PREVIEW / futures_30min / 2023-02-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-21.parquet
  size:    108 KB
  rows:    3,844

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
2023-02-21 00:00:00	ES	Futures	4551.44	4554.79	4550.88	4551.16	3226.0
2023-02-21 00:30:00	ES	Futures	4551.16	4554.79	4550.88	4554.23	2637.0
2023-02-21 01:00:00	ES	Futures	4554.23	4555.35	4553.11	4554.79	1792.0
2023-02-21 01:30:00	ES	Futures	4554.51	4554.79	4551.72	4553.95	2127.0
2023-02-21 02:00:00	ES	Futures	4553.95	4553.95	4545.84	4546.96	5796.0
2023-02-21 02:30:00	ES	Futures	4546.68	4548.08	4544.45	4545.56	3942.0
2023-02-21 03:00:00	ES	Futures	4545.56	4549.2	4541.93	4544.17	13287.0
2023-02-21 03:30:00	ES	Futures	4544.17	4546.68	4529.63	4530.19	25877.0
2023-02-21 04:00:00	ES	Futures	4530.46	4537.46	4527.11	4535.22	26798.0
2023-02-21 04:30:00	ES	Futures	4534.94	4551.99	4534.1	4545.56	19922.0
2023-02-21 05:00:00	ES	Futures	4545.56	4547.24	4534.94	4539.13	10522.0
2023-02-21 05:30:00	ES	Futures	4539.13	4541.09	4534.38	4534.66	8775.0
2023-02-21 06:00:00	ES	Futures	4534.66	4539.69	4531.02	4537.73	10853.0
2023-02-21 06:30:00	ES	Futures	4537.73	4542.77	4536.62	4541.93	6212.0
2023-02-21 07:00:00	ES	Futures	4541.93	4543.05	4532.14	4534.66	10849.0
2023-02-21 07:30:00	ES	Futures	4534.66	4539.97	4534.1	4536.62	9445.0
2023-02-21 08:00:00	ES	Futures	4536.34	4536.9	4527.95	4530.74	16105.0
2023-02-21 08:30:00	ES	Futures	4531.02	4535.5	4527.11	4528.23	24039.0
2023-02-21 09:00:00	ES	Futures	4528.23	4532.42	4523.2	4524.31	27914.0
2023-02-21 09:30:00	ES	Futures	4524.31	4536.62	4515.37	4517.88	210119.0
2023-02-21 10:00:00	ES	Futures	4517.88	4522.36	4506.7	4509.21	152252.0
2023-02-21 10:30:00	ES	Futures	4508.94	4518.72	4503.9	4504.74	124189.0
2023-02-21 11:00:00	ES	Futures	4504.74	4508.94	4497.19	4498.31	102043.0
2023-02-21 11:30:00	ES	Futures	4498.31	4501.95	4492.72	4494.95	88014.0
2023-02-21 12:00:00	ES	Futures	4494.95	4498.31	4491.04	4492.72	65477.0
2023-02-21 12:30:00	ES	Futures	4492.72	4500.55	4491.04	4499.71	55343.0
2023-02-21 13:00:00	ES	Futures	4499.71	4500.55	4487.96	4490.2	60880.0
2023-02-21 13:30:00	ES	Futures	4490.2	4490.48	4483.77	4485.73	64492.0
2023-02-21 14:00:00	ES	Futures	4485.73	4486.01	4475.94	4481.53	82824.0
2023-02-21 14:30:00	ES	Futures	4481.81	4490.48	4480.42	4486.01	93146.0
2023-02-21 15:00:00	ES	Futures	4486.29	4490.48	4481.25	4484.89	77826.0
2023-02-21 15:30:00	ES	Futures	4485.17	4491.6	4478.18	4480.7	203525.0
2023-02-21 16:00:00	ES	Futures	4480.7	4485.73	4480.42	4482.37	53175.0
2023-02-21 16:30:00	ES	Futures	4482.37	4483.49	4481.25	4482.37	5974.0
2023-02-21 18:00:00	ES	Futures	4482.09	4483.77	4479.58	4483.21	4141.0
2023-02-21 18:30:00	ES	Futures	4483.49	4486.29	4481.53	4485.17	3917.0
2023-02-21 19:00:00	ES	Futures	4485.17	4487.96	4483.21	4485.17	4444.0
2023-02-21 19:30:00	ES	Futures	4485.45	4487.96	4484.33	4487.69	4403.0
2023-02-21 20:00:00	ES	Futures	4487.41	4489.92	4484.89	4489.64	3681.0
2023-02-21 20:30:00	ES	Futures	4489.64	4490.2	4485.45	4487.96	4118.0
2023-02-21 21:00:00	ES	Futures	4487.69	4489.08	4486.29	4488.52	3946.0
2023-02-21 21:30:00	ES	Futures	4488.52	4491.32	4487.96	4491.32	3326.0
2023-02-21 22:00:00	ES	Futures	4491.32	4491.6	4489.08	4489.64	2179.0
2023-02-21 22:30:00	ES	Futures	4489.92	4491.04	4488.24	4491.04	2115.0
2023-02-21 23:00:00	ES	Futures	4491.04	4491.32	4488.8	4489.36	1798.0
2023-02-21 23:30:00	ES	Futures	4489.36	4489.92	4487.69	4489.36	1875.0
2023-02-21 00:00:00	NQ	Futures	14048.32	14065.96	14043.76	14044.9	1775.0
2023-02-21 00:30:00	NQ	Futures	14045.19	14057.42	14043.2	14054.58	1215.0
2023-02-21 01:00:00	NQ	Futures	14054.29	14060.27	14050.59	14057.99	958.0
2023-02-21 01:30:00	NQ	Futures	14057.99	14062.83	14049.17	14058.84	1127.0

> showing 50 of 3,844 rows — these rows as CSV

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