PREVIEW / futures_30min / 2023-02-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-02-27.parquet
  size:    103 KB
  rows:    3,810

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
2023-02-27 00:00:00	ES	Futures	4453.29	4453.57	4446.86	4447.42	3820.0
2023-02-27 00:30:00	ES	Futures	4447.14	4449.1	4445.74	4447.14	3244.0
2023-02-27 01:00:00	ES	Futures	4447.42	4449.1	4446.86	4447.14	2524.0
2023-02-27 01:30:00	ES	Futures	4447.42	4448.54	4446.02	4446.86	2668.0
2023-02-27 02:00:00	ES	Futures	4447.14	4454.97	4446.02	4453.29	4889.0
2023-02-27 02:30:00	ES	Futures	4453.29	4456.65	4452.18	4455.53	4388.0
2023-02-27 03:00:00	ES	Futures	4455.53	4465.6	4455.53	4463.36	18036.0
2023-02-27 03:30:00	ES	Futures	4463.36	4467.55	4462.52	4462.8	11125.0
2023-02-27 04:00:00	ES	Futures	4463.08	4466.99	4461.96	4466.71	8652.0
2023-02-27 04:30:00	ES	Futures	4466.71	4470.07	4465.32	4465.88	7487.0
2023-02-27 05:00:00	ES	Futures	4465.88	4470.91	4465.6	4467.83	8495.0
2023-02-27 05:30:00	ES	Futures	4467.83	4468.39	4465.6	4465.6	5555.0
2023-02-27 06:00:00	ES	Futures	4465.88	4468.67	4465.32	4468.39	6599.0
2023-02-27 06:30:00	ES	Futures	4468.39	4469.51	4465.04	4467.27	6487.0
2023-02-27 07:00:00	ES	Futures	4467.27	4470.63	4466.44	4467.27	7195.0
2023-02-27 07:30:00	ES	Futures	4467.55	4470.63	4463.92	4465.88	10307.0
2023-02-27 08:00:00	ES	Futures	4465.6	4473.15	4465.04	4470.63	14198.0
2023-02-27 08:30:00	ES	Futures	4470.91	4489.92	4469.79	4485.45	46201.0
2023-02-27 09:00:00	ES	Futures	4485.45	4487.69	4482.09	4485.17	32832.0
2023-02-27 09:30:00	ES	Futures	4485.17	4490.48	4475.94	4489.64	157011.0
2023-02-27 10:00:00	ES	Futures	4489.64	4501.39	4487.41	4494.12	141643.0
2023-02-27 10:30:00	ES	Futures	4494.12	4496.63	4470.35	4477.34	198254.0
2023-02-27 11:00:00	ES	Futures	4477.62	4481.53	4466.16	4468.39	113720.0
2023-02-27 11:30:00	ES	Futures	4468.67	4470.63	4459.44	4466.71	78846.0
2023-02-27 12:00:00	ES	Futures	4466.71	4467.55	4458.61	4465.32	64491.0
2023-02-27 12:30:00	ES	Futures	4465.32	4473.15	4465.32	4471.75	55948.0
2023-02-27 13:00:00	ES	Futures	4472.03	4477.34	4470.07	4472.59	45246.0
2023-02-27 13:30:00	ES	Futures	4472.87	4475.1	4465.04	4475.1	51582.0
2023-02-27 14:00:00	ES	Futures	4475.1	4480.97	4468.39	4471.19	69657.0
2023-02-27 14:30:00	ES	Futures	4471.47	4472.59	4460.84	4462.8	59694.0
2023-02-27 15:00:00	ES	Futures	4462.8	4465.88	4454.69	4459.72	91098.0
2023-02-27 15:30:00	ES	Futures	4459.72	4460.84	4449.66	4460.56	159821.0
2023-02-27 16:00:00	ES	Futures	4460.56	4464.76	4459.72	4463.92	44175.0
2023-02-27 16:30:00	ES	Futures	4464.2	4464.76	4463.08	4464.2	5338.0
2023-02-27 18:00:00	ES	Futures	4464.2	4467.83	4462.8	4464.2	4152.0
2023-02-27 18:30:00	ES	Futures	4463.92	4465.6	4463.36	4464.48	2696.0
2023-02-27 19:00:00	ES	Futures	4464.2	4467.27	4463.92	4465.32	2788.0
2023-02-27 19:30:00	ES	Futures	4465.6	4469.23	4465.6	4466.44	2688.0
2023-02-27 20:00:00	ES	Futures	4466.71	4469.23	4464.48	4468.39	3339.0
2023-02-27 20:30:00	ES	Futures	4468.39	4471.47	4468.39	4468.95	4378.0
2023-02-27 21:00:00	ES	Futures	4468.67	4470.35	4465.6	4470.35	3268.0
2023-02-27 21:30:00	ES	Futures	4470.35	4470.35	4467.55	4468.39	2483.0
2023-02-27 22:00:00	ES	Futures	4468.67	4469.23	4467.27	4468.39	1397.0
2023-02-27 22:30:00	ES	Futures	4468.39	4468.67	4466.71	4466.71	1405.0
2023-02-27 23:00:00	ES	Futures	4466.71	4467.55	4466.16	4466.44	1467.0
2023-02-27 23:30:00	ES	Futures	4466.44	4466.99	4463.36	4464.2	2752.0
2023-02-27 00:00:00	NQ	Futures	13690.99	13693.27	13667.95	13669.09	1625.0
2023-02-27 00:30:00	NQ	Futures	13669.66	13676.2	13663.68	13669.09	1512.0
2023-02-27 01:00:00	NQ	Futures	13668.8	13676.77	13667.95	13669.09	1072.0
2023-02-27 01:30:00	NQ	Futures	13668.8	13676.77	13663.11	13669.37	1330.0

> showing 50 of 3,810 rows — these rows as CSV

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