PREVIEW / futures_30min / 2023-03-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-21.parquet
  size:    115 KB
  rows:    3,892

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
2023-03-21 00:00:00	ES	Futures	4424.62	4424.9	4421.57	4422.95	1424.0
2023-03-21 00:30:00	ES	Futures	4422.68	4424.34	4421.85	4422.12	1296.0
2023-03-21 01:00:00	ES	Futures	4422.12	4425.45	4420.74	4423.23	2418.0
2023-03-21 01:30:00	ES	Futures	4423.23	4423.79	4421.85	4423.23	878.0
2023-03-21 02:00:00	ES	Futures	4423.51	4424.9	4421.57	4423.51	1690.0
2023-03-21 02:30:00	ES	Futures	4423.51	4428.78	4422.4	4427.67	3488.0
2023-03-21 03:00:00	ES	Futures	4427.67	4432.66	4424.62	4432.11	6611.0
2023-03-21 03:30:00	ES	Futures	4432.11	4436.54	4431.55	4431.55	6617.0
2023-03-21 04:00:00	ES	Futures	4431.55	4436.27	4426.28	4435.16	16523.0
2023-03-21 04:30:00	ES	Futures	4435.16	4436.54	4430.17	4433.22	8898.0
2023-03-21 05:00:00	ES	Futures	4433.22	4440.15	4431.28	4437.1	11966.0
2023-03-21 05:30:00	ES	Futures	4437.1	4444.59	4436.54	4443.48	11288.0
2023-03-21 06:00:00	ES	Futures	4443.48	4450.41	4441.81	4447.92	14879.0
2023-03-21 06:30:00	ES	Futures	4447.92	4453.19	4443.48	4446.53	15057.0
2023-03-21 07:00:00	ES	Futures	4446.53	4459.01	4443.76	4456.24	18356.0
2023-03-21 07:30:00	ES	Futures	4456.24	4458.73	4453.46	4457.62	12968.0
2023-03-21 08:00:00	ES	Futures	4457.35	4459.57	4453.74	4455.68	14603.0
2023-03-21 08:30:00	ES	Futures	4455.96	4458.18	4453.46	4456.51	14026.0
2023-03-21 09:00:00	ES	Futures	4456.51	4461.23	4455.13	4459.84	20117.0
2023-03-21 09:30:00	ES	Futures	4459.84	4468.44	4457.9	4467.33	139636.0
2023-03-21 10:00:00	ES	Futures	4467.33	4472.6	4446.81	4451.24	167347.0
2023-03-21 10:30:00	ES	Futures	4451.24	4458.46	4444.59	4449.03	98426.0
2023-03-21 11:00:00	ES	Futures	4449.03	4461.23	4447.36	4456.51	72374.0
2023-03-21 11:30:00	ES	Futures	4456.51	4460.95	4441.54	4445.14	102817.0
2023-03-21 12:00:00	ES	Futures	4445.42	4454.02	4442.37	4452.35	56499.0
2023-03-21 12:30:00	ES	Futures	4452.35	4456.79	4447.08	4451.24	54756.0
2023-03-21 13:00:00	ES	Futures	4451.52	4458.46	4448.19	4457.62	41487.0
2023-03-21 13:30:00	ES	Futures	4457.62	4462.62	4449.86	4449.86	49706.0
2023-03-21 14:00:00	ES	Futures	4449.86	4459.84	4449.58	4458.46	49361.0
2023-03-21 14:30:00	ES	Futures	4458.73	4468.72	4457.07	4465.67	54477.0
2023-03-21 15:00:00	ES	Futures	4465.67	4475.1	4465.11	4472.32	73113.0
2023-03-21 15:30:00	ES	Futures	4472.05	4485.64	4469.83	4480.37	187853.0
2023-03-21 16:00:00	ES	Futures	4480.09	4483.69	4478.98	4481.75	51840.0
2023-03-21 16:30:00	ES	Futures	4481.75	4482.59	4480.92	4480.92	8111.0
2023-03-21 18:00:00	ES	Futures	4480.64	4480.64	4476.48	4477.32	2820.0
2023-03-21 18:30:00	ES	Futures	4477.59	4480.09	4477.59	4478.98	1106.0
2023-03-21 19:00:00	ES	Futures	4479.26	4480.64	4478.15	4479.81	1674.0
2023-03-21 19:30:00	ES	Futures	4480.09	4480.37	4477.59	4479.53	2621.0
2023-03-21 20:00:00	ES	Futures	4479.26	4479.81	4474.26	4475.93	5379.0
2023-03-21 20:30:00	ES	Futures	4476.21	4477.87	4473.99	4475.93	2496.0
2023-03-21 21:00:00	ES	Futures	4476.48	4479.53	4474.26	4478.43	3475.0
2023-03-21 21:30:00	ES	Futures	4478.43	4481.48	4476.76	4480.92	3827.0
2023-03-21 22:00:00	ES	Futures	4480.64	4480.92	4479.26	4479.81	2089.0
2023-03-21 22:30:00	ES	Futures	4480.09	4480.09	4475.93	4477.04	2645.0
2023-03-21 23:00:00	ES	Futures	4477.32	4477.87	4475.93	4476.21	2588.0
2023-03-21 23:30:00	ES	Futures	4476.48	4479.26	4476.48	4478.98	1990.0
2023-03-21 00:00:00	NQ	Futures	14297.26	14298.11	14287.69	14292.76	701.0
2023-03-21 00:30:00	NQ	Futures	14292.48	14301.49	14291.35	14300.08	889.0
2023-03-21 01:00:00	NQ	Futures	14299.8	14311.34	14296.42	14301.77	1509.0
2023-03-21 01:30:00	NQ	Futures	14301.2	14302.89	14292.76	14300.92	754.0

> showing 50 of 3,892 rows — these rows as CSV

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