PREVIEW / futures_30min / 2023-10-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-02.parquet
  size:    113 KB
  rows:    3,880

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
2023-10-02 00:00:00	ES	Futures	4724.03	4725.93	4723.76	4724.84	2403.0
2023-10-02 00:30:00	ES	Futures	4724.57	4724.57	4719.96	4721.04	3833.0
2023-10-02 01:00:00	ES	Futures	4720.77	4721.86	4718.6	4719.41	2969.0
2023-10-02 01:30:00	ES	Futures	4719.41	4719.96	4712.9	4713.71	4566.0
2023-10-02 02:00:00	ES	Futures	4713.71	4718.33	4711.27	4717.78	6077.0
2023-10-02 02:30:00	ES	Futures	4717.78	4725.12	4717.78	4724.84	6061.0
2023-10-02 03:00:00	ES	Futures	4724.57	4731.09	4722.94	4730.55	15642.0
2023-10-02 03:30:00	ES	Futures	4730.55	4731.09	4721.86	4724.84	8901.0
2023-10-02 04:00:00	ES	Futures	4724.84	4729.19	4721.04	4724.84	11146.0
2023-10-02 04:30:00	ES	Futures	4724.57	4728.1	4721.04	4721.31	6697.0
2023-10-02 05:00:00	ES	Futures	4721.31	4721.31	4711.81	4713.44	10457.0
2023-10-02 05:30:00	ES	Futures	4713.17	4714.52	4699.59	4702.03	17047.0
2023-10-02 06:00:00	ES	Futures	4701.76	4702.3	4696.6	4698.23	17813.0
2023-10-02 06:30:00	ES	Futures	4698.23	4700.13	4696.6	4698.77	13975.0
2023-10-02 07:00:00	ES	Futures	4698.77	4701.76	4697.15	4701.22	12973.0
2023-10-02 07:30:00	ES	Futures	4701.49	4701.49	4691.17	4692.53	17600.0
2023-10-02 08:00:00	ES	Futures	4692.53	4693.61	4685.2	4689.81	25876.0
2023-10-02 08:30:00	ES	Futures	4689.54	4692.26	4685.47	4687.37	23635.0
2023-10-02 09:00:00	ES	Futures	4687.37	4690.36	4680.85	4689.54	38174.0
2023-10-02 09:30:00	ES	Futures	4689.54	4702.03	4684.65	4691.17	190023.0
2023-10-02 10:00:00	ES	Futures	4691.17	4705.83	4687.1	4691.44	184904.0
2023-10-02 10:30:00	ES	Futures	4691.44	4696.87	4681.67	4686.83	133921.0
2023-10-02 11:00:00	ES	Futures	4686.83	4709.91	4686.28	4708.55	131645.0
2023-10-02 11:30:00	ES	Futures	4708.55	4711.81	4677.32	4680.85	144350.0
2023-10-02 12:00:00	ES	Futures	4680.85	4683.57	4671.35	4677.86	95241.0
2023-10-02 12:30:00	ES	Futures	4677.86	4680.85	4665.92	4669.72	73917.0
2023-10-02 13:00:00	ES	Futures	4669.45	4680.58	4667.0	4678.68	77450.0
2023-10-02 13:30:00	ES	Futures	4678.95	4682.75	4674.33	4677.05	58587.0
2023-10-02 14:00:00	ES	Futures	4677.32	4691.44	4670.26	4670.8	94595.0
2023-10-02 14:30:00	ES	Futures	4671.08	4677.32	4666.73	4673.25	82370.0
2023-10-02 15:00:00	ES	Futures	4672.98	4684.38	4666.46	4680.31	90051.0
2023-10-02 15:30:00	ES	Futures	4680.58	4698.23	4678.41	4697.69	158613.0
2023-10-02 16:00:00	ES	Futures	4697.69	4702.58	4697.42	4699.86	47529.0
2023-10-02 16:30:00	ES	Futures	4699.86	4701.76	4699.05	4699.05	6437.0
2023-10-02 18:00:00	ES	Futures	4699.05	4702.3	4696.87	4701.76	4986.0
2023-10-02 18:30:00	ES	Futures	4702.03	4702.03	4697.15	4697.96	2679.0
2023-10-02 19:00:00	ES	Futures	4698.23	4699.32	4695.24	4695.24	2729.0
2023-10-02 19:30:00	ES	Futures	4695.24	4701.49	4694.97	4698.5	2784.0
2023-10-02 20:00:00	ES	Futures	4698.5	4698.77	4689.54	4691.99	13633.0
2023-10-02 20:30:00	ES	Futures	4692.26	4698.77	4691.99	4697.42	8603.0
2023-10-02 21:00:00	ES	Futures	4697.69	4698.23	4693.07	4695.52	4541.0
2023-10-02 21:30:00	ES	Futures	4695.24	4700.4	4693.07	4696.33	6764.0
2023-10-02 22:00:00	ES	Futures	4696.6	4698.23	4694.7	4697.69	3623.0
2023-10-02 22:30:00	ES	Futures	4697.69	4698.77	4695.52	4696.06	2489.0
2023-10-02 23:00:00	ES	Futures	4696.06	4697.15	4694.16	4695.52	1949.0
2023-10-02 23:30:00	ES	Futures	4695.52	4699.59	4694.97	4696.06	2845.0
2023-10-02 00:00:00	NQ	Futures	16453.21	16462.55	16452.39	16456.78	1338.0
2023-10-02 00:30:00	NQ	Futures	16456.78	16457.33	16438.1	16444.15	2314.0
2023-10-02 01:00:00	NQ	Futures	16443.6	16449.91	16434.26	16438.1	1758.0
2023-10-02 01:30:00	NQ	Futures	16438.1	16440.85	16410.64	16414.76	2754.0

> showing 50 of 3,880 rows — these rows as CSV

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