PREVIEW / futures_30min / 2023-10-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-05.parquet
  size:    110 KB
  rows:    3,922

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
2023-10-05 00:00:00	ES	Futures	4671.35	4672.7	4669.45	4670.26	2258.0
2023-10-05 00:30:00	ES	Futures	4670.53	4670.8	4669.17	4669.99	1343.0
2023-10-05 01:00:00	ES	Futures	4670.26	4670.26	4666.19	4668.36	2840.0
2023-10-05 01:30:00	ES	Futures	4668.36	4668.63	4664.83	4667.0	4676.0
2023-10-05 02:00:00	ES	Futures	4667.27	4668.63	4659.67	4661.3	5517.0
2023-10-05 02:30:00	ES	Futures	4661.3	4661.57	4655.87	4658.86	6865.0
2023-10-05 03:00:00	ES	Futures	4658.58	4658.58	4651.79	4653.42	14471.0
2023-10-05 03:30:00	ES	Futures	4653.42	4656.14	4651.52	4656.14	9474.0
2023-10-05 04:00:00	ES	Futures	4655.87	4664.83	4655.33	4663.2	13026.0
2023-10-05 04:30:00	ES	Futures	4663.2	4665.1	4652.34	4652.34	9443.0
2023-10-05 05:00:00	ES	Futures	4652.34	4654.24	4647.18	4650.71	13810.0
2023-10-05 05:30:00	ES	Futures	4650.44	4652.34	4646.09	4650.98	9849.0
2023-10-05 06:00:00	ES	Futures	4651.25	4658.31	4648.81	4658.04	10023.0
2023-10-05 06:30:00	ES	Futures	4658.04	4662.93	4656.68	4661.3	12800.0
2023-10-05 07:00:00	ES	Futures	4661.3	4663.74	4656.14	4662.11	13220.0
2023-10-05 07:30:00	ES	Futures	4662.11	4669.45	4661.84	4668.63	14844.0
2023-10-05 08:00:00	ES	Futures	4668.63	4672.98	4661.84	4665.1	16909.0
2023-10-05 08:30:00	ES	Futures	4665.37	4667.0	4646.91	4655.33	47499.0
2023-10-05 09:00:00	ES	Futures	4655.33	4665.1	4650.44	4660.76	38070.0
2023-10-05 09:30:00	ES	Futures	4660.76	4670.26	4648.81	4657.5	167913.0
2023-10-05 10:00:00	ES	Futures	4657.77	4657.77	4641.48	4649.89	143186.0
2023-10-05 10:30:00	ES	Futures	4649.89	4650.98	4630.07	4633.87	137093.0
2023-10-05 11:00:00	ES	Futures	4633.87	4638.76	4625.18	4634.42	105482.0
2023-10-05 11:30:00	ES	Futures	4634.14	4640.93	4629.26	4634.42	92292.0
2023-10-05 12:00:00	ES	Futures	4634.42	4647.99	4632.51	4647.18	75864.0
2023-10-05 12:30:00	ES	Futures	4647.18	4650.17	4637.4	4641.2	67661.0
2023-10-05 13:00:00	ES	Futures	4641.2	4644.73	4632.51	4644.46	54994.0
2023-10-05 13:30:00	ES	Futures	4644.46	4658.58	4639.57	4657.23	94055.0
2023-10-05 14:00:00	ES	Futures	4657.5	4662.93	4655.05	4659.4	64868.0
2023-10-05 14:30:00	ES	Futures	4659.4	4671.62	4659.13	4667.82	77222.0
2023-10-05 15:00:00	ES	Futures	4667.82	4669.45	4658.31	4666.19	66550.0
2023-10-05 15:30:00	ES	Futures	4665.92	4667.0	4658.31	4661.57	141775.0
2023-10-05 16:00:00	ES	Futures	4661.57	4662.66	4656.41	4656.41	39884.0
2023-10-05 16:30:00	ES	Futures	4656.41	4659.13	4656.14	4658.31	4477.0
2023-10-05 18:00:00	ES	Futures	4657.23	4658.86	4657.23	4658.58	1181.0
2023-10-05 18:30:00	ES	Futures	4658.58	4659.67	4657.5	4658.31	1613.0
2023-10-05 19:00:00	ES	Futures	4658.31	4658.86	4656.41	4657.23	1414.0
2023-10-05 19:30:00	ES	Futures	4656.95	4657.23	4654.78	4655.6	1440.0
2023-10-05 20:00:00	ES	Futures	4655.6	4659.4	4653.97	4658.58	3199.0
2023-10-05 20:30:00	ES	Futures	4658.31	4660.48	4654.78	4659.94	2984.0
2023-10-05 21:00:00	ES	Futures	4660.21	4661.03	4658.04	4658.31	3134.0
2023-10-05 21:30:00	ES	Futures	4658.31	4661.03	4656.14	4659.67	4436.0
2023-10-05 22:00:00	ES	Futures	4659.67	4660.48	4657.77	4658.86	2045.0
2023-10-05 22:30:00	ES	Futures	4659.13	4663.2	4658.86	4662.11	2842.0
2023-10-05 23:00:00	ES	Futures	4662.11	4662.39	4656.68	4658.58	2918.0
2023-10-05 23:30:00	ES	Futures	4658.86	4658.86	4656.95	4658.31	1565.0
2023-10-05 00:00:00	NQ	Futures	16411.46	16417.23	16402.12	16405.42	1510.0
2023-10-05 00:30:00	NQ	Futures	16405.69	16408.71	16401.57	16407.07	1153.0
2023-10-05 01:00:00	NQ	Futures	16406.79	16407.34	16388.94	16399.37	2086.0
2023-10-05 01:30:00	NQ	Futures	16399.1	16399.1	16382.9	16391.96	2293.0

> showing 50 of 3,922 rows — these rows as CSV

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