PREVIEW / futures_30min / 2023-10-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-24.parquet
  size:    109 KB
  rows:    3,893

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
2023-10-24 00:00:00	ES	Futures	4617.85	4620.57	4616.49	4618.39	2914.0
2023-10-24 00:30:00	ES	Futures	4618.39	4621.11	4618.12	4621.11	1917.0
2023-10-24 01:00:00	ES	Futures	4621.11	4623.01	4620.29	4621.92	5312.0
2023-10-24 01:30:00	ES	Futures	4621.92	4623.01	4619.48	4622.19	3349.0
2023-10-24 02:00:00	ES	Futures	4622.47	4624.37	4621.11	4623.01	4860.0
2023-10-24 02:30:00	ES	Futures	4622.74	4627.63	4622.74	4626.27	7686.0
2023-10-24 03:00:00	ES	Futures	4626.27	4628.71	4624.1	4625.73	13276.0
2023-10-24 03:30:00	ES	Futures	4625.45	4626.54	4617.04	4620.29	14708.0
2023-10-24 04:00:00	ES	Futures	4620.57	4623.55	4615.13	4619.75	11964.0
2023-10-24 04:30:00	ES	Futures	4619.48	4625.45	4612.69	4623.82	16137.0
2023-10-24 05:00:00	ES	Futures	4623.82	4628.17	4622.19	4627.9	8839.0
2023-10-24 05:30:00	ES	Futures	4627.9	4629.8	4627.08	4628.98	9877.0
2023-10-24 06:00:00	ES	Futures	4628.98	4631.16	4624.91	4626.81	11976.0
2023-10-24 06:30:00	ES	Futures	4626.81	4631.97	4626.0	4631.16	11547.0
2023-10-24 07:00:00	ES	Futures	4631.16	4635.5	4629.8	4634.96	12999.0
2023-10-24 07:30:00	ES	Futures	4635.23	4635.77	4631.97	4633.87	11763.0
2023-10-24 08:00:00	ES	Futures	4633.87	4635.5	4627.63	4633.87	20227.0
2023-10-24 08:30:00	ES	Futures	4633.6	4636.32	4630.88	4635.23	17691.0
2023-10-24 09:00:00	ES	Futures	4634.96	4635.23	4626.0	4628.98	31594.0
2023-10-24 09:30:00	ES	Futures	4629.26	4643.1	4626.81	4642.02	205479.0
2023-10-24 10:00:00	ES	Futures	4642.02	4649.08	4627.9	4648.81	166647.0
2023-10-24 10:30:00	ES	Futures	4648.54	4652.88	4642.29	4645.82	118995.0
2023-10-24 11:00:00	ES	Futures	4646.09	4646.64	4631.43	4632.51	113069.0
2023-10-24 11:30:00	ES	Futures	4632.51	4636.32	4627.9	4635.77	101543.0
2023-10-24 12:00:00	ES	Futures	4636.04	4639.3	4614.86	4617.04	104181.0
2023-10-24 12:30:00	ES	Futures	4617.04	4619.48	4607.8	4613.78	92037.0
2023-10-24 13:00:00	ES	Futures	4613.51	4623.55	4611.06	4623.28	71554.0
2023-10-24 13:30:00	ES	Futures	4623.55	4628.44	4619.75	4623.82	66585.0
2023-10-24 14:00:00	ES	Futures	4623.55	4632.51	4621.65	4632.51	54241.0
2023-10-24 14:30:00	ES	Futures	4632.24	4641.2	4632.24	4638.76	68323.0
2023-10-24 15:00:00	ES	Futures	4638.76	4645.55	4635.23	4644.19	71306.0
2023-10-24 15:30:00	ES	Futures	4644.46	4645.55	4638.22	4639.3	147893.0
2023-10-24 16:00:00	ES	Futures	4639.3	4660.48	4635.77	4639.3	98687.0
2023-10-24 16:30:00	ES	Futures	4639.3	4642.56	4636.04	4638.49	9570.0
2023-10-24 18:00:00	ES	Futures	4637.67	4642.02	4626.27	4633.6	12835.0
2023-10-24 18:30:00	ES	Futures	4633.6	4636.86	4631.43	4635.5	2979.0
2023-10-24 19:00:00	ES	Futures	4635.23	4636.86	4633.6	4633.87	2072.0
2023-10-24 19:30:00	ES	Futures	4633.6	4637.67	4633.6	4636.32	1804.0
2023-10-24 20:00:00	ES	Futures	4636.32	4636.32	4631.16	4632.79	4298.0
2023-10-24 20:30:00	ES	Futures	4633.06	4633.6	4629.8	4632.24	4397.0
2023-10-24 21:00:00	ES	Futures	4632.51	4636.32	4631.7	4633.87	4051.0
2023-10-24 21:30:00	ES	Futures	4633.87	4636.04	4632.24	4635.5	5313.0
2023-10-24 22:00:00	ES	Futures	4635.5	4635.77	4633.6	4635.23	2120.0
2023-10-24 22:30:00	ES	Futures	4635.5	4635.5	4633.06	4634.42	1758.0
2023-10-24 23:00:00	ES	Futures	4634.42	4635.5	4629.53	4629.8	3038.0
2023-10-24 23:30:00	ES	Futures	4630.07	4631.43	4628.98	4629.53	2212.0
2023-10-24 00:00:00	NQ	Futures	16210.68	16222.77	16207.11	16214.53	1304.0
2023-10-24 00:30:00	NQ	Futures	16214.8	16227.16	16213.43	16226.34	1289.0
2023-10-24 01:00:00	NQ	Futures	16226.61	16246.39	16224.14	16241.17	4092.0
2023-10-24 01:30:00	NQ	Futures	16241.44	16246.39	16231.56	16241.72	1780.0

> showing 50 of 3,893 rows — these rows as CSV

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