PREVIEW / futures_30min / 2023-02-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-23.parquet
  size:    107 KB
  rows:    3,843

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
2023-02-23 00:00:00	ES	Futures	4494.4	4494.4	4492.72	4493.0	2131.0
2023-02-23 00:30:00	ES	Futures	4492.72	4493.0	4490.76	4491.6	2234.0
2023-02-23 01:00:00	ES	Futures	4491.6	4493.28	4490.76	4492.72	1808.0
2023-02-23 01:30:00	ES	Futures	4492.72	4493.84	4490.76	4490.76	1788.0
2023-02-23 02:00:00	ES	Futures	4490.76	4492.16	4488.52	4489.36	4209.0
2023-02-23 02:30:00	ES	Futures	4489.36	4491.6	4488.8	4489.92	4071.0
2023-02-23 03:00:00	ES	Futures	4489.92	4496.63	4488.52	4493.56	15182.0
2023-02-23 03:30:00	ES	Futures	4493.84	4499.71	4493.28	4494.12	13234.0
2023-02-23 04:00:00	ES	Futures	4494.4	4499.15	4484.05	4489.08	15129.0
2023-02-23 04:30:00	ES	Futures	4489.36	4492.16	4485.45	4490.76	8533.0
2023-02-23 05:00:00	ES	Futures	4491.04	4492.16	4488.8	4490.2	7232.0
2023-02-23 05:30:00	ES	Futures	4490.2	4491.32	4486.85	4490.76	6014.0
2023-02-23 06:00:00	ES	Futures	4490.48	4494.95	4486.85	4488.8	6580.0
2023-02-23 06:30:00	ES	Futures	4488.8	4495.51	4488.24	4495.51	8444.0
2023-02-23 07:00:00	ES	Futures	4495.23	4497.75	4493.0	4497.19	10247.0
2023-02-23 07:30:00	ES	Futures	4497.19	4497.19	4492.16	4495.51	12876.0
2023-02-23 08:00:00	ES	Futures	4495.23	4499.99	4493.0	4497.47	16211.0
2023-02-23 08:30:00	ES	Futures	4497.75	4501.11	4485.73	4493.84	58380.0
2023-02-23 09:00:00	ES	Futures	4493.84	4506.14	4492.72	4505.3	46039.0
2023-02-23 09:30:00	ES	Futures	4505.58	4512.01	4496.07	4507.82	223646.0
2023-02-23 10:00:00	ES	Futures	4507.82	4512.01	4493.0	4499.15	145431.0
2023-02-23 10:30:00	ES	Futures	4499.15	4501.67	4474.26	4477.9	152610.0
2023-02-23 11:00:00	ES	Futures	4477.9	4483.49	4461.96	4464.48	135073.0
2023-02-23 11:30:00	ES	Futures	4464.48	4467.27	4446.86	4447.7	140337.0
2023-02-23 12:00:00	ES	Futures	4447.7	4455.53	4444.91	4451.34	95528.0
2023-02-23 12:30:00	ES	Futures	4451.62	4460.56	4448.82	4459.72	67507.0
2023-02-23 13:00:00	ES	Futures	4460.0	4464.48	4453.57	4460.84	80292.0
2023-02-23 13:30:00	ES	Futures	4460.84	4469.51	4456.65	4466.99	71048.0
2023-02-23 14:00:00	ES	Futures	4466.99	4487.69	4463.36	4485.73	111309.0
2023-02-23 14:30:00	ES	Futures	4485.73	4494.12	4485.45	4488.52	99202.0
2023-02-23 15:00:00	ES	Futures	4488.8	4503.9	4488.8	4503.06	98683.0
2023-02-23 15:30:00	ES	Futures	4503.06	4505.58	4491.88	4494.4	146333.0
2023-02-23 16:00:00	ES	Futures	4494.68	4496.07	4489.64	4490.76	41726.0
2023-02-23 16:30:00	ES	Futures	4491.04	4493.0	4489.92	4490.76	5474.0
2023-02-23 18:00:00	ES	Futures	4490.76	4492.44	4486.85	4487.69	3592.0
2023-02-23 18:30:00	ES	Futures	4487.69	4489.08	4486.85	4487.41	2698.0
2023-02-23 19:00:00	ES	Futures	4487.13	4492.72	4486.01	4492.16	5009.0
2023-02-23 19:30:00	ES	Futures	4491.88	4494.95	4491.04	4493.84	4466.0
2023-02-23 20:00:00	ES	Futures	4493.84	4499.71	4491.6	4492.72	9134.0
2023-02-23 20:30:00	ES	Futures	4492.72	4493.0	4486.57	4491.04	7317.0
2023-02-23 21:00:00	ES	Futures	4491.04	4492.72	4488.8	4489.92	3966.0
2023-02-23 21:30:00	ES	Futures	4490.2	4491.32	4488.52	4490.48	2580.0
2023-02-23 22:00:00	ES	Futures	4490.48	4493.56	4490.2	4493.0	2304.0
2023-02-23 22:30:00	ES	Futures	4493.0	4494.95	4493.0	4493.84	2220.0
2023-02-23 23:00:00	ES	Futures	4494.12	4494.4	4490.48	4491.32	2106.0
2023-02-23 23:30:00	ES	Futures	4491.32	4491.6	4489.64	4490.2	1572.0
2023-02-23 00:00:00	NQ	Futures	13890.42	13891.56	13881.89	13883.59	923.0
2023-02-23 00:30:00	NQ	Futures	13883.59	13884.45	13868.52	13872.78	1853.0
2023-02-23 01:00:00	NQ	Futures	13872.78	13879.33	13868.8	13875.91	895.0
2023-02-23 01:30:00	NQ	Futures	13876.48	13882.46	13871.65	13871.65	1134.0

> showing 50 of 3,843 rows — these rows as CSV

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