PREVIEW / futures_30min / 2023-02-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-03.parquet
  size:    97 KB
  rows:    3,155

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
2023-02-03 00:00:00	ES	Futures	4663.84	4666.07	4660.76	4664.68	3450.0
2023-02-03 00:30:00	ES	Futures	4664.68	4667.19	4661.04	4662.72	3608.0
2023-02-03 01:00:00	ES	Futures	4662.44	4665.51	4662.44	4663.0	2838.0
2023-02-03 01:30:00	ES	Futures	4663.28	4663.28	4659.08	4662.16	3732.0
2023-02-03 02:00:00	ES	Futures	4662.16	4662.16	4656.01	4656.01	5880.0
2023-02-03 02:30:00	ES	Futures	4656.01	4657.13	4650.98	4654.61	9121.0
2023-02-03 03:00:00	ES	Futures	4654.61	4655.17	4645.1	4646.78	15453.0
2023-02-03 03:30:00	ES	Futures	4646.78	4650.42	4644.54	4649.02	10434.0
2023-02-03 04:00:00	ES	Futures	4649.02	4654.05	4645.38	4651.81	10613.0
2023-02-03 04:30:00	ES	Futures	4651.53	4656.29	4650.98	4650.98	7954.0
2023-02-03 05:00:00	ES	Futures	4650.7	4652.93	4646.78	4647.06	7549.0
2023-02-03 05:30:00	ES	Futures	4646.78	4652.09	4645.66	4651.26	6833.0
2023-02-03 06:00:00	ES	Futures	4651.26	4652.37	4645.1	4651.26	7481.0
2023-02-03 06:30:00	ES	Futures	4651.26	4656.85	4651.26	4652.65	10760.0
2023-02-03 07:00:00	ES	Futures	4652.93	4661.6	4652.65	4656.85	14382.0
2023-02-03 07:30:00	ES	Futures	4656.57	4664.68	4654.33	4663.28	13110.0
2023-02-03 08:00:00	ES	Futures	4663.56	4668.87	4661.32	4663.84	24093.0
2023-02-03 08:30:00	ES	Futures	4665.24	4665.79	4624.97	4633.92	158853.0
2023-02-03 09:00:00	ES	Futures	4633.64	4635.88	4621.9	4630.84	75940.0
2023-02-03 09:30:00	ES	Futures	4630.84	4662.72	4629.45	4652.37	268759.0
2023-02-03 10:00:00	ES	Futures	4652.09	4679.5	4639.79	4668.59	247440.0
2023-02-03 10:30:00	ES	Futures	4668.59	4688.16	4666.63	4675.86	130690.0
2023-02-03 11:00:00	ES	Futures	4676.14	4686.77	4675.58	4683.97	89400.0
2023-02-03 11:30:00	ES	Futures	4683.97	4690.68	4664.4	4666.35	122843.0
2023-02-03 12:00:00	ES	Futures	4666.07	4684.53	4663.84	4682.01	79823.0
2023-02-03 12:30:00	ES	Futures	4681.73	4685.93	4656.29	4658.8	73390.0
2023-02-03 13:00:00	ES	Futures	4658.52	4660.2	4642.03	4646.22	122591.0
2023-02-03 13:30:00	ES	Futures	4645.94	4651.53	4631.12	4645.66	121540.0
2023-02-03 14:00:00	ES	Futures	4645.94	4648.74	4633.08	4640.35	95129.0
2023-02-03 14:30:00	ES	Futures	4640.35	4648.74	4629.73	4633.08	96094.0
2023-02-03 15:00:00	ES	Futures	4633.08	4646.5	4624.69	4639.23	101661.0
2023-02-03 15:30:00	ES	Futures	4639.23	4645.1	4630.28	4638.95	194052.0
2023-02-03 16:00:00	ES	Futures	4638.67	4639.23	4633.64	4636.44	57251.0
2023-02-03 16:30:00	ES	Futures	4636.44	4638.67	4636.44	4637.0	6389.0
2023-02-03 00:00:00	NQ	Futures	14402.23	14417.87	14389.43	14410.48	1775.0
2023-02-03 00:30:00	NQ	Futures	14410.19	14425.84	14402.23	14408.49	1668.0
2023-02-03 01:00:00	NQ	Futures	14407.63	14423.28	14402.51	14404.22	1669.0
2023-02-03 01:30:00	NQ	Futures	14405.07	14405.07	14386.58	14399.95	1694.0
2023-02-03 02:00:00	NQ	Futures	14400.52	14403.37	14371.5	14371.5	3459.0
2023-02-03 02:30:00	NQ	Futures	14371.5	14376.62	14337.36	14356.42	6103.0
2023-02-03 03:00:00	NQ	Futures	14355.85	14357.56	14317.45	14324.85	7175.0
2023-02-03 03:30:00	NQ	Futures	14324.56	14355.0	14320.29	14350.45	5357.0
2023-02-03 04:00:00	NQ	Futures	14349.88	14388.29	14336.79	14387.72	7090.0
2023-02-03 04:30:00	NQ	Futures	14387.43	14417.31	14386.01	14399.38	5592.0
2023-02-03 05:00:00	NQ	Futures	14398.81	14413.04	14381.17	14381.74	4267.0
2023-02-03 05:30:00	NQ	Futures	14381.17	14404.79	14373.78	14399.1	3633.0
2023-02-03 06:00:00	NQ	Futures	14398.81	14416.45	14379.18	14412.18	4046.0
2023-02-03 06:30:00	NQ	Futures	14412.75	14434.38	14410.76	14425.56	5738.0
2023-02-03 07:00:00	NQ	Futures	14425.84	14476.76	14423.28	14443.48	9062.0
2023-02-03 07:30:00	NQ	Futures	14443.19	14495.54	14429.54	14492.13	7558.0

> showing 50 of 3,155 rows — these rows as CSV

> unlock the full archive -- $79 one-time