PREVIEW / futures_30min / 2023-10-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-23.parquet
  size:    114 KB
  rows:    3,940

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
2023-10-23 00:00:00	ES	Futures	4622.19	4624.64	4622.19	4624.1	1654.0
2023-10-23 00:30:00	ES	Futures	4624.1	4624.91	4621.92	4624.37	2622.0
2023-10-23 01:00:00	ES	Futures	4624.37	4627.08	4623.28	4625.73	2733.0
2023-10-23 01:30:00	ES	Futures	4625.73	4627.35	4625.18	4625.18	2884.0
2023-10-23 02:00:00	ES	Futures	4625.45	4627.08	4623.01	4626.0	2959.0
2023-10-23 02:30:00	ES	Futures	4626.0	4627.35	4624.37	4624.37	3392.0
2023-10-23 03:00:00	ES	Futures	4624.37	4624.91	4615.41	4615.68	14043.0
2023-10-23 03:30:00	ES	Futures	4615.41	4615.95	4603.19	4604.82	17338.0
2023-10-23 04:00:00	ES	Futures	4604.82	4613.51	4601.83	4610.79	13117.0
2023-10-23 04:30:00	ES	Futures	4610.52	4612.96	4605.9	4606.72	12561.0
2023-10-23 05:00:00	ES	Futures	4606.72	4606.72	4592.05	4592.6	22311.0
2023-10-23 05:30:00	ES	Futures	4592.6	4593.41	4578.75	4580.65	27645.0
2023-10-23 06:00:00	ES	Futures	4580.65	4588.25	4579.83	4585.26	17380.0
2023-10-23 06:30:00	ES	Futures	4585.26	4591.51	4585.26	4590.97	14073.0
2023-10-23 07:00:00	ES	Futures	4591.24	4593.41	4588.52	4591.51	14182.0
2023-10-23 07:30:00	ES	Futures	4591.51	4600.2	4589.61	4594.5	18943.0
2023-10-23 08:00:00	ES	Futures	4594.22	4604.0	4589.34	4598.03	24784.0
2023-10-23 08:30:00	ES	Futures	4598.3	4602.37	4595.04	4595.85	19799.0
2023-10-23 09:00:00	ES	Futures	4595.85	4600.47	4590.97	4596.4	30426.0
2023-10-23 09:30:00	ES	Futures	4596.13	4608.62	4576.57	4607.8	244267.0
2023-10-23 10:00:00	ES	Futures	4607.8	4619.21	4603.46	4609.7	164196.0
2023-10-23 10:30:00	ES	Futures	4609.7	4617.04	4601.56	4616.22	123452.0
2023-10-23 11:00:00	ES	Futures	4616.22	4630.61	4613.78	4626.81	125357.0
2023-10-23 11:30:00	ES	Futures	4627.08	4633.87	4622.19	4631.7	86017.0
2023-10-23 12:00:00	ES	Futures	4631.97	4633.33	4621.38	4631.7	71501.0
2023-10-23 12:30:00	ES	Futures	4631.97	4649.35	4629.26	4649.08	82320.0
2023-10-23 13:00:00	ES	Futures	4649.08	4649.89	4629.8	4632.51	89539.0
2023-10-23 13:30:00	ES	Futures	4632.51	4643.1	4630.07	4633.6	65416.0
2023-10-23 14:00:00	ES	Futures	4633.33	4637.13	4622.47	4627.63	80533.0
2023-10-23 14:30:00	ES	Futures	4627.63	4636.04	4623.82	4630.88	82187.0
2023-10-23 15:00:00	ES	Futures	4631.16	4635.23	4611.06	4612.69	117242.0
2023-10-23 15:30:00	ES	Futures	4612.42	4615.95	4603.73	4606.17	201280.0
2023-10-23 16:00:00	ES	Futures	4605.9	4617.04	4605.9	4615.95	51427.0
2023-10-23 16:30:00	ES	Futures	4615.95	4618.94	4615.13	4617.31	7425.0
2023-10-23 18:00:00	ES	Futures	4616.76	4618.66	4615.13	4618.12	3281.0
2023-10-23 18:30:00	ES	Futures	4618.39	4618.66	4615.95	4617.85	1339.0
2023-10-23 19:00:00	ES	Futures	4617.85	4620.84	4617.85	4619.48	2764.0
2023-10-23 19:30:00	ES	Futures	4619.75	4621.38	4617.85	4620.84	3073.0
2023-10-23 20:00:00	ES	Futures	4620.84	4621.65	4613.51	4615.41	5614.0
2023-10-23 20:30:00	ES	Futures	4615.41	4617.04	4611.88	4615.13	4054.0
2023-10-23 21:00:00	ES	Futures	4615.13	4618.39	4611.06	4611.33	5830.0
2023-10-23 21:30:00	ES	Futures	4611.6	4613.51	4608.07	4610.79	6748.0
2023-10-23 22:00:00	ES	Futures	4610.52	4619.48	4609.43	4618.94	6215.0
2023-10-23 22:30:00	ES	Futures	4618.94	4621.38	4618.66	4618.94	4338.0
2023-10-23 23:00:00	ES	Futures	4618.94	4620.02	4616.76	4617.58	3177.0
2023-10-23 23:30:00	ES	Futures	4617.31	4618.66	4615.95	4617.58	2268.0
2023-10-23 00:00:00	NQ	Futures	16138.99	16148.06	16138.17	16144.49	1103.0
2023-10-23 00:30:00	NQ	Futures	16144.21	16151.08	16139.54	16149.16	1349.0
2023-10-23 01:00:00	NQ	Futures	16148.88	16157.12	16142.56	16151.9	1832.0
2023-10-23 01:30:00	NQ	Futures	16151.9	16158.49	16149.71	16149.98	1604.0

> showing 50 of 3,940 rows — these rows as CSV

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