PREVIEW / futures_30min / 2023-01-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-09.parquet
  size:    113 KB
  rows:    3,956

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
2023-01-09 00:00:00	ES	Futures	4395.14	4395.69	4392.34	4394.58	2903.0
2023-01-09 00:30:00	ES	Futures	4394.3	4395.42	4392.34	4393.74	2235.0
2023-01-09 01:00:00	ES	Futures	4393.74	4394.58	4391.22	4393.46	2232.0
2023-01-09 01:30:00	ES	Futures	4393.18	4393.18	4390.66	4392.06	2059.0
2023-01-09 02:00:00	ES	Futures	4392.06	4392.62	4387.03	4387.87	5794.0
2023-01-09 02:30:00	ES	Futures	4388.15	4390.66	4381.43	4383.67	7482.0
2023-01-09 03:00:00	ES	Futures	4383.39	4387.31	4380.32	4386.75	12260.0
2023-01-09 03:30:00	ES	Futures	4386.75	4387.59	4380.6	4383.67	8405.0
2023-01-09 04:00:00	ES	Futures	4383.95	4396.53	4383.39	4393.74	10565.0
2023-01-09 04:30:00	ES	Futures	4394.02	4399.33	4392.62	4394.86	8399.0
2023-01-09 05:00:00	ES	Futures	4394.86	4400.45	4393.18	4398.21	10288.0
2023-01-09 05:30:00	ES	Futures	4398.21	4398.77	4394.3	4397.65	6234.0
2023-01-09 06:00:00	ES	Futures	4397.65	4399.33	4392.34	4394.58	5878.0
2023-01-09 06:30:00	ES	Futures	4394.3	4396.25	4392.62	4393.74	6489.0
2023-01-09 07:00:00	ES	Futures	4393.46	4398.77	4392.62	4396.25	8764.0
2023-01-09 07:30:00	ES	Futures	4396.25	4402.41	4395.69	4397.37	12794.0
2023-01-09 08:00:00	ES	Futures	4397.37	4401.57	4390.94	4401.57	18484.0
2023-01-09 08:30:00	ES	Futures	4401.29	4404.92	4396.81	4398.21	27499.0
2023-01-09 09:00:00	ES	Futures	4398.21	4408.0	4396.53	4406.32	27520.0
2023-01-09 09:30:00	ES	Futures	4406.04	4420.58	4393.74	4420.02	192808.0
2023-01-09 10:00:00	ES	Futures	4419.74	4426.17	4415.27	4417.22	134702.0
2023-01-09 10:30:00	ES	Futures	4417.5	4438.47	4417.5	4431.48	120043.0
2023-01-09 11:00:00	ES	Futures	4431.48	4443.79	4431.48	4441.55	92980.0
2023-01-09 11:30:00	ES	Futures	4441.83	4443.23	4433.72	4440.15	84913.0
2023-01-09 12:00:00	ES	Futures	4440.15	4440.15	4429.25	4434.84	54352.0
2023-01-09 12:30:00	ES	Futures	4434.56	4435.4	4422.82	4428.13	73531.0
2023-01-09 13:00:00	ES	Futures	4428.13	4429.81	4418.9	4424.21	61114.0
2023-01-09 13:30:00	ES	Futures	4424.49	4424.77	4400.17	4406.88	115074.0
2023-01-09 14:00:00	ES	Futures	4407.16	4414.15	4400.17	4408.0	97434.0
2023-01-09 14:30:00	ES	Futures	4408.0	4409.95	4387.59	4389.54	88757.0
2023-01-09 15:00:00	ES	Futures	4389.82	4392.9	4381.16	4383.11	101958.0
2023-01-09 15:30:00	ES	Futures	4383.11	4385.07	4375.0	4377.24	151896.0
2023-01-09 16:00:00	ES	Futures	4376.96	4378.36	4372.77	4375.56	42443.0
2023-01-09 16:30:00	ES	Futures	4375.56	4377.24	4373.89	4376.96	4740.0
2023-01-09 18:00:00	ES	Futures	4378.08	4378.64	4374.72	4376.96	2314.0
2023-01-09 18:30:00	ES	Futures	4376.68	4377.24	4371.09	4374.16	3604.0
2023-01-09 19:00:00	ES	Futures	4374.44	4375.56	4364.94	4367.45	7339.0
2023-01-09 19:30:00	ES	Futures	4367.17	4370.53	4366.34	4368.85	3337.0
2023-01-09 20:00:00	ES	Futures	4369.13	4373.05	4368.57	4372.49	3435.0
2023-01-09 20:30:00	ES	Futures	4372.21	4375.84	4368.85	4375.28	5163.0
2023-01-09 21:00:00	ES	Futures	4375.28	4375.84	4368.57	4369.13	3776.0
2023-01-09 21:30:00	ES	Futures	4369.13	4369.13	4359.07	4364.94	9923.0
2023-01-09 22:00:00	ES	Futures	4365.22	4368.01	4362.14	4366.9	4319.0
2023-01-09 22:30:00	ES	Futures	4366.9	4366.9	4359.63	4363.54	4418.0
2023-01-09 23:00:00	ES	Futures	4363.26	4365.5	4363.26	4364.94	1900.0
2023-01-09 23:30:00	ES	Futures	4364.66	4364.94	4363.26	4364.94	1066.0
2023-01-09 00:00:00	NQ	Futures	12715.46	12716.6	12705.22	12711.19	1203.0
2023-01-09 00:30:00	NQ	Futures	12710.91	12713.76	12699.81	12707.5	1200.0
2023-01-09 01:00:00	NQ	Futures	12708.35	12709.77	12695.55	12701.81	1259.0
2023-01-09 01:30:00	NQ	Futures	12701.52	12704.08	12690.43	12698.96	1481.0

> showing 50 of 3,956 rows — these rows as CSV

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