PREVIEW / futures_30min / 2023-01-16

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-16.parquet
  size:    85 KB
  rows:    3,112

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
2023-01-16 00:00:00	ES	Futures	4499.43	4499.43	4497.47	4499.15	1385.0
2023-01-16 00:30:00	ES	Futures	4499.15	4499.71	4495.51	4496.63	2057.0
2023-01-16 01:00:00	ES	Futures	4496.63	4496.91	4492.72	4492.72	2218.0
2023-01-16 01:30:00	ES	Futures	4492.44	4493.84	4489.92	4492.16	2347.0
2023-01-16 02:00:00	ES	Futures	4492.16	4492.16	4488.52	4490.76	2368.0
2023-01-16 02:30:00	ES	Futures	4490.76	4491.32	4488.8	4491.04	2321.0
2023-01-16 03:00:00	ES	Futures	4491.04	4491.32	4479.86	4481.53	7712.0
2023-01-16 03:30:00	ES	Futures	4481.53	4482.09	4472.59	4475.1	7099.0
2023-01-16 04:00:00	ES	Futures	4475.1	4477.62	4471.19	4476.5	6443.0
2023-01-16 04:30:00	ES	Futures	4476.5	4477.34	4470.07	4471.47	5334.0
2023-01-16 05:00:00	ES	Futures	4471.47	4479.3	4471.47	4478.46	5908.0
2023-01-16 05:30:00	ES	Futures	4478.46	4482.93	4476.5	4482.09	3350.0
2023-01-16 06:00:00	ES	Futures	4482.37	4484.33	4481.25	4482.37	3518.0
2023-01-16 06:30:00	ES	Futures	4482.65	4487.69	4482.09	4484.33	4762.0
2023-01-16 07:00:00	ES	Futures	4484.05	4485.17	4479.86	4480.14	2803.0
2023-01-16 07:30:00	ES	Futures	4480.14	4485.45	4479.3	4484.33	3428.0
2023-01-16 08:00:00	ES	Futures	4484.05	4487.41	4483.77	4486.01	3356.0
2023-01-16 08:30:00	ES	Futures	4485.73	4492.16	4484.89	4490.48	5951.0
2023-01-16 09:00:00	ES	Futures	4490.48	4493.28	4489.08	4490.2	4433.0
2023-01-16 09:30:00	ES	Futures	4490.2	4495.23	4489.92	4493.56	7726.0
2023-01-16 10:00:00	ES	Futures	4493.28	4496.07	4491.32	4493.0	5887.0
2023-01-16 10:30:00	ES	Futures	4493.0	4496.63	4492.72	4494.12	4503.0
2023-01-16 11:00:00	ES	Futures	4493.84	4495.23	4491.32	4492.44	4524.0
2023-01-16 11:30:00	ES	Futures	4492.72	4492.72	4485.45	4487.13	6555.0
2023-01-16 12:00:00	ES	Futures	4487.41	4488.24	4485.73	4485.73	3580.0
2023-01-16 12:30:00	ES	Futures	4485.73	4490.48	4482.93	4484.61	5200.0
2023-01-16 18:00:00	ES	Futures	4484.89	4491.88	4484.61	4489.92	3895.0
2023-01-16 18:30:00	ES	Futures	4489.64	4491.6	4487.41	4488.24	2061.0
2023-01-16 19:00:00	ES	Futures	4488.24	4493.28	4484.05	4489.36	4863.0
2023-01-16 19:30:00	ES	Futures	4489.36	4491.04	4488.24	4489.08	1749.0
2023-01-16 20:00:00	ES	Futures	4489.08	4491.04	4485.45	4487.13	3017.0
2023-01-16 20:30:00	ES	Futures	4487.13	4487.69	4481.81	4482.93	3352.0
2023-01-16 21:00:00	ES	Futures	4482.93	4487.13	4478.46	4478.74	4178.0
2023-01-16 21:30:00	ES	Futures	4478.74	4480.7	4477.34	4480.42	3025.0
2023-01-16 22:00:00	ES	Futures	4480.42	4482.65	4477.34	4481.53	2953.0
2023-01-16 22:30:00	ES	Futures	4481.53	4482.37	4479.3	4480.14	1477.0
2023-01-16 23:00:00	ES	Futures	4480.14	4482.09	4478.46	4481.25	1753.0
2023-01-16 23:30:00	ES	Futures	4480.97	4481.53	4479.58	4479.58	1038.0
2023-01-16 00:00:00	NQ	Futures	13220.72	13222.72	13216.46	13219.3	694.0
2023-01-16 00:30:00	NQ	Futures	13219.59	13220.15	13203.94	13206.5	926.0
2023-01-16 01:00:00	NQ	Futures	13207.07	13208.49	13193.13	13193.41	1037.0
2023-01-16 01:30:00	NQ	Futures	13193.41	13197.4	13181.75	13190.28	1566.0
2023-01-16 02:00:00	NQ	Futures	13190.28	13190.28	13177.76	13186.02	1313.0
2023-01-16 02:30:00	NQ	Futures	13185.73	13190.85	13182.32	13190.57	729.0
2023-01-16 03:00:00	NQ	Futures	13190.28	13190.57	13150.45	13156.43	3664.0
2023-01-16 03:30:00	NQ	Futures	13155.29	13161.83	13123.43	13129.97	4432.0
2023-01-16 04:00:00	NQ	Futures	13129.97	13134.52	13106.93	13126.27	4740.0
2023-01-16 04:30:00	NQ	Futures	13126.27	13129.97	13098.39	13103.8	3574.0
2023-01-16 05:00:00	NQ	Futures	13104.37	13128.83	13103.23	13127.69	2700.0
2023-01-16 05:30:00	NQ	Futures	13127.13	13149.32	13118.02	13147.04	2510.0

> showing 50 of 3,112 rows — these rows as CSV

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