PREVIEW / futures_30min / 2023-01-30

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-01-30.parquet
  size:    109 KB
  rows:    3,969

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
2023-01-30 00:00:00	ES	Futures	4554.51	4554.51	4548.92	4551.44	5711.0
2023-01-30 00:30:00	ES	Futures	4551.72	4553.67	4550.32	4551.72	2899.0
2023-01-30 01:00:00	ES	Futures	4551.44	4554.23	4550.88	4551.16	3654.0
2023-01-30 01:30:00	ES	Futures	4551.44	4551.99	4548.08	4550.04	3199.0
2023-01-30 02:00:00	ES	Futures	4550.32	4550.88	4543.33	4543.61	7563.0
2023-01-30 02:30:00	ES	Futures	4543.61	4545.56	4541.37	4543.89	6275.0
2023-01-30 03:00:00	ES	Futures	4543.89	4543.89	4527.39	4529.63	20882.0
2023-01-30 03:30:00	ES	Futures	4529.35	4536.9	4528.23	4532.7	13306.0
2023-01-30 04:00:00	ES	Futures	4532.7	4538.85	4531.02	4531.86	13580.0
2023-01-30 04:30:00	ES	Futures	4532.14	4534.1	4522.92	4528.51	14464.0
2023-01-30 05:00:00	ES	Futures	4528.79	4530.19	4525.43	4527.39	8765.0
2023-01-30 05:30:00	ES	Futures	4527.39	4531.86	4526.27	4530.74	6071.0
2023-01-30 06:00:00	ES	Futures	4530.46	4531.3	4522.36	4522.92	9728.0
2023-01-30 06:30:00	ES	Futures	4522.92	4524.87	4518.44	4523.47	15355.0
2023-01-30 07:00:00	ES	Futures	4523.2	4527.95	4523.2	4527.67	15781.0
2023-01-30 07:30:00	ES	Futures	4527.39	4530.46	4524.31	4528.51	12309.0
2023-01-30 08:00:00	ES	Futures	4528.79	4534.1	4525.71	4532.98	15602.0
2023-01-30 08:30:00	ES	Futures	4532.98	4534.1	4525.71	4532.42	18606.0
2023-01-30 09:00:00	ES	Futures	4532.42	4536.9	4530.19	4534.38	21615.0
2023-01-30 09:30:00	ES	Futures	4534.66	4554.79	4532.98	4551.99	172720.0
2023-01-30 10:00:00	ES	Futures	4551.99	4560.94	4539.13	4546.96	133894.0
2023-01-30 10:30:00	ES	Futures	4547.24	4547.24	4524.59	4536.62	130324.0
2023-01-30 11:00:00	ES	Futures	4536.9	4546.68	4532.14	4539.69	109603.0
2023-01-30 11:30:00	ES	Futures	4539.69	4543.61	4525.43	4538.85	83949.0
2023-01-30 12:00:00	ES	Futures	4538.85	4541.65	4528.23	4535.5	65586.0
2023-01-30 12:30:00	ES	Futures	4535.22	4536.62	4524.59	4526.27	60455.0
2023-01-30 13:00:00	ES	Futures	4526.55	4538.01	4522.08	4532.7	76671.0
2023-01-30 13:30:00	ES	Futures	4532.7	4532.7	4522.08	4528.23	75308.0
2023-01-30 14:00:00	ES	Futures	4528.23	4530.19	4519.0	4519.56	66573.0
2023-01-30 14:30:00	ES	Futures	4519.56	4524.03	4513.41	4517.88	93996.0
2023-01-30 15:00:00	ES	Futures	4517.88	4523.47	4509.49	4510.61	102668.0
2023-01-30 15:30:00	ES	Futures	4510.61	4520.68	4506.7	4510.89	230271.0
2023-01-30 16:00:00	ES	Futures	4510.89	4520.12	4510.89	4519.0	55341.0
2023-01-30 16:30:00	ES	Futures	4519.0	4519.84	4515.93	4518.16	7983.0
2023-01-30 18:00:00	ES	Futures	4517.6	4519.84	4515.37	4519.0	3096.0
2023-01-30 18:30:00	ES	Futures	4519.28	4522.64	4518.16	4522.36	2834.0
2023-01-30 19:00:00	ES	Futures	4522.36	4522.92	4516.48	4519.0	4076.0
2023-01-30 19:30:00	ES	Futures	4519.0	4521.52	4517.88	4519.84	3167.0
2023-01-30 20:00:00	ES	Futures	4519.84	4520.4	4514.25	4514.81	3900.0
2023-01-30 20:30:00	ES	Futures	4514.53	4521.52	4513.41	4518.72	5074.0
2023-01-30 21:00:00	ES	Futures	4518.44	4520.68	4516.76	4518.72	2543.0
2023-01-30 21:30:00	ES	Futures	4518.72	4519.28	4514.81	4515.37	3123.0
2023-01-30 22:00:00	ES	Futures	4515.65	4516.48	4508.38	4509.21	5899.0
2023-01-30 22:30:00	ES	Futures	4509.21	4510.33	4503.62	4504.46	7607.0
2023-01-30 23:00:00	ES	Futures	4504.74	4506.7	4503.62	4505.86	3572.0
2023-01-30 23:30:00	ES	Futures	4506.14	4507.82	4504.46	4507.26	2040.0
2023-01-30 00:00:00	NQ	Futures	13859.7	13859.7	13830.11	13842.06	2798.0
2023-01-30 00:30:00	NQ	Futures	13842.63	13854.86	13838.93	13849.17	1758.0
2023-01-30 01:00:00	NQ	Futures	13848.89	13859.7	13842.34	13843.77	1696.0
2023-01-30 01:30:00	NQ	Futures	13843.77	13847.18	13834.38	13843.48	1882.0

> showing 50 of 3,969 rows — these rows as CSV

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