PREVIEW / futures_30min / 2023-01-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-26.parquet
  size:    110 KB
  rows:    3,919

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
2023-01-26 00:00:00	ES	Futures	4514.81	4516.48	4514.25	4515.65	1512.0
2023-01-26 00:30:00	ES	Futures	4515.93	4522.08	4514.25	4520.4	4282.0
2023-01-26 01:00:00	ES	Futures	4520.4	4527.39	4519.0	4523.2	7660.0
2023-01-26 01:30:00	ES	Futures	4523.47	4525.15	4521.24	4524.03	4575.0
2023-01-26 02:00:00	ES	Futures	4524.03	4524.03	4518.44	4519.28	5875.0
2023-01-26 02:30:00	ES	Futures	4519.56	4524.03	4518.72	4520.96	4712.0
2023-01-26 03:00:00	ES	Futures	4520.96	4528.79	4520.12	4524.59	10302.0
2023-01-26 03:30:00	ES	Futures	4524.59	4524.87	4519.56	4520.12	5024.0
2023-01-26 04:00:00	ES	Futures	4520.12	4525.43	4517.6	4517.88	7512.0
2023-01-26 04:30:00	ES	Futures	4517.88	4517.88	4512.01	4513.41	6735.0
2023-01-26 05:00:00	ES	Futures	4513.41	4517.6	4513.13	4515.37	4857.0
2023-01-26 05:30:00	ES	Futures	4515.65	4521.8	4515.65	4519.28	4276.0
2023-01-26 06:00:00	ES	Futures	4519.28	4521.8	4517.88	4519.0	5792.0
2023-01-26 06:30:00	ES	Futures	4518.72	4519.56	4515.93	4518.16	5526.0
2023-01-26 07:00:00	ES	Futures	4518.16	4521.24	4517.6	4519.28	6440.0
2023-01-26 07:30:00	ES	Futures	4519.28	4539.41	4519.0	4532.98	21957.0
2023-01-26 08:00:00	ES	Futures	4532.98	4536.34	4525.99	4531.02	14999.0
2023-01-26 08:30:00	ES	Futures	4531.02	4538.29	4515.09	4535.22	42570.0
2023-01-26 09:00:00	ES	Futures	4535.5	4544.72	4534.94	4539.69	39443.0
2023-01-26 09:30:00	ES	Futures	4539.69	4550.04	4513.13	4521.24	196252.0
2023-01-26 10:00:00	ES	Futures	4521.52	4540.81	4514.25	4534.38	155361.0
2023-01-26 10:30:00	ES	Futures	4534.1	4539.13	4504.18	4507.82	135735.0
2023-01-26 11:00:00	ES	Futures	4507.82	4522.08	4504.74	4515.93	116259.0
2023-01-26 11:30:00	ES	Futures	4515.93	4524.31	4513.41	4523.2	78301.0
2023-01-26 12:00:00	ES	Futures	4523.47	4536.06	4522.92	4529.91	76532.0
2023-01-26 12:30:00	ES	Futures	4529.91	4535.22	4522.64	4528.51	59471.0
2023-01-26 13:00:00	ES	Futures	4528.79	4532.7	4522.08	4529.91	50764.0
2023-01-26 13:30:00	ES	Futures	4530.19	4543.89	4530.19	4536.9	70403.0
2023-01-26 14:00:00	ES	Futures	4536.9	4544.17	4532.42	4538.85	51551.0
2023-01-26 14:30:00	ES	Futures	4538.85	4545.84	4538.01	4543.33	60206.0
2023-01-26 15:00:00	ES	Futures	4543.33	4551.44	4539.41	4547.8	63266.0
2023-01-26 15:30:00	ES	Futures	4547.8	4559.82	4543.89	4557.31	154303.0
2023-01-26 16:00:00	ES	Futures	4557.31	4559.26	4551.72	4553.39	48598.0
2023-01-26 16:30:00	ES	Futures	4553.39	4553.67	4548.64	4549.48	6327.0
2023-01-26 18:00:00	ES	Futures	4546.4	4547.8	4543.05	4545.56	4933.0
2023-01-26 18:30:00	ES	Futures	4545.56	4546.68	4543.05	4543.89	2909.0
2023-01-26 19:00:00	ES	Futures	4543.61	4548.64	4542.49	4548.08	3146.0
2023-01-26 19:30:00	ES	Futures	4548.08	4548.64	4545.28	4545.56	1896.0
2023-01-26 20:00:00	ES	Futures	4545.56	4548.64	4544.17	4545.0	3098.0
2023-01-26 20:30:00	ES	Futures	4545.0	4546.12	4543.33	4543.89	2657.0
2023-01-26 21:00:00	ES	Futures	4543.89	4546.68	4543.89	4545.84	1903.0
2023-01-26 21:30:00	ES	Futures	4546.12	4547.52	4545.0	4545.84	1867.0
2023-01-26 22:00:00	ES	Futures	4545.84	4546.96	4545.28	4545.28	1015.0
2023-01-26 22:30:00	ES	Futures	4545.28	4545.84	4542.21	4543.05	2207.0
2023-01-26 23:00:00	ES	Futures	4543.05	4545.28	4542.21	4544.72	1754.0
2023-01-26 23:30:00	ES	Futures	4544.72	4546.4	4544.72	4545.0	1384.0
2023-01-26 00:00:00	NQ	Futures	13560.12	13567.24	13557.56	13563.25	1118.0
2023-01-26 00:30:00	NQ	Futures	13563.54	13586.58	13556.14	13581.75	2803.0
2023-01-26 01:00:00	NQ	Futures	13582.32	13606.5	13574.35	13590.28	3462.0
2023-01-26 01:30:00	NQ	Futures	13591.42	13597.96	13577.19	13587.72	2439.0

> showing 50 of 3,919 rows — these rows as CSV

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