PREVIEW / futures_30min / 2023-02-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-24.parquet
  size:    95 KB
  rows:    3,097

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
2023-02-24 00:00:00	ES	Futures	4490.2	4493.0	4489.64	4491.88	2156.0
2023-02-24 00:30:00	ES	Futures	4491.88	4491.88	4489.92	4490.76	1701.0
2023-02-24 01:00:00	ES	Futures	4490.76	4491.88	4488.24	4490.76	2476.0
2023-02-24 01:30:00	ES	Futures	4490.76	4492.72	4490.2	4491.04	2249.0
2023-02-24 02:00:00	ES	Futures	4491.32	4491.32	4485.45	4486.85	4520.0
2023-02-24 02:30:00	ES	Futures	4486.85	4487.41	4484.05	4485.45	3831.0
2023-02-24 03:00:00	ES	Futures	4485.17	4487.96	4481.53	4484.89	13068.0
2023-02-24 03:30:00	ES	Futures	4485.17	4487.13	4481.53	4481.53	7667.0
2023-02-24 04:00:00	ES	Futures	4481.53	4486.01	4481.53	4482.09	6937.0
2023-02-24 04:30:00	ES	Futures	4482.09	4484.05	4479.58	4480.14	6785.0
2023-02-24 05:00:00	ES	Futures	4480.14	4482.65	4477.06	4479.3	7340.0
2023-02-24 05:30:00	ES	Futures	4479.3	4479.3	4474.54	4477.06	6847.0
2023-02-24 06:00:00	ES	Futures	4477.06	4477.06	4468.39	4469.79	14402.0
2023-02-24 06:30:00	ES	Futures	4469.51	4471.19	4464.2	4466.99	12795.0
2023-02-24 07:00:00	ES	Futures	4467.27	4468.11	4463.36	4466.71	12307.0
2023-02-24 07:30:00	ES	Futures	4466.44	4467.55	4463.36	4464.48	12720.0
2023-02-24 08:00:00	ES	Futures	4464.2	4464.76	4458.61	4459.72	26584.0
2023-02-24 08:30:00	ES	Futures	4460.28	4460.28	4432.04	4437.36	102275.0
2023-02-24 09:00:00	ES	Futures	4437.36	4440.15	4430.65	4434.56	51140.0
2023-02-24 09:30:00	ES	Futures	4434.84	4446.86	4420.86	4424.77	231127.0
2023-02-24 10:00:00	ES	Futures	4424.21	4435.12	4417.22	4422.54	185957.0
2023-02-24 10:30:00	ES	Futures	4422.26	4427.85	4414.99	4420.3	138270.0
2023-02-24 11:00:00	ES	Futures	4420.3	4437.36	4418.9	4434.28	111408.0
2023-02-24 11:30:00	ES	Futures	4434.56	4449.66	4430.09	4440.15	135683.0
2023-02-24 12:00:00	ES	Futures	4440.43	4442.95	4433.16	4436.52	79536.0
2023-02-24 12:30:00	ES	Futures	4436.8	4441.27	4425.33	4426.17	65084.0
2023-02-24 13:00:00	ES	Futures	4426.45	4434.28	4422.26	4431.76	62849.0
2023-02-24 13:30:00	ES	Futures	4431.76	4440.43	4424.77	4436.8	66255.0
2023-02-24 14:00:00	ES	Futures	4437.08	4443.79	4434.56	4439.03	75082.0
2023-02-24 14:30:00	ES	Futures	4439.31	4453.85	4431.76	4450.78	87682.0
2023-02-24 15:00:00	ES	Futures	4450.78	4455.81	4444.91	4446.58	104052.0
2023-02-24 15:30:00	ES	Futures	4446.58	4448.82	4431.2	4446.58	233435.0
2023-02-24 16:00:00	ES	Futures	4446.3	4446.86	4442.95	4446.02	49675.0
2023-02-24 16:30:00	ES	Futures	4445.74	4446.58	4445.18	4445.18	5388.0
2023-02-24 00:00:00	NQ	Futures	13856.85	13869.09	13855.71	13863.96	1095.0
2023-02-24 00:30:00	NQ	Futures	13863.68	13863.68	13856.28	13857.14	812.0
2023-02-24 01:00:00	NQ	Futures	13857.99	13861.12	13844.9	13857.71	1276.0
2023-02-24 01:30:00	NQ	Futures	13858.27	13864.82	13854.29	13858.27	887.0
2023-02-24 02:00:00	NQ	Futures	13859.13	13859.13	13831.25	13838.36	3161.0
2023-02-24 02:30:00	NQ	Futures	13838.36	13840.64	13826.98	13831.82	1895.0
2023-02-24 03:00:00	NQ	Futures	13830.96	13840.92	13808.49	13823.85	4848.0
2023-02-24 03:30:00	NQ	Futures	13823.57	13832.1	13809.34	13810.76	3101.0
2023-02-24 04:00:00	NQ	Futures	13811.05	13824.14	13803.94	13806.78	3253.0
2023-02-24 04:30:00	NQ	Futures	13805.36	13813.61	13794.83	13799.38	2366.0
2023-02-24 05:00:00	NQ	Futures	13799.1	13808.2	13782.31	13793.69	3000.0
2023-02-24 05:30:00	NQ	Futures	13793.41	13796.82	13779.47	13793.98	2653.0
2023-02-24 06:00:00	NQ	Futures	13793.41	13793.41	13761.55	13767.81	4668.0
2023-02-24 06:30:00	NQ	Futures	13768.09	13773.21	13748.46	13768.66	4673.0
2023-02-24 07:00:00	NQ	Futures	13768.94	13778.9	13756.14	13773.21	4674.0
2023-02-24 07:30:00	NQ	Futures	13772.93	13779.75	13762.12	13766.67	3409.0

> showing 50 of 3,097 rows — these rows as CSV

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