PREVIEW / futures_30min / 2023-03-07

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-07.parquet
  size:    110 KB
  rows:    3,792

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
2023-03-07 00:00:00	ES	Futures	4542.49	4543.05	4541.37	4542.49	1113.0
2023-03-07 00:30:00	ES	Futures	4542.21	4542.21	4539.41	4540.53	2274.0
2023-03-07 01:00:00	ES	Futures	4540.53	4541.93	4537.73	4538.29	3571.0
2023-03-07 01:30:00	ES	Futures	4538.29	4540.25	4537.46	4538.01	2725.0
2023-03-07 02:00:00	ES	Futures	4538.01	4539.13	4535.5	4538.85	3804.0
2023-03-07 02:30:00	ES	Futures	4538.85	4540.25	4535.78	4535.78	3222.0
2023-03-07 03:00:00	ES	Futures	4536.06	4541.09	4534.38	4540.53	10592.0
2023-03-07 03:30:00	ES	Futures	4540.25	4543.05	4538.01	4540.53	7757.0
2023-03-07 04:00:00	ES	Futures	4540.25	4545.84	4540.25	4542.77	9145.0
2023-03-07 04:30:00	ES	Futures	4543.05	4544.72	4538.01	4538.57	7770.0
2023-03-07 05:00:00	ES	Futures	4538.57	4542.21	4538.29	4541.09	6397.0
2023-03-07 05:30:00	ES	Futures	4540.81	4542.49	4538.85	4540.81	5829.0
2023-03-07 06:00:00	ES	Futures	4540.81	4543.61	4538.01	4539.41	5652.0
2023-03-07 06:30:00	ES	Futures	4539.41	4541.37	4536.9	4537.73	5039.0
2023-03-07 07:00:00	ES	Futures	4537.73	4538.57	4534.66	4535.22	7158.0
2023-03-07 07:30:00	ES	Futures	4534.94	4538.57	4534.94	4537.46	7064.0
2023-03-07 08:00:00	ES	Futures	4537.46	4541.37	4536.62	4537.46	13755.0
2023-03-07 08:30:00	ES	Futures	4537.18	4540.81	4536.06	4536.34	12135.0
2023-03-07 09:00:00	ES	Futures	4536.34	4536.62	4530.46	4530.74	27199.0
2023-03-07 09:30:00	ES	Futures	4531.02	4534.1	4527.39	4530.46	104731.0
2023-03-07 10:00:00	ES	Futures	4530.19	4530.19	4487.41	4500.27	321886.0
2023-03-07 10:30:00	ES	Futures	4500.27	4517.88	4485.17	4486.01	243627.0
2023-03-07 11:00:00	ES	Futures	4486.01	4496.07	4481.25	4482.09	163543.0
2023-03-07 11:30:00	ES	Futures	4482.09	4493.28	4478.74	4479.86	138720.0
2023-03-07 12:00:00	ES	Futures	4479.86	4503.9	4478.46	4493.0	133281.0
2023-03-07 12:30:00	ES	Futures	4492.72	4496.35	4484.05	4484.89	82869.0
2023-03-07 13:00:00	ES	Futures	4484.89	4485.73	4473.15	4475.66	100065.0
2023-03-07 13:30:00	ES	Futures	4475.66	4479.3	4460.28	4462.8	105551.0
2023-03-07 14:00:00	ES	Futures	4462.8	4468.95	4460.56	4461.4	74187.0
2023-03-07 14:30:00	ES	Futures	4461.4	4463.92	4454.13	4455.53	77133.0
2023-03-07 15:00:00	ES	Futures	4455.53	4467.27	4454.97	4461.12	86987.0
2023-03-07 15:30:00	ES	Futures	4461.4	4471.47	4459.72	4461.96	160282.0
2023-03-07 16:00:00	ES	Futures	4461.96	4465.32	4460.28	4464.48	51946.0
2023-03-07 16:30:00	ES	Futures	4464.48	4465.6	4460.84	4462.24	6852.0
2023-03-07 18:00:00	ES	Futures	4462.52	4465.6	4461.96	4464.48	4469.0
2023-03-07 18:30:00	ES	Futures	4464.76	4465.88	4463.36	4463.92	2885.0
2023-03-07 19:00:00	ES	Futures	4463.92	4465.32	4457.49	4461.68	8486.0
2023-03-07 19:30:00	ES	Futures	4461.96	4462.8	4459.72	4461.96	3835.0
2023-03-07 20:00:00	ES	Futures	4462.24	4465.88	4460.56	4464.2	5040.0
2023-03-07 20:30:00	ES	Futures	4464.48	4466.16	4461.96	4462.24	5389.0
2023-03-07 21:00:00	ES	Futures	4461.96	4463.92	4460.84	4461.68	3120.0
2023-03-07 21:30:00	ES	Futures	4461.4	4461.96	4455.81	4457.77	7458.0
2023-03-07 22:00:00	ES	Futures	4457.77	4461.12	4457.49	4458.33	4856.0
2023-03-07 22:30:00	ES	Futures	4458.33	4460.28	4457.49	4458.33	2503.0
2023-03-07 23:00:00	ES	Futures	4458.33	4461.12	4458.33	4460.0	2548.0
2023-03-07 23:30:00	ES	Futures	4460.28	4463.92	4459.72	4462.24	4073.0
2023-03-07 00:00:00	NQ	Futures	14073.92	14075.63	14070.51	14072.21	543.0
2023-03-07 00:30:00	NQ	Futures	14072.78	14072.78	14057.99	14061.12	1423.0
2023-03-07 01:00:00	NQ	Futures	14061.4	14065.39	14042.91	14044.33	2755.0
2023-03-07 01:30:00	NQ	Futures	14045.47	14057.42	14041.2	14042.34	2141.0

> showing 50 of 3,792 rows — these rows as CSV

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