PREVIEW / futures_30min / 2023-03-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-03.parquet
  size:    90 KB
  rows:    3,060

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
2023-03-03 00:00:00	ES	Futures	4448.54	4452.18	4448.54	4451.62	3222.0
2023-03-03 00:30:00	ES	Futures	4451.62	4451.9	4450.22	4450.78	1636.0
2023-03-03 01:00:00	ES	Futures	4450.5	4452.45	4449.66	4452.45	3146.0
2023-03-03 01:30:00	ES	Futures	4452.18	4454.69	4451.62	4454.13	3236.0
2023-03-03 02:00:00	ES	Futures	4453.85	4453.85	4446.86	4449.94	5419.0
2023-03-03 02:30:00	ES	Futures	4449.94	4450.5	4446.02	4446.58	3636.0
2023-03-03 03:00:00	ES	Futures	4446.58	4456.09	4446.3	4452.18	13883.0
2023-03-03 03:30:00	ES	Futures	4451.9	4459.44	4451.9	4457.21	9559.0
2023-03-03 04:00:00	ES	Futures	4456.93	4462.8	4456.65	4461.12	10145.0
2023-03-03 04:30:00	ES	Futures	4460.84	4465.04	4458.61	4461.68	7694.0
2023-03-03 05:00:00	ES	Futures	4461.96	4469.23	4461.96	4466.71	10903.0
2023-03-03 05:30:00	ES	Futures	4466.99	4468.67	4463.92	4466.99	8296.0
2023-03-03 06:00:00	ES	Futures	4466.71	4472.31	4466.71	4470.91	8296.0
2023-03-03 06:30:00	ES	Futures	4470.91	4471.75	4469.23	4471.47	5778.0
2023-03-03 07:00:00	ES	Futures	4471.19	4476.5	4469.79	4471.19	13144.0
2023-03-03 07:30:00	ES	Futures	4471.47	4473.7	4466.44	4468.11	11129.0
2023-03-03 08:00:00	ES	Futures	4467.83	4472.31	4466.16	4471.19	13086.0
2023-03-03 08:30:00	ES	Futures	4471.19	4481.53	4468.67	4481.25	26197.0
2023-03-03 09:00:00	ES	Futures	4480.97	4486.01	4479.3	4479.3	38151.0
2023-03-03 09:30:00	ES	Futures	4479.3	4493.0	4472.87	4488.52	162806.0
2023-03-03 10:00:00	ES	Futures	4488.8	4498.31	4471.47	4498.03	198212.0
2023-03-03 10:30:00	ES	Futures	4498.03	4499.43	4488.8	4490.48	108307.0
2023-03-03 11:00:00	ES	Futures	4490.48	4498.31	4488.24	4496.35	79283.0
2023-03-03 11:30:00	ES	Futures	4496.35	4506.98	4493.0	4504.18	97428.0
2023-03-03 12:00:00	ES	Futures	4504.46	4508.94	4503.34	4507.26	60818.0
2023-03-03 12:30:00	ES	Futures	4507.26	4516.48	4504.18	4515.65	64814.0
2023-03-03 13:00:00	ES	Futures	4515.93	4519.0	4512.57	4516.21	63855.0
2023-03-03 13:30:00	ES	Futures	4516.21	4517.04	4512.57	4514.81	39948.0
2023-03-03 14:00:00	ES	Futures	4515.09	4525.15	4511.73	4524.59	64412.0
2023-03-03 14:30:00	ES	Futures	4524.59	4526.27	4522.08	4525.71	57943.0
2023-03-03 15:00:00	ES	Futures	4525.99	4532.98	4524.03	4527.67	78770.0
2023-03-03 15:30:00	ES	Futures	4527.67	4530.19	4521.8	4528.79	179958.0
2023-03-03 16:00:00	ES	Futures	4528.79	4532.98	4525.99	4531.86	51301.0
2023-03-03 16:30:00	ES	Futures	4531.58	4532.98	4531.58	4532.42	6998.0
2023-03-03 00:00:00	NQ	Futures	13693.27	13703.51	13692.7	13699.81	1355.0
2023-03-03 00:30:00	NQ	Futures	13700.67	13705.5	13695.54	13698.39	888.0
2023-03-03 01:00:00	NQ	Futures	13697.82	13707.78	13693.27	13703.23	1687.0
2023-03-03 01:30:00	NQ	Futures	13702.66	13713.47	13701.23	13709.48	1764.0
2023-03-03 02:00:00	NQ	Futures	13709.2	13709.48	13677.34	13694.69	3100.0
2023-03-03 02:30:00	NQ	Futures	13694.98	13695.83	13678.76	13682.17	1793.0
2023-03-03 03:00:00	NQ	Futures	13682.74	13722.29	13682.46	13705.22	5506.0
2023-03-03 03:30:00	NQ	Futures	13705.22	13742.49	13703.79	13731.39	5161.0
2023-03-03 04:00:00	NQ	Futures	13731.11	13758.13	13727.69	13743.05	4894.0
2023-03-03 04:30:00	NQ	Futures	13743.34	13757.28	13733.1	13745.62	2990.0
2023-03-03 05:00:00	NQ	Futures	13745.33	13772.64	13745.05	13766.95	4724.0
2023-03-03 05:30:00	NQ	Futures	13766.95	13774.63	13751.87	13762.4	3461.0
2023-03-03 06:00:00	NQ	Futures	13761.83	13788.86	13760.41	13783.17	4946.0
2023-03-03 06:30:00	NQ	Futures	13783.17	13784.88	13775.2	13782.6	2368.0
2023-03-03 07:00:00	NQ	Futures	13782.31	13796.82	13760.69	13766.67	5849.0
2023-03-03 07:30:00	NQ	Futures	13766.95	13776.06	13745.33	13752.73	5271.0

> showing 50 of 3,060 rows — these rows as CSV

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