PREVIEW / futures_30min / 2023-01-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-10.parquet
  size:    108 KB
  rows:    3,839

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
2023-01-10 00:00:00	ES	Futures	4364.66	4369.41	4363.26	4368.85	2898.0
2023-01-10 00:30:00	ES	Futures	4369.13	4371.09	4366.9	4370.25	3283.0
2023-01-10 01:00:00	ES	Futures	4370.25	4373.61	4369.97	4371.93	3359.0
2023-01-10 01:30:00	ES	Futures	4372.21	4372.49	4367.45	4371.37	3090.0
2023-01-10 02:00:00	ES	Futures	4371.37	4373.61	4366.34	4368.01	5401.0
2023-01-10 02:30:00	ES	Futures	4368.01	4372.77	4368.01	4369.69	4196.0
2023-01-10 03:00:00	ES	Futures	4369.69	4376.68	4366.9	4373.05	14316.0
2023-01-10 03:30:00	ES	Futures	4373.05	4379.48	4369.97	4371.09	9572.0
2023-01-10 04:00:00	ES	Futures	4371.09	4372.49	4364.38	4370.53	9754.0
2023-01-10 04:30:00	ES	Futures	4370.53	4375.28	4369.41	4374.72	6107.0
2023-01-10 05:00:00	ES	Futures	4375.0	4376.96	4371.09	4373.89	6039.0
2023-01-10 05:30:00	ES	Futures	4374.16	4378.36	4373.61	4373.61	6351.0
2023-01-10 06:00:00	ES	Futures	4373.89	4374.72	4365.78	4367.73	6793.0
2023-01-10 06:30:00	ES	Futures	4368.01	4368.85	4360.46	4364.1	8365.0
2023-01-10 07:00:00	ES	Futures	4364.1	4364.66	4352.36	4358.51	17056.0
2023-01-10 07:30:00	ES	Futures	4358.51	4359.07	4352.36	4358.51	12282.0
2023-01-10 08:00:00	ES	Futures	4358.23	4361.3	4353.19	4353.47	12844.0
2023-01-10 08:30:00	ES	Futures	4353.19	4363.26	4352.64	4362.7	18442.0
2023-01-10 09:00:00	ES	Futures	4362.7	4375.56	4358.51	4370.25	60749.0
2023-01-10 09:30:00	ES	Futures	4370.25	4392.34	4367.17	4383.11	230891.0
2023-01-10 10:00:00	ES	Futures	4382.83	4401.01	4376.68	4381.43	149088.0
2023-01-10 10:30:00	ES	Futures	4381.43	4385.07	4358.79	4382.83	152373.0
2023-01-10 11:00:00	ES	Futures	4382.55	4387.87	4376.12	4378.36	81916.0
2023-01-10 11:30:00	ES	Futures	4378.36	4382.83	4370.53	4379.76	64584.0
2023-01-10 12:00:00	ES	Futures	4379.48	4386.19	4369.13	4379.2	62288.0
2023-01-10 12:30:00	ES	Futures	4379.2	4391.78	4378.08	4387.03	52564.0
2023-01-10 13:00:00	ES	Futures	4387.03	4394.02	4384.23	4388.7	48504.0
2023-01-10 13:30:00	ES	Futures	4388.98	4396.81	4387.31	4395.97	50888.0
2023-01-10 14:00:00	ES	Futures	4395.97	4402.96	4394.02	4400.17	54970.0
2023-01-10 14:30:00	ES	Futures	4400.17	4403.8	4392.34	4395.42	44436.0
2023-01-10 15:00:00	ES	Futures	4395.42	4399.05	4387.31	4395.69	58595.0
2023-01-10 15:30:00	ES	Futures	4395.69	4408.84	4393.18	4408.56	122276.0
2023-01-10 16:00:00	ES	Futures	4408.56	4410.79	4405.48	4407.44	37380.0
2023-01-10 16:30:00	ES	Futures	4407.16	4409.4	4406.88	4408.0	5314.0
2023-01-10 18:00:00	ES	Futures	4407.72	4409.4	4405.2	4407.72	2356.0
2023-01-10 18:30:00	ES	Futures	4408.0	4410.23	4406.04	4409.4	2692.0
2023-01-10 19:00:00	ES	Futures	4409.4	4414.43	4408.84	4411.35	4074.0
2023-01-10 19:30:00	ES	Futures	4411.35	4413.31	4410.23	4413.31	2350.0
2023-01-10 20:00:00	ES	Futures	4413.03	4413.59	4407.44	4408.84	3143.0
2023-01-10 20:30:00	ES	Futures	4408.84	4411.07	4407.16	4410.23	3249.0
2023-01-10 21:00:00	ES	Futures	4410.23	4411.91	4409.12	4411.91	1903.0
2023-01-10 21:30:00	ES	Futures	4411.63	4412.19	4407.72	4408.0	2139.0
2023-01-10 22:00:00	ES	Futures	4408.28	4409.67	4405.76	4407.16	1920.0
2023-01-10 22:30:00	ES	Futures	4407.44	4410.23	4407.44	4409.67	2011.0
2023-01-10 23:00:00	ES	Futures	4409.67	4411.91	4408.28	4408.84	2282.0
2023-01-10 23:30:00	ES	Futures	4408.84	4409.95	4408.0	4409.67	1681.0
2023-01-10 00:00:00	NQ	Futures	12682.75	12699.25	12675.92	12699.25	1429.0
2023-01-10 00:30:00	NQ	Futures	12699.25	12707.5	12692.99	12700.38	1434.0
2023-01-10 01:00:00	NQ	Futures	12700.1	12714.04	12700.1	12707.21	1355.0
2023-01-10 01:30:00	NQ	Futures	12706.93	12714.61	12692.42	12710.63	2017.0

> showing 50 of 3,839 rows — these rows as CSV

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