PREVIEW / futures_30min / 2023-01-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-05.parquet
  size:    111 KB
  rows:    3,899

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
2023-01-05 00:00:00	ES	Futures	4331.39	4333.34	4328.87	4329.71	2729.0
2023-01-05 00:30:00	ES	Futures	4329.71	4332.22	4329.15	4330.83	3066.0
2023-01-05 01:00:00	ES	Futures	4330.83	4332.78	4327.75	4329.43	3932.0
2023-01-05 01:30:00	ES	Futures	4328.87	4329.43	4321.04	4321.04	2805.0
2023-01-05 02:00:00	ES	Futures	4321.04	4325.51	4321.04	4323.56	4288.0
2023-01-05 02:30:00	ES	Futures	4323.28	4325.51	4317.13	4319.64	5459.0
2023-01-05 03:00:00	ES	Futures	4319.64	4325.23	4318.8	4322.44	9552.0
2023-01-05 03:30:00	ES	Futures	4322.44	4324.67	4312.93	4322.16	8850.0
2023-01-05 04:00:00	ES	Futures	4322.44	4329.15	4317.4	4326.07	7729.0
2023-01-05 04:30:00	ES	Futures	4326.07	4330.55	4323.0	4330.27	6087.0
2023-01-05 05:00:00	ES	Futures	4330.27	4336.42	4328.31	4333.06	8075.0
2023-01-05 05:30:00	ES	Futures	4333.34	4338.65	4332.5	4335.02	6177.0
2023-01-05 06:00:00	ES	Futures	4335.3	4341.45	4335.3	4338.38	6850.0
2023-01-05 06:30:00	ES	Futures	4338.1	4342.85	4336.14	4338.1	6685.0
2023-01-05 07:00:00	ES	Futures	4338.1	4341.17	4334.74	4339.77	6720.0
2023-01-05 07:30:00	ES	Futures	4339.49	4345.65	4332.22	4333.06	14177.0
2023-01-05 08:00:00	ES	Futures	4333.34	4339.21	4314.61	4319.36	31761.0
2023-01-05 08:30:00	ES	Futures	4319.08	4319.92	4305.1	4309.3	42013.0
2023-01-05 09:00:00	ES	Futures	4309.02	4309.3	4298.95	4308.74	45937.0
2023-01-05 09:30:00	ES	Futures	4309.02	4309.58	4276.3	4290.56	204835.0
2023-01-05 10:00:00	ES	Futures	4290.56	4309.86	4284.97	4291.68	178669.0
2023-01-05 10:30:00	ES	Futures	4291.68	4296.99	4280.78	4281.89	94692.0
2023-01-05 11:00:00	ES	Futures	4282.17	4293.08	4275.18	4281.06	96008.0
2023-01-05 11:30:00	ES	Futures	4280.78	4290.28	4279.1	4281.06	62469.0
2023-01-05 12:00:00	ES	Futures	4281.06	4291.4	4278.54	4286.37	62863.0
2023-01-05 12:30:00	ES	Futures	4286.37	4294.76	4281.06	4282.17	49728.0
2023-01-05 13:00:00	ES	Futures	4282.45	4305.38	4277.98	4297.83	103696.0
2023-01-05 13:30:00	ES	Futures	4297.83	4305.94	4293.08	4295.6	74866.0
2023-01-05 14:00:00	ES	Futures	4295.88	4301.19	4289.72	4291.12	51292.0
2023-01-05 14:30:00	ES	Futures	4290.84	4308.74	4290.56	4298.39	64140.0
2023-01-05 15:00:00	ES	Futures	4298.39	4298.67	4282.17	4284.69	78857.0
2023-01-05 15:30:00	ES	Futures	4284.69	4288.61	4276.58	4282.45	181363.0
2023-01-05 16:00:00	ES	Futures	4282.17	4287.21	4280.78	4286.65	43889.0
2023-01-05 16:30:00	ES	Futures	4286.65	4287.77	4285.25	4286.65	5151.0
2023-01-05 18:00:00	ES	Futures	4286.93	4290.0	4285.25	4288.88	3123.0
2023-01-05 18:30:00	ES	Futures	4288.61	4291.96	4287.49	4289.16	2975.0
2023-01-05 19:00:00	ES	Futures	4289.16	4293.08	4288.88	4292.8	4746.0
2023-01-05 19:30:00	ES	Futures	4292.8	4294.48	4291.68	4293.64	2945.0
2023-01-05 20:00:00	ES	Futures	4293.92	4295.88	4292.8	4294.48	3457.0
2023-01-05 20:30:00	ES	Futures	4294.48	4300.07	4294.48	4299.23	5321.0
2023-01-05 21:00:00	ES	Futures	4299.23	4300.91	4298.67	4300.63	3580.0
2023-01-05 21:30:00	ES	Futures	4300.63	4300.91	4298.11	4299.79	3775.0
2023-01-05 22:00:00	ES	Futures	4299.79	4303.98	4299.23	4303.42	5428.0
2023-01-05 22:30:00	ES	Futures	4303.42	4304.82	4301.19	4301.47	4100.0
2023-01-05 23:00:00	ES	Futures	4301.75	4303.42	4300.07	4301.47	2589.0
2023-01-05 23:30:00	ES	Futures	4301.75	4304.82	4301.19	4303.14	3109.0
2023-01-05 00:00:00	NQ	Futures	12498.39	12506.36	12489.0	12492.7	1215.0
2023-01-05 00:30:00	NQ	Futures	12493.27	12500.67	12490.71	12497.82	961.0
2023-01-05 01:00:00	NQ	Futures	12498.11	12509.77	12491.28	12497.82	1547.0
2023-01-05 01:30:00	NQ	Futures	12496.69	12498.11	12462.83	12462.83	1731.0

> showing 50 of 3,899 rows — these rows as CSV

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