PREVIEW / futures_30min / 2023-03-13

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-13.parquet
  size:    123 KB
  rows:    3,936

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
2023-03-13 00:00:00	ES	Futures	4394.58	4398.21	4393.18	4393.46	2435.0
2023-03-13 00:30:00	ES	Futures	4393.46	4394.58	4390.38	4393.18	2236.0
2023-03-13 01:00:00	ES	Futures	4392.9	4397.09	4390.66	4393.46	2459.0
2023-03-13 01:30:00	ES	Futures	4393.74	4400.17	4389.82	4397.93	3610.0
2023-03-13 02:00:00	ES	Futures	4398.21	4402.41	4397.37	4399.05	3107.0
2023-03-13 02:30:00	ES	Futures	4399.05	4405.2	4395.42	4400.17	6671.0
2023-03-13 03:00:00	ES	Futures	4399.89	4401.57	4381.99	4382.83	9856.0
2023-03-13 03:30:00	ES	Futures	4382.55	4388.7	4381.71	4384.79	4601.0
2023-03-13 04:00:00	ES	Futures	4384.79	4385.91	4368.85	4369.69	18181.0
2023-03-13 04:30:00	ES	Futures	4369.69	4371.37	4342.85	4343.97	28841.0
2023-03-13 05:00:00	ES	Futures	4344.25	4346.48	4320.48	4321.88	34187.0
2023-03-13 05:30:00	ES	Futures	4321.88	4340.89	4308.46	4320.2	37936.0
2023-03-13 06:00:00	ES	Futures	4320.2	4333.06	4313.21	4324.95	26053.0
2023-03-13 06:30:00	ES	Futures	4325.51	4345.65	4317.13	4339.21	23580.0
2023-03-13 07:00:00	ES	Futures	4339.21	4357.95	4324.12	4329.15	30763.0
2023-03-13 07:30:00	ES	Futures	4329.15	4335.86	4319.36	4324.12	22353.0
2023-03-13 08:00:00	ES	Futures	4324.12	4331.39	4291.4	4305.66	53698.0
2023-03-13 08:30:00	ES	Futures	4305.66	4310.69	4259.81	4288.88	63075.0
2023-03-13 09:00:00	ES	Futures	4288.88	4299.23	4267.36	4273.79	50436.0
2023-03-13 09:30:00	ES	Futures	4273.79	4323.84	4261.2	4315.45	171482.0
2023-03-13 10:00:00	ES	Futures	4315.73	4336.14	4294.48	4297.55	102017.0
2023-03-13 10:30:00	ES	Futures	4297.83	4342.29	4296.99	4340.61	96106.0
2023-03-13 11:00:00	ES	Futures	4340.61	4364.38	4332.78	4361.86	71909.0
2023-03-13 11:30:00	ES	Futures	4361.86	4364.1	4335.02	4352.91	74198.0
2023-03-13 12:00:00	ES	Futures	4352.91	4370.81	4333.9	4342.29	70087.0
2023-03-13 12:30:00	ES	Futures	4342.57	4353.19	4322.16	4328.03	63469.0
2023-03-13 13:00:00	ES	Futures	4328.03	4337.26	4314.05	4325.79	54460.0
2023-03-13 13:30:00	ES	Futures	4325.79	4345.09	4316.01	4342.01	38719.0
2023-03-13 14:00:00	ES	Futures	4342.29	4357.11	4340.33	4348.72	31239.0
2023-03-13 14:30:00	ES	Futures	4348.44	4361.3	4340.33	4349.28	31548.0
2023-03-13 15:00:00	ES	Futures	4349.28	4354.31	4315.73	4320.76	40749.0
2023-03-13 15:30:00	ES	Futures	4321.04	4340.89	4310.97	4313.77	85250.0
2023-03-13 16:00:00	ES	Futures	4313.77	4324.12	4312.65	4316.57	25961.0
2023-03-13 16:30:00	ES	Futures	4316.57	4323.56	4316.01	4320.48	7323.0
2023-03-13 18:00:00	ES	Futures	4323.56	4328.03	4317.13	4328.03	1882.0
2023-03-13 18:30:00	ES	Futures	4328.03	4328.31	4324.95	4328.03	2322.0
2023-03-13 19:00:00	ES	Futures	4328.03	4328.31	4318.24	4319.92	2701.0
2023-03-13 19:30:00	ES	Futures	4319.92	4324.95	4317.68	4318.52	2100.0
2023-03-13 20:00:00	ES	Futures	4318.24	4330.55	4315.45	4328.03	4816.0
2023-03-13 20:30:00	ES	Futures	4328.03	4330.55	4323.84	4324.95	3425.0
2023-03-13 21:00:00	ES	Futures	4324.95	4332.5	4324.39	4328.87	3446.0
2023-03-13 21:30:00	ES	Futures	4328.87	4330.55	4322.16	4327.75	3215.0
2023-03-13 22:00:00	ES	Futures	4327.47	4339.49	4327.47	4338.38	3327.0
2023-03-13 22:30:00	ES	Futures	4338.38	4338.93	4334.74	4336.42	2205.0
2023-03-13 23:00:00	ES	Futures	4336.7	4339.21	4332.22	4336.42	1941.0
2023-03-13 23:30:00	ES	Futures	4336.98	4339.49	4334.74	4336.7	1727.0
2023-03-13 00:00:00	NQ	Futures	13712.61	13730.25	13708.92	13710.34	1765.0
2023-03-13 00:30:00	NQ	Futures	13710.34	13711.48	13698.67	13709.77	1384.0
2023-03-13 01:00:00	NQ	Futures	13710.91	13737.08	13703.79	13716.88	2051.0
2023-03-13 01:30:00	NQ	Futures	13718.02	13739.64	13702.94	13731.96	1923.0

> showing 50 of 3,936 rows — these rows as CSV

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