PREVIEW / futures_30min / 2023-10-13

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-13.parquet
  size:    94 KB
  rows:    3,141

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
2023-10-13 00:00:00	ES	Futures	4763.13	4765.03	4762.05	4764.76	1687.0
2023-10-13 00:30:00	ES	Futures	4764.76	4764.76	4761.5	4761.78	1886.0
2023-10-13 01:00:00	ES	Futures	4762.05	4764.22	4761.5	4763.41	2090.0
2023-10-13 01:30:00	ES	Futures	4763.13	4763.68	4760.69	4762.86	3671.0
2023-10-13 02:00:00	ES	Futures	4762.86	4763.41	4758.52	4760.42	5248.0
2023-10-13 02:30:00	ES	Futures	4760.42	4764.49	4759.33	4763.13	3433.0
2023-10-13 03:00:00	ES	Futures	4762.86	4768.84	4761.5	4766.94	10876.0
2023-10-13 03:30:00	ES	Futures	4766.94	4769.11	4763.95	4765.31	6121.0
2023-10-13 04:00:00	ES	Futures	4765.58	4770.47	4762.59	4763.41	8540.0
2023-10-13 04:30:00	ES	Futures	4763.41	4765.03	4757.97	4759.33	9733.0
2023-10-13 05:00:00	ES	Futures	4759.06	4760.42	4751.19	4753.09	13464.0
2023-10-13 05:30:00	ES	Futures	4752.81	4754.17	4743.58	4744.67	16423.0
2023-10-13 06:00:00	ES	Futures	4744.67	4747.65	4741.95	4744.12	13618.0
2023-10-13 06:30:00	ES	Futures	4744.12	4752.27	4741.68	4749.01	21500.0
2023-10-13 07:00:00	ES	Futures	4749.01	4759.06	4748.2	4757.97	14169.0
2023-10-13 07:30:00	ES	Futures	4757.97	4758.52	4752.27	4755.53	13587.0
2023-10-13 08:00:00	ES	Futures	4755.53	4759.6	4749.28	4758.79	24947.0
2023-10-13 08:30:00	ES	Futures	4758.79	4774.54	4758.52	4773.45	39314.0
2023-10-13 09:00:00	ES	Futures	4773.45	4776.17	4771.55	4774.0	36362.0
2023-10-13 09:30:00	ES	Futures	4774.0	4787.85	4772.91	4781.6	186748.0
2023-10-13 10:00:00	ES	Futures	4781.33	4781.6	4762.32	4765.58	191581.0
2023-10-13 10:30:00	ES	Futures	4765.58	4772.91	4745.21	4747.38	146623.0
2023-10-13 11:00:00	ES	Futures	4747.11	4748.47	4734.35	4740.32	158376.0
2023-10-13 11:30:00	ES	Futures	4740.32	4746.3	4728.1	4731.36	118922.0
2023-10-13 12:00:00	ES	Futures	4731.36	4749.83	4729.46	4748.47	98866.0
2023-10-13 12:30:00	ES	Futures	4748.74	4753.9	4734.08	4739.51	96550.0
2023-10-13 13:00:00	ES	Futures	4739.78	4742.22	4718.33	4718.6	114645.0
2023-10-13 13:30:00	ES	Futures	4718.87	4736.79	4715.07	4731.9	135122.0
2023-10-13 14:00:00	ES	Futures	4731.9	4738.42	4727.56	4732.18	96365.0
2023-10-13 14:30:00	ES	Futures	4732.45	4740.05	4724.84	4734.08	101191.0
2023-10-13 15:00:00	ES	Futures	4734.08	4743.85	4726.2	4728.37	102574.0
2023-10-13 15:30:00	ES	Futures	4728.65	4735.16	4720.5	4733.81	202104.0
2023-10-13 16:00:00	ES	Futures	4733.53	4733.81	4726.2	4727.29	56218.0
2023-10-13 16:30:00	ES	Futures	4727.29	4727.56	4725.39	4726.74	8532.0
2023-10-13 00:00:00	NQ	Futures	16840.21	16844.88	16835.54	16844.33	1425.0
2023-10-13 00:30:00	NQ	Futures	16843.78	16844.33	16829.22	16831.97	1536.0
2023-10-13 01:00:00	NQ	Futures	16831.42	16842.13	16828.95	16837.74	1604.0
2023-10-13 01:30:00	NQ	Futures	16836.91	16840.49	16827.85	16832.25	2573.0
2023-10-13 02:00:00	NQ	Futures	16831.97	16833.89	16815.22	16823.18	3582.0
2023-10-13 02:30:00	NQ	Futures	16823.18	16841.03	16819.89	16836.37	2254.0
2023-10-13 03:00:00	NQ	Futures	16835.54	16853.94	16822.36	16839.66	5195.0
2023-10-13 03:30:00	NQ	Futures	16839.11	16847.08	16829.22	16834.72	3075.0
2023-10-13 04:00:00	NQ	Futures	16834.44	16848.73	16818.24	16820.16	4140.0
2023-10-13 04:30:00	NQ	Futures	16820.71	16825.1	16795.99	16803.96	5245.0
2023-10-13 05:00:00	NQ	Futures	16803.68	16807.53	16771.0	16778.14	6765.0
2023-10-13 05:30:00	NQ	Futures	16778.41	16782.26	16729.52	16731.99	8837.0
2023-10-13 06:00:00	NQ	Futures	16731.44	16743.53	16718.53	16730.89	7563.0
2023-10-13 06:30:00	NQ	Futures	16731.44	16758.64	16725.13	16749.57	8910.0
2023-10-13 07:00:00	NQ	Futures	16749.3	16783.08	16747.92	16780.61	7333.0
2023-10-13 07:30:00	NQ	Futures	16780.61	16781.16	16761.66	16773.47	6585.0

> showing 50 of 3,141 rows — these rows as CSV

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