PREVIEW / futures_30min / 2023-10-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-04.parquet
  size:    115 KB
  rows:    3,952

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
2023-10-04 00:00:00	ES	Futures	4615.13	4619.21	4613.51	4617.04	3516.0
2023-10-04 00:30:00	ES	Futures	4617.31	4624.91	4617.31	4623.28	6164.0
2023-10-04 01:00:00	ES	Futures	4623.28	4624.37	4618.39	4618.66	5388.0
2023-10-04 01:30:00	ES	Futures	4618.66	4622.47	4611.33	4614.32	8490.0
2023-10-04 02:00:00	ES	Futures	4614.32	4615.68	4602.64	4605.9	16173.0
2023-10-04 02:30:00	ES	Futures	4605.9	4609.16	4601.28	4601.56	11188.0
2023-10-04 03:00:00	ES	Futures	4601.28	4612.69	4600.74	4609.7	22534.0
2023-10-04 03:30:00	ES	Futures	4609.7	4620.29	4601.83	4619.75	26474.0
2023-10-04 04:00:00	ES	Futures	4619.75	4626.81	4615.41	4626.27	22878.0
2023-10-04 04:30:00	ES	Futures	4626.27	4629.8	4624.1	4625.45	17291.0
2023-10-04 05:00:00	ES	Futures	4625.45	4629.8	4623.55	4628.71	14514.0
2023-10-04 05:30:00	ES	Futures	4628.44	4634.69	4627.35	4633.6	14567.0
2023-10-04 06:00:00	ES	Futures	4633.6	4636.59	4632.51	4633.87	12313.0
2023-10-04 06:30:00	ES	Futures	4633.6	4634.42	4625.73	4630.88	14288.0
2023-10-04 07:00:00	ES	Futures	4630.61	4641.75	4629.26	4637.13	25502.0
2023-10-04 07:30:00	ES	Futures	4636.86	4643.1	4635.5	4640.93	24982.0
2023-10-04 08:00:00	ES	Futures	4640.66	4651.25	4638.76	4642.83	55228.0
2023-10-04 08:30:00	ES	Futures	4642.83	4650.98	4640.39	4643.65	37345.0
2023-10-04 09:00:00	ES	Futures	4643.92	4645.55	4635.77	4637.95	35037.0
2023-10-04 09:30:00	ES	Futures	4637.67	4652.34	4636.04	4643.38	164902.0
2023-10-04 10:00:00	ES	Futures	4642.83	4647.45	4621.11	4621.92	222465.0
2023-10-04 10:30:00	ES	Futures	4622.19	4643.92	4621.65	4626.54	167679.0
2023-10-04 11:00:00	ES	Futures	4626.54	4647.99	4622.74	4645.82	132221.0
2023-10-04 11:30:00	ES	Futures	4645.82	4658.86	4638.76	4658.58	122817.0
2023-10-04 12:00:00	ES	Futures	4658.31	4661.03	4650.98	4658.86	101553.0
2023-10-04 12:30:00	ES	Futures	4659.13	4663.2	4652.61	4655.05	79179.0
2023-10-04 13:00:00	ES	Futures	4655.33	4656.14	4643.38	4643.92	70307.0
2023-10-04 13:30:00	ES	Futures	4644.19	4646.91	4637.67	4639.3	74743.0
2023-10-04 14:00:00	ES	Futures	4639.3	4645.28	4633.06	4642.29	82564.0
2023-10-04 14:30:00	ES	Futures	4642.02	4651.79	4638.22	4650.17	68100.0
2023-10-04 15:00:00	ES	Futures	4650.44	4667.55	4648.54	4663.74	98620.0
2023-10-04 15:30:00	ES	Futures	4664.01	4675.15	4661.3	4666.73	197465.0
2023-10-04 16:00:00	ES	Futures	4666.46	4667.27	4662.66	4663.47	52017.0
2023-10-04 16:30:00	ES	Futures	4663.74	4663.74	4660.48	4660.76	5139.0
2023-10-04 18:00:00	ES	Futures	4661.57	4661.84	4659.13	4660.48	3003.0
2023-10-04 18:30:00	ES	Futures	4660.48	4662.93	4660.21	4660.76	1965.0
2023-10-04 19:00:00	ES	Futures	4661.03	4662.39	4659.94	4661.57	1570.0
2023-10-04 19:30:00	ES	Futures	4661.84	4662.11	4659.94	4661.84	1835.0
2023-10-04 20:00:00	ES	Futures	4661.84	4662.11	4655.6	4656.41	6338.0
2023-10-04 20:30:00	ES	Futures	4656.68	4664.01	4656.41	4663.47	5528.0
2023-10-04 21:00:00	ES	Futures	4663.47	4667.55	4662.11	4664.29	5066.0
2023-10-04 21:30:00	ES	Futures	4664.01	4669.17	4662.11	4669.17	4784.0
2023-10-04 22:00:00	ES	Futures	4668.9	4669.17	4665.37	4667.55	4254.0
2023-10-04 22:30:00	ES	Futures	4667.82	4668.36	4666.19	4667.0	2025.0
2023-10-04 23:00:00	ES	Futures	4667.0	4672.7	4667.0	4668.09	4360.0
2023-10-04 23:30:00	ES	Futures	4668.09	4671.62	4668.09	4671.35	2728.0
2023-10-04 00:00:00	NQ	Futures	16103.29	16120.87	16096.42	16114.0	2563.0
2023-10-04 00:30:00	NQ	Futures	16113.17	16140.09	16113.17	16132.4	3001.0
2023-10-04 01:00:00	NQ	Futures	16132.13	16134.87	16109.33	16110.98	2287.0
2023-10-04 01:30:00	NQ	Futures	16109.88	16127.18	16079.94	16092.3	4651.0

> showing 50 of 3,952 rows — these rows as CSV

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