PREVIEW / futures_30min / 2023-10-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-17.parquet
  size:    109 KB
  rows:    3,917

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
2023-10-17 00:00:00	ES	Futures	4774.81	4775.35	4773.72	4774.27	1448.0
2023-10-17 00:30:00	ES	Futures	4774.27	4775.35	4772.91	4773.18	1744.0
2023-10-17 01:00:00	ES	Futures	4772.91	4775.9	4772.1	4774.27	3267.0
2023-10-17 01:30:00	ES	Futures	4774.27	4777.8	4774.0	4777.53	3412.0
2023-10-17 02:00:00	ES	Futures	4777.53	4778.61	4771.28	4773.45	4690.0
2023-10-17 02:30:00	ES	Futures	4773.45	4775.35	4772.64	4773.18	2662.0
2023-10-17 03:00:00	ES	Futures	4773.18	4781.6	4772.1	4777.53	9829.0
2023-10-17 03:30:00	ES	Futures	4777.25	4782.14	4776.17	4780.51	5467.0
2023-10-17 04:00:00	ES	Futures	4780.24	4781.06	4774.81	4779.43	7463.0
2023-10-17 04:30:00	ES	Futures	4779.43	4779.97	4765.85	4767.48	11781.0
2023-10-17 05:00:00	ES	Futures	4767.75	4777.25	4766.94	4773.45	7353.0
2023-10-17 05:30:00	ES	Futures	4773.72	4775.35	4772.1	4773.18	4707.0
2023-10-17 06:00:00	ES	Futures	4773.18	4775.08	4766.39	4770.47	13068.0
2023-10-17 06:30:00	ES	Futures	4770.47	4771.01	4766.39	4769.38	7447.0
2023-10-17 07:00:00	ES	Futures	4769.38	4770.74	4763.68	4767.75	11521.0
2023-10-17 07:30:00	ES	Futures	4767.75	4771.55	4766.94	4770.74	10396.0
2023-10-17 08:00:00	ES	Futures	4770.47	4772.1	4764.22	4767.48	13571.0
2023-10-17 08:30:00	ES	Futures	4767.21	4767.21	4754.44	4754.72	52098.0
2023-10-17 09:00:00	ES	Futures	4754.99	4756.07	4745.21	4746.3	51951.0
2023-10-17 09:30:00	ES	Futures	4746.03	4756.07	4742.22	4745.21	199789.0
2023-10-17 10:00:00	ES	Futures	4745.21	4773.18	4743.58	4766.66	179109.0
2023-10-17 10:30:00	ES	Futures	4766.94	4778.07	4764.49	4771.82	118552.0
2023-10-17 11:00:00	ES	Futures	4771.55	4784.59	4769.38	4780.51	120086.0
2023-10-17 11:30:00	ES	Futures	4780.79	4797.89	4780.51	4795.18	116914.0
2023-10-17 12:00:00	ES	Futures	4795.18	4804.14	4794.09	4804.14	89737.0
2023-10-17 12:30:00	ES	Futures	4804.14	4804.68	4787.85	4790.29	93184.0
2023-10-17 13:00:00	ES	Futures	4790.29	4792.46	4784.04	4785.13	64705.0
2023-10-17 13:30:00	ES	Futures	4785.13	4785.4	4765.85	4768.84	98660.0
2023-10-17 14:00:00	ES	Futures	4768.84	4775.08	4766.39	4771.82	81889.0
2023-10-17 14:30:00	ES	Futures	4771.82	4778.07	4761.5	4765.58	94408.0
2023-10-17 15:00:00	ES	Futures	4765.31	4776.44	4762.59	4775.35	90797.0
2023-10-17 15:30:00	ES	Futures	4775.63	4782.41	4768.56	4782.14	161052.0
2023-10-17 16:00:00	ES	Futures	4782.14	4782.96	4775.63	4778.88	47751.0
2023-10-17 16:30:00	ES	Futures	4778.88	4782.14	4778.61	4779.43	8396.0
2023-10-17 18:00:00	ES	Futures	4777.25	4778.61	4774.27	4775.35	3178.0
2023-10-17 18:30:00	ES	Futures	4775.63	4776.98	4775.08	4775.08	2474.0
2023-10-17 19:00:00	ES	Futures	4775.35	4776.71	4773.45	4773.72	2435.0
2023-10-17 19:30:00	ES	Futures	4773.72	4774.0	4770.74	4770.74	3014.0
2023-10-17 20:00:00	ES	Futures	4770.47	4771.28	4765.31	4769.38	7735.0
2023-10-17 20:30:00	ES	Futures	4769.38	4769.65	4764.49	4765.58	4331.0
2023-10-17 21:00:00	ES	Futures	4765.31	4769.65	4764.22	4768.56	4627.0
2023-10-17 21:30:00	ES	Futures	4768.84	4771.01	4766.39	4770.19	4929.0
2023-10-17 22:00:00	ES	Futures	4770.19	4776.44	4770.19	4773.72	6047.0
2023-10-17 22:30:00	ES	Futures	4774.0	4775.08	4771.28	4773.72	3262.0
2023-10-17 23:00:00	ES	Futures	4774.0	4775.9	4771.82	4772.91	3012.0
2023-10-17 23:30:00	ES	Futures	4773.18	4775.35	4771.01	4775.08	2403.0
2023-10-17 00:00:00	NQ	Futures	16781.43	16782.53	16775.12	16777.04	917.0
2023-10-17 00:30:00	NQ	Futures	16776.76	16779.78	16769.07	16771.27	956.0
2023-10-17 01:00:00	NQ	Futures	16771.27	16782.81	16769.07	16775.66	1484.0
2023-10-17 01:30:00	NQ	Futures	16775.39	16785.55	16773.74	16783.36	1386.0

> showing 50 of 3,917 rows — these rows as CSV

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