PREVIEW / futures_30min / 2023-10-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-09.parquet
  size:    111 KB
  rows:    3,874

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
2023-10-09 00:00:00	ES	Futures	4675.96	4678.41	4675.42	4677.86	2179.0
2023-10-09 00:30:00	ES	Futures	4677.59	4680.58	4676.78	4680.04	2353.0
2023-10-09 01:00:00	ES	Futures	4680.04	4682.48	4679.49	4682.48	3052.0
2023-10-09 01:30:00	ES	Futures	4682.21	4684.11	4681.67	4683.84	4148.0
2023-10-09 02:00:00	ES	Futures	4683.84	4690.08	4682.75	4688.18	7954.0
2023-10-09 02:30:00	ES	Futures	4688.18	4689.27	4680.85	4681.39	5016.0
2023-10-09 03:00:00	ES	Futures	4681.39	4683.84	4670.26	4676.78	18314.0
2023-10-09 03:30:00	ES	Futures	4676.78	4681.12	4671.35	4677.86	12385.0
2023-10-09 04:00:00	ES	Futures	4677.86	4683.3	4676.51	4677.59	12053.0
2023-10-09 04:30:00	ES	Futures	4677.59	4690.63	4677.32	4689.54	10443.0
2023-10-09 05:00:00	ES	Futures	4689.54	4695.24	4687.37	4693.61	9568.0
2023-10-09 05:30:00	ES	Futures	4693.34	4694.43	4687.1	4689.27	7001.0
2023-10-09 06:00:00	ES	Futures	4689.54	4694.7	4689.27	4690.9	6799.0
2023-10-09 06:30:00	ES	Futures	4690.9	4692.8	4687.91	4688.18	4731.0
2023-10-09 07:00:00	ES	Futures	4688.18	4689.81	4684.38	4685.74	8584.0
2023-10-09 07:30:00	ES	Futures	4685.74	4687.1	4682.21	4686.28	10942.0
2023-10-09 08:00:00	ES	Futures	4686.28	4692.53	4684.92	4690.9	19680.0
2023-10-09 08:30:00	ES	Futures	4690.9	4690.9	4680.04	4682.21	25025.0
2023-10-09 09:00:00	ES	Futures	4682.21	4697.42	4681.94	4694.43	43531.0
2023-10-09 09:30:00	ES	Futures	4694.43	4710.99	4691.99	4708.55	146601.0
2023-10-09 10:00:00	ES	Futures	4708.55	4712.08	4695.79	4702.85	98938.0
2023-10-09 10:30:00	ES	Futures	4702.85	4705.02	4688.18	4692.26	81000.0
2023-10-09 11:00:00	ES	Futures	4692.26	4707.46	4691.44	4706.65	63198.0
2023-10-09 11:30:00	ES	Futures	4706.65	4711.27	4702.3	4710.45	60607.0
2023-10-09 12:00:00	ES	Futures	4710.72	4721.04	4707.74	4711.81	59465.0
2023-10-09 12:30:00	ES	Futures	4711.81	4715.61	4705.29	4709.64	44951.0
2023-10-09 13:00:00	ES	Futures	4709.91	4720.5	4708.55	4720.5	45285.0
2023-10-09 13:30:00	ES	Futures	4720.5	4744.67	4720.5	4744.4	109838.0
2023-10-09 14:00:00	ES	Futures	4744.67	4749.56	4740.87	4748.2	87440.0
2023-10-09 14:30:00	ES	Futures	4748.2	4753.09	4739.78	4749.28	83535.0
2023-10-09 15:00:00	ES	Futures	4749.56	4750.64	4742.77	4746.3	73515.0
2023-10-09 15:30:00	ES	Futures	4746.03	4746.84	4738.42	4746.84	130990.0
2023-10-09 16:00:00	ES	Futures	4746.57	4749.01	4745.21	4746.03	34325.0
2023-10-09 16:30:00	ES	Futures	4746.03	4746.57	4744.94	4745.48	4404.0
2023-10-09 18:00:00	ES	Futures	4745.48	4746.03	4743.58	4745.75	2344.0
2023-10-09 18:30:00	ES	Futures	4745.75	4746.03	4744.94	4744.94	920.0
2023-10-09 19:00:00	ES	Futures	4744.94	4746.3	4744.67	4746.03	1413.0
2023-10-09 19:30:00	ES	Futures	4746.03	4746.57	4744.4	4746.3	2262.0
2023-10-09 20:00:00	ES	Futures	4746.3	4749.83	4744.94	4749.56	6184.0
2023-10-09 20:30:00	ES	Futures	4749.28	4751.19	4748.2	4749.56	3083.0
2023-10-09 21:00:00	ES	Futures	4749.56	4754.99	4749.28	4754.72	6888.0
2023-10-09 21:30:00	ES	Futures	4754.72	4755.26	4751.73	4752.27	4384.0
2023-10-09 22:00:00	ES	Futures	4752.27	4753.9	4750.91	4752.0	2554.0
2023-10-09 22:30:00	ES	Futures	4752.27	4753.63	4749.01	4749.28	3059.0
2023-10-09 23:00:00	ES	Futures	4749.01	4750.91	4748.47	4750.91	2021.0
2023-10-09 23:30:00	ES	Futures	4750.64	4750.91	4749.28	4750.37	2138.0
2023-10-09 00:00:00	NQ	Futures	16459.53	16468.59	16456.78	16463.92	1559.0
2023-10-09 00:30:00	NQ	Futures	16463.65	16476.56	16460.35	16473.26	1511.0
2023-10-09 01:00:00	NQ	Futures	16473.26	16485.07	16471.06	16484.52	2118.0
2023-10-09 01:30:00	NQ	Futures	16483.7	16497.98	16479.85	16495.78	2789.0

> showing 50 of 3,874 rows — these rows as CSV

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