PREVIEW / futures_30min / 2023-01-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-27.parquet
  size:    89 KB
  rows:    3,120

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
2023-01-27 00:00:00	ES	Futures	4545.28	4547.8	4545.28	4547.8	2345.0
2023-01-27 00:30:00	ES	Futures	4547.8	4547.8	4546.12	4546.4	1254.0
2023-01-27 01:00:00	ES	Futures	4546.4	4546.96	4545.0	4546.12	1950.0
2023-01-27 01:30:00	ES	Futures	4546.12	4546.12	4539.13	4543.89	5464.0
2023-01-27 02:00:00	ES	Futures	4543.89	4543.89	4539.69	4543.61	6338.0
2023-01-27 02:30:00	ES	Futures	4543.89	4546.4	4542.49	4543.89	3603.0
2023-01-27 03:00:00	ES	Futures	4543.61	4544.72	4537.73	4539.69	8958.0
2023-01-27 03:30:00	ES	Futures	4539.41	4545.28	4539.41	4541.65	6634.0
2023-01-27 04:00:00	ES	Futures	4541.37	4543.89	4539.97	4540.53	5305.0
2023-01-27 04:30:00	ES	Futures	4540.25	4545.56	4540.25	4544.45	4597.0
2023-01-27 05:00:00	ES	Futures	4544.45	4547.24	4542.77	4545.28	4619.0
2023-01-27 05:30:00	ES	Futures	4545.28	4546.96	4543.89	4546.68	4288.0
2023-01-27 06:00:00	ES	Futures	4546.68	4550.04	4545.0	4547.24	6738.0
2023-01-27 06:30:00	ES	Futures	4546.96	4550.32	4545.84	4547.52	5109.0
2023-01-27 07:00:00	ES	Futures	4547.24	4552.27	4544.45	4545.28	11367.0
2023-01-27 07:30:00	ES	Futures	4545.0	4547.8	4539.97	4540.53	11785.0
2023-01-27 08:00:00	ES	Futures	4540.53	4548.36	4539.69	4546.68	11909.0
2023-01-27 08:30:00	ES	Futures	4546.68	4550.32	4539.13	4541.09	32086.0
2023-01-27 09:00:00	ES	Futures	4541.09	4546.68	4539.13	4544.72	24704.0
2023-01-27 09:30:00	ES	Futures	4545.0	4565.98	4542.77	4560.38	137309.0
2023-01-27 10:00:00	ES	Futures	4560.38	4578.56	4553.95	4568.21	150257.0
2023-01-27 10:30:00	ES	Futures	4568.21	4568.77	4544.17	4550.32	135637.0
2023-01-27 11:00:00	ES	Futures	4550.32	4561.78	4545.84	4559.82	88854.0
2023-01-27 11:30:00	ES	Futures	4560.1	4572.97	4558.98	4569.61	81711.0
2023-01-27 12:00:00	ES	Futures	4569.89	4577.72	4565.98	4570.73	83285.0
2023-01-27 12:30:00	ES	Futures	4570.73	4579.96	4569.61	4576.32	61574.0
2023-01-27 13:00:00	ES	Futures	4576.32	4578.56	4567.37	4572.13	69552.0
2023-01-27 13:30:00	ES	Futures	4572.13	4577.72	4571.57	4576.32	59055.0
2023-01-27 14:00:00	ES	Futures	4576.32	4584.99	4574.08	4583.03	74513.0
2023-01-27 14:30:00	ES	Futures	4583.31	4589.18	4581.63	4588.06	62643.0
2023-01-27 15:00:00	ES	Futures	4588.06	4595.89	4582.75	4589.46	99528.0
2023-01-27 15:30:00	ES	Futures	4589.46	4592.54	4565.98	4567.65	186697.0
2023-01-27 16:00:00	ES	Futures	4567.65	4569.89	4564.58	4567.37	42450.0
2023-01-27 16:30:00	ES	Futures	4567.09	4567.93	4565.98	4567.65	5112.0
2023-01-27 00:00:00	NQ	Futures	13693.84	13705.22	13693.27	13704.36	885.0
2023-01-27 00:30:00	NQ	Futures	13704.08	13706.35	13700.1	13703.79	617.0
2023-01-27 01:00:00	NQ	Futures	13703.79	13704.36	13692.7	13694.98	973.0
2023-01-27 01:30:00	NQ	Futures	13694.69	13695.54	13673.92	13689.85	2414.0
2023-01-27 02:00:00	NQ	Futures	13690.14	13696.11	13677.62	13692.13	2021.0
2023-01-27 02:30:00	NQ	Futures	13693.84	13708.06	13689.0	13698.67	1964.0
2023-01-27 03:00:00	NQ	Futures	13698.39	13703.23	13677.34	13682.17	3697.0
2023-01-27 03:30:00	NQ	Futures	13681.6	13704.93	13681.6	13687.58	2922.0
2023-01-27 04:00:00	NQ	Futures	13687.58	13702.37	13677.91	13685.59	3353.0
2023-01-27 04:30:00	NQ	Futures	13685.59	13707.21	13684.45	13701.8	3487.0
2023-01-27 05:00:00	NQ	Futures	13702.09	13715.74	13695.26	13710.62	3210.0
2023-01-27 05:30:00	NQ	Futures	13710.05	13713.75	13702.09	13710.62	1855.0
2023-01-27 06:00:00	NQ	Futures	13710.91	13722.86	13697.54	13704.08	2768.0
2023-01-27 06:30:00	NQ	Futures	13703.79	13719.16	13703.23	13716.6	1886.0
2023-01-27 07:00:00	NQ	Futures	13716.31	13737.65	13707.21	13708.35	6439.0
2023-01-27 07:30:00	NQ	Futures	13707.78	13718.02	13690.71	13691.28	5698.0

> showing 50 of 3,120 rows — these rows as CSV

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