PREVIEW / futures_30min / 2023-01-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-04.parquet
  size:    114 KB
  rows:    3,971

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
2023-01-04 00:00:00	ES	Futures	4309.58	4310.97	4305.94	4306.22	3488.0
2023-01-04 00:30:00	ES	Futures	4306.22	4309.3	4304.82	4308.18	2418.0
2023-01-04 01:00:00	ES	Futures	4308.18	4310.69	4306.5	4307.9	2776.0
2023-01-04 01:30:00	ES	Futures	4308.18	4310.41	4302.87	4309.58	2922.0
2023-01-04 02:00:00	ES	Futures	4309.58	4310.97	4308.18	4310.69	3842.0
2023-01-04 02:30:00	ES	Futures	4310.69	4314.89	4309.02	4314.05	9834.0
2023-01-04 03:00:00	ES	Futures	4314.05	4324.12	4313.21	4323.84	23719.0
2023-01-04 03:30:00	ES	Futures	4323.84	4324.12	4318.24	4318.24	11351.0
2023-01-04 04:00:00	ES	Futures	4318.52	4319.64	4313.49	4314.33	9861.0
2023-01-04 04:30:00	ES	Futures	4314.33	4320.2	4312.93	4317.68	8564.0
2023-01-04 05:00:00	ES	Futures	4317.96	4323.0	4317.4	4318.8	6058.0
2023-01-04 05:30:00	ES	Futures	4319.08	4321.04	4309.86	4314.33	7454.0
2023-01-04 06:00:00	ES	Futures	4314.33	4321.32	4313.77	4319.92	6947.0
2023-01-04 06:30:00	ES	Futures	4319.92	4322.72	4316.57	4316.85	8363.0
2023-01-04 07:00:00	ES	Futures	4316.85	4318.24	4310.69	4312.37	9071.0
2023-01-04 07:30:00	ES	Futures	4312.09	4316.01	4306.78	4311.53	10900.0
2023-01-04 08:00:00	ES	Futures	4311.81	4327.47	4310.14	4324.67	21095.0
2023-01-04 08:30:00	ES	Futures	4324.95	4328.31	4321.04	4324.12	20306.0
2023-01-04 09:00:00	ES	Futures	4324.12	4328.03	4317.13	4326.91	34705.0
2023-01-04 09:30:00	ES	Futures	4327.19	4338.1	4312.37	4328.03	181771.0
2023-01-04 10:00:00	ES	Futures	4327.47	4339.49	4290.84	4309.86	211608.0
2023-01-04 10:30:00	ES	Futures	4309.58	4324.67	4300.91	4324.67	116158.0
2023-01-04 11:00:00	ES	Futures	4324.67	4332.78	4317.13	4331.39	83659.0
2023-01-04 11:30:00	ES	Futures	4331.39	4357.67	4331.39	4353.19	123779.0
2023-01-04 12:00:00	ES	Futures	4353.47	4355.15	4348.44	4349.84	63706.0
2023-01-04 12:30:00	ES	Futures	4350.12	4356.27	4340.05	4340.05	62045.0
2023-01-04 13:00:00	ES	Futures	4340.33	4349.0	4332.5	4345.92	75224.0
2023-01-04 13:30:00	ES	Futures	4345.65	4351.52	4335.86	4339.21	45044.0
2023-01-04 14:00:00	ES	Futures	4338.93	4354.31	4304.54	4307.9	200388.0
2023-01-04 14:30:00	ES	Futures	4307.9	4328.87	4303.7	4327.47	118889.0
2023-01-04 15:00:00	ES	Futures	4327.75	4337.26	4320.2	4321.88	96629.0
2023-01-04 15:30:00	ES	Futures	4321.88	4335.58	4303.98	4332.5	172980.0
2023-01-04 16:00:00	ES	Futures	4332.5	4335.02	4328.31	4329.15	48062.0
2023-01-04 16:30:00	ES	Futures	4329.15	4329.99	4325.79	4329.71	8734.0
2023-01-04 18:00:00	ES	Futures	4329.43	4331.94	4327.19	4331.66	3775.0
2023-01-04 18:30:00	ES	Futures	4331.66	4334.74	4331.11	4331.11	4328.0
2023-01-04 19:00:00	ES	Futures	4331.39	4333.62	4329.15	4332.5	4050.0
2023-01-04 19:30:00	ES	Futures	4332.78	4332.78	4328.31	4328.59	3546.0
2023-01-04 20:00:00	ES	Futures	4328.59	4333.62	4326.63	4332.22	6554.0
2023-01-04 20:30:00	ES	Futures	4331.94	4333.62	4329.15	4329.15	6993.0
2023-01-04 21:00:00	ES	Futures	4329.15	4329.43	4314.89	4316.01	10432.0
2023-01-04 21:30:00	ES	Futures	4315.73	4321.32	4314.05	4319.36	5246.0
2023-01-04 22:00:00	ES	Futures	4319.64	4323.56	4317.96	4319.92	3757.0
2023-01-04 22:30:00	ES	Futures	4320.2	4322.44	4318.52	4321.04	2935.0
2023-01-04 23:00:00	ES	Futures	4321.04	4328.31	4320.76	4328.31	4029.0
2023-01-04 23:30:00	ES	Futures	4328.31	4332.5	4328.31	4331.11	4329.0
2023-01-04 00:00:00	NQ	Futures	12498.39	12504.94	12486.16	12487.3	1289.0
2023-01-04 00:30:00	NQ	Futures	12487.3	12496.4	12481.89	12492.42	1021.0
2023-01-04 01:00:00	NQ	Futures	12491.85	12498.68	12486.16	12492.7	1124.0
2023-01-04 01:30:00	NQ	Futures	12493.27	12499.53	12477.91	12497.82	1309.0

> showing 50 of 3,971 rows — these rows as CSV

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