PREVIEW / futures_30min / 2023-01-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-06.parquet
  size:    96 KB
  rows:    3,123

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
2023-01-06 00:00:00	ES	Futures	4303.14	4303.14	4296.71	4296.99	3745.0
2023-01-06 00:30:00	ES	Futures	4296.99	4297.55	4294.76	4296.15	4352.0
2023-01-06 01:00:00	ES	Futures	4296.15	4298.67	4293.92	4294.2	3812.0
2023-01-06 01:30:00	ES	Futures	4294.2	4296.99	4293.92	4295.6	2066.0
2023-01-06 02:00:00	ES	Futures	4295.6	4300.35	4290.0	4290.0	5812.0
2023-01-06 02:30:00	ES	Futures	4290.0	4291.96	4285.25	4285.81	5503.0
2023-01-06 03:00:00	ES	Futures	4286.09	4291.4	4283.01	4288.05	11509.0
2023-01-06 03:30:00	ES	Futures	4288.33	4290.28	4285.81	4289.16	5991.0
2023-01-06 04:00:00	ES	Futures	4289.16	4289.44	4278.54	4279.94	8776.0
2023-01-06 04:30:00	ES	Futures	4279.94	4283.57	4276.86	4283.29	7835.0
2023-01-06 05:00:00	ES	Futures	4283.29	4288.05	4279.1	4283.85	5979.0
2023-01-06 05:30:00	ES	Futures	4283.57	4288.05	4281.06	4281.62	5871.0
2023-01-06 06:00:00	ES	Futures	4281.34	4289.16	4280.78	4286.37	5595.0
2023-01-06 06:30:00	ES	Futures	4286.37	4288.05	4280.22	4283.85	4852.0
2023-01-06 07:00:00	ES	Futures	4283.85	4285.25	4280.22	4283.29	6055.0
2023-01-06 07:30:00	ES	Futures	4283.29	4285.25	4278.82	4280.78	11427.0
2023-01-06 08:00:00	ES	Futures	4281.06	4282.45	4271.27	4274.62	21940.0
2023-01-06 08:30:00	ES	Futures	4274.62	4335.3	4272.39	4331.66	136318.0
2023-01-06 09:00:00	ES	Futures	4331.39	4333.62	4313.77	4318.8	70913.0
2023-01-06 09:30:00	ES	Futures	4318.52	4333.9	4282.45	4297.55	237404.0
2023-01-06 10:00:00	ES	Futures	4297.55	4333.62	4297.55	4321.88	233178.0
2023-01-06 10:30:00	ES	Futures	4322.16	4352.36	4321.6	4348.72	151646.0
2023-01-06 11:00:00	ES	Futures	4348.72	4358.51	4346.48	4349.84	111267.0
2023-01-06 11:30:00	ES	Futures	4349.84	4365.5	4345.65	4359.9	89673.0
2023-01-06 12:00:00	ES	Futures	4360.18	4362.98	4350.12	4352.36	56769.0
2023-01-06 12:30:00	ES	Futures	4352.36	4355.71	4346.48	4350.68	48882.0
2023-01-06 13:00:00	ES	Futures	4350.68	4359.63	4348.16	4358.51	51444.0
2023-01-06 13:30:00	ES	Futures	4358.51	4366.9	4357.95	4365.22	55480.0
2023-01-06 14:00:00	ES	Futures	4365.5	4381.43	4365.5	4376.96	91169.0
2023-01-06 14:30:00	ES	Futures	4376.96	4388.7	4376.4	4385.63	81420.0
2023-01-06 15:00:00	ES	Futures	4385.63	4394.02	4382.55	4383.95	85662.0
2023-01-06 15:30:00	ES	Futures	4383.95	4391.78	4376.4	4380.04	204688.0
2023-01-06 16:00:00	ES	Futures	4379.76	4381.43	4374.44	4377.24	58186.0
2023-01-06 16:30:00	ES	Futures	4377.24	4378.64	4376.4	4377.24	6981.0
2023-01-06 00:00:00	NQ	Futures	12374.64	12374.92	12350.46	12353.02	1278.0
2023-01-06 00:30:00	NQ	Futures	12353.59	12354.72	12339.36	12345.9	1714.0
2023-01-06 01:00:00	NQ	Futures	12346.19	12354.15	12339.65	12340.78	1140.0
2023-01-06 01:30:00	NQ	Futures	12340.78	12352.73	12339.65	12346.19	894.0
2023-01-06 02:00:00	NQ	Futures	12346.47	12363.26	12325.42	12326.27	2713.0
2023-01-06 02:30:00	NQ	Futures	12326.56	12334.24	12310.34	12312.62	2681.0
2023-01-06 03:00:00	NQ	Futures	12312.62	12330.26	12302.66	12322.58	5641.0
2023-01-06 03:30:00	NQ	Futures	12322.58	12328.55	12311.2	12322.29	2982.0
2023-01-06 04:00:00	NQ	Futures	12322.01	12323.43	12268.81	12277.34	6080.0
2023-01-06 04:30:00	NQ	Futures	12277.63	12296.4	12265.11	12294.41	4060.0
2023-01-06 05:00:00	NQ	Futures	12294.13	12319.73	12281.04	12296.69	4075.0
2023-01-06 05:30:00	NQ	Futures	12297.26	12315.46	12278.48	12279.9	3787.0
2023-01-06 06:00:00	NQ	Futures	12279.33	12304.94	12277.06	12292.99	3719.0
2023-01-06 06:30:00	NQ	Futures	12293.84	12299.82	12270.51	12281.61	3568.0
2023-01-06 07:00:00	NQ	Futures	12281.89	12288.15	12265.68	12283.32	3980.0
2023-01-06 07:30:00	NQ	Futures	12283.03	12298.39	12273.93	12284.74	5006.0

> showing 50 of 3,123 rows — these rows as CSV

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