PREVIEW / futures_30min / 2023-01-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-24.parquet
  size:    109 KB
  rows:    3,856

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
2023-01-24 00:00:00	ES	Futures	4515.37	4516.21	4514.53	4515.65	1472.0
2023-01-24 00:30:00	ES	Futures	4515.65	4520.12	4514.53	4515.09	3193.0
2023-01-24 01:00:00	ES	Futures	4514.81	4515.65	4511.45	4515.37	3051.0
2023-01-24 01:30:00	ES	Futures	4515.65	4516.21	4513.69	4515.37	1983.0
2023-01-24 02:00:00	ES	Futures	4515.09	4516.21	4511.45	4515.65	3853.0
2023-01-24 02:30:00	ES	Futures	4515.65	4515.93	4509.21	4511.73	3961.0
2023-01-24 03:00:00	ES	Futures	4511.73	4515.65	4509.49	4510.89	7579.0
2023-01-24 03:30:00	ES	Futures	4510.89	4512.29	4507.54	4510.61	7421.0
2023-01-24 04:00:00	ES	Futures	4510.33	4512.85	4507.26	4509.49	9213.0
2023-01-24 04:30:00	ES	Futures	4509.49	4510.33	4505.3	4506.98	5791.0
2023-01-24 05:00:00	ES	Futures	4506.98	4508.38	4502.78	4503.9	4517.0
2023-01-24 05:30:00	ES	Futures	4504.18	4507.26	4501.67	4507.26	8757.0
2023-01-24 06:00:00	ES	Futures	4506.98	4506.98	4499.99	4500.83	7452.0
2023-01-24 06:30:00	ES	Futures	4500.83	4506.14	4499.71	4503.62	8784.0
2023-01-24 07:00:00	ES	Futures	4503.34	4503.9	4499.43	4503.06	7422.0
2023-01-24 07:30:00	ES	Futures	4503.06	4504.74	4499.15	4502.5	8484.0
2023-01-24 08:00:00	ES	Futures	4502.78	4503.62	4499.15	4503.06	9535.0
2023-01-24 08:30:00	ES	Futures	4502.78	4504.18	4488.24	4492.16	31038.0
2023-01-24 09:00:00	ES	Futures	4491.88	4495.79	4488.52	4493.56	26468.0
2023-01-24 09:30:00	ES	Futures	4493.84	4508.1	4483.77	4488.24	191265.0
2023-01-24 10:00:00	ES	Futures	4488.24	4506.42	4479.58	4498.87	169578.0
2023-01-24 10:30:00	ES	Futures	4498.59	4515.09	4488.52	4512.29	123740.0
2023-01-24 11:00:00	ES	Futures	4512.29	4514.53	4503.06	4513.97	91280.0
2023-01-24 11:30:00	ES	Futures	4513.97	4514.53	4504.46	4506.7	58881.0
2023-01-24 12:00:00	ES	Futures	4506.7	4512.57	4497.75	4510.05	64306.0
2023-01-24 12:30:00	ES	Futures	4510.05	4510.33	4503.34	4506.7	47133.0
2023-01-24 13:00:00	ES	Futures	4506.98	4513.13	4499.99	4512.01	57805.0
2023-01-24 13:30:00	ES	Futures	4511.73	4519.56	4509.77	4515.09	49636.0
2023-01-24 14:00:00	ES	Futures	4515.37	4515.93	4505.86	4510.89	55460.0
2023-01-24 14:30:00	ES	Futures	4510.89	4517.88	4510.33	4516.21	46200.0
2023-01-24 15:00:00	ES	Futures	4516.21	4518.44	4509.77	4512.57	49239.0
2023-01-24 15:30:00	ES	Futures	4512.57	4513.69	4498.31	4507.82	148179.0
2023-01-24 16:00:00	ES	Futures	4507.82	4526.83	4505.86	4518.16	89897.0
2023-01-24 16:30:00	ES	Futures	4518.44	4522.08	4516.48	4517.04	7159.0
2023-01-24 18:00:00	ES	Futures	4517.32	4519.0	4494.4	4496.07	19294.0
2023-01-24 18:30:00	ES	Futures	4495.79	4496.35	4489.92	4493.56	13182.0
2023-01-24 19:00:00	ES	Futures	4493.56	4496.35	4493.0	4494.4	4435.0
2023-01-24 19:30:00	ES	Futures	4494.4	4494.4	4486.01	4490.48	8204.0
2023-01-24 20:00:00	ES	Futures	4490.2	4491.6	4486.57	4488.8	3358.0
2023-01-24 20:30:00	ES	Futures	4488.8	4489.64	4485.17	4487.13	3574.0
2023-01-24 21:00:00	ES	Futures	4486.85	4491.32	4486.57	4490.48	3495.0
2023-01-24 21:30:00	ES	Futures	4490.48	4493.56	4490.2	4490.48	3425.0
2023-01-24 22:00:00	ES	Futures	4490.76	4494.12	4488.52	4493.56	2136.0
2023-01-24 22:30:00	ES	Futures	4493.56	4495.23	4492.44	4493.56	2835.0
2023-01-24 23:00:00	ES	Futures	4493.28	4494.95	4491.6	4493.0	1769.0
2023-01-24 23:30:00	ES	Futures	4492.72	4492.72	4489.64	4490.48	1715.0
2023-01-24 00:00:00	NQ	Futures	13575.77	13579.19	13572.07	13578.05	786.0
2023-01-24 00:30:00	NQ	Futures	13578.33	13592.84	13574.35	13577.19	1970.0
2023-01-24 01:00:00	NQ	Futures	13576.91	13580.04	13564.68	13577.76	1223.0
2023-01-24 01:30:00	NQ	Futures	13578.05	13582.03	13569.23	13576.91	1163.0

> showing 50 of 3,856 rows — these rows as CSV

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