PREVIEW / futures_30min / 2023-01-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-23.parquet
  size:    109 KB
  rows:    3,866

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
2023-01-23 00:00:00	ES	Futures	4457.21	4459.44	4455.53	4459.44	1483.0
2023-01-23 00:30:00	ES	Futures	4459.17	4460.0	4457.21	4457.49	2878.0
2023-01-23 01:00:00	ES	Futures	4457.49	4457.77	4455.53	4456.93	1810.0
2023-01-23 01:30:00	ES	Futures	4456.93	4461.96	4456.65	4460.0	3460.0
2023-01-23 02:00:00	ES	Futures	4460.0	4465.6	4455.81	4456.93	7345.0
2023-01-23 02:30:00	ES	Futures	4456.93	4461.96	4456.65	4461.12	3818.0
2023-01-23 03:00:00	ES	Futures	4461.12	4468.11	4457.77	4458.33	12748.0
2023-01-23 03:30:00	ES	Futures	4458.33	4461.96	4454.69	4456.93	7155.0
2023-01-23 04:00:00	ES	Futures	4456.93	4458.61	4454.13	4457.21	6607.0
2023-01-23 04:30:00	ES	Futures	4457.21	4460.84	4456.93	4459.17	3656.0
2023-01-23 05:00:00	ES	Futures	4459.17	4460.84	4452.18	4454.69	5248.0
2023-01-23 05:30:00	ES	Futures	4454.41	4459.44	4452.45	4457.21	3399.0
2023-01-23 06:00:00	ES	Futures	4456.93	4458.05	4453.29	4455.53	4302.0
2023-01-23 06:30:00	ES	Futures	4455.53	4456.93	4451.62	4454.13	5269.0
2023-01-23 07:00:00	ES	Futures	4454.41	4458.61	4454.41	4456.93	5177.0
2023-01-23 07:30:00	ES	Futures	4456.93	4465.88	4456.65	4460.0	11711.0
2023-01-23 08:00:00	ES	Futures	4460.0	4473.7	4460.0	4468.95	22955.0
2023-01-23 08:30:00	ES	Futures	4468.95	4470.35	4464.48	4467.83	20407.0
2023-01-23 09:00:00	ES	Futures	4467.83	4471.47	4461.68	4469.51	21665.0
2023-01-23 09:30:00	ES	Futures	4469.79	4487.69	4458.33	4482.93	161122.0
2023-01-23 10:00:00	ES	Futures	4482.93	4501.11	4479.86	4498.31	146558.0
2023-01-23 10:30:00	ES	Futures	4498.59	4510.33	4496.63	4505.58	96797.0
2023-01-23 11:00:00	ES	Futures	4505.86	4530.74	4505.58	4516.76	164241.0
2023-01-23 11:30:00	ES	Futures	4517.04	4525.15	4514.53	4524.31	69721.0
2023-01-23 12:00:00	ES	Futures	4524.59	4524.59	4511.17	4519.0	63607.0
2023-01-23 12:30:00	ES	Futures	4519.0	4525.71	4516.48	4524.03	51750.0
2023-01-23 13:00:00	ES	Futures	4524.03	4530.19	4522.92	4528.51	49634.0
2023-01-23 13:30:00	ES	Futures	4528.51	4537.18	4527.39	4529.91	62694.0
2023-01-23 14:00:00	ES	Futures	4529.91	4529.91	4512.57	4514.53	62482.0
2023-01-23 14:30:00	ES	Futures	4514.81	4519.28	4492.44	4501.67	126516.0
2023-01-23 15:00:00	ES	Futures	4501.95	4510.05	4496.35	4505.3	82985.0
2023-01-23 15:30:00	ES	Futures	4505.3	4518.16	4500.83	4513.41	158210.0
2023-01-23 16:00:00	ES	Futures	4513.69	4513.69	4508.1	4511.17	41783.0
2023-01-23 16:30:00	ES	Futures	4511.17	4515.37	4510.89	4515.09	5924.0
2023-01-23 18:00:00	ES	Futures	4514.53	4515.37	4510.61	4510.89	2024.0
2023-01-23 18:30:00	ES	Futures	4510.89	4512.01	4508.38	4510.05	2738.0
2023-01-23 19:00:00	ES	Futures	4510.05	4512.01	4508.94	4510.89	2707.0
2023-01-23 19:30:00	ES	Futures	4510.89	4512.29	4510.89	4511.45	1313.0
2023-01-23 20:00:00	ES	Futures	4511.45	4512.29	4509.49	4511.45	1806.0
2023-01-23 20:30:00	ES	Futures	4511.45	4515.65	4511.45	4513.97	3002.0
2023-01-23 21:00:00	ES	Futures	4513.97	4517.04	4513.69	4515.37	1865.0
2023-01-23 21:30:00	ES	Futures	4515.09	4515.93	4512.57	4513.69	1692.0
2023-01-23 22:00:00	ES	Futures	4513.69	4514.25	4512.85	4513.41	937.0
2023-01-23 22:30:00	ES	Futures	4513.41	4514.53	4512.29	4512.85	1053.0
2023-01-23 23:00:00	ES	Futures	4512.85	4513.13	4512.01	4513.13	931.0
2023-01-23 23:30:00	ES	Futures	4513.13	4515.09	4512.57	4515.09	1666.0
2023-01-23 00:00:00	NQ	Futures	13276.77	13284.73	13269.94	13283.88	801.0
2023-01-23 00:30:00	NQ	Futures	13284.45	13290.14	13277.05	13278.48	1371.0
2023-01-23 01:00:00	NQ	Futures	13277.62	13279.61	13273.07	13278.48	709.0
2023-01-23 01:30:00	NQ	Futures	13278.76	13294.69	13276.77	13290.71	1624.0

> showing 50 of 3,866 rows — these rows as CSV

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