PREVIEW / futures_30min / 2023-01-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-03.parquet
  size:    114 KB
  rows:    3,837

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
2023-01-03 00:00:00	ES	Futures	4321.6	4326.63	4321.6	4322.16	3055.0
2023-01-03 00:30:00	ES	Futures	4322.44	4332.5	4322.44	4329.99	5742.0
2023-01-03 01:00:00	ES	Futures	4329.99	4332.78	4326.91	4331.66	3264.0
2023-01-03 01:30:00	ES	Futures	4331.94	4333.06	4324.12	4328.87	4363.0
2023-01-03 02:00:00	ES	Futures	4328.59	4331.39	4323.56	4329.99	5627.0
2023-01-03 02:30:00	ES	Futures	4329.99	4341.73	4329.43	4341.45	10706.0
2023-01-03 03:00:00	ES	Futures	4341.17	4349.0	4336.7	4347.32	20676.0
2023-01-03 03:30:00	ES	Futures	4347.32	4358.51	4345.37	4356.55	17951.0
2023-01-03 04:00:00	ES	Futures	4356.55	4368.29	4355.71	4364.66	21986.0
2023-01-03 04:30:00	ES	Futures	4364.66	4368.85	4363.26	4368.57	14181.0
2023-01-03 05:00:00	ES	Futures	4368.57	4369.41	4354.59	4356.27	11844.0
2023-01-03 05:30:00	ES	Futures	4356.27	4362.14	4354.31	4358.79	9075.0
2023-01-03 06:00:00	ES	Futures	4358.79	4360.18	4351.24	4353.75	8054.0
2023-01-03 06:30:00	ES	Futures	4353.75	4355.15	4330.83	4336.14	26657.0
2023-01-03 07:00:00	ES	Futures	4335.86	4338.1	4328.59	4334.74	24427.0
2023-01-03 07:30:00	ES	Futures	4334.46	4341.45	4334.46	4339.49	13259.0
2023-01-03 08:00:00	ES	Futures	4339.21	4345.65	4329.15	4336.98	47035.0
2023-01-03 08:30:00	ES	Futures	4336.98	4346.76	4335.3	4343.97	31268.0
2023-01-03 09:00:00	ES	Futures	4344.25	4351.24	4339.77	4340.61	36344.0
2023-01-03 09:30:00	ES	Futures	4340.61	4363.54	4309.58	4310.41	218681.0
2023-01-03 10:00:00	ES	Futures	4310.41	4319.92	4292.52	4302.03	131373.0
2023-01-03 10:30:00	ES	Futures	4301.75	4314.61	4291.68	4314.05	88065.0
2023-01-03 11:00:00	ES	Futures	4314.05	4317.13	4284.69	4291.4	108370.0
2023-01-03 11:30:00	ES	Futures	4291.12	4291.4	4275.74	4280.5	89287.0
2023-01-03 12:00:00	ES	Futures	4280.78	4287.77	4272.95	4279.1	61560.0
2023-01-03 12:30:00	ES	Futures	4279.38	4291.12	4266.24	4275.18	72075.0
2023-01-03 13:00:00	ES	Futures	4275.46	4287.49	4272.39	4285.53	57584.0
2023-01-03 13:30:00	ES	Futures	4285.53	4290.84	4279.38	4289.16	50423.0
2023-01-03 14:00:00	ES	Futures	4289.16	4293.08	4277.42	4279.66	55039.0
2023-01-03 14:30:00	ES	Futures	4279.66	4299.51	4269.31	4291.4	102852.0
2023-01-03 15:00:00	ES	Futures	4291.68	4303.98	4288.88	4295.04	87797.0
2023-01-03 15:30:00	ES	Futures	4295.04	4305.1	4294.48	4300.07	132925.0
2023-01-03 16:00:00	ES	Futures	4300.07	4300.91	4292.52	4297.83	38655.0
2023-01-03 16:30:00	ES	Futures	4297.83	4300.35	4296.15	4298.39	5687.0
2023-01-03 18:00:00	ES	Futures	4297.83	4298.95	4293.92	4298.39	2889.0
2023-01-03 18:30:00	ES	Futures	4298.39	4300.63	4295.32	4300.35	2645.0
2023-01-03 19:00:00	ES	Futures	4300.35	4304.26	4298.67	4303.98	3852.0
2023-01-03 19:30:00	ES	Futures	4303.98	4304.26	4298.11	4299.79	5566.0
2023-01-03 20:00:00	ES	Futures	4300.07	4305.94	4299.23	4305.66	4772.0
2023-01-03 20:30:00	ES	Futures	4305.66	4310.14	4305.38	4308.46	5003.0
2023-01-03 21:00:00	ES	Futures	4308.18	4310.14	4305.94	4306.78	3633.0
2023-01-03 21:30:00	ES	Futures	4306.5	4308.18	4300.63	4300.91	4584.0
2023-01-03 22:00:00	ES	Futures	4300.91	4306.78	4300.35	4305.66	3971.0
2023-01-03 22:30:00	ES	Futures	4305.38	4305.66	4300.35	4304.26	3932.0
2023-01-03 23:00:00	ES	Futures	4304.54	4307.06	4303.7	4304.82	2994.0
2023-01-03 23:30:00	ES	Futures	4305.1	4309.58	4304.82	4309.3	2765.0
2023-01-03 00:00:00	NQ	Futures	12543.06	12564.4	12542.49	12549.6	1566.0
2023-01-03 00:30:00	NQ	Futures	12550.74	12583.74	12550.74	12575.21	2667.0
2023-01-03 01:00:00	NQ	Futures	12574.35	12590.28	12563.83	12587.16	2319.0
2023-01-03 01:30:00	NQ	Futures	12586.87	12591.71	12556.71	12575.78	2736.0

> showing 50 of 3,837 rows — these rows as CSV

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