PREVIEW / futures_30min / 2023-01-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-12.parquet
  size:    115 KB
  rows:    3,951

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
2023-01-12 00:00:00	ES	Futures	4466.99	4467.55	4465.32	4467.27	2457.0
2023-01-12 00:30:00	ES	Futures	4467.27	4468.95	4465.88	4466.44	3055.0
2023-01-12 01:00:00	ES	Futures	4466.44	4467.55	4463.92	4464.48	2618.0
2023-01-12 01:30:00	ES	Futures	4464.2	4464.76	4460.28	4460.56	2657.0
2023-01-12 02:00:00	ES	Futures	4460.56	4461.68	4457.77	4460.0	4659.0
2023-01-12 02:30:00	ES	Futures	4459.72	4461.12	4457.49	4460.28	5745.0
2023-01-12 03:00:00	ES	Futures	4460.28	4461.68	4456.93	4460.28	10101.0
2023-01-12 03:30:00	ES	Futures	4460.56	4461.4	4456.93	4460.56	7317.0
2023-01-12 04:00:00	ES	Futures	4460.56	4463.64	4458.61	4461.4	7490.0
2023-01-12 04:30:00	ES	Futures	4461.4	4464.76	4460.84	4463.36	7251.0
2023-01-12 05:00:00	ES	Futures	4463.08	4463.08	4456.93	4458.61	7065.0
2023-01-12 05:30:00	ES	Futures	4458.61	4462.8	4457.77	4461.68	6191.0
2023-01-12 06:00:00	ES	Futures	4461.68	4464.2	4460.28	4463.08	5952.0
2023-01-12 06:30:00	ES	Futures	4462.8	4465.04	4462.52	4463.08	6089.0
2023-01-12 07:00:00	ES	Futures	4463.08	4469.23	4462.8	4466.71	12851.0
2023-01-12 07:30:00	ES	Futures	4466.44	4474.26	4465.88	4473.7	13353.0
2023-01-12 08:00:00	ES	Futures	4473.43	4495.79	4460.84	4460.84	34715.0
2023-01-12 08:30:00	ES	Futures	4445.74	4493.84	4422.26	4489.08	212855.0
2023-01-12 09:00:00	ES	Futures	4489.08	4497.75	4459.44	4473.98	111518.0
2023-01-12 09:30:00	ES	Futures	4473.43	4477.06	4425.89	4440.43	244654.0
2023-01-12 10:00:00	ES	Futures	4440.43	4476.5	4439.59	4465.6	208283.0
2023-01-12 10:30:00	ES	Futures	4465.32	4477.62	4450.78	4460.56	167227.0
2023-01-12 11:00:00	ES	Futures	4460.56	4468.39	4447.42	4463.08	119001.0
2023-01-12 11:30:00	ES	Futures	4463.08	4472.59	4451.9	4470.07	88235.0
2023-01-12 12:00:00	ES	Futures	4470.07	4487.96	4467.83	4487.13	68217.0
2023-01-12 12:30:00	ES	Futures	4487.13	4490.2	4482.65	4486.01	64350.0
2023-01-12 13:00:00	ES	Futures	4486.01	4493.28	4465.32	4468.39	92609.0
2023-01-12 13:30:00	ES	Futures	4468.39	4493.84	4461.12	4491.88	99039.0
2023-01-12 14:00:00	ES	Futures	4491.88	4494.4	4480.7	4482.65	69257.0
2023-01-12 14:30:00	ES	Futures	4482.93	4488.52	4474.54	4482.09	62893.0
2023-01-12 15:00:00	ES	Futures	4481.81	4483.77	4469.23	4473.98	81776.0
2023-01-12 15:30:00	ES	Futures	4473.98	4479.02	4464.48	4476.78	139787.0
2023-01-12 16:00:00	ES	Futures	4476.78	4479.3	4474.54	4477.62	35465.0
2023-01-12 16:30:00	ES	Futures	4477.62	4478.18	4476.22	4476.78	4506.0
2023-01-12 18:00:00	ES	Futures	4477.06	4478.46	4474.26	4478.46	3156.0
2023-01-12 18:30:00	ES	Futures	4478.46	4479.58	4476.5	4478.74	2083.0
2023-01-12 19:00:00	ES	Futures	4478.74	4482.93	4478.46	4480.7	3865.0
2023-01-12 19:30:00	ES	Futures	4480.97	4482.65	4477.62	4477.62	2761.0
2023-01-12 20:00:00	ES	Futures	4477.9	4480.42	4472.31	4474.82	5185.0
2023-01-12 20:30:00	ES	Futures	4474.54	4474.82	4468.67	4471.19	6635.0
2023-01-12 21:00:00	ES	Futures	4470.91	4470.91	4463.64	4463.92	6181.0
2023-01-12 21:30:00	ES	Futures	4463.92	4468.67	4463.36	4467.27	3827.0
2023-01-12 22:00:00	ES	Futures	4467.27	4469.79	4465.88	4466.99	2467.0
2023-01-12 22:30:00	ES	Futures	4466.99	4467.27	4463.92	4466.71	2476.0
2023-01-12 23:00:00	ES	Futures	4466.71	4468.11	4465.88	4467.27	1771.0
2023-01-12 23:30:00	ES	Futures	4467.27	4467.83	4466.44	4467.55	1573.0
2023-01-12 00:00:00	NQ	Futures	13071.93	13073.64	13066.53	13068.8	1134.0
2023-01-12 00:30:00	NQ	Futures	13069.66	13073.92	13065.39	13066.53	1060.0
2023-01-12 01:00:00	NQ	Futures	13066.53	13071.08	13063.11	13064.82	1170.0
2023-01-12 01:30:00	NQ	Futures	13064.25	13067.95	13051.17	13051.17	1282.0

> showing 50 of 3,951 rows — these rows as CSV

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