PREVIEW / futures_30min / 2023-01-13

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-13.parquet
  size:    94 KB
  rows:    3,079

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
2023-01-13 00:00:00	ES	Futures	4467.55	4468.11	4465.32	4465.6	2035.0
2023-01-13 00:30:00	ES	Futures	4465.6	4467.83	4465.04	4467.55	2404.0
2023-01-13 01:00:00	ES	Futures	4467.27	4470.63	4466.16	4468.95	2876.0
2023-01-13 01:30:00	ES	Futures	4468.95	4471.19	4467.55	4470.35	2297.0
2023-01-13 02:00:00	ES	Futures	4470.35	4472.03	4468.39	4469.23	3129.0
2023-01-13 02:30:00	ES	Futures	4469.23	4475.1	4469.23	4474.26	5667.0
2023-01-13 03:00:00	ES	Futures	4474.54	4475.38	4466.16	4473.7	14257.0
2023-01-13 03:30:00	ES	Futures	4473.7	4476.78	4471.47	4475.38	8824.0
2023-01-13 04:00:00	ES	Futures	4475.38	4479.58	4470.63	4471.19	9480.0
2023-01-13 04:30:00	ES	Futures	4471.47	4479.58	4471.47	4477.62	7900.0
2023-01-13 05:00:00	ES	Futures	4477.9	4480.14	4475.94	4477.34	5450.0
2023-01-13 05:30:00	ES	Futures	4477.62	4479.3	4474.54	4477.06	6271.0
2023-01-13 06:00:00	ES	Futures	4476.78	4476.78	4467.83	4468.39	11590.0
2023-01-13 06:30:00	ES	Futures	4468.11	4469.23	4458.61	4460.28	21403.0
2023-01-13 07:00:00	ES	Futures	4460.28	4463.64	4444.07	4444.63	20769.0
2023-01-13 07:30:00	ES	Futures	4444.91	4449.94	4436.24	4437.08	28499.0
2023-01-13 08:00:00	ES	Futures	4437.36	4440.71	4433.16	4435.68	30593.0
2023-01-13 08:30:00	ES	Futures	4435.4	4438.47	4430.93	4436.24	28112.0
2023-01-13 09:00:00	ES	Futures	4436.52	4439.87	4431.2	4438.19	33141.0
2023-01-13 09:30:00	ES	Futures	4438.19	4456.93	4435.4	4451.62	171528.0
2023-01-13 10:00:00	ES	Futures	4451.62	4472.31	4446.3	4471.47	146481.0
2023-01-13 10:30:00	ES	Futures	4471.47	4474.54	4463.92	4469.79	93721.0
2023-01-13 11:00:00	ES	Futures	4470.07	4472.31	4458.33	4465.6	80730.0
2023-01-13 11:30:00	ES	Futures	4465.6	4466.44	4456.93	4463.36	71221.0
2023-01-13 12:00:00	ES	Futures	4463.36	4472.31	4462.24	4471.19	48181.0
2023-01-13 12:30:00	ES	Futures	4470.91	4475.1	4465.88	4473.43	47103.0
2023-01-13 13:00:00	ES	Futures	4473.7	4476.22	4466.71	4470.91	41499.0
2023-01-13 13:30:00	ES	Futures	4470.91	4484.61	4469.51	4482.65	57631.0
2023-01-13 14:00:00	ES	Futures	4482.65	4485.73	4478.74	4483.49	47093.0
2023-01-13 14:30:00	ES	Futures	4483.49	4486.57	4480.7	4484.33	46301.0
2023-01-13 15:00:00	ES	Futures	4484.61	4491.6	4483.77	4491.6	52332.0
2023-01-13 15:30:00	ES	Futures	4491.6	4500.83	4490.2	4493.56	162520.0
2023-01-13 16:00:00	ES	Futures	4493.56	4495.23	4489.64	4494.12	51745.0
2023-01-13 16:30:00	ES	Futures	4493.84	4496.07	4493.84	4494.95	6272.0
2023-01-13 00:00:00	NQ	Futures	13077.05	13079.61	13069.66	13070.8	1039.0
2023-01-13 00:30:00	NQ	Futures	13070.23	13078.76	13066.53	13076.77	1341.0
2023-01-13 01:00:00	NQ	Futures	13077.34	13094.12	13074.21	13089.0	2211.0
2023-01-13 01:30:00	NQ	Futures	13088.43	13098.39	13081.32	13094.41	1402.0
2023-01-13 02:00:00	NQ	Futures	13095.26	13102.66	13087.3	13091.85	1842.0
2023-01-13 02:30:00	NQ	Futures	13091.85	13116.6	13091.85	13114.61	2591.0
2023-01-13 03:00:00	NQ	Futures	13116.03	13118.59	13087.01	13110.91	5079.0
2023-01-13 03:30:00	NQ	Futures	13111.19	13118.59	13099.24	13114.89	3184.0
2023-01-13 04:00:00	NQ	Futures	13114.89	13118.59	13079.33	13082.46	4279.0
2023-01-13 04:30:00	NQ	Futures	13082.46	13115.75	13082.17	13108.63	3625.0
2023-01-13 05:00:00	NQ	Futures	13108.92	13125.99	13102.94	13110.62	2694.0
2023-01-13 05:30:00	NQ	Futures	13112.33	13114.61	13095.83	13102.09	2563.0
2023-01-13 06:00:00	NQ	Futures	13101.52	13102.66	13072.79	13074.49	4059.0
2023-01-13 06:30:00	NQ	Futures	13074.21	13077.05	13040.64	13057.42	7876.0
2023-01-13 07:00:00	NQ	Futures	13057.42	13067.38	13009.91	13015.32	7003.0
2023-01-13 07:30:00	NQ	Futures	13015.6	13035.23	12978.62	12987.44	10051.0

> showing 50 of 3,079 rows — these rows as CSV

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