PREVIEW / futures_30min / 2023-10-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-20.parquet
  size:    92 KB
  rows:    3,164

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
2023-10-20 00:00:00	ES	Futures	4667.0	4668.36	4666.19	4667.82	1437.0
2023-10-20 00:30:00	ES	Futures	4668.09	4669.99	4667.55	4668.09	2290.0
2023-10-20 01:00:00	ES	Futures	4668.09	4668.63	4665.92	4667.0	2387.0
2023-10-20 01:30:00	ES	Futures	4666.73	4668.09	4662.66	4663.47	3205.0
2023-10-20 02:00:00	ES	Futures	4663.47	4664.01	4652.61	4655.6	10213.0
2023-10-20 02:30:00	ES	Futures	4655.6	4662.11	4654.51	4661.03	5776.0
2023-10-20 03:00:00	ES	Futures	4661.3	4661.3	4652.88	4655.6	18121.0
2023-10-20 03:30:00	ES	Futures	4655.33	4667.55	4653.97	4664.29	17064.0
2023-10-20 04:00:00	ES	Futures	4664.56	4672.16	4659.67	4670.53	13808.0
2023-10-20 04:30:00	ES	Futures	4670.53	4675.42	4668.36	4670.53	11525.0
2023-10-20 05:00:00	ES	Futures	4670.8	4671.35	4661.3	4662.39	11471.0
2023-10-20 05:30:00	ES	Futures	4662.39	4665.64	4658.31	4663.2	13086.0
2023-10-20 06:00:00	ES	Futures	4663.2	4664.56	4657.23	4658.58	9691.0
2023-10-20 06:30:00	ES	Futures	4658.31	4663.2	4658.04	4660.48	7294.0
2023-10-20 07:00:00	ES	Futures	4660.76	4667.55	4658.86	4665.1	12572.0
2023-10-20 07:30:00	ES	Futures	4665.1	4670.26	4660.76	4668.09	18104.0
2023-10-20 08:00:00	ES	Futures	4667.82	4669.17	4651.25	4652.88	30856.0
2023-10-20 08:30:00	ES	Futures	4652.88	4661.03	4652.61	4657.77	28108.0
2023-10-20 09:00:00	ES	Futures	4658.04	4667.55	4657.77	4667.0	48235.0
2023-10-20 09:30:00	ES	Futures	4667.0	4673.25	4656.95	4657.23	247299.0
2023-10-20 10:00:00	ES	Futures	4656.95	4661.03	4636.86	4638.22	200472.0
2023-10-20 10:30:00	ES	Futures	4638.22	4643.92	4626.81	4627.9	168619.0
2023-10-20 11:00:00	ES	Futures	4627.9	4636.59	4624.1	4626.27	126436.0
2023-10-20 11:30:00	ES	Futures	4626.27	4642.56	4622.19	4638.22	131235.0
2023-10-20 12:00:00	ES	Futures	4638.22	4641.2	4626.54	4634.14	107022.0
2023-10-20 12:30:00	ES	Futures	4634.42	4650.17	4634.14	4647.99	91950.0
2023-10-20 13:00:00	ES	Futures	4648.26	4654.24	4634.96	4647.45	122541.0
2023-10-20 13:30:00	ES	Futures	4647.45	4652.34	4638.22	4647.45	92381.0
2023-10-20 14:00:00	ES	Futures	4647.72	4648.26	4628.44	4629.8	96354.0
2023-10-20 14:30:00	ES	Futures	4630.07	4637.95	4625.73	4630.34	90624.0
2023-10-20 15:00:00	ES	Futures	4630.34	4635.5	4620.57	4627.35	108319.0
2023-10-20 15:30:00	ES	Futures	4627.08	4630.07	4613.51	4614.86	243850.0
2023-10-20 16:00:00	ES	Futures	4614.86	4616.49	4609.43	4613.51	73777.0
2023-10-20 16:30:00	ES	Futures	4613.51	4614.05	4610.52	4610.52	8955.0
2023-10-20 00:00:00	NQ	Futures	16312.31	16315.33	16307.64	16314.5	970.0
2023-10-20 00:30:00	NQ	Futures	16314.5	16321.64	16312.58	16314.78	1454.0
2023-10-20 01:00:00	NQ	Futures	16314.5	16315.33	16302.69	16305.99	1665.0
2023-10-20 01:30:00	NQ	Futures	16305.99	16310.66	16290.06	16293.35	2052.0
2023-10-20 02:00:00	NQ	Futures	16292.81	16295.0	16255.73	16266.16	5473.0
2023-10-20 02:30:00	NQ	Futures	16266.16	16295.0	16263.42	16291.98	3823.0
2023-10-20 03:00:00	NQ	Futures	16291.98	16292.26	16263.97	16272.48	8260.0
2023-10-20 03:30:00	NQ	Futures	16272.21	16308.46	16269.18	16293.9	7204.0
2023-10-20 04:00:00	NQ	Futures	16294.45	16338.95	16283.47	16333.46	7960.0
2023-10-20 04:30:00	NQ	Futures	16332.63	16356.25	16326.31	16333.18	6858.0
2023-10-20 05:00:00	NQ	Futures	16334.0	16336.2	16299.12	16303.52	5197.0
2023-10-20 05:30:00	NQ	Futures	16303.52	16323.02	16291.98	16313.95	5231.0
2023-10-20 06:00:00	NQ	Futures	16313.95	16319.17	16289.78	16293.08	3645.0
2023-10-20 06:30:00	NQ	Futures	16293.35	16309.83	16286.49	16297.75	3843.0
2023-10-20 07:00:00	NQ	Futures	16298.02	16323.29	16286.76	16315.05	5972.0
2023-10-20 07:30:00	NQ	Futures	16316.15	16337.58	16301.05	16329.88	7094.0

> showing 50 of 3,164 rows — these rows as CSV

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