PREVIEW / futures_30min / 2023-02-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-09.parquet
  size:    115 KB
  rows:    3,955

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
2023-02-09 00:00:00	ES	Futures	4628.89	4634.76	4628.89	4632.8	4105.0
2023-02-09 00:30:00	ES	Futures	4633.08	4637.55	4621.9	4633.36	10818.0
2023-02-09 01:00:00	ES	Futures	4633.36	4635.6	4631.12	4635.32	3046.0
2023-02-09 01:30:00	ES	Futures	4635.6	4637.27	4633.64	4636.16	2073.0
2023-02-09 02:00:00	ES	Futures	4636.44	4639.23	4634.76	4635.88	4768.0
2023-02-09 02:30:00	ES	Futures	4635.88	4637.83	4633.92	4637.27	3427.0
2023-02-09 03:00:00	ES	Futures	4637.27	4656.01	4637.0	4652.09	22913.0
2023-02-09 03:30:00	ES	Futures	4652.09	4655.73	4649.3	4650.98	9891.0
2023-02-09 04:00:00	ES	Futures	4650.98	4653.21	4649.58	4650.7	7042.0
2023-02-09 04:30:00	ES	Futures	4650.7	4661.32	4649.86	4661.04	9953.0
2023-02-09 05:00:00	ES	Futures	4661.32	4662.16	4656.01	4656.57	8788.0
2023-02-09 05:30:00	ES	Futures	4656.57	4664.12	4655.73	4663.84	8920.0
2023-02-09 06:00:00	ES	Futures	4663.84	4664.12	4653.21	4654.61	8952.0
2023-02-09 06:30:00	ES	Futures	4654.61	4656.29	4651.53	4654.61	6466.0
2023-02-09 07:00:00	ES	Futures	4654.33	4655.17	4650.98	4652.09	6705.0
2023-02-09 07:30:00	ES	Futures	4651.81	4654.89	4647.9	4648.46	10673.0
2023-02-09 08:00:00	ES	Futures	4648.46	4652.65	4648.18	4651.53	9864.0
2023-02-09 08:30:00	ES	Futures	4651.26	4659.64	4650.98	4658.8	27014.0
2023-02-09 09:00:00	ES	Futures	4658.8	4659.36	4653.77	4658.8	25702.0
2023-02-09 09:30:00	ES	Futures	4658.8	4660.2	4641.75	4646.22	177935.0
2023-02-09 10:00:00	ES	Futures	4646.5	4654.05	4632.24	4634.2	138388.0
2023-02-09 10:30:00	ES	Futures	4634.2	4645.1	4631.68	4642.59	104712.0
2023-02-09 11:00:00	ES	Futures	4642.59	4642.87	4620.78	4625.53	125865.0
2023-02-09 11:30:00	ES	Futures	4625.53	4628.05	4619.1	4624.41	81970.0
2023-02-09 12:00:00	ES	Futures	4624.41	4632.52	4623.29	4623.29	66192.0
2023-02-09 12:30:00	ES	Futures	4623.57	4624.13	4600.65	4610.15	111183.0
2023-02-09 13:00:00	ES	Futures	4609.87	4611.27	4601.76	4606.24	77720.0
2023-02-09 13:30:00	ES	Futures	4606.52	4614.35	4597.57	4600.93	80297.0
2023-02-09 14:00:00	ES	Futures	4600.93	4604.28	4588.9	4589.74	91979.0
2023-02-09 14:30:00	ES	Futures	4589.74	4596.17	4587.78	4591.42	64460.0
2023-02-09 15:00:00	ES	Futures	4591.42	4591.42	4570.17	4572.69	118937.0
2023-02-09 15:30:00	ES	Futures	4572.69	4588.34	4561.22	4576.6	254826.0
2023-02-09 16:00:00	ES	Futures	4576.88	4582.75	4574.64	4580.79	52971.0
2023-02-09 16:30:00	ES	Futures	4580.79	4583.03	4579.68	4583.03	7520.0
2023-02-09 18:00:00	ES	Futures	4583.31	4583.59	4578.84	4581.07	5110.0
2023-02-09 18:30:00	ES	Futures	4581.07	4581.35	4576.88	4578.84	4871.0
2023-02-09 19:00:00	ES	Futures	4579.12	4579.68	4571.29	4571.29	6467.0
2023-02-09 19:30:00	ES	Futures	4571.57	4575.76	4571.57	4574.64	3581.0
2023-02-09 20:00:00	ES	Futures	4574.92	4578.28	4574.08	4578.0	3614.0
2023-02-09 20:30:00	ES	Futures	4577.72	4578.56	4574.64	4577.72	3826.0
2023-02-09 21:00:00	ES	Futures	4578.0	4578.28	4573.24	4575.76	3419.0
2023-02-09 21:30:00	ES	Futures	4575.48	4576.32	4571.29	4571.29	2368.0
2023-02-09 22:00:00	ES	Futures	4571.57	4571.57	4565.7	4565.98	5895.0
2023-02-09 22:30:00	ES	Futures	4565.98	4569.61	4565.98	4569.05	2888.0
2023-02-09 23:00:00	ES	Futures	4568.77	4570.17	4564.58	4568.77	3516.0
2023-02-09 23:30:00	ES	Futures	4568.49	4570.17	4567.93	4568.21	1387.0
2023-02-09 00:00:00	NQ	Futures	14312.33	14335.09	14312.04	14328.54	2260.0
2023-02-09 00:30:00	NQ	Futures	14328.26	14352.73	14287.29	14328.54	4991.0
2023-02-09 01:00:00	NQ	Futures	14327.97	14339.35	14322.85	14339.07	1923.0
2023-02-09 01:30:00	NQ	Futures	14338.5	14349.03	14332.53	14343.05	1536.0

> showing 50 of 3,955 rows — these rows as CSV

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