PREVIEW / futures_30min / 2023-03-01

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-01.parquet
  size:    109 KB
  rows:    3,884

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
2023-03-01 00:00:00	ES	Futures	4447.7	4449.38	4445.46	4448.82	3634.0
2023-03-01 00:30:00	ES	Futures	4448.82	4448.82	4447.14	4447.14	2190.0
2023-03-01 01:00:00	ES	Futures	4447.42	4452.45	4447.14	4452.18	4459.0
2023-03-01 01:30:00	ES	Futures	4452.18	4454.97	4450.22	4451.06	6034.0
2023-03-01 02:00:00	ES	Futures	4451.06	4456.37	4448.82	4455.81	8684.0
2023-03-01 02:30:00	ES	Futures	4455.53	4456.65	4451.62	4454.69	9023.0
2023-03-01 03:00:00	ES	Futures	4454.41	4459.44	4449.38	4453.29	20733.0
2023-03-01 03:30:00	ES	Futures	4453.01	4457.21	4448.82	4456.65	10952.0
2023-03-01 04:00:00	ES	Futures	4456.65	4462.24	4454.13	4454.69	12984.0
2023-03-01 04:30:00	ES	Futures	4454.69	4457.77	4452.73	4456.93	7688.0
2023-03-01 05:00:00	ES	Futures	4457.21	4459.44	4453.29	4459.17	8119.0
2023-03-01 05:30:00	ES	Futures	4459.44	4461.68	4456.37	4461.12	6839.0
2023-03-01 06:00:00	ES	Futures	4461.12	4463.64	4459.17	4461.4	8126.0
2023-03-01 06:30:00	ES	Futures	4461.4	4462.24	4458.61	4459.72	8487.0
2023-03-01 07:00:00	ES	Futures	4459.44	4459.44	4453.85	4457.77	10549.0
2023-03-01 07:30:00	ES	Futures	4457.77	4458.89	4455.25	4457.77	8578.0
2023-03-01 08:00:00	ES	Futures	4457.49	4458.05	4444.35	4444.63	19075.0
2023-03-01 08:30:00	ES	Futures	4444.91	4445.74	4432.88	4433.44	46396.0
2023-03-01 09:00:00	ES	Futures	4433.72	4436.8	4428.97	4433.44	61186.0
2023-03-01 09:30:00	ES	Futures	4433.16	4447.42	4430.09	4441.27	189056.0
2023-03-01 10:00:00	ES	Futures	4441.27	4446.02	4417.78	4424.21	240153.0
2023-03-01 10:30:00	ES	Futures	4423.93	4442.95	4419.74	4438.19	168078.0
2023-03-01 11:00:00	ES	Futures	4438.19	4438.19	4409.95	4421.42	193863.0
2023-03-01 11:30:00	ES	Futures	4421.7	4440.99	4420.3	4436.52	127322.0
2023-03-01 12:00:00	ES	Futures	4436.8	4444.63	4433.16	4437.08	81610.0
2023-03-01 12:30:00	ES	Futures	4437.08	4442.95	4434.0	4435.12	63468.0
2023-03-01 13:00:00	ES	Futures	4435.4	4435.68	4426.45	4427.57	62804.0
2023-03-01 13:30:00	ES	Futures	4427.85	4428.13	4420.3	4426.17	67494.0
2023-03-01 14:00:00	ES	Futures	4426.17	4427.85	4416.94	4417.78	75335.0
2023-03-01 14:30:00	ES	Futures	4417.78	4420.3	4413.03	4417.78	84494.0
2023-03-01 15:00:00	ES	Futures	4417.78	4426.17	4416.67	4419.18	75626.0
2023-03-01 15:30:00	ES	Futures	4419.18	4430.37	4418.06	4426.45	144913.0
2023-03-01 16:00:00	ES	Futures	4426.45	4432.32	4422.82	4429.81	50872.0
2023-03-01 16:30:00	ES	Futures	4429.81	4431.76	4428.69	4430.09	6139.0
2023-03-01 18:00:00	ES	Futures	4428.69	4428.97	4426.73	4427.57	4075.0
2023-03-01 18:30:00	ES	Futures	4427.85	4430.09	4427.57	4428.97	2738.0
2023-03-01 19:00:00	ES	Futures	4428.97	4435.12	4428.69	4433.44	7671.0
2023-03-01 19:30:00	ES	Futures	4433.44	4434.0	4422.82	4423.1	6993.0
2023-03-01 20:00:00	ES	Futures	4423.38	4423.66	4413.03	4420.02	16032.0
2023-03-01 20:30:00	ES	Futures	4420.02	4420.86	4397.65	4404.64	29507.0
2023-03-01 21:00:00	ES	Futures	4404.64	4410.23	4403.24	4410.23	11004.0
2023-03-01 21:30:00	ES	Futures	4409.95	4411.63	4405.76	4411.07	6878.0
2023-03-01 22:00:00	ES	Futures	4411.35	4414.15	4406.88	4407.72	7863.0
2023-03-01 22:30:00	ES	Futures	4407.72	4410.51	4406.88	4409.12	3570.0
2023-03-01 23:00:00	ES	Futures	4409.12	4411.35	4408.0	4408.28	3401.0
2023-03-01 23:30:00	ES	Futures	4408.28	4409.67	4406.88	4409.12	2174.0
2023-03-01 00:00:00	NQ	Futures	13736.8	13745.33	13728.26	13741.35	1672.0
2023-03-01 00:30:00	NQ	Futures	13741.35	13742.49	13735.66	13737.36	977.0
2023-03-01 01:00:00	NQ	Futures	13737.93	13762.4	13736.51	13760.41	2967.0
2023-03-01 01:30:00	NQ	Futures	13760.98	13774.06	13755.29	13761.26	3671.0

> showing 50 of 3,884 rows — these rows as CSV

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