PREVIEW / futures_30min / 2023-03-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-17.parquet
  size:    101 KB
  rows:    3,189

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
2023-03-17 00:00:00	ES	Futures	4431.0	4436.54	4430.44	4433.77	3456.0
2023-03-17 00:30:00	ES	Futures	4433.77	4435.71	4433.22	4435.44	2041.0
2023-03-17 01:00:00	ES	Futures	4435.44	4436.54	4433.49	4435.44	3095.0
2023-03-17 01:30:00	ES	Futures	4435.44	4436.82	4432.38	4434.6	2923.0
2023-03-17 02:00:00	ES	Futures	4434.88	4434.88	4430.17	4433.22	3233.0
2023-03-17 02:30:00	ES	Futures	4433.22	4440.71	4430.44	4439.87	4966.0
2023-03-17 03:00:00	ES	Futures	4439.87	4441.26	4433.49	4435.44	7331.0
2023-03-17 03:30:00	ES	Futures	4435.44	4440.15	4435.16	4435.99	7252.0
2023-03-17 04:00:00	ES	Futures	4435.99	4447.92	4435.16	4445.97	23191.0
2023-03-17 04:30:00	ES	Futures	4446.25	4446.53	4434.33	4436.82	13987.0
2023-03-17 05:00:00	ES	Futures	4436.82	4444.31	4433.77	4436.27	14919.0
2023-03-17 05:30:00	ES	Futures	4436.27	4440.15	4432.38	4435.99	9804.0
2023-03-17 06:00:00	ES	Futures	4435.71	4436.54	4424.62	4428.78	14689.0
2023-03-17 06:30:00	ES	Futures	4429.06	4431.55	4425.73	4426.56	11692.0
2023-03-17 07:00:00	ES	Futures	4426.56	4428.22	4418.52	4419.35	20407.0
2023-03-17 07:30:00	ES	Futures	4419.07	4423.23	4413.8	4421.57	20971.0
2023-03-17 08:00:00	ES	Futures	4421.29	4423.51	4398.82	4401.88	40806.0
2023-03-17 08:30:00	ES	Futures	4402.15	4408.25	4389.67	4397.16	47369.0
2023-03-17 09:00:00	ES	Futures	4397.16	4417.68	4397.16	4417.13	91837.0
2023-03-17 09:30:00	ES	Futures	4417.13	4426.84	4404.93	4411.31	204408.0
2023-03-17 10:00:00	ES	Futures	4411.58	4429.33	4385.79	4393.28	189341.0
2023-03-17 10:30:00	ES	Futures	4393.28	4395.5	4373.03	4381.91	162892.0
2023-03-17 11:00:00	ES	Futures	4381.91	4390.78	4368.32	4374.7	131691.0
2023-03-17 11:30:00	ES	Futures	4374.7	4382.46	4363.32	4374.7	109034.0
2023-03-17 12:00:00	ES	Futures	4374.7	4388.84	4373.59	4387.45	97085.0
2023-03-17 12:30:00	ES	Futures	4387.45	4399.66	4378.3	4383.57	101882.0
2023-03-17 13:00:00	ES	Futures	4383.57	4397.72	4381.35	4389.67	64966.0
2023-03-17 13:30:00	ES	Futures	4389.67	4396.05	4381.91	4390.78	69618.0
2023-03-17 14:00:00	ES	Futures	4390.5	4396.05	4366.93	4368.59	94755.0
2023-03-17 14:30:00	ES	Futures	4368.59	4379.69	4362.77	4374.7	91786.0
2023-03-17 15:00:00	ES	Futures	4374.7	4388.56	4369.7	4386.9	108797.0
2023-03-17 15:30:00	ES	Futures	4386.9	4387.45	4371.92	4379.96	192703.0
2023-03-17 16:00:00	ES	Futures	4379.96	4388.01	4378.86	4381.35	62973.0
2023-03-17 16:30:00	ES	Futures	4381.63	4383.02	4378.02	4379.69	8026.0
2023-03-17 00:00:00	NQ	Futures	14325.98	14346.82	14324.29	14337.81	1919.0
2023-03-17 00:30:00	NQ	Futures	14337.24	14345.97	14335.27	14345.41	1241.0
2023-03-17 01:00:00	NQ	Futures	14344.84	14355.54	14338.93	14348.5	2024.0
2023-03-17 01:30:00	NQ	Futures	14347.66	14354.14	14342.03	14347.94	1613.0
2023-03-17 02:00:00	NQ	Futures	14348.79	14349.63	14334.99	14343.72	1566.0
2023-03-17 02:30:00	NQ	Futures	14344.28	14376.66	14336.4	14374.41	3206.0
2023-03-17 03:00:00	NQ	Futures	14374.13	14379.19	14340.9	14346.53	4533.0
2023-03-17 03:30:00	NQ	Futures	14347.38	14366.52	14346.53	14347.66	3842.0
2023-03-17 04:00:00	NQ	Futures	14348.5	14368.5	14341.47	14363.71	10288.0
2023-03-17 04:30:00	NQ	Futures	14363.99	14365.68	14320.63	14331.89	8084.0
2023-03-17 05:00:00	NQ	Futures	14332.17	14351.32	14311.9	14333.02	7408.0
2023-03-17 05:30:00	NQ	Futures	14333.3	14344.56	14316.69	14337.52	4919.0
2023-03-17 06:00:00	NQ	Futures	14337.52	14340.06	14313.03	14329.92	5068.0
2023-03-17 06:30:00	NQ	Futures	14330.49	14342.59	14324.01	14326.54	4746.0
2023-03-17 07:00:00	NQ	Futures	14326.26	14338.93	14313.87	14318.94	6589.0
2023-03-17 07:30:00	NQ	Futures	14318.66	14346.82	14301.49	14344.28	8132.0

> showing 50 of 3,189 rows — these rows as CSV

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