PREVIEW / futures_30min / 2023-01-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-17.parquet
  size:    112 KB
  rows:    3,942

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
2023-01-17 00:00:00	ES	Futures	4479.86	4480.97	4476.5	4477.34	1972.0
2023-01-17 00:30:00	ES	Futures	4477.34	4479.3	4476.78	4479.02	1689.0
2023-01-17 01:00:00	ES	Futures	4478.74	4481.25	4478.74	4480.42	2023.0
2023-01-17 01:30:00	ES	Futures	4480.14	4480.14	4474.82	4475.94	2663.0
2023-01-17 02:00:00	ES	Futures	4475.94	4480.97	4474.26	4478.18	4935.0
2023-01-17 02:30:00	ES	Futures	4477.9	4479.58	4475.1	4479.02	3149.0
2023-01-17 03:00:00	ES	Futures	4479.02	4484.05	4478.46	4481.25	8520.0
2023-01-17 03:30:00	ES	Futures	4481.25	4483.77	4477.34	4482.09	5694.0
2023-01-17 04:00:00	ES	Futures	4482.09	4485.73	4474.82	4478.18	7515.0
2023-01-17 04:30:00	ES	Futures	4478.18	4484.89	4477.9	4480.42	6013.0
2023-01-17 05:00:00	ES	Futures	4480.14	4482.65	4477.06	4481.53	4782.0
2023-01-17 05:30:00	ES	Futures	4481.25	4486.01	4480.42	4482.93	4700.0
2023-01-17 06:00:00	ES	Futures	4483.21	4483.21	4480.7	4481.25	3223.0
2023-01-17 06:30:00	ES	Futures	4480.97	4485.45	4480.14	4485.17	4312.0
2023-01-17 07:00:00	ES	Futures	4485.17	4488.8	4482.37	4487.96	10693.0
2023-01-17 07:30:00	ES	Futures	4487.96	4488.24	4478.74	4481.53	10384.0
2023-01-17 08:00:00	ES	Futures	4481.53	4486.29	4476.22	4484.89	14741.0
2023-01-17 08:30:00	ES	Futures	4484.89	4489.36	4479.58	4482.37	19488.0
2023-01-17 09:00:00	ES	Futures	4482.37	4497.75	4482.37	4494.12	35106.0
2023-01-17 09:30:00	ES	Futures	4494.12	4500.55	4483.77	4494.12	160600.0
2023-01-17 10:00:00	ES	Futures	4494.4	4513.13	4494.4	4507.26	153379.0
2023-01-17 10:30:00	ES	Futures	4507.54	4508.66	4485.45	4490.2	113652.0
2023-01-17 11:00:00	ES	Futures	4490.2	4493.0	4476.78	4484.33	90867.0
2023-01-17 11:30:00	ES	Futures	4484.33	4491.88	4482.93	4490.2	55817.0
2023-01-17 12:00:00	ES	Futures	4490.2	4494.95	4481.81	4483.21	43540.0
2023-01-17 12:30:00	ES	Futures	4483.21	4491.6	4482.37	4489.08	37786.0
2023-01-17 13:00:00	ES	Futures	4489.08	4492.16	4486.57	4489.64	35823.0
2023-01-17 13:30:00	ES	Futures	4489.64	4496.63	4487.96	4495.23	40342.0
2023-01-17 14:00:00	ES	Futures	4495.23	4497.47	4482.93	4485.73	59275.0
2023-01-17 14:30:00	ES	Futures	4486.01	4495.51	4486.01	4488.8	43779.0
2023-01-17 15:00:00	ES	Futures	4489.08	4494.12	4485.17	4487.13	41438.0
2023-01-17 15:30:00	ES	Futures	4486.85	4489.64	4478.18	4485.17	120539.0
2023-01-17 16:00:00	ES	Futures	4485.17	4488.24	4483.49	4483.77	40111.0
2023-01-17 16:30:00	ES	Futures	4483.49	4484.89	4483.49	4483.77	5483.0
2023-01-17 18:00:00	ES	Futures	4483.21	4483.49	4475.38	4477.06	4495.0
2023-01-17 18:30:00	ES	Futures	4477.06	4477.34	4470.07	4474.26	5745.0
2023-01-17 19:00:00	ES	Futures	4474.26	4475.38	4469.51	4472.31	4079.0
2023-01-17 19:30:00	ES	Futures	4472.31	4474.54	4471.19	4473.15	2913.0
2023-01-17 20:00:00	ES	Futures	4473.15	4477.62	4473.15	4474.54	3662.0
2023-01-17 20:30:00	ES	Futures	4474.82	4476.22	4472.87	4476.22	3101.0
2023-01-17 21:00:00	ES	Futures	4475.94	4478.74	4475.66	4475.94	2897.0
2023-01-17 21:30:00	ES	Futures	4476.22	4506.7	4473.43	4492.16	31959.0
2023-01-17 22:00:00	ES	Futures	4491.88	4495.79	4488.24	4492.44	8917.0
2023-01-17 22:30:00	ES	Futures	4492.44	4492.44	4482.37	4484.89	8430.0
2023-01-17 23:00:00	ES	Futures	4484.89	4488.24	4482.93	4487.69	4694.0
2023-01-17 23:30:00	ES	Futures	4487.69	4491.04	4486.85	4489.92	2566.0
2023-01-17 00:00:00	NQ	Futures	13138.22	13141.92	13125.7	13129.4	1535.0
2023-01-17 00:30:00	NQ	Futures	13129.4	13137.08	13129.12	13136.8	849.0
2023-01-17 01:00:00	NQ	Futures	13136.8	13145.9	13134.81	13144.48	1036.0
2023-01-17 01:30:00	NQ	Futures	13144.48	13144.48	13127.69	13129.97	1717.0

> showing 50 of 3,942 rows — these rows as CSV

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