PREVIEW / futures_30min / 2023-09-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-09-29.parquet
  size:    96 KB
  rows:    3,139

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
2023-09-29 00:00:00	ES	Futures	4715.34	4716.43	4714.25	4714.52	1758.0
2023-09-29 00:30:00	ES	Futures	4714.52	4715.61	4710.99	4711.27	3049.0
2023-09-29 01:00:00	ES	Futures	4710.99	4714.52	4708.55	4708.55	4297.0
2023-09-29 01:30:00	ES	Futures	4708.82	4717.78	4708.55	4713.98	5947.0
2023-09-29 02:00:00	ES	Futures	4713.71	4721.59	4713.17	4719.96	7931.0
2023-09-29 02:30:00	ES	Futures	4719.96	4724.03	4718.06	4722.13	7587.0
2023-09-29 03:00:00	ES	Futures	4722.13	4729.19	4720.5	4728.37	14407.0
2023-09-29 03:30:00	ES	Futures	4728.37	4732.72	4727.02	4730.55	14799.0
2023-09-29 04:00:00	ES	Futures	4730.28	4734.08	4729.19	4733.53	11099.0
2023-09-29 04:30:00	ES	Futures	4733.53	4734.89	4728.37	4728.37	10365.0
2023-09-29 05:00:00	ES	Futures	4728.37	4734.35	4728.1	4732.45	11379.0
2023-09-29 05:30:00	ES	Futures	4732.72	4734.62	4730.28	4733.81	9504.0
2023-09-29 06:00:00	ES	Futures	4733.81	4737.61	4730.55	4735.43	10769.0
2023-09-29 06:30:00	ES	Futures	4735.71	4736.52	4732.45	4733.81	7738.0
2023-09-29 07:00:00	ES	Futures	4733.53	4736.79	4730.82	4731.36	9884.0
2023-09-29 07:30:00	ES	Futures	4731.63	4731.63	4726.2	4727.29	15999.0
2023-09-29 08:00:00	ES	Futures	4727.02	4737.34	4724.84	4735.43	21060.0
2023-09-29 08:30:00	ES	Futures	4735.16	4746.57	4732.72	4744.67	59575.0
2023-09-29 09:00:00	ES	Futures	4744.67	4747.38	4740.05	4746.3	32078.0
2023-09-29 09:30:00	ES	Futures	4746.57	4748.2	4733.81	4742.5	182967.0
2023-09-29 10:00:00	ES	Futures	4742.77	4746.84	4728.1	4731.36	155458.0
2023-09-29 10:30:00	ES	Futures	4731.63	4741.95	4730.82	4733.53	106942.0
2023-09-29 11:00:00	ES	Futures	4733.53	4742.77	4726.74	4727.56	121904.0
2023-09-29 11:30:00	ES	Futures	4727.83	4730.0	4712.35	4719.14	120163.0
2023-09-29 12:00:00	ES	Futures	4719.14	4724.84	4712.62	4721.31	78932.0
2023-09-29 12:30:00	ES	Futures	4721.31	4723.21	4704.21	4708.01	76665.0
2023-09-29 13:00:00	ES	Futures	4708.01	4708.01	4688.73	4699.86	105543.0
2023-09-29 13:30:00	ES	Futures	4699.86	4702.03	4685.47	4685.47	77156.0
2023-09-29 14:00:00	ES	Futures	4685.2	4696.06	4683.57	4686.28	93162.0
2023-09-29 14:30:00	ES	Futures	4686.55	4708.28	4682.75	4708.01	96729.0
2023-09-29 15:00:00	ES	Futures	4708.28	4710.99	4695.52	4701.22	108912.0
2023-09-29 15:30:00	ES	Futures	4701.22	4715.61	4691.99	4699.32	277492.0
2023-09-29 16:00:00	ES	Futures	4699.32	4706.11	4694.43	4704.75	78739.0
2023-09-29 16:30:00	ES	Futures	4705.02	4706.38	4702.3	4702.58	8001.0
2023-09-29 00:00:00	NQ	Futures	16353.78	16358.72	16348.29	16349.11	995.0
2023-09-29 00:30:00	NQ	Futures	16349.11	16355.7	16334.83	16335.65	1703.0
2023-09-29 01:00:00	NQ	Futures	16336.2	16353.23	16322.47	16325.22	2618.0
2023-09-29 01:30:00	NQ	Futures	16326.04	16368.34	16324.94	16352.41	2724.0
2023-09-29 02:00:00	NQ	Futures	16351.31	16381.25	16348.29	16375.48	3507.0
2023-09-29 02:30:00	NQ	Futures	16375.2	16391.41	16367.24	16382.9	3208.0
2023-09-29 03:00:00	NQ	Futures	16383.17	16415.85	16374.38	16414.48	6214.0
2023-09-29 03:30:00	NQ	Futures	16415.03	16431.79	16404.59	16419.97	6766.0
2023-09-29 04:00:00	NQ	Futures	16420.8	16440.03	16415.31	16437.83	5576.0
2023-09-29 04:30:00	NQ	Futures	16438.38	16441.67	16410.64	16410.91	4396.0
2023-09-29 05:00:00	NQ	Futures	16411.73	16440.03	16409.26	16432.88	4227.0
2023-09-29 05:30:00	NQ	Futures	16432.61	16443.87	16418.33	16438.65	3902.0
2023-09-29 06:00:00	NQ	Futures	16438.93	16452.11	16420.52	16441.12	4754.0
2023-09-29 06:30:00	NQ	Futures	16440.85	16444.97	16423.0	16425.47	3124.0
2023-09-29 07:00:00	NQ	Futures	16425.19	16437.0	16415.03	16417.23	4123.0
2023-09-29 07:30:00	NQ	Futures	16417.5	16418.88	16392.23	16404.59	6912.0

> showing 50 of 3,139 rows — these rows as CSV

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