PREVIEW / futures_30min / 2023-01-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-19.parquet
  size:    113 KB
  rows:    3,920

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
2023-01-19 00:00:00	ES	Futures	4408.0	4409.67	4407.16	4408.28	2775.0
2023-01-19 00:30:00	ES	Futures	4408.56	4408.56	4403.8	4405.2	3285.0
2023-01-19 01:00:00	ES	Futures	4405.2	4407.16	4402.68	4406.32	3696.0
2023-01-19 01:30:00	ES	Futures	4406.32	4407.72	4401.85	4402.13	4031.0
2023-01-19 02:00:00	ES	Futures	4402.41	4404.92	4397.09	4401.57	11932.0
2023-01-19 02:30:00	ES	Futures	4401.85	4404.92	4401.29	4403.24	5960.0
2023-01-19 03:00:00	ES	Futures	4403.52	4411.63	4402.96	4408.28	14355.0
2023-01-19 03:30:00	ES	Futures	4408.0	4408.56	4395.97	4395.97	12287.0
2023-01-19 04:00:00	ES	Futures	4395.97	4402.13	4395.14	4395.14	10865.0
2023-01-19 04:30:00	ES	Futures	4395.42	4397.09	4392.34	4393.74	9640.0
2023-01-19 05:00:00	ES	Futures	4394.3	4398.21	4389.54	4389.54	8727.0
2023-01-19 05:30:00	ES	Futures	4389.54	4390.94	4387.31	4390.38	11435.0
2023-01-19 06:00:00	ES	Futures	4390.66	4390.66	4379.76	4380.88	15623.0
2023-01-19 06:30:00	ES	Futures	4380.88	4384.23	4379.48	4382.55	13462.0
2023-01-19 07:00:00	ES	Futures	4382.55	4383.39	4376.68	4380.32	18712.0
2023-01-19 07:30:00	ES	Futures	4380.04	4380.6	4373.33	4375.0	16697.0
2023-01-19 08:00:00	ES	Futures	4375.0	4379.76	4373.05	4378.92	22922.0
2023-01-19 08:30:00	ES	Futures	4378.92	4383.39	4369.41	4381.99	50227.0
2023-01-19 09:00:00	ES	Futures	4381.71	4388.15	4377.24	4387.87	35793.0
2023-01-19 09:30:00	ES	Futures	4387.59	4399.61	4379.2	4386.47	194714.0
2023-01-19 10:00:00	ES	Futures	4386.47	4393.74	4376.4	4384.23	159526.0
2023-01-19 10:30:00	ES	Futures	4384.23	4384.23	4366.9	4371.37	119419.0
2023-01-19 11:00:00	ES	Futures	4371.37	4384.23	4368.57	4369.97	113685.0
2023-01-19 11:30:00	ES	Futures	4369.69	4372.49	4363.82	4369.97	89793.0
2023-01-19 12:00:00	ES	Futures	4369.97	4383.95	4369.69	4375.84	84023.0
2023-01-19 12:30:00	ES	Futures	4375.84	4379.2	4371.09	4378.92	53254.0
2023-01-19 13:00:00	ES	Futures	4378.64	4391.5	4378.08	4384.79	98673.0
2023-01-19 13:30:00	ES	Futures	4384.51	4401.85	4384.51	4392.62	97755.0
2023-01-19 14:00:00	ES	Futures	4392.34	4404.92	4386.19	4402.13	87234.0
2023-01-19 14:30:00	ES	Futures	4402.41	4406.88	4397.65	4400.17	80839.0
2023-01-19 15:00:00	ES	Futures	4400.17	4404.92	4393.46	4397.65	74629.0
2023-01-19 15:30:00	ES	Futures	4397.93	4398.77	4378.08	4380.6	181609.0
2023-01-19 16:00:00	ES	Futures	4380.6	4392.62	4379.48	4384.23	68300.0
2023-01-19 16:30:00	ES	Futures	4383.95	4387.59	4383.11	4384.51	6050.0
2023-01-19 18:00:00	ES	Futures	4389.82	4390.38	4386.19	4386.47	3991.0
2023-01-19 18:30:00	ES	Futures	4386.47	4387.31	4381.99	4381.99	3383.0
2023-01-19 19:00:00	ES	Futures	4381.99	4388.7	4381.43	4386.75	3703.0
2023-01-19 19:30:00	ES	Futures	4387.03	4390.1	4386.19	4388.15	4093.0
2023-01-19 20:00:00	ES	Futures	4388.15	4390.94	4385.07	4390.66	4019.0
2023-01-19 20:30:00	ES	Futures	4390.66	4390.94	4387.31	4389.82	3842.0
2023-01-19 21:00:00	ES	Futures	4390.1	4390.1	4387.87	4389.26	2262.0
2023-01-19 21:30:00	ES	Futures	4388.98	4389.54	4385.35	4385.91	2296.0
2023-01-19 22:00:00	ES	Futures	4385.63	4387.31	4385.07	4385.63	1603.0
2023-01-19 22:30:00	ES	Futures	4385.91	4389.26	4385.91	4387.31	2273.0
2023-01-19 23:00:00	ES	Futures	4387.59	4389.26	4386.75	4387.03	1994.0
2023-01-19 23:30:00	ES	Futures	4387.31	4389.54	4387.31	4388.98	1350.0
2023-01-19 00:00:00	NQ	Futures	13051.17	13057.99	13049.74	13053.16	930.0
2023-01-19 00:30:00	NQ	Futures	13054.29	13055.15	13038.08	13042.63	1275.0
2023-01-19 01:00:00	NQ	Futures	13042.91	13049.46	13035.8	13048.32	1009.0
2023-01-19 01:30:00	NQ	Futures	13048.32	13053.44	13028.41	13029.54	1596.0

> showing 50 of 3,920 rows — these rows as CSV

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