PREVIEW / futures_30min / 2023-01-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-20.parquet
  size:    92 KB
  rows:    3,089

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
2023-01-20 00:00:00	ES	Futures	4388.98	4389.82	4387.87	4388.7	2057.0
2023-01-20 00:30:00	ES	Futures	4388.98	4391.22	4387.87	4390.66	2594.0
2023-01-20 01:00:00	ES	Futures	4390.66	4391.78	4388.42	4390.1	2314.0
2023-01-20 01:30:00	ES	Futures	4390.38	4390.66	4387.03	4389.26	2476.0
2023-01-20 02:00:00	ES	Futures	4388.98	4396.81	4387.87	4396.25	5329.0
2023-01-20 02:30:00	ES	Futures	4396.53	4398.77	4394.86	4396.25	5213.0
2023-01-20 03:00:00	ES	Futures	4396.25	4396.81	4383.67	4386.19	11861.0
2023-01-20 03:30:00	ES	Futures	4386.19	4391.78	4382.83	4387.31	9523.0
2023-01-20 04:00:00	ES	Futures	4387.59	4388.7	4378.64	4386.19	9316.0
2023-01-20 04:30:00	ES	Futures	4386.19	4387.59	4380.04	4381.16	6104.0
2023-01-20 05:00:00	ES	Futures	4381.16	4385.07	4375.0	4381.99	10092.0
2023-01-20 05:30:00	ES	Futures	4381.99	4388.15	4380.04	4386.19	9364.0
2023-01-20 06:00:00	ES	Futures	4386.47	4386.47	4379.48	4383.39	5949.0
2023-01-20 06:30:00	ES	Futures	4383.39	4386.19	4381.43	4383.11	5889.0
2023-01-20 07:00:00	ES	Futures	4383.11	4385.91	4380.6	4385.63	7204.0
2023-01-20 07:30:00	ES	Futures	4385.63	4394.58	4385.07	4392.34	12516.0
2023-01-20 08:00:00	ES	Futures	4392.34	4396.53	4388.42	4388.7	16518.0
2023-01-20 08:30:00	ES	Futures	4388.98	4390.94	4383.39	4383.95	17259.0
2023-01-20 09:00:00	ES	Futures	4383.95	4397.37	4382.83	4395.42	41938.0
2023-01-20 09:30:00	ES	Futures	4395.14	4395.97	4375.56	4390.66	174705.0
2023-01-20 10:00:00	ES	Futures	4390.94	4406.04	4386.19	4404.92	113691.0
2023-01-20 10:30:00	ES	Futures	4404.92	4407.44	4398.21	4401.57	77864.0
2023-01-20 11:00:00	ES	Futures	4401.57	4421.7	4401.01	4420.86	93139.0
2023-01-20 11:30:00	ES	Futures	4420.86	4422.54	4412.47	4414.43	69270.0
2023-01-20 12:00:00	ES	Futures	4414.43	4420.58	4413.87	4417.78	41257.0
2023-01-20 12:30:00	ES	Futures	4417.78	4420.86	4414.43	4415.27	32828.0
2023-01-20 13:00:00	ES	Futures	4415.55	4421.98	4406.88	4412.75	87743.0
2023-01-20 13:30:00	ES	Futures	4413.03	4435.4	4412.75	4433.16	84806.0
2023-01-20 14:00:00	ES	Futures	4433.44	4439.31	4430.93	4437.92	54452.0
2023-01-20 14:30:00	ES	Futures	4438.19	4443.79	4437.36	4443.23	64155.0
2023-01-20 15:00:00	ES	Futures	4443.23	4460.0	4443.23	4452.73	119475.0
2023-01-20 15:30:00	ES	Futures	4452.73	4463.08	4448.82	4460.0	223183.0
2023-01-20 16:00:00	ES	Futures	4460.0	4460.28	4455.53	4458.33	65605.0
2023-01-20 16:30:00	ES	Futures	4458.33	4461.12	4457.49	4460.28	7420.0
2023-01-20 00:00:00	NQ	Futures	12971.79	12975.77	12968.38	12970.65	682.0
2023-01-20 00:30:00	NQ	Futures	12971.22	12980.9	12966.39	12978.33	961.0
2023-01-20 01:00:00	NQ	Futures	12978.05	12983.74	12972.64	12980.04	841.0
2023-01-20 01:30:00	NQ	Futures	12979.76	12982.6	12970.94	12977.77	924.0
2023-01-20 02:00:00	NQ	Futures	12977.48	13002.52	12971.79	13002.23	2297.0
2023-01-20 02:30:00	NQ	Futures	13002.23	13010.48	12997.4	13001.95	2290.0
2023-01-20 03:00:00	NQ	Futures	13001.95	13003.65	12950.17	12959.84	5820.0
2023-01-20 03:30:00	NQ	Futures	12959.84	12978.33	12951.59	12968.66	3582.0
2023-01-20 04:00:00	NQ	Futures	12968.66	12974.92	12936.51	12964.39	4948.0
2023-01-20 04:30:00	NQ	Futures	12964.68	12969.23	12948.75	12953.01	2580.0
2023-01-20 05:00:00	NQ	Futures	12952.73	12975.77	12933.38	12966.1	5069.0
2023-01-20 05:30:00	NQ	Futures	12966.39	12986.02	12962.4	12981.18	3828.0
2023-01-20 06:00:00	NQ	Futures	12981.46	12981.46	12958.7	12975.21	2569.0
2023-01-20 06:30:00	NQ	Futures	12974.92	12989.43	12974.07	12982.89	3009.0
2023-01-20 07:00:00	NQ	Futures	12983.17	12995.12	12975.49	12991.99	3194.0
2023-01-20 07:30:00	NQ	Futures	12992.84	13024.14	12991.42	13015.03	6890.0

> showing 50 of 3,089 rows — these rows as CSV

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