PREVIEW / futures_30min / 2023-10-25

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-25.parquet
  size:    114 KB
  rows:    3,954

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
2023-10-25 00:00:00	ES	Futures	4629.26	4630.34	4628.44	4629.53	1605.0
2023-10-25 00:30:00	ES	Futures	4629.53	4630.34	4628.17	4630.07	1735.0
2023-10-25 01:00:00	ES	Futures	4630.07	4631.16	4627.35	4627.35	2195.0
2023-10-25 01:30:00	ES	Futures	4627.35	4627.63	4622.47	4624.64	6574.0
2023-10-25 02:00:00	ES	Futures	4624.91	4628.17	4621.92	4627.35	5857.0
2023-10-25 02:30:00	ES	Futures	4627.35	4627.9	4620.84	4621.11	4956.0
2023-10-25 03:00:00	ES	Futures	4621.11	4622.47	4611.88	4616.22	17796.0
2023-10-25 03:30:00	ES	Futures	4615.95	4620.02	4613.23	4619.48	12522.0
2023-10-25 04:00:00	ES	Futures	4619.75	4624.64	4615.95	4624.37	14850.0
2023-10-25 04:30:00	ES	Futures	4624.37	4626.27	4620.29	4623.82	8583.0
2023-10-25 05:00:00	ES	Futures	4623.82	4624.64	4617.04	4624.37	7308.0
2023-10-25 05:30:00	ES	Futures	4624.37	4625.73	4617.04	4620.29	7933.0
2023-10-25 06:00:00	ES	Futures	4620.29	4623.28	4614.59	4623.28	8641.0
2023-10-25 06:30:00	ES	Futures	4623.28	4626.0	4622.19	4625.73	5066.0
2023-10-25 07:00:00	ES	Futures	4625.73	4628.71	4624.37	4627.08	10821.0
2023-10-25 07:30:00	ES	Futures	4627.35	4629.53	4624.1	4625.73	9538.0
2023-10-25 08:00:00	ES	Futures	4625.45	4631.97	4625.45	4628.71	16646.0
2023-10-25 08:30:00	ES	Futures	4628.44	4630.61	4620.02	4620.29	22578.0
2023-10-25 09:00:00	ES	Futures	4620.29	4624.1	4619.21	4620.29	23157.0
2023-10-25 09:30:00	ES	Futures	4620.29	4620.29	4593.68	4601.01	225625.0
2023-10-25 10:00:00	ES	Futures	4601.28	4601.28	4588.52	4591.78	157659.0
2023-10-25 10:30:00	ES	Futures	4591.51	4611.6	4589.88	4600.74	148515.0
2023-10-25 11:00:00	ES	Futures	4600.74	4615.13	4599.66	4609.16	149290.0
2023-10-25 11:30:00	ES	Futures	4609.16	4611.06	4593.68	4593.95	97174.0
2023-10-25 12:00:00	ES	Futures	4593.95	4594.77	4586.35	4590.42	87499.0
2023-10-25 12:30:00	ES	Futures	4590.69	4596.67	4580.92	4583.63	89256.0
2023-10-25 13:00:00	ES	Futures	4583.63	4586.62	4574.13	4576.3	128855.0
2023-10-25 13:30:00	ES	Futures	4576.3	4576.3	4566.25	4573.86	101265.0
2023-10-25 14:00:00	ES	Futures	4573.86	4580.65	4570.33	4574.4	76034.0
2023-10-25 14:30:00	ES	Futures	4574.4	4577.93	4567.34	4573.59	69286.0
2023-10-25 15:00:00	ES	Futures	4573.59	4578.75	4568.43	4576.57	72719.0
2023-10-25 15:30:00	ES	Futures	4576.57	4582.28	4570.87	4573.31	192534.0
2023-10-25 16:00:00	ES	Futures	4573.04	4587.44	4572.5	4580.1	75517.0
2023-10-25 16:30:00	ES	Futures	4580.37	4580.65	4573.59	4574.13	12414.0
2023-10-25 18:00:00	ES	Futures	4564.35	4567.07	4552.13	4556.75	18149.0
2023-10-25 18:30:00	ES	Futures	4556.48	4559.46	4554.85	4556.48	6777.0
2023-10-25 19:00:00	ES	Futures	4556.48	4557.56	4547.52	4550.78	10132.0
2023-10-25 19:30:00	ES	Futures	4550.78	4553.49	4550.78	4552.95	5445.0
2023-10-25 20:00:00	ES	Futures	4552.95	4558.38	4552.4	4554.58	7151.0
2023-10-25 20:30:00	ES	Futures	4554.58	4554.85	4544.8	4546.7	9398.0
2023-10-25 21:00:00	ES	Futures	4546.7	4548.87	4544.53	4545.89	6347.0
2023-10-25 21:30:00	ES	Futures	4545.62	4549.96	4542.9	4545.34	7426.0
2023-10-25 22:00:00	ES	Futures	4545.34	4546.43	4538.28	4539.37	8779.0
2023-10-25 22:30:00	ES	Futures	4539.37	4543.44	4539.37	4541.27	5004.0
2023-10-25 23:00:00	ES	Futures	4541.0	4543.17	4541.0	4542.09	2567.0
2023-10-25 23:30:00	ES	Futures	4542.36	4545.89	4541.81	4543.44	3922.0
2023-10-25 00:00:00	NQ	Futures	16244.74	16248.31	16239.25	16241.44	1606.0
2023-10-25 00:30:00	NQ	Futures	16241.99	16248.03	16238.7	16247.21	1278.0
2023-10-25 01:00:00	NQ	Futures	16247.21	16251.33	16233.48	16233.48	2171.0
2023-10-25 01:30:00	NQ	Futures	16234.03	16234.03	16216.45	16226.61	3453.0

> showing 50 of 3,954 rows — these rows as CSV

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