PREVIEW / futures_30min / 2023-10-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-27.parquet
  size:    95 KB
  rows:    3,189

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
2023-10-27 00:00:00	ES	Futures	4539.37	4541.0	4538.83	4539.64	2872.0
2023-10-27 00:30:00	ES	Futures	4539.64	4543.44	4539.64	4542.9	2624.0
2023-10-27 01:00:00	ES	Futures	4542.9	4543.44	4540.18	4542.9	4644.0
2023-10-27 01:30:00	ES	Futures	4542.9	4543.71	4539.91	4543.44	4311.0
2023-10-27 02:00:00	ES	Futures	4543.17	4543.71	4538.28	4539.1	5568.0
2023-10-27 02:30:00	ES	Futures	4538.83	4541.54	4537.74	4537.74	4409.0
2023-10-27 03:00:00	ES	Futures	4537.74	4538.55	4531.22	4533.4	15981.0
2023-10-27 03:30:00	ES	Futures	4533.4	4538.01	4532.04	4536.65	7604.0
2023-10-27 04:00:00	ES	Futures	4536.38	4541.27	4535.3	4540.46	11089.0
2023-10-27 04:30:00	ES	Futures	4540.46	4545.34	4539.91	4544.8	10940.0
2023-10-27 05:00:00	ES	Futures	4544.8	4545.89	4539.37	4539.64	12710.0
2023-10-27 05:30:00	ES	Futures	4539.37	4541.0	4535.57	4538.28	7402.0
2023-10-27 06:00:00	ES	Futures	4538.28	4541.27	4537.2	4538.55	7090.0
2023-10-27 06:30:00	ES	Futures	4538.55	4538.55	4532.58	4533.12	8141.0
2023-10-27 07:00:00	ES	Futures	4532.85	4535.02	4524.43	4525.52	17061.0
2023-10-27 07:30:00	ES	Futures	4525.52	4527.15	4520.36	4521.45	17515.0
2023-10-27 08:00:00	ES	Futures	4521.72	4530.95	4519.55	4529.59	20709.0
2023-10-27 08:30:00	ES	Futures	4529.59	4538.83	4523.62	4533.12	52379.0
2023-10-27 09:00:00	ES	Futures	4533.4	4538.83	4531.77	4532.58	33046.0
2023-10-27 09:30:00	ES	Futures	4532.58	4535.84	4514.93	4522.53	230703.0
2023-10-27 10:00:00	ES	Futures	4522.53	4532.31	4512.49	4519.27	210994.0
2023-10-27 10:30:00	ES	Futures	4519.27	4525.79	4506.78	4524.98	151988.0
2023-10-27 11:00:00	ES	Futures	4524.98	4536.93	4521.18	4529.59	118607.0
2023-10-27 11:30:00	ES	Futures	4529.87	4530.41	4516.83	4524.16	94014.0
2023-10-27 12:00:00	ES	Futures	4524.43	4525.79	4508.41	4514.39	89061.0
2023-10-27 12:30:00	ES	Futures	4514.39	4519.0	4504.61	4505.97	76282.0
2023-10-27 13:00:00	ES	Futures	4506.24	4508.68	4489.67	4494.83	142922.0
2023-10-27 13:30:00	ES	Futures	4494.83	4498.91	4487.5	4490.49	81166.0
2023-10-27 14:00:00	ES	Futures	4490.49	4497.28	4482.07	4484.24	101594.0
2023-10-27 14:30:00	ES	Futures	4484.51	4499.72	4478.27	4481.53	110735.0
2023-10-27 15:00:00	ES	Futures	4481.53	4491.85	4479.63	4491.03	95578.0
2023-10-27 15:30:00	ES	Futures	4491.03	4497.01	4477.73	4494.83	238612.0
2023-10-27 16:00:00	ES	Futures	4494.83	4498.64	4493.48	4494.83	62269.0
2023-10-27 16:30:00	ES	Futures	4495.11	4497.01	4492.66	4493.2	11463.0
2023-10-27 00:00:00	NQ	Futures	15717.93	15720.95	15713.54	15715.74	1263.0
2023-10-27 00:30:00	NQ	Futures	15715.46	15736.06	15714.64	15732.49	1688.0
2023-10-27 01:00:00	NQ	Futures	15732.22	15734.41	15721.78	15731.67	2401.0
2023-10-27 01:30:00	NQ	Futures	15731.67	15738.81	15719.31	15738.26	2128.0
2023-10-27 02:00:00	NQ	Futures	15737.43	15738.81	15717.11	15717.93	2988.0
2023-10-27 02:30:00	NQ	Futures	15718.21	15726.17	15712.99	15713.54	1964.0
2023-10-27 03:00:00	NQ	Futures	15712.99	15717.66	15684.42	15708.59	7062.0
2023-10-27 03:30:00	NQ	Futures	15706.67	15726.45	15699.53	15719.58	4183.0
2023-10-27 04:00:00	NQ	Futures	15718.76	15732.49	15709.42	15729.47	5722.0
2023-10-27 04:30:00	NQ	Futures	15729.74	15757.48	15727.55	15754.19	6266.0
2023-10-27 05:00:00	NQ	Futures	15754.19	15758.58	15739.08	15739.63	4306.0
2023-10-27 05:30:00	NQ	Futures	15739.91	15749.24	15726.45	15742.1	4737.0
2023-10-27 06:00:00	NQ	Futures	15742.38	15754.74	15735.79	15741.83	3719.0
2023-10-27 06:30:00	NQ	Futures	15742.1	15747.05	15722.05	15724.52	4443.0
2023-10-27 07:00:00	NQ	Futures	15724.25	15733.86	15697.61	15702.0	7228.0
2023-10-27 07:30:00	NQ	Futures	15700.9	15717.66	15684.97	15689.92	6981.0

> showing 50 of 3,189 rows — these rows as CSV

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