	8027.0
2023-09-28 22:00:00	ES	Futures	4704.75	4709.64	4704.75	4708.82	4020.0
2023-09-28 22:30:00	ES	Futures	4709.09	4713.44	4708.55	4712.62	4916.0
2023-09-28 23:00:00	ES	Futures	4712.62	4714.52	4712.35	4713.98	2674.0
2023-09-28 23:30:00	ES	Futures	4713.71	4716.43	4713.71	4715.61	2712.0
2023-09-28 00:00:00	NQ	Futures	16194.48	16195.02	16164.26	16173.33	3452.0
2023-09-28 00:30:00	NQ	Futures	16173.88	16196.95	16171.13	16195.57	2594.0
2023-09-28 01:00:00	NQ	Futures	16196.4	16212.6	16193.65	16209.86	3277.0
2023-09-28 01:30:00	NQ	Futures	16209.86	16233.75	16209.58	16228.53	3558.0

> showing 50 of 3,921 rows — these rows as CSV

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