PREVIEW / futures_30min / 2023-03-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-06.parquet
  size:    104 KB
  rows:    3,769

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
2023-03-06 00:00:00	ES	Futures	4534.94	4536.9	4533.54	4535.22	2152.0
2023-03-06 00:30:00	ES	Futures	4534.94	4536.34	4534.1	4536.06	1819.0
2023-03-06 01:00:00	ES	Futures	4535.78	4537.18	4534.1	4534.66	2038.0
2023-03-06 01:30:00	ES	Futures	4534.38	4537.46	4533.54	4537.46	2533.0
2023-03-06 02:00:00	ES	Futures	4537.46	4537.46	4531.58	4536.34	5787.0
2023-03-06 02:30:00	ES	Futures	4536.06	4538.85	4534.38	4534.38	4553.0
2023-03-06 03:00:00	ES	Futures	4534.66	4534.94	4527.67	4530.74	12479.0
2023-03-06 03:30:00	ES	Futures	4530.74	4538.29	4528.23	4534.38	9852.0
2023-03-06 04:00:00	ES	Futures	4534.38	4534.94	4527.67	4527.95	11837.0
2023-03-06 04:30:00	ES	Futures	4527.95	4530.74	4526.55	4528.51	10359.0
2023-03-06 05:00:00	ES	Futures	4528.51	4530.19	4526.83	4527.39	7527.0
2023-03-06 05:30:00	ES	Futures	4527.39	4532.42	4525.15	4530.74	8189.0
2023-03-06 06:00:00	ES	Futures	4531.02	4533.54	4529.07	4529.91	7621.0
2023-03-06 06:30:00	ES	Futures	4529.63	4529.63	4522.36	4523.75	14545.0
2023-03-06 07:00:00	ES	Futures	4523.47	4527.11	4523.2	4526.27	10084.0
2023-03-06 07:30:00	ES	Futures	4526.27	4531.86	4525.43	4531.86	11608.0
2023-03-06 08:00:00	ES	Futures	4531.58	4538.29	4529.07	4537.73	20671.0
2023-03-06 08:30:00	ES	Futures	4537.73	4545.28	4536.34	4539.69	26754.0
2023-03-06 09:00:00	ES	Futures	4539.69	4541.37	4537.18	4538.57	22041.0
2023-03-06 09:30:00	ES	Futures	4538.29	4548.08	4535.5	4546.68	170316.0
2023-03-06 10:00:00	ES	Futures	4546.68	4561.22	4540.53	4556.47	167634.0
2023-03-06 10:30:00	ES	Futures	4556.47	4564.86	4555.63	4556.47	84529.0
2023-03-06 11:00:00	ES	Futures	4556.47	4565.98	4553.95	4555.07	77812.0
2023-03-06 11:30:00	ES	Futures	4555.07	4559.54	4551.99	4558.43	58840.0
2023-03-06 12:00:00	ES	Futures	4558.15	4565.14	4556.47	4558.71	52706.0
2023-03-06 12:30:00	ES	Futures	4558.43	4558.71	4544.72	4547.52	72699.0
2023-03-06 13:00:00	ES	Futures	4547.52	4548.36	4541.37	4544.72	62374.0
2023-03-06 13:30:00	ES	Futures	4544.72	4545.84	4533.54	4536.62	76193.0
2023-03-06 14:00:00	ES	Futures	4536.62	4542.21	4533.82	4537.73	67142.0
2023-03-06 14:30:00	ES	Futures	4537.46	4540.53	4533.26	4534.94	62259.0
2023-03-06 15:00:00	ES	Futures	4534.94	4538.29	4527.95	4528.23	100383.0
2023-03-06 15:30:00	ES	Futures	4528.23	4536.06	4527.39	4532.14	119066.0
2023-03-06 16:00:00	ES	Futures	4532.14	4535.22	4531.58	4534.94	37845.0
2023-03-06 16:30:00	ES	Futures	4534.94	4535.22	4533.82	4533.82	5902.0
2023-03-06 18:00:00	ES	Futures	4533.82	4534.94	4531.02	4534.94	2818.0
2023-03-06 18:30:00	ES	Futures	4534.94	4536.06	4532.14	4534.94	2555.0
2023-03-06 19:00:00	ES	Futures	4534.66	4537.73	4533.54	4536.62	4070.0
2023-03-06 19:30:00	ES	Futures	4536.62	4537.46	4533.54	4535.5	2337.0
2023-03-06 20:00:00	ES	Futures	4535.5	4538.29	4533.26	4537.73	3196.0
2023-03-06 20:30:00	ES	Futures	4537.46	4542.77	4536.34	4542.49	5813.0
2023-03-06 21:00:00	ES	Futures	4542.49	4545.0	4540.81	4541.93	6589.0
2023-03-06 21:30:00	ES	Futures	4542.21	4542.49	4538.57	4539.41	4209.0
2023-03-06 22:00:00	ES	Futures	4539.41	4540.81	4539.13	4539.41	1859.0
2023-03-06 22:30:00	ES	Futures	4539.41	4542.49	4539.41	4542.21	3578.0
2023-03-06 23:00:00	ES	Futures	4542.21	4543.89	4541.09	4542.49	2041.0
2023-03-06 23:30:00	ES	Futures	4542.49	4543.33	4541.09	4542.21	1578.0
2023-03-06 00:00:00	NQ	Futures	14044.05	14053.44	14038.93	14045.19	1064.0
2023-03-06 00:30:00	NQ	Futures	14044.62	14048.03	14040.64	14045.47	984.0
2023-03-06 01:00:00	NQ	Futures	14046.04	14049.74	14039.21	14042.34	1028.0
2023-03-06 01:30:00	NQ	Futures	14041.77	14059.41	14037.51	14059.41	1102.0

> showing 50 of 3,769 rows — these rows as CSV

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