PREVIEW / futures_30min / 2023-10-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-10.parquet
  size:    108 KB
  rows:    3,919

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
2023-10-10 00:00:00	ES	Futures	4750.1	4750.37	4747.93	4748.47	1852.0
2023-10-10 00:30:00	ES	Futures	4748.74	4750.64	4748.47	4748.47	2194.0
2023-10-10 01:00:00	ES	Futures	4748.47	4749.28	4747.38	4748.2	2742.0
2023-10-10 01:30:00	ES	Futures	4747.93	4750.64	4747.38	4749.28	4692.0
2023-10-10 02:00:00	ES	Futures	4749.28	4749.56	4742.77	4744.4	8390.0
2023-10-10 02:30:00	ES	Futures	4744.4	4747.65	4743.85	4746.84	5349.0
2023-10-10 03:00:00	ES	Futures	4746.57	4754.17	4745.75	4751.19	16429.0
2023-10-10 03:30:00	ES	Futures	4751.19	4754.99	4747.38	4749.83	13711.0
2023-10-10 04:00:00	ES	Futures	4749.83	4755.8	4745.48	4754.99	19235.0
2023-10-10 04:30:00	ES	Futures	4754.99	4758.79	4752.27	4756.89	10722.0
2023-10-10 05:00:00	ES	Futures	4757.16	4757.43	4751.73	4755.53	7949.0
2023-10-10 05:30:00	ES	Futures	4755.53	4755.8	4752.0	4754.17	6439.0
2023-10-10 06:00:00	ES	Futures	4754.44	4757.16	4752.81	4756.34	9086.0
2023-10-10 06:30:00	ES	Futures	4756.34	4758.52	4753.36	4753.36	6235.0
2023-10-10 07:00:00	ES	Futures	4753.63	4754.44	4746.03	4746.57	14913.0
2023-10-10 07:30:00	ES	Futures	4746.57	4751.73	4743.04	4744.12	15928.0
2023-10-10 08:00:00	ES	Futures	4744.12	4748.2	4742.77	4746.57	20286.0
2023-10-10 08:30:00	ES	Futures	4746.57	4752.54	4746.03	4751.73	24277.0
2023-10-10 09:00:00	ES	Futures	4751.46	4754.99	4747.93	4753.36	29426.0
2023-10-10 09:30:00	ES	Futures	4753.36	4760.42	4748.2	4760.42	148184.0
2023-10-10 10:00:00	ES	Futures	4760.42	4778.34	4760.15	4775.9	130613.0
2023-10-10 10:30:00	ES	Futures	4775.9	4783.23	4774.27	4778.88	103460.0
2023-10-10 11:00:00	ES	Futures	4779.16	4793.82	4777.25	4790.83	111895.0
2023-10-10 11:30:00	ES	Futures	4791.1	4798.98	4789.2	4797.35	76734.0
2023-10-10 12:00:00	ES	Futures	4797.62	4800.07	4794.09	4798.16	62508.0
2023-10-10 12:30:00	ES	Futures	4798.16	4799.25	4793.01	4795.72	51627.0
2023-10-10 13:00:00	ES	Futures	4795.99	4795.99	4771.82	4779.97	148446.0
2023-10-10 13:30:00	ES	Futures	4780.24	4783.23	4773.72	4780.24	64961.0
2023-10-10 14:00:00	ES	Futures	4780.51	4782.69	4769.92	4773.18	68246.0
2023-10-10 14:30:00	ES	Futures	4773.18	4783.77	4767.75	4771.28	83730.0
2023-10-10 15:00:00	ES	Futures	4771.28	4777.53	4769.65	4772.64	58800.0
2023-10-10 15:30:00	ES	Futures	4772.64	4777.25	4768.02	4770.19	144237.0
2023-10-10 16:00:00	ES	Futures	4769.92	4772.64	4768.56	4770.19	40287.0
2023-10-10 16:30:00	ES	Futures	4770.19	4770.74	4769.65	4770.19	6777.0
2023-10-10 18:00:00	ES	Futures	4770.74	4771.28	4768.02	4769.65	2500.0
2023-10-10 18:30:00	ES	Futures	4769.65	4771.01	4769.38	4770.19	1272.0
2023-10-10 19:00:00	ES	Futures	4770.47	4772.64	4770.19	4771.55	1455.0
2023-10-10 19:30:00	ES	Futures	4771.82	4772.37	4771.01	4771.82	1378.0
2023-10-10 20:00:00	ES	Futures	4771.55	4774.81	4770.19	4772.1	3943.0
2023-10-10 20:30:00	ES	Futures	4771.82	4774.81	4770.19	4770.19	3402.0
2023-10-10 21:00:00	ES	Futures	4770.19	4771.55	4768.56	4770.47	3384.0
2023-10-10 21:30:00	ES	Futures	4770.19	4772.37	4768.84	4770.47	4037.0
2023-10-10 22:00:00	ES	Futures	4770.47	4772.1	4769.11	4770.74	2506.0
2023-10-10 22:30:00	ES	Futures	4770.74	4773.72	4770.47	4772.37	2108.0
2023-10-10 23:00:00	ES	Futures	4772.64	4772.91	4771.28	4772.37	1862.0
2023-10-10 23:30:00	ES	Futures	4772.1	4773.72	4771.82	4772.37	2578.0
2023-10-10 00:00:00	NQ	Futures	16716.61	16716.61	16706.45	16711.67	1243.0
2023-10-10 00:30:00	NQ	Futures	16711.67	16722.65	16711.12	16712.49	1464.0
2023-10-10 01:00:00	NQ	Futures	16712.22	16716.61	16708.1	16710.02	1439.0
2023-10-10 01:30:00	NQ	Futures	16710.29	16724.3	16707.82	16715.24	2284.0

> showing 50 of 3,919 rows — these rows as CSV

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