PREVIEW / futures_30min / 2023-10-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-12.parquet
  size:    111 KB
  rows:    3,891

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
2023-10-12 00:00:00	ES	Futures	4803.05	4804.14	4802.51	4803.32	1710.0
2023-10-12 00:30:00	ES	Futures	4803.32	4804.68	4802.78	4804.41	1905.0
2023-10-12 01:00:00	ES	Futures	4804.41	4804.95	4802.24	4802.78	2086.0
2023-10-12 01:30:00	ES	Futures	4802.51	4804.68	4802.51	4804.14	2721.0
2023-10-12 02:00:00	ES	Futures	4803.87	4808.48	4803.32	4806.85	7011.0
2023-10-12 02:30:00	ES	Futures	4806.58	4809.57	4805.5	4808.48	4216.0
2023-10-12 03:00:00	ES	Futures	4808.48	4808.48	4800.61	4800.88	11564.0
2023-10-12 03:30:00	ES	Futures	4800.88	4803.6	4799.52	4800.61	7233.0
2023-10-12 04:00:00	ES	Futures	4800.61	4803.05	4799.25	4802.24	6124.0
2023-10-12 04:30:00	ES	Futures	4802.24	4806.85	4801.15	4806.85	7143.0
2023-10-12 05:00:00	ES	Futures	4806.85	4807.67	4805.23	4806.31	4791.0
2023-10-12 05:30:00	ES	Futures	4806.31	4809.03	4805.77	4807.94	4093.0
2023-10-12 06:00:00	ES	Futures	4807.94	4811.47	4807.4	4809.3	7579.0
2023-10-12 06:30:00	ES	Futures	4809.3	4811.2	4807.94	4808.21	5995.0
2023-10-12 07:00:00	ES	Futures	4808.21	4809.84	4806.31	4806.85	5701.0
2023-10-12 07:30:00	ES	Futures	4806.85	4809.03	4805.5	4808.76	8868.0
2023-10-12 08:00:00	ES	Futures	4808.48	4812.56	4807.13	4809.57	17484.0
2023-10-12 08:30:00	ES	Futures	4809.57	4810.66	4787.85	4795.18	103778.0
2023-10-12 09:00:00	ES	Futures	4795.18	4797.08	4789.2	4794.36	47716.0
2023-10-12 09:30:00	ES	Futures	4794.36	4794.91	4773.18	4777.25	175570.0
2023-10-12 10:00:00	ES	Futures	4777.25	4791.38	4772.1	4782.69	141939.0
2023-10-12 10:30:00	ES	Futures	4782.69	4786.49	4774.54	4784.86	109278.0
2023-10-12 11:00:00	ES	Futures	4784.86	4793.28	4779.43	4785.13	89740.0
2023-10-12 11:30:00	ES	Futures	4785.4	4789.75	4781.6	4789.47	59746.0
2023-10-12 12:00:00	ES	Futures	4789.47	4798.44	4786.22	4796.81	80614.0
2023-10-12 12:30:00	ES	Futures	4796.81	4797.62	4787.3	4789.2	53883.0
2023-10-12 13:00:00	ES	Futures	4789.47	4789.47	4754.17	4754.99	177802.0
2023-10-12 13:30:00	ES	Futures	4754.99	4758.25	4743.31	4744.4	124614.0
2023-10-12 14:00:00	ES	Futures	4744.4	4747.65	4731.09	4746.03	141872.0
2023-10-12 14:30:00	ES	Futures	4746.03	4754.72	4743.04	4750.1	89395.0
2023-10-12 15:00:00	ES	Futures	4750.37	4760.42	4749.56	4754.72	95530.0
2023-10-12 15:30:00	ES	Futures	4754.72	4764.76	4754.72	4758.52	149463.0
2023-10-12 16:00:00	ES	Futures	4758.25	4762.05	4756.89	4759.33	43757.0
2023-10-12 16:30:00	ES	Futures	4759.6	4759.88	4757.43	4758.52	5036.0
2023-10-12 18:00:00	ES	Futures	4758.52	4760.15	4755.8	4759.6	2896.0
2023-10-12 18:30:00	ES	Futures	4759.6	4759.88	4758.25	4759.6	1661.0
2023-10-12 19:00:00	ES	Futures	4759.6	4761.23	4757.7	4761.23	1464.0
2023-10-12 19:30:00	ES	Futures	4761.23	4762.32	4759.33	4760.96	2608.0
2023-10-12 20:00:00	ES	Futures	4760.96	4763.41	4759.33	4760.96	4276.0
2023-10-12 20:30:00	ES	Futures	4760.96	4762.32	4759.06	4762.32	2746.0
2023-10-12 21:00:00	ES	Futures	4762.05	4763.41	4760.15	4763.41	3679.0
2023-10-12 21:30:00	ES	Futures	4763.13	4764.76	4762.32	4763.68	3421.0
2023-10-12 22:00:00	ES	Futures	4763.41	4766.94	4762.32	4763.95	4287.0
2023-10-12 22:30:00	ES	Futures	4763.95	4764.49	4762.32	4762.86	2328.0
2023-10-12 23:00:00	ES	Futures	4763.13	4765.03	4762.59	4762.86	1663.0
2023-10-12 23:30:00	ES	Futures	4763.13	4763.95	4762.05	4763.13	1583.0
2023-10-12 00:00:00	NQ	Futures	16946.51	16950.63	16943.21	16945.96	1212.0
2023-10-12 00:30:00	NQ	Futures	16946.23	16952.27	16943.48	16950.9	1294.0
2023-10-12 01:00:00	NQ	Futures	16950.35	16951.72	16939.91	16943.21	1243.0
2023-10-12 01:30:00	NQ	Futures	16942.94	16951.45	16942.11	16949.53	1589.0

> showing 50 of 3,891 rows — these rows as CSV

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