PREVIEW / futures_30min / 2023-10-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-18.parquet
  size:    113 KB
  rows:    3,908

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
2023-10-18 00:00:00	ES	Futures	4775.08	4776.44	4773.72	4775.08	1624.0
2023-10-18 00:30:00	ES	Futures	4775.08	4776.71	4774.27	4774.27	1569.0
2023-10-18 01:00:00	ES	Futures	4774.27	4775.63	4771.82	4773.18	4031.0
2023-10-18 01:30:00	ES	Futures	4773.45	4778.34	4773.18	4777.53	3940.0
2023-10-18 02:00:00	ES	Futures	4777.53	4778.07	4772.1	4774.0	5307.0
2023-10-18 02:30:00	ES	Futures	4774.0	4776.44	4767.48	4767.48	5183.0
2023-10-18 03:00:00	ES	Futures	4767.75	4770.74	4763.13	4766.39	14382.0
2023-10-18 03:30:00	ES	Futures	4766.39	4771.55	4765.58	4770.74	11265.0
2023-10-18 04:00:00	ES	Futures	4770.74	4772.1	4766.39	4771.28	10212.0
2023-10-18 04:30:00	ES	Futures	4771.28	4776.17	4769.65	4773.72	8176.0
2023-10-18 05:00:00	ES	Futures	4774.0	4776.44	4768.02	4768.56	7631.0
2023-10-18 05:30:00	ES	Futures	4768.56	4768.56	4763.68	4765.03	10433.0
2023-10-18 06:00:00	ES	Futures	4765.03	4767.21	4757.16	4760.15	18744.0
2023-10-18 06:30:00	ES	Futures	4759.88	4760.69	4755.8	4759.06	11096.0
2023-10-18 07:00:00	ES	Futures	4759.33	4763.68	4758.25	4761.5	13986.0
2023-10-18 07:30:00	ES	Futures	4761.5	4764.76	4760.15	4762.05	11570.0
2023-10-18 08:00:00	ES	Futures	4762.05	4767.21	4760.69	4763.41	15829.0
2023-10-18 08:30:00	ES	Futures	4763.41	4766.12	4754.72	4756.07	32398.0
2023-10-18 09:00:00	ES	Futures	4756.34	4762.59	4755.26	4760.42	27633.0
2023-10-18 09:30:00	ES	Futures	4760.69	4766.94	4753.09	4758.25	188437.0
2023-10-18 10:00:00	ES	Futures	4758.25	4771.28	4749.56	4753.36	182686.0
2023-10-18 10:30:00	ES	Futures	4753.36	4755.8	4738.42	4742.5	165027.0
2023-10-18 11:00:00	ES	Futures	4742.5	4753.9	4738.97	4746.03	119787.0
2023-10-18 11:30:00	ES	Futures	4746.03	4750.64	4741.14	4741.95	97878.0
2023-10-18 12:00:00	ES	Futures	4741.68	4752.81	4734.08	4736.52	126743.0
2023-10-18 12:30:00	ES	Futures	4736.52	4739.78	4729.73	4731.09	84087.0
2023-10-18 13:00:00	ES	Futures	4730.82	4756.34	4726.2	4747.38	178623.0
2023-10-18 13:30:00	ES	Futures	4747.38	4747.38	4728.65	4741.68	133969.0
2023-10-18 14:00:00	ES	Futures	4741.68	4750.37	4734.62	4736.79	110651.0
2023-10-18 14:30:00	ES	Futures	4736.79	4742.77	4723.21	4727.29	106976.0
2023-10-18 15:00:00	ES	Futures	4727.29	4727.56	4717.51	4719.41	99217.0
2023-10-18 15:30:00	ES	Futures	4719.41	4722.94	4704.21	4717.51	262217.0
2023-10-18 16:00:00	ES	Futures	4717.24	4726.2	4717.24	4724.03	77231.0
2023-10-18 16:30:00	ES	Futures	4724.03	4725.12	4721.86	4722.4	7774.0
2023-10-18 18:00:00	ES	Futures	4721.31	4721.86	4715.88	4719.14	6633.0
2023-10-18 18:30:00	ES	Futures	4719.41	4722.4	4715.07	4715.61	4481.0
2023-10-18 19:00:00	ES	Futures	4715.61	4717.51	4713.98	4716.97	3806.0
2023-10-18 19:30:00	ES	Futures	4716.97	4718.87	4714.52	4718.6	5485.0
2023-10-18 20:00:00	ES	Futures	4718.33	4721.59	4714.8	4717.24	6069.0
2023-10-18 20:30:00	ES	Futures	4716.97	4721.31	4714.52	4720.23	5524.0
2023-10-18 21:00:00	ES	Futures	4720.23	4723.76	4718.06	4719.68	7162.0
2023-10-18 21:30:00	ES	Futures	4719.68	4719.68	4712.08	4713.71	9193.0
2023-10-18 22:00:00	ES	Futures	4713.44	4715.88	4710.45	4713.17	4742.0
2023-10-18 22:30:00	ES	Futures	4712.9	4713.17	4707.74	4708.55	4197.0
2023-10-18 23:00:00	ES	Futures	4708.55	4709.37	4702.3	4705.02	5954.0
2023-10-18 23:30:00	ES	Futures	4705.02	4706.92	4704.21	4706.11	3412.0
2023-10-18 00:00:00	NQ	Futures	16717.99	16721.01	16711.94	16716.06	890.0
2023-10-18 00:30:00	NQ	Futures	16716.06	16722.11	16711.12	16711.67	1108.0
2023-10-18 01:00:00	NQ	Futures	16711.94	16717.71	16703.98	16708.65	2194.0
2023-10-18 01:30:00	NQ	Futures	16708.37	16725.4	16707.82	16721.28	2262.0

> showing 50 of 3,908 rows — these rows as CSV

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