PREVIEW / futures_30min / 2023-03-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-02.parquet
  size:    108 KB
  rows:    3,900

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
2023-03-02 00:00:00	ES	Futures	4409.4	4409.95	4402.96	4404.36	4178.0
2023-03-02 00:30:00	ES	Futures	4404.64	4404.64	4401.01	4402.96	4569.0
2023-03-02 01:00:00	ES	Futures	4402.96	4404.92	4401.01	4404.92	4692.0
2023-03-02 01:30:00	ES	Futures	4404.64	4407.16	4401.29	4401.57	4429.0
2023-03-02 02:00:00	ES	Futures	4401.57	4403.24	4396.53	4398.77	9436.0
2023-03-02 02:30:00	ES	Futures	4398.49	4399.05	4393.18	4396.25	9303.0
2023-03-02 03:00:00	ES	Futures	4396.25	4397.93	4389.82	4395.14	25081.0
2023-03-02 03:30:00	ES	Futures	4395.14	4404.08	4391.5	4402.13	16864.0
2023-03-02 04:00:00	ES	Futures	4401.85	4405.76	4398.49	4401.57	11220.0
2023-03-02 04:30:00	ES	Futures	4401.29	4402.96	4397.37	4398.77	6677.0
2023-03-02 05:00:00	ES	Futures	4398.77	4403.24	4392.06	4402.96	11381.0
2023-03-02 05:30:00	ES	Futures	4402.96	4404.36	4397.37	4403.8	9788.0
2023-03-02 06:00:00	ES	Futures	4403.52	4411.63	4403.24	4406.88	13063.0
2023-03-02 06:30:00	ES	Futures	4406.88	4412.19	4405.76	4411.07	7143.0
2023-03-02 07:00:00	ES	Futures	4411.07	4415.27	4407.44	4408.0	10974.0
2023-03-02 07:30:00	ES	Futures	4407.72	4410.51	4403.52	4406.32	15683.0
2023-03-02 08:00:00	ES	Futures	4406.32	4411.35	4404.08	4405.76	15869.0
2023-03-02 08:30:00	ES	Futures	4405.48	4405.48	4395.14	4398.49	38524.0
2023-03-02 09:00:00	ES	Futures	4398.21	4404.64	4397.93	4401.01	29109.0
2023-03-02 09:30:00	ES	Futures	4401.01	4410.79	4396.53	4406.6	170972.0
2023-03-02 10:00:00	ES	Futures	4406.6	4416.94	4401.85	4415.55	169852.0
2023-03-02 10:30:00	ES	Futures	4415.55	4420.86	4409.95	4418.34	104082.0
2023-03-02 11:00:00	ES	Futures	4418.62	4422.82	4410.79	4411.91	84595.0
2023-03-02 11:30:00	ES	Futures	4412.19	4416.11	4409.12	4414.43	72421.0
2023-03-02 12:00:00	ES	Futures	4414.43	4417.22	4409.12	4414.43	52243.0
2023-03-02 12:30:00	ES	Futures	4414.15	4421.98	4413.87	4420.02	54086.0
2023-03-02 13:00:00	ES	Futures	4420.02	4421.7	4415.55	4415.83	39162.0
2023-03-02 13:30:00	ES	Futures	4416.11	4439.87	4415.83	4439.03	119105.0
2023-03-02 14:00:00	ES	Futures	4439.31	4450.22	4438.19	4448.26	115423.0
2023-03-02 14:30:00	ES	Futures	4448.54	4451.06	4441.55	4447.14	73680.0
2023-03-02 15:00:00	ES	Futures	4447.14	4456.37	4442.67	4454.41	99955.0
2023-03-02 15:30:00	ES	Futures	4454.13	4468.39	4452.73	4458.33	208171.0
2023-03-02 16:00:00	ES	Futures	4458.05	4460.0	4453.85	4455.53	57459.0
2023-03-02 16:30:00	ES	Futures	4455.81	4457.77	4453.85	4454.69	6610.0
2023-03-02 18:00:00	ES	Futures	4454.69	4454.97	4450.78	4451.62	4649.0
2023-03-02 18:30:00	ES	Futures	4451.9	4452.45	4448.82	4450.22	4179.0
2023-03-02 19:00:00	ES	Futures	4450.22	4453.57	4447.98	4448.26	5381.0
2023-03-02 19:30:00	ES	Futures	4448.26	4452.18	4447.14	4451.34	5266.0
2023-03-02 20:00:00	ES	Futures	4451.62	4456.09	4450.78	4452.18	6630.0
2023-03-02 20:30:00	ES	Futures	4452.18	4452.45	4445.18	4446.02	7309.0
2023-03-02 21:00:00	ES	Futures	4446.02	4448.26	4445.18	4446.86	4324.0
2023-03-02 21:30:00	ES	Futures	4447.14	4447.7	4444.63	4446.02	3397.0
2023-03-02 22:00:00	ES	Futures	4446.02	4449.1	4445.18	4448.82	2594.0
2023-03-02 22:30:00	ES	Futures	4449.1	4449.38	4447.14	4447.7	2130.0
2023-03-02 23:00:00	ES	Futures	4447.98	4449.1	4447.7	4447.98	1228.0
2023-03-02 23:30:00	ES	Futures	4447.98	4449.38	4446.58	4448.54	1941.0
2023-03-02 00:00:00	NQ	Futures	13546.75	13549.88	13525.42	13530.54	1867.0
2023-03-02 00:30:00	NQ	Futures	13530.25	13531.39	13518.3	13527.69	2000.0
2023-03-02 01:00:00	NQ	Futures	13527.12	13538.22	13519.73	13537.08	1849.0
2023-03-02 01:30:00	NQ	Futures	13537.65	13547.32	13522.86	13523.71	2242.0

> showing 50 of 3,900 rows — these rows as CSV

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