PREVIEW / futures_30min / 2023-03-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-09.parquet
  size:    113 KB
  rows:    3,843

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
2023-03-09 00:00:00	ES	Futures	4462.52	4465.04	4461.96	4464.76	2821.0
2023-03-09 00:30:00	ES	Futures	4464.76	4465.88	4463.08	4464.2	2292.0
2023-03-09 01:00:00	ES	Futures	4464.48	4466.44	4463.08	4465.6	3717.0
2023-03-09 01:30:00	ES	Futures	4465.6	4465.88	4464.48	4465.32	1839.0
2023-03-09 02:00:00	ES	Futures	4465.04	4465.32	4460.0	4462.24	6024.0
2023-03-09 02:30:00	ES	Futures	4462.24	4462.52	4459.72	4461.4	4615.0
2023-03-09 03:00:00	ES	Futures	4461.4	4463.08	4455.53	4456.09	14911.0
2023-03-09 03:30:00	ES	Futures	4456.09	4461.68	4455.81	4458.61	8860.0
2023-03-09 04:00:00	ES	Futures	4458.61	4458.61	4453.57	4454.69	7411.0
2023-03-09 04:30:00	ES	Futures	4454.69	4456.93	4450.22	4451.06	12831.0
2023-03-09 05:00:00	ES	Futures	4451.06	4453.01	4449.94	4452.73	9399.0
2023-03-09 05:30:00	ES	Futures	4452.73	4457.21	4452.45	4457.21	6715.0
2023-03-09 06:00:00	ES	Futures	4457.21	4460.56	4456.09	4460.0	6987.0
2023-03-09 06:30:00	ES	Futures	4459.72	4461.68	4458.33	4460.56	6658.0
2023-03-09 07:00:00	ES	Futures	4460.56	4461.12	4453.85	4456.65	9659.0
2023-03-09 07:30:00	ES	Futures	4456.65	4458.33	4452.18	4455.53	9610.0
2023-03-09 08:00:00	ES	Futures	4455.25	4455.81	4451.34	4454.13	13303.0
2023-03-09 08:30:00	ES	Futures	4454.13	4476.22	4453.85	4475.66	68878.0
2023-03-09 09:00:00	ES	Futures	4475.38	4482.65	4475.38	4476.5	50930.0
2023-03-09 09:30:00	ES	Futures	4476.5	4495.79	4472.03	4487.69	204350.0
2023-03-09 10:00:00	ES	Futures	4487.69	4493.56	4472.31	4480.14	159568.0
2023-03-09 10:30:00	ES	Futures	4480.14	4491.32	4477.62	4478.46	106885.0
2023-03-09 11:00:00	ES	Futures	4478.46	4479.58	4470.07	4470.63	105333.0
2023-03-09 11:30:00	ES	Futures	4470.63	4475.66	4468.11	4468.39	82663.0
2023-03-09 12:00:00	ES	Futures	4468.67	4470.63	4458.05	4469.51	114452.0
2023-03-09 12:30:00	ES	Futures	4469.79	4471.19	4453.01	4455.53	92431.0
2023-03-09 13:00:00	ES	Futures	4455.53	4459.17	4435.68	4439.31	135051.0
2023-03-09 13:30:00	ES	Futures	4439.03	4440.15	4420.02	4424.77	144631.0
2023-03-09 14:00:00	ES	Futures	4424.77	4427.57	4414.71	4419.74	146338.0
2023-03-09 14:30:00	ES	Futures	4419.74	4421.7	4404.08	4404.92	134586.0
2023-03-09 15:00:00	ES	Futures	4404.92	4408.0	4372.49	4383.11	227019.0
2023-03-09 15:30:00	ES	Futures	4383.11	4400.45	4380.04	4384.51	269633.0
2023-03-09 16:00:00	ES	Futures	4384.51	4388.98	4376.68	4376.68	76501.0
2023-03-09 16:30:00	ES	Futures	4376.96	4383.95	4376.68	4383.11	9803.0
2023-03-09 18:00:00	ES	Futures	4383.11	4383.39	4368.57	4376.4	13148.0
2023-03-09 18:30:00	ES	Futures	4376.4	4377.24	4371.93	4375.28	5437.0
2023-03-09 19:00:00	ES	Futures	4375.0	4376.96	4366.06	4367.45	11247.0
2023-03-09 19:30:00	ES	Futures	4367.73	4373.33	4366.9	4367.45	9496.0
2023-03-09 20:00:00	ES	Futures	4367.45	4369.97	4362.14	4369.69	11400.0
2023-03-09 20:30:00	ES	Futures	4369.41	4370.81	4365.78	4365.78	7736.0
2023-03-09 21:00:00	ES	Futures	4365.78	4367.73	4353.47	4353.47	17103.0
2023-03-09 21:30:00	ES	Futures	4353.75	4366.9	4353.47	4362.7	21992.0
2023-03-09 22:00:00	ES	Futures	4362.42	4362.98	4357.95	4358.51	6943.0
2023-03-09 22:30:00	ES	Futures	4358.23	4361.02	4354.87	4355.15	5712.0
2023-03-09 23:00:00	ES	Futures	4355.15	4356.27	4349.28	4350.12	10093.0
2023-03-09 23:30:00	ES	Futures	4350.12	4353.19	4347.32	4349.56	6815.0
2023-03-09 00:00:00	NQ	Futures	13888.15	13898.67	13884.45	13896.97	1301.0
2023-03-09 00:30:00	NQ	Futures	13897.25	13904.36	13891.85	13896.97	1346.0
2023-03-09 01:00:00	NQ	Futures	13897.25	13903.79	13891.85	13898.96	1220.0
2023-03-09 01:30:00	NQ	Futures	13899.24	13900.1	13892.7	13893.84	1082.0

> showing 50 of 3,843 rows — these rows as CSV

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