PREVIEW / futures_30min / 2023-03-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-20.parquet
  size:    119 KB
  rows:    3,950

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
2023-03-20 00:00:00	ES	Futures	4384.4	4386.07	4382.46	4383.57	3115.0
2023-03-20 00:30:00	ES	Futures	4383.29	4384.13	4374.97	4379.41	7459.0
2023-03-20 01:00:00	ES	Futures	4379.41	4383.57	4376.64	4379.96	5479.0
2023-03-20 01:30:00	ES	Futures	4379.96	4382.74	4375.25	4376.91	4316.0
2023-03-20 02:00:00	ES	Futures	4376.91	4378.02	4356.67	4357.22	12321.0
2023-03-20 02:30:00	ES	Futures	4356.94	4358.61	4328.65	4337.81	29835.0
2023-03-20 03:00:00	ES	Futures	4338.08	4350.29	4334.2	4341.97	20677.0
2023-03-20 03:30:00	ES	Futures	4341.69	4351.4	4332.81	4349.18	18963.0
2023-03-20 04:00:00	ES	Futures	4349.46	4360.83	4323.66	4332.54	46524.0
2023-03-20 04:30:00	ES	Futures	4332.54	4359.16	4331.98	4358.89	25283.0
2023-03-20 05:00:00	ES	Futures	4359.16	4373.31	4354.45	4359.44	30570.0
2023-03-20 05:30:00	ES	Futures	4359.44	4379.13	4359.16	4376.36	19064.0
2023-03-20 06:00:00	ES	Futures	4376.08	4384.96	4369.43	4375.8	22101.0
2023-03-20 06:30:00	ES	Futures	4375.53	4387.18	4372.48	4384.13	19196.0
2023-03-20 07:00:00	ES	Futures	4384.13	4386.9	4371.64	4381.63	17579.0
2023-03-20 07:30:00	ES	Futures	4381.35	4385.23	4368.04	4377.47	16947.0
2023-03-20 08:00:00	ES	Futures	4377.47	4382.18	4369.43	4379.13	15698.0
2023-03-20 08:30:00	ES	Futures	4379.13	4399.66	4379.13	4393.0	33923.0
2023-03-20 09:00:00	ES	Futures	4393.0	4397.44	4384.68	4387.18	38780.0
2023-03-20 09:30:00	ES	Futures	4387.18	4402.15	4378.58	4397.44	186042.0
2023-03-20 10:00:00	ES	Futures	4397.16	4408.81	4388.56	4405.48	140737.0
2023-03-20 10:30:00	ES	Futures	4405.48	4414.36	4398.82	4412.97	102863.0
2023-03-20 11:00:00	ES	Futures	4412.97	4426.01	4409.36	4424.06	90378.0
2023-03-20 11:30:00	ES	Futures	4424.34	4425.45	4405.2	4406.31	80197.0
2023-03-20 12:00:00	ES	Futures	4406.59	4408.81	4386.62	4399.1	106802.0
2023-03-20 12:30:00	ES	Futures	4399.1	4415.19	4397.44	4411.31	70692.0
2023-03-20 13:00:00	ES	Futures	4411.58	4422.12	4410.75	4415.74	60946.0
2023-03-20 13:30:00	ES	Futures	4415.74	4420.46	4409.92	4412.97	48632.0
2023-03-20 14:00:00	ES	Futures	4412.97	4416.3	4405.48	4412.42	50164.0
2023-03-20 14:30:00	ES	Futures	4412.69	4417.13	4400.77	4409.64	67313.0
2023-03-20 15:00:00	ES	Futures	4409.36	4414.08	4404.09	4412.14	54031.0
2023-03-20 15:30:00	ES	Futures	4411.86	4425.45	4410.47	4420.46	136823.0
2023-03-20 16:00:00	ES	Futures	4420.18	4422.4	4418.52	4420.18	33278.0
2023-03-20 16:30:00	ES	Futures	4420.18	4424.62	4420.18	4423.79	6689.0
2023-03-20 18:00:00	ES	Futures	4422.68	4425.45	4419.63	4423.79	3513.0
2023-03-20 18:30:00	ES	Futures	4423.51	4425.17	4421.29	4422.95	1986.0
2023-03-20 19:00:00	ES	Futures	4422.95	4422.95	4419.63	4420.46	2182.0
2023-03-20 19:30:00	ES	Futures	4420.18	4420.74	4417.68	4420.74	2701.0
2023-03-20 20:00:00	ES	Futures	4420.74	4435.44	4417.41	4430.72	13308.0
2023-03-20 20:30:00	ES	Futures	4431.0	4431.0	4425.73	4425.73	6813.0
2023-03-20 21:00:00	ES	Futures	4426.01	4426.56	4419.35	4421.85	6206.0
2023-03-20 21:30:00	ES	Futures	4421.85	4428.78	4421.01	4427.11	5915.0
2023-03-20 22:00:00	ES	Futures	4427.11	4430.44	4426.56	4427.95	2830.0
2023-03-20 22:30:00	ES	Futures	4427.95	4430.44	4425.45	4427.67	2592.0
2023-03-20 23:00:00	ES	Futures	4427.67	4427.67	4425.45	4426.28	1717.0
2023-03-20 23:30:00	ES	Futures	4426.28	4426.84	4423.51	4424.62	1793.0
2023-03-20 00:00:00	NQ	Futures	14266.01	14278.96	14260.1	14269.11	1546.0
2023-03-20 00:30:00	NQ	Futures	14269.67	14271.36	14230.53	14253.34	4019.0
2023-03-20 01:00:00	NQ	Futures	14254.47	14266.01	14247.43	14257.0	2278.0
2023-03-20 01:30:00	NQ	Futures	14256.16	14266.57	14241.51	14250.24	1873.0

> showing 50 of 3,950 rows — these rows as CSV

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