PREVIEW / futures_30min / 2023-01-11

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-11.parquet
  size:    109 KB
  rows:    3,863

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
2023-01-11 00:00:00	ES	Futures	4409.4	4409.95	4407.72	4409.95	1184.0
2023-01-11 00:30:00	ES	Futures	4409.95	4413.59	4409.4	4409.67	2531.0
2023-01-11 01:00:00	ES	Futures	4409.67	4411.63	4408.84	4408.84	1928.0
2023-01-11 01:30:00	ES	Futures	4408.84	4411.07	4406.32	4406.6	2167.0
2023-01-11 02:00:00	ES	Futures	4406.32	4406.32	4400.45	4402.13	6245.0
2023-01-11 02:30:00	ES	Futures	4401.85	4404.08	4401.29	4401.57	3513.0
2023-01-11 03:00:00	ES	Futures	4401.57	4408.84	4401.29	4404.92	9653.0
2023-01-11 03:30:00	ES	Futures	4404.64	4406.32	4401.29	4406.04	5775.0
2023-01-11 04:00:00	ES	Futures	4406.04	4419.18	4403.8	4417.78	14889.0
2023-01-11 04:30:00	ES	Futures	4417.78	4418.62	4414.15	4415.55	5733.0
2023-01-11 05:00:00	ES	Futures	4415.55	4423.1	4415.55	4417.5	11021.0
2023-01-11 05:30:00	ES	Futures	4417.78	4418.62	4412.47	4414.99	5658.0
2023-01-11 06:00:00	ES	Futures	4414.99	4416.39	4412.19	4414.43	5986.0
2023-01-11 06:30:00	ES	Futures	4414.43	4421.14	4414.15	4417.22	6827.0
2023-01-11 07:00:00	ES	Futures	4416.94	4418.06	4409.12	4412.75	8662.0
2023-01-11 07:30:00	ES	Futures	4412.75	4418.62	4411.91	4416.94	12088.0
2023-01-11 08:00:00	ES	Futures	4416.67	4424.77	4416.39	4421.42	14358.0
2023-01-11 08:30:00	ES	Futures	4421.7	4426.45	4417.5	4425.61	17431.0
2023-01-11 09:00:00	ES	Futures	4425.33	4429.25	4420.58	4426.17	33753.0
2023-01-11 09:30:00	ES	Futures	4426.17	4436.52	4421.14	4426.73	150043.0
2023-01-11 10:00:00	ES	Futures	4427.01	4435.4	4423.66	4435.12	103331.0
2023-01-11 10:30:00	ES	Futures	4435.12	4435.12	4416.39	4418.34	110535.0
2023-01-11 11:00:00	ES	Futures	4418.62	4431.48	4417.5	4430.37	73004.0
2023-01-11 11:30:00	ES	Futures	4430.37	4435.12	4426.73	4432.04	55027.0
2023-01-11 12:00:00	ES	Futures	4432.04	4441.83	4431.76	4439.59	62591.0
2023-01-11 12:30:00	ES	Futures	4439.87	4440.71	4434.0	4436.8	50807.0
2023-01-11 13:00:00	ES	Futures	4436.8	4449.1	4433.72	4444.35	92865.0
2023-01-11 13:30:00	ES	Futures	4444.35	4447.14	4439.03	4442.11	49866.0
2023-01-11 14:00:00	ES	Futures	4442.11	4445.74	4436.52	4443.79	46595.0
2023-01-11 14:30:00	ES	Futures	4444.07	4452.18	4443.23	4449.1	56032.0
2023-01-11 15:00:00	ES	Futures	4449.38	4456.37	4448.54	4452.73	65708.0
2023-01-11 15:30:00	ES	Futures	4452.45	4463.36	4446.3	4462.24	159182.0
2023-01-11 16:00:00	ES	Futures	4461.96	4463.08	4460.84	4462.24	49954.0
2023-01-11 16:30:00	ES	Futures	4462.24	4465.32	4461.68	4465.04	9103.0
2023-01-11 18:00:00	ES	Futures	4464.48	4465.04	4460.84	4462.52	3632.0
2023-01-11 18:30:00	ES	Futures	4462.24	4462.24	4459.72	4460.56	3296.0
2023-01-11 19:00:00	ES	Futures	4460.56	4461.68	4457.77	4460.0	4152.0
2023-01-11 19:30:00	ES	Futures	4459.72	4460.84	4457.21	4460.56	3337.0
2023-01-11 20:00:00	ES	Futures	4460.84	4463.64	4460.56	4461.96	3533.0
2023-01-11 20:30:00	ES	Futures	4461.96	4463.08	4460.28	4462.24	3351.0
2023-01-11 21:00:00	ES	Futures	4462.24	4463.08	4460.28	4460.56	2173.0
2023-01-11 21:30:00	ES	Futures	4460.56	4461.68	4460.28	4461.12	2251.0
2023-01-11 22:00:00	ES	Futures	4461.12	4462.24	4460.28	4461.68	2323.0
2023-01-11 22:30:00	ES	Futures	4461.68	4462.24	4461.12	4461.68	1693.0
2023-01-11 23:00:00	ES	Futures	4461.68	4464.48	4461.68	4463.64	1730.0
2023-01-11 23:30:00	ES	Futures	4463.64	4467.55	4463.36	4466.99	2427.0
2023-01-11 00:00:00	NQ	Futures	12832.39	12837.23	12827.55	12835.52	563.0
2023-01-11 00:30:00	NQ	Futures	12835.52	12849.46	12833.24	12834.38	1172.0
2023-01-11 01:00:00	NQ	Futures	12834.95	12841.21	12831.54	12833.53	734.0
2023-01-11 01:30:00	NQ	Futures	12833.24	12838.93	12820.72	12821.58	1506.0

> showing 50 of 3,863 rows — these rows as CSV

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