PREVIEW / futures_30min / 2023-10-16

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-16.parquet
  size:    108 KB
  rows:    3,921

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
2023-10-16 00:00:00	ES	Futures	4743.31	4744.12	4741.95	4742.5	2319.0
2023-10-16 00:30:00	ES	Futures	4742.5	4743.31	4741.14	4743.31	1313.0
2023-10-16 01:00:00	ES	Futures	4743.31	4743.31	4741.14	4743.04	2117.0
2023-10-16 01:30:00	ES	Futures	4742.77	4743.31	4735.71	4741.14	4996.0
2023-10-16 02:00:00	ES	Futures	4741.14	4748.2	4740.32	4746.84	8051.0
2023-10-16 02:30:00	ES	Futures	4746.84	4752.0	4746.57	4748.74	5219.0
2023-10-16 03:00:00	ES	Futures	4748.74	4749.83	4738.15	4741.68	14514.0
2023-10-16 03:30:00	ES	Futures	4741.68	4745.48	4734.08	4737.61	12271.0
2023-10-16 04:00:00	ES	Futures	4737.61	4739.51	4730.0	4738.69	13196.0
2023-10-16 04:30:00	ES	Futures	4738.69	4745.48	4738.15	4741.68	8479.0
2023-10-16 05:00:00	ES	Futures	4741.41	4744.67	4739.24	4740.05	6805.0
2023-10-16 05:30:00	ES	Futures	4740.05	4745.21	4740.05	4741.68	6712.0
2023-10-16 06:00:00	ES	Futures	4741.68	4743.04	4736.25	4740.87	10529.0
2023-10-16 06:30:00	ES	Futures	4740.87	4746.57	4740.59	4746.57	6108.0
2023-10-16 07:00:00	ES	Futures	4746.3	4747.38	4742.22	4746.3	9678.0
2023-10-16 07:30:00	ES	Futures	4746.3	4753.9	4744.94	4749.01	15284.0
2023-10-16 08:00:00	ES	Futures	4749.28	4750.1	4743.85	4745.21	19908.0
2023-10-16 08:30:00	ES	Futures	4745.48	4760.15	4745.21	4758.52	29657.0
2023-10-16 09:00:00	ES	Futures	4758.25	4761.78	4755.26	4757.97	33792.0
2023-10-16 09:30:00	ES	Futures	4757.97	4768.56	4755.26	4763.41	179010.0
2023-10-16 10:00:00	ES	Futures	4763.41	4781.87	4757.97	4781.33	144321.0
2023-10-16 10:30:00	ES	Futures	4781.6	4792.19	4781.06	4791.1	136646.0
2023-10-16 11:00:00	ES	Futures	4791.38	4794.91	4785.13	4788.66	86795.0
2023-10-16 11:30:00	ES	Futures	4788.66	4790.29	4776.71	4781.87	71265.0
2023-10-16 12:00:00	ES	Futures	4781.87	4784.86	4778.61	4783.23	52365.0
2023-10-16 12:30:00	ES	Futures	4783.23	4784.86	4776.44	4782.14	45922.0
2023-10-16 13:00:00	ES	Futures	4782.14	4791.65	4763.68	4778.34	120365.0
2023-10-16 13:30:00	ES	Futures	4778.34	4788.93	4776.17	4787.3	72524.0
2023-10-16 14:00:00	ES	Futures	4787.57	4790.29	4781.06	4781.87	53233.0
2023-10-16 14:30:00	ES	Futures	4781.87	4788.39	4777.8	4787.85	52677.0
2023-10-16 15:00:00	ES	Futures	4787.85	4792.73	4783.23	4791.92	67041.0
2023-10-16 15:30:00	ES	Futures	4791.92	4792.73	4778.88	4782.14	211916.0
2023-10-16 16:00:00	ES	Futures	4781.87	4787.03	4778.61	4787.03	64126.0
2023-10-16 16:30:00	ES	Futures	4786.76	4787.3	4784.59	4785.94	5622.0
2023-10-16 18:00:00	ES	Futures	4786.22	4786.76	4783.23	4783.5	2027.0
2023-10-16 18:30:00	ES	Futures	4783.5	4784.04	4780.79	4781.33	2030.0
2023-10-16 19:00:00	ES	Futures	4781.33	4781.6	4776.44	4779.43	3687.0
2023-10-16 19:30:00	ES	Futures	4779.43	4783.23	4779.43	4781.87	3034.0
2023-10-16 20:00:00	ES	Futures	4781.87	4783.77	4780.24	4783.23	4585.0
2023-10-16 20:30:00	ES	Futures	4783.5	4783.5	4779.16	4780.51	2638.0
2023-10-16 21:00:00	ES	Futures	4780.51	4780.51	4776.98	4776.98	3785.0
2023-10-16 21:30:00	ES	Futures	4776.98	4778.61	4776.44	4777.25	2868.0
2023-10-16 22:00:00	ES	Futures	4777.25	4778.61	4775.9	4776.71	3041.0
2023-10-16 22:30:00	ES	Futures	4776.71	4777.8	4775.63	4776.17	1764.0
2023-10-16 23:00:00	ES	Futures	4776.17	4778.34	4775.08	4775.9	2989.0
2023-10-16 23:30:00	ES	Futures	4775.9	4778.61	4771.82	4774.81	3568.0
2023-10-16 00:00:00	NQ	Futures	16659.21	16663.88	16653.99	16657.83	1277.0
2023-10-16 00:30:00	NQ	Futures	16658.66	16662.23	16652.07	16660.86	912.0
2023-10-16 01:00:00	NQ	Futures	16661.4	16663.6	16653.44	16660.03	1416.0
2023-10-16 01:30:00	NQ	Futures	16659.48	16661.13	16629.54	16651.79	3045.0

> showing 50 of 3,921 rows — these rows as CSV

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