PREVIEW / futures_30min / 2023-01-25

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-25.parquet
  size:    109 KB
  rows:    3,905

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
2023-01-25 00:00:00	ES	Futures	4490.2	4491.88	4489.36	4491.04	1470.0
2023-01-25 00:30:00	ES	Futures	4490.76	4491.32	4489.08	4490.48	1191.0
2023-01-25 01:00:00	ES	Futures	4490.48	4493.0	4490.2	4492.16	1765.0
2023-01-25 01:30:00	ES	Futures	4492.44	4495.79	4492.16	4493.84	3304.0
2023-01-25 02:00:00	ES	Futures	4493.84	4498.31	4492.44	4497.75	4039.0
2023-01-25 02:30:00	ES	Futures	4497.47	4498.03	4494.95	4497.19	3891.0
2023-01-25 03:00:00	ES	Futures	4497.19	4499.71	4490.76	4492.16	9877.0
2023-01-25 03:30:00	ES	Futures	4492.44	4496.07	4491.6	4491.88	6382.0
2023-01-25 04:00:00	ES	Futures	4491.88	4492.44	4486.29	4489.08	7874.0
2023-01-25 04:30:00	ES	Futures	4488.8	4491.04	4478.18	4478.74	10158.0
2023-01-25 05:00:00	ES	Futures	4478.74	4481.25	4469.79	4474.54	12642.0
2023-01-25 05:30:00	ES	Futures	4474.54	4479.86	4473.15	4477.34	9821.0
2023-01-25 06:00:00	ES	Futures	4477.62	4481.25	4475.66	4480.14	6108.0
2023-01-25 06:30:00	ES	Futures	4479.86	4479.86	4470.63	4474.54	10078.0
2023-01-25 07:00:00	ES	Futures	4474.26	4479.02	4472.31	4473.98	9729.0
2023-01-25 07:30:00	ES	Futures	4473.7	4477.06	4472.03	4475.38	12766.0
2023-01-25 08:00:00	ES	Futures	4475.38	4476.22	4468.95	4471.47	12601.0
2023-01-25 08:30:00	ES	Futures	4471.19	4471.47	4459.72	4461.68	23408.0
2023-01-25 09:00:00	ES	Futures	4461.4	4464.2	4457.49	4459.44	28500.0
2023-01-25 09:30:00	ES	Futures	4459.72	4467.55	4440.99	4442.11	193370.0
2023-01-25 10:00:00	ES	Futures	4441.83	4458.61	4439.59	4447.14	182202.0
2023-01-25 10:30:00	ES	Futures	4447.14	4453.57	4432.6	4448.26	150984.0
2023-01-25 11:00:00	ES	Futures	4448.54	4465.32	4445.46	4461.68	124724.0
2023-01-25 11:30:00	ES	Futures	4461.68	4480.14	4460.0	4473.98	114914.0
2023-01-25 12:00:00	ES	Futures	4473.98	4477.06	4466.44	4468.39	60746.0
2023-01-25 12:30:00	ES	Futures	4468.39	4477.06	4468.11	4474.26	41853.0
2023-01-25 13:00:00	ES	Futures	4474.26	4493.28	4472.87	4491.6	74373.0
2023-01-25 13:30:00	ES	Futures	4491.6	4498.59	4487.69	4494.68	64648.0
2023-01-25 14:00:00	ES	Futures	4494.68	4508.1	4490.76	4498.31	92787.0
2023-01-25 14:30:00	ES	Futures	4498.31	4506.7	4492.16	4503.06	68558.0
2023-01-25 15:00:00	ES	Futures	4503.34	4513.69	4500.83	4505.58	75327.0
2023-01-25 15:30:00	ES	Futures	4505.58	4510.61	4497.19	4510.05	148375.0
2023-01-25 16:00:00	ES	Futures	4510.05	4517.88	4502.78	4506.98	59722.0
2023-01-25 16:30:00	ES	Futures	4507.26	4508.38	4505.86	4506.7	7232.0
2023-01-25 18:00:00	ES	Futures	4508.38	4516.48	4505.3	4513.41	6839.0
2023-01-25 18:30:00	ES	Futures	4513.69	4517.32	4513.41	4515.65	4192.0
2023-01-25 19:00:00	ES	Futures	4515.93	4518.44	4515.37	4517.04	3375.0
2023-01-25 19:30:00	ES	Futures	4516.76	4517.32	4512.57	4513.13	3219.0
2023-01-25 20:00:00	ES	Futures	4513.41	4513.69	4508.66	4510.89	4979.0
2023-01-25 20:30:00	ES	Futures	4510.89	4513.69	4510.61	4512.57	2430.0
2023-01-25 21:00:00	ES	Futures	4512.29	4515.09	4512.01	4512.57	2039.0
2023-01-25 21:30:00	ES	Futures	4512.57	4514.53	4511.73	4513.97	1986.0
2023-01-25 22:00:00	ES	Futures	4513.69	4514.81	4512.29	4513.69	1490.0
2023-01-25 22:30:00	ES	Futures	4513.69	4514.53	4512.85	4513.97	998.0
2023-01-25 23:00:00	ES	Futures	4513.97	4516.76	4513.41	4514.25	2610.0
2023-01-25 23:30:00	ES	Futures	4514.25	4515.09	4513.41	4514.81	1084.0
2023-01-25 00:00:00	NQ	Futures	13449.46	13453.72	13443.48	13449.17	1493.0
2023-01-25 00:30:00	NQ	Futures	13449.17	13453.16	13442.06	13452.02	919.0
2023-01-25 01:00:00	NQ	Futures	13452.3	13460.55	13451.73	13457.99	1194.0
2023-01-25 01:30:00	NQ	Futures	13458.28	13472.22	13457.71	13465.67	2098.0

> showing 50 of 3,905 rows — these rows as CSV

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