PREVIEW / futures_30min / 2023-01-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-18.parquet
  size:    119 KB
  rows:    3,993

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
2023-01-18 00:00:00	ES	Futures	4489.92	4490.48	4486.85	4487.69	1791.0
2023-01-18 00:30:00	ES	Futures	4487.96	4489.64	4486.57	4489.08	1832.0
2023-01-18 01:00:00	ES	Futures	4488.8	4491.32	4488.24	4490.48	2570.0
2023-01-18 01:30:00	ES	Futures	4490.48	4494.12	4489.92	4493.28	3430.0
2023-01-18 02:00:00	ES	Futures	4493.56	4495.79	4492.72	4493.56	4555.0
2023-01-18 02:30:00	ES	Futures	4493.56	4495.79	4488.24	4492.16	6194.0
2023-01-18 03:00:00	ES	Futures	4492.16	4496.63	4484.89	4486.85	10615.0
2023-01-18 03:30:00	ES	Futures	4486.57	4490.48	4482.37	4490.2	7409.0
2023-01-18 04:00:00	ES	Futures	4490.2	4491.32	4485.45	4486.57	8795.0
2023-01-18 04:30:00	ES	Futures	4486.57	4488.52	4484.05	4487.69	3695.0
2023-01-18 05:00:00	ES	Futures	4487.69	4489.08	4485.17	4485.45	3633.0
2023-01-18 05:30:00	ES	Futures	4485.73	4491.88	4483.77	4488.8	6316.0
2023-01-18 06:00:00	ES	Futures	4489.08	4491.88	4488.24	4489.36	6406.0
2023-01-18 06:30:00	ES	Futures	4489.64	4492.72	4487.41	4491.32	3789.0
2023-01-18 07:00:00	ES	Futures	4491.32	4494.95	4491.04	4494.4	5794.0
2023-01-18 07:30:00	ES	Futures	4494.68	4500.27	4493.56	4499.43	10251.0
2023-01-18 08:00:00	ES	Futures	4499.43	4499.43	4491.88	4496.35	13894.0
2023-01-18 08:30:00	ES	Futures	4496.35	4510.33	4485.45	4500.27	71471.0
2023-01-18 09:00:00	ES	Futures	4500.55	4505.86	4496.63	4498.31	37040.0
2023-01-18 09:30:00	ES	Futures	4498.31	4506.14	4491.32	4504.18	172181.0
2023-01-18 10:00:00	ES	Futures	4504.18	4511.17	4493.28	4503.06	136094.0
2023-01-18 10:30:00	ES	Futures	4503.06	4503.9	4469.79	4478.18	162357.0
2023-01-18 11:00:00	ES	Futures	4478.18	4480.42	4452.45	4457.21	133562.0
2023-01-18 11:30:00	ES	Futures	4457.21	4457.21	4444.07	4451.34	137558.0
2023-01-18 12:00:00	ES	Futures	4451.34	4453.85	4436.8	4438.75	97148.0
2023-01-18 12:30:00	ES	Futures	4438.75	4442.95	4432.88	4434.56	78594.0
2023-01-18 13:00:00	ES	Futures	4434.56	4437.36	4425.05	4433.72	92322.0
2023-01-18 13:30:00	ES	Futures	4433.72	4442.11	4430.65	4436.8	67271.0
2023-01-18 14:00:00	ES	Futures	4437.08	4439.31	4431.2	4438.47	55164.0
2023-01-18 14:30:00	ES	Futures	4438.19	4440.43	4430.65	4431.76	44194.0
2023-01-18 15:00:00	ES	Futures	4431.76	4436.8	4427.01	4427.85	78441.0
2023-01-18 15:30:00	ES	Futures	4427.85	4428.41	4410.79	4414.15	227082.0
2023-01-18 16:00:00	ES	Futures	4414.15	4414.71	4411.91	4412.47	53500.0
2023-01-18 16:30:00	ES	Futures	4412.47	4414.71	4412.19	4413.03	7307.0
2023-01-18 18:00:00	ES	Futures	4412.47	4415.83	4410.23	4414.99	5022.0
2023-01-18 18:30:00	ES	Futures	4414.99	4416.39	4413.31	4413.87	2353.0
2023-01-18 19:00:00	ES	Futures	4414.15	4414.43	4406.04	4408.28	8050.0
2023-01-18 19:30:00	ES	Futures	4408.28	4410.79	4405.48	4406.32	4885.0
2023-01-18 20:00:00	ES	Futures	4406.32	4408.84	4405.48	4408.56	3763.0
2023-01-18 20:30:00	ES	Futures	4408.56	4409.4	4405.48	4406.04	3886.0
2023-01-18 21:00:00	ES	Futures	4406.04	4406.6	4403.52	4404.36	5831.0
2023-01-18 21:30:00	ES	Futures	4404.36	4409.4	4404.08	4409.4	3718.0
2023-01-18 22:00:00	ES	Futures	4409.4	4412.47	4409.4	4409.95	4079.0
2023-01-18 22:30:00	ES	Futures	4410.23	4410.51	4406.6	4406.88	5306.0
2023-01-18 23:00:00	ES	Futures	4406.88	4411.63	4406.6	4408.28	3863.0
2023-01-18 23:30:00	ES	Futures	4408.0	4409.4	4407.16	4408.0	2608.0
2023-01-18 00:00:00	NQ	Futures	13251.73	13254.01	13240.07	13243.77	1019.0
2023-01-18 00:30:00	NQ	Futures	13244.62	13250.03	13237.79	13246.61	1091.0
2023-01-18 01:00:00	NQ	Futures	13245.76	13255.72	13244.34	13251.73	938.0
2023-01-18 01:30:00	NQ	Futures	13252.02	13267.95	13250.03	13262.83	1787.0

> showing 50 of 3,993 rows — these rows as CSV

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