PREVIEW / futures_30min / 2023-10-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-06.parquet
  size:    96 KB
  rows:    3,152

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
2023-10-06 00:00:00	ES	Futures	4658.31	4659.13	4657.77	4658.58	1700.0
2023-10-06 00:30:00	ES	Futures	4658.58	4658.86	4655.33	4656.14	1881.0
2023-10-06 01:00:00	ES	Futures	4656.14	4656.41	4653.42	4653.7	2807.0
2023-10-06 01:30:00	ES	Futures	4653.97	4655.87	4651.52	4652.07	3369.0
2023-10-06 02:00:00	ES	Futures	4651.79	4656.68	4650.98	4652.07	4408.0
2023-10-06 02:30:00	ES	Futures	4652.07	4655.6	4651.79	4655.05	3321.0
2023-10-06 03:00:00	ES	Futures	4655.05	4662.39	4652.61	4660.48	9630.0
2023-10-06 03:30:00	ES	Futures	4660.21	4664.83	4659.4	4664.01	8444.0
2023-10-06 04:00:00	ES	Futures	4664.01	4667.27	4662.39	4665.1	10473.0
2023-10-06 04:30:00	ES	Futures	4665.1	4665.37	4659.67	4660.76	5575.0
2023-10-06 05:00:00	ES	Futures	4661.03	4666.19	4660.21	4665.92	5802.0
2023-10-06 05:30:00	ES	Futures	4665.92	4667.82	4663.47	4667.27	6067.0
2023-10-06 06:00:00	ES	Futures	4667.55	4674.61	4666.19	4674.61	9484.0
2023-10-06 06:30:00	ES	Futures	4674.33	4676.51	4670.8	4672.16	9148.0
2023-10-06 07:00:00	ES	Futures	4672.16	4674.06	4667.0	4668.63	9785.0
2023-10-06 07:30:00	ES	Futures	4668.63	4669.72	4664.01	4664.29	9537.0
2023-10-06 08:00:00	ES	Futures	4664.01	4669.17	4661.3	4664.56	19726.0
2023-10-06 08:30:00	ES	Futures	4663.74	4664.29	4608.07	4617.04	176456.0
2023-10-06 09:00:00	ES	Futures	4617.04	4642.56	4613.23	4633.33	118661.0
2023-10-06 09:30:00	ES	Futures	4633.06	4644.73	4622.47	4632.51	258602.0
2023-10-06 10:00:00	ES	Futures	4632.79	4645.28	4618.12	4644.46	180912.0
2023-10-06 10:30:00	ES	Futures	4644.46	4659.4	4644.46	4653.42	168677.0
2023-10-06 11:00:00	ES	Futures	4653.7	4680.04	4653.15	4675.69	148703.0
2023-10-06 11:30:00	ES	Futures	4675.69	4709.64	4675.69	4709.64	148435.0
2023-10-06 12:00:00	ES	Futures	4709.37	4713.71	4697.42	4702.58	113854.0
2023-10-06 12:30:00	ES	Futures	4702.58	4707.46	4695.79	4702.85	67424.0
2023-10-06 13:00:00	ES	Futures	4702.85	4718.6	4700.95	4715.61	81208.0
2023-10-06 13:30:00	ES	Futures	4715.88	4720.23	4711.27	4718.87	64270.0
2023-10-06 14:00:00	ES	Futures	4719.14	4727.02	4714.25	4726.74	68045.0
2023-10-06 14:30:00	ES	Futures	4726.74	4734.35	4724.57	4729.46	77874.0
2023-10-06 15:00:00	ES	Futures	4729.46	4730.82	4723.21	4730.28	64027.0
2023-10-06 15:30:00	ES	Futures	4730.28	4732.18	4714.8	4716.43	173110.0
2023-10-06 16:00:00	ES	Futures	4716.43	4721.31	4713.98	4720.23	56442.0
2023-10-06 16:30:00	ES	Futures	4719.96	4720.5	4718.33	4719.96	7558.0
2023-10-06 00:00:00	NQ	Futures	16329.61	16335.65	16327.96	16333.73	1779.0
2023-10-06 00:30:00	NQ	Futures	16333.73	16335.93	16320.27	16323.57	1611.0
2023-10-06 01:00:00	NQ	Futures	16323.02	16324.12	16311.21	16313.95	1672.0
2023-10-06 01:30:00	NQ	Futures	16313.41	16321.64	16301.05	16302.69	2401.0
2023-10-06 02:00:00	NQ	Futures	16302.97	16326.59	16299.95	16309.56	3299.0
2023-10-06 02:30:00	NQ	Futures	16309.56	16324.39	16305.44	16321.92	2196.0
2023-10-06 03:00:00	NQ	Futures	16321.92	16352.96	16315.6	16347.19	6161.0
2023-10-06 03:30:00	NQ	Futures	16346.91	16360.1	16335.93	16355.7	4737.0
2023-10-06 04:00:00	NQ	Futures	16355.7	16363.39	16337.85	16347.74	5257.0
2023-10-06 04:30:00	NQ	Futures	16347.74	16348.56	16326.86	16333.18	2931.0
2023-10-06 05:00:00	NQ	Futures	16333.73	16356.25	16333.18	16354.06	2776.0
2023-10-06 05:30:00	NQ	Futures	16354.6	16359.27	16340.87	16356.53	3017.0
2023-10-06 06:00:00	NQ	Futures	16356.8	16385.92	16351.31	16385.09	4858.0
2023-10-06 06:30:00	NQ	Futures	16384.82	16394.16	16370.26	16376.58	4733.0
2023-10-06 07:00:00	NQ	Futures	16377.13	16387.56	16353.78	16359.82	6827.0
2023-10-06 07:30:00	NQ	Futures	16359.82	16365.32	16339.5	16342.79	5342.0

> showing 50 of 3,152 rows — these rows as CSV

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