PREVIEW / futures_30min / 2023-10-11

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-11.parquet
  size:    108 KB
  rows:    3,902

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
2023-10-11 00:00:00	ES	Futures	4772.37	4774.0	4772.1	4772.64	1363.0
2023-10-11 00:30:00	ES	Futures	4772.37	4772.64	4771.01	4771.28	1382.0
2023-10-11 01:00:00	ES	Futures	4771.28	4772.91	4771.01	4772.64	2177.0
2023-10-11 01:30:00	ES	Futures	4772.64	4773.18	4770.19	4770.47	3144.0
2023-10-11 02:00:00	ES	Futures	4770.47	4770.74	4766.39	4770.19	6705.0
2023-10-11 02:30:00	ES	Futures	4770.19	4773.18	4769.65	4770.19	3158.0
2023-10-11 03:00:00	ES	Futures	4770.19	4776.71	4770.19	4775.9	11684.0
2023-10-11 03:30:00	ES	Futures	4775.9	4779.43	4770.19	4772.37	13143.0
2023-10-11 04:00:00	ES	Futures	4772.37	4776.17	4769.11	4771.55	11937.0
2023-10-11 04:30:00	ES	Futures	4771.55	4778.61	4769.65	4777.53	8209.0
2023-10-11 05:00:00	ES	Futures	4777.53	4778.88	4774.27	4775.35	5454.0
2023-10-11 05:30:00	ES	Futures	4775.35	4781.33	4775.35	4779.16	6207.0
2023-10-11 06:00:00	ES	Futures	4779.43	4781.33	4777.25	4779.97	6121.0
2023-10-11 06:30:00	ES	Futures	4779.97	4782.69	4778.88	4781.6	6344.0
2023-10-11 07:00:00	ES	Futures	4781.6	4786.49	4781.06	4785.94	9815.0
2023-10-11 07:30:00	ES	Futures	4786.22	4788.93	4782.41	4784.86	11072.0
2023-10-11 08:00:00	ES	Futures	4784.59	4785.94	4781.87	4784.32	19951.0
2023-10-11 08:30:00	ES	Futures	4784.32	4787.85	4773.45	4787.85	59813.0
2023-10-11 09:00:00	ES	Futures	4787.57	4790.29	4779.7	4781.87	45403.0
2023-10-11 09:30:00	ES	Futures	4782.14	4790.83	4777.8	4780.51	148645.0
2023-10-11 10:00:00	ES	Futures	4780.51	4781.6	4771.28	4775.08	97407.0
2023-10-11 10:30:00	ES	Futures	4774.81	4781.06	4769.11	4780.24	100359.0
2023-10-11 11:00:00	ES	Futures	4780.51	4784.04	4766.39	4768.56	98139.0
2023-10-11 11:30:00	ES	Futures	4768.84	4775.35	4766.12	4768.84	69469.0
2023-10-11 12:00:00	ES	Futures	4768.84	4769.92	4760.15	4762.32	75295.0
2023-10-11 12:30:00	ES	Futures	4762.59	4767.21	4758.79	4765.31	59405.0
2023-10-11 13:00:00	ES	Futures	4765.31	4768.02	4756.89	4760.42	66100.0
2023-10-11 13:30:00	ES	Futures	4760.42	4763.68	4754.72	4761.78	46208.0
2023-10-11 14:00:00	ES	Futures	4762.05	4778.07	4761.23	4770.74	82974.0
2023-10-11 14:30:00	ES	Futures	4771.01	4778.34	4769.92	4775.35	51569.0
2023-10-11 15:00:00	ES	Futures	4775.35	4781.06	4773.72	4779.43	54476.0
2023-10-11 15:30:00	ES	Futures	4779.43	4791.92	4778.07	4788.93	126934.0
2023-10-11 16:00:00	ES	Futures	4788.93	4799.79	4788.66	4798.16	66295.0
2023-10-11 16:30:00	ES	Futures	4798.16	4800.88	4797.62	4800.07	28182.0
2023-10-11 18:00:00	ES	Futures	4798.71	4798.98	4795.99	4797.08	2615.0
2023-10-11 18:30:00	ES	Futures	4797.08	4798.98	4796.81	4798.71	1675.0
2023-10-11 19:00:00	ES	Futures	4798.44	4800.61	4797.89	4800.07	2324.0
2023-10-11 19:30:00	ES	Futures	4800.07	4801.15	4799.52	4800.61	2050.0
2023-10-11 20:00:00	ES	Futures	4800.61	4803.6	4799.25	4799.52	4896.0
2023-10-11 20:30:00	ES	Futures	4799.79	4802.78	4798.98	4801.97	2953.0
2023-10-11 21:00:00	ES	Futures	4801.7	4802.78	4800.34	4801.7	3361.0
2023-10-11 21:30:00	ES	Futures	4801.7	4803.05	4800.61	4801.15	3200.0
2023-10-11 22:00:00	ES	Futures	4801.15	4801.97	4800.07	4800.61	2382.0
2023-10-11 22:30:00	ES	Futures	4800.61	4801.7	4799.25	4800.34	2292.0
2023-10-11 23:00:00	ES	Futures	4800.61	4801.97	4800.34	4800.61	1754.0
2023-10-11 23:30:00	ES	Futures	4800.88	4803.32	4800.88	4803.32	1771.0
2023-10-11 00:00:00	NQ	Futures	16806.43	16814.39	16804.5	16805.6	1028.0
2023-10-11 00:30:00	NQ	Futures	16805.6	16806.43	16798.74	16801.48	1226.0
2023-10-11 01:00:00	NQ	Futures	16801.76	16811.92	16799.84	16810.55	1533.0
2023-10-11 01:30:00	NQ	Futures	16810.0	16812.47	16797.64	16800.11	1976.0

> showing 50 of 3,902 rows — these rows as CSV

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