PREVIEW / futures_30min / 2023-03-08

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-08.parquet
  size:    104 KB
  rows:    3,806

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
2023-03-08 00:00:00	ES	Futures	4462.52	4464.2	4461.68	4463.08	3005.0
2023-03-08 00:30:00	ES	Futures	4463.08	4463.36	4460.0	4460.0	3420.0
2023-03-08 01:00:00	ES	Futures	4460.28	4463.08	4459.17	4460.28	4102.0
2023-03-08 01:30:00	ES	Futures	4460.28	4464.2	4460.0	4463.64	3919.0
2023-03-08 02:00:00	ES	Futures	4463.64	4463.92	4460.28	4462.24	4268.0
2023-03-08 02:30:00	ES	Futures	4462.24	4463.64	4460.0	4460.84	4041.0
2023-03-08 03:00:00	ES	Futures	4460.84	4467.55	4460.56	4466.16	15924.0
2023-03-08 03:30:00	ES	Futures	4465.88	4469.51	4465.04	4465.6	10457.0
2023-03-08 04:00:00	ES	Futures	4465.6	4468.11	4459.72	4462.8	10667.0
2023-03-08 04:30:00	ES	Futures	4463.08	4467.55	4462.8	4466.71	6672.0
2023-03-08 05:00:00	ES	Futures	4466.99	4467.55	4463.92	4465.6	4790.0
2023-03-08 05:30:00	ES	Futures	4465.6	4470.63	4465.32	4469.79	9117.0
2023-03-08 06:00:00	ES	Futures	4469.79	4474.54	4469.23	4471.75	14605.0
2023-03-08 06:30:00	ES	Futures	4472.03	4472.03	4466.44	4466.99	10322.0
2023-03-08 07:00:00	ES	Futures	4466.99	4468.67	4459.44	4461.96	16919.0
2023-03-08 07:30:00	ES	Futures	4462.24	4462.52	4453.85	4461.12	16261.0
2023-03-08 08:00:00	ES	Futures	4460.84	4469.51	4454.69	4463.36	41112.0
2023-03-08 08:30:00	ES	Futures	4463.36	4468.95	4461.4	4463.64	27208.0
2023-03-08 09:00:00	ES	Futures	4463.36	4467.27	4460.56	4462.52	23243.0
2023-03-08 09:30:00	ES	Futures	4462.8	4470.63	4457.49	4466.71	149817.0
2023-03-08 10:00:00	ES	Futures	4466.44	4472.59	4444.91	4465.32	282495.0
2023-03-08 10:30:00	ES	Futures	4465.32	4477.34	4459.17	4462.24	147577.0
2023-03-08 11:00:00	ES	Futures	4461.96	4471.47	4461.12	4465.04	79462.0
2023-03-08 11:30:00	ES	Futures	4465.04	4477.34	4454.97	4472.87	94889.0
2023-03-08 12:00:00	ES	Futures	4473.15	4475.1	4456.65	4458.05	74390.0
2023-03-08 12:30:00	ES	Futures	4458.05	4462.24	4449.38	4457.49	72546.0
2023-03-08 13:00:00	ES	Futures	4457.49	4460.0	4443.79	4444.91	104218.0
2023-03-08 13:30:00	ES	Futures	4444.91	4449.94	4441.83	4446.58	74699.0
2023-03-08 14:00:00	ES	Futures	4446.86	4456.37	4445.74	4455.81	71606.0
2023-03-08 14:30:00	ES	Futures	4455.81	4458.05	4449.38	4450.5	53723.0
2023-03-08 15:00:00	ES	Futures	4450.5	4453.29	4446.02	4449.1	52650.0
2023-03-08 15:30:00	ES	Futures	4449.1	4471.19	4448.82	4468.67	158733.0
2023-03-08 16:00:00	ES	Futures	4468.67	4470.63	4466.99	4470.63	37575.0
2023-03-08 16:30:00	ES	Futures	4470.35	4471.75	4469.79	4471.75	10172.0
2023-03-08 18:00:00	ES	Futures	4470.35	4471.19	4467.83	4468.67	3478.0
2023-03-08 18:30:00	ES	Futures	4468.95	4470.91	4466.99	4467.55	2997.0
2023-03-08 19:00:00	ES	Futures	4467.83	4468.39	4465.6	4466.44	5205.0
2023-03-08 19:30:00	ES	Futures	4466.71	4466.99	4456.93	4465.04	14024.0
2023-03-08 20:00:00	ES	Futures	4465.32	4467.55	4460.56	4461.96	5463.0
2023-03-08 20:30:00	ES	Futures	4462.24	4463.08	4457.21	4457.77	5812.0
2023-03-08 21:00:00	ES	Futures	4457.49	4460.84	4456.93	4460.56	4209.0
2023-03-08 21:30:00	ES	Futures	4460.56	4461.68	4458.05	4461.4	3731.0
2023-03-08 22:00:00	ES	Futures	4461.12	4461.96	4458.89	4461.12	3366.0
2023-03-08 22:30:00	ES	Futures	4460.84	4461.96	4460.0	4461.12	2300.0
2023-03-08 23:00:00	ES	Futures	4461.4	4461.68	4460.0	4461.4	1432.0
2023-03-08 23:30:00	ES	Futures	4461.4	4463.08	4460.56	4462.52	1559.0
2023-03-08 00:00:00	NQ	Futures	13840.07	13852.87	13840.07	13846.9	1704.0
2023-03-08 00:30:00	NQ	Futures	13847.18	13849.74	13834.09	13834.66	1810.0
2023-03-08 01:00:00	NQ	Futures	13834.95	13842.34	13824.99	13830.11	2184.0
2023-03-08 01:30:00	NQ	Futures	13830.11	13847.75	13828.4	13846.33	1688.0

> showing 50 of 3,806 rows — these rows as CSV

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