PREVIEW / futures_30min / 2023-10-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-19.parquet
  size:    113 KB
  rows:    3,958

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
2023-10-19 00:00:00	ES	Futures	4706.38	4709.64	4706.11	4709.64	2393.0
2023-10-19 00:30:00	ES	Futures	4709.64	4710.72	4707.46	4709.64	2135.0
2023-10-19 01:00:00	ES	Futures	4709.91	4711.27	4707.46	4708.55	4377.0
2023-10-19 01:30:00	ES	Futures	4708.55	4709.09	4703.93	4705.83	3682.0
2023-10-19 02:00:00	ES	Futures	4705.83	4712.08	4703.93	4708.28	9434.0
2023-10-19 02:30:00	ES	Futures	4708.01	4710.72	4706.65	4709.64	5129.0
2023-10-19 03:00:00	ES	Futures	4709.37	4716.15	4707.46	4708.55	17444.0
2023-10-19 03:30:00	ES	Futures	4708.55	4709.91	4693.34	4699.86	21774.0
2023-10-19 04:00:00	ES	Futures	4699.86	4705.02	4698.23	4703.93	14899.0
2023-10-19 04:30:00	ES	Futures	4703.93	4706.11	4700.13	4700.95	9268.0
2023-10-19 05:00:00	ES	Futures	4701.22	4706.11	4699.59	4705.29	7242.0
2023-10-19 05:30:00	ES	Futures	4705.02	4714.8	4705.02	4714.52	11366.0
2023-10-19 06:00:00	ES	Futures	4714.25	4717.78	4712.62	4717.24	11442.0
2023-10-19 06:30:00	ES	Futures	4717.24	4722.67	4716.43	4721.59	13035.0
2023-10-19 07:00:00	ES	Futures	4721.59	4722.4	4710.99	4712.08	16572.0
2023-10-19 07:30:00	ES	Futures	4712.35	4712.62	4707.74	4710.18	14235.0
2023-10-19 08:00:00	ES	Futures	4710.18	4718.6	4708.55	4716.15	20432.0
2023-10-19 08:30:00	ES	Futures	4716.43	4726.74	4709.91	4724.3	45183.0
2023-10-19 09:00:00	ES	Futures	4724.57	4727.83	4719.41	4722.67	42031.0
2023-10-19 09:30:00	ES	Futures	4722.67	4727.56	4713.98	4720.5	163574.0
2023-10-19 10:00:00	ES	Futures	4720.23	4724.3	4699.86	4701.22	160107.0
2023-10-19 10:30:00	ES	Futures	4701.22	4708.01	4697.42	4700.4	145739.0
2023-10-19 11:00:00	ES	Futures	4700.4	4707.46	4694.97	4706.11	115906.0
2023-10-19 11:30:00	ES	Futures	4706.38	4719.96	4704.48	4712.08	94979.0
2023-10-19 12:00:00	ES	Futures	4712.08	4743.04	4702.58	4713.17	301125.0
2023-10-19 12:30:00	ES	Futures	4713.44	4728.37	4687.1	4723.49	313454.0
2023-10-19 13:00:00	ES	Futures	4723.49	4738.42	4718.6	4725.12	179281.0
2023-10-19 13:30:00	ES	Futures	4725.39	4731.36	4700.95	4706.11	148695.0
2023-10-19 14:00:00	ES	Futures	4705.83	4712.08	4697.96	4701.22	109857.0
2023-10-19 14:30:00	ES	Futures	4701.22	4701.49	4674.61	4678.14	177103.0
2023-10-19 15:00:00	ES	Futures	4678.14	4685.2	4671.62	4676.51	120673.0
2023-10-19 15:30:00	ES	Futures	4676.51	4683.3	4665.1	4672.43	221178.0
2023-10-19 16:00:00	ES	Futures	4672.16	4673.52	4662.93	4668.09	73603.0
2023-10-19 16:30:00	ES	Futures	4668.09	4668.36	4665.92	4667.0	8821.0
2023-10-19 18:00:00	ES	Futures	4665.37	4668.63	4662.39	4664.29	5633.0
2023-10-19 18:30:00	ES	Futures	4664.56	4666.46	4663.2	4663.47	3877.0
2023-10-19 19:00:00	ES	Futures	4663.47	4663.74	4660.48	4663.74	4969.0
2023-10-19 19:30:00	ES	Futures	4663.47	4665.92	4662.39	4665.37	2778.0
2023-10-19 20:00:00	ES	Futures	4665.37	4665.64	4660.48	4662.93	8072.0
2023-10-19 20:30:00	ES	Futures	4662.93	4667.0	4661.57	4665.1	5803.0
2023-10-19 21:00:00	ES	Futures	4664.83	4665.64	4657.5	4659.94	6139.0
2023-10-19 21:30:00	ES	Futures	4659.94	4665.64	4658.31	4663.74	6070.0
2023-10-19 22:00:00	ES	Futures	4663.47	4666.19	4662.66	4664.56	4090.0
2023-10-19 22:30:00	ES	Futures	4664.56	4669.45	4664.01	4669.45	5151.0
2023-10-19 23:00:00	ES	Futures	4669.17	4669.45	4666.19	4667.27	3999.0
2023-10-19 23:30:00	ES	Futures	4667.27	4668.9	4665.92	4667.0	2841.0
2023-10-19 00:00:00	NQ	Futures	16475.18	16489.46	16475.18	16488.64	1927.0
2023-10-19 00:30:00	NQ	Futures	16488.37	16494.41	16482.87	16493.31	1379.0
2023-10-19 01:00:00	NQ	Futures	16493.58	16495.23	16479.58	16483.42	2718.0
2023-10-19 01:30:00	NQ	Futures	16483.42	16486.72	16460.9	16469.14	3353.0

> showing 50 of 3,958 rows — these rows as CSV

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