PREVIEW / futures_30min / 2023-03-22

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-22.parquet
  size:    117 KB
  rows:    3,890

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
2023-03-22 00:00:00	ES	Futures	4478.98	4480.92	4478.15	4480.09	2312.0
2023-03-22 00:30:00	ES	Futures	4480.09	4482.59	4479.53	4481.48	2401.0
2023-03-22 01:00:00	ES	Futures	4481.48	4482.03	4478.7	4478.98	2633.0
2023-03-22 01:30:00	ES	Futures	4478.98	4481.48	4478.43	4478.98	2059.0
2023-03-22 02:00:00	ES	Futures	4478.7	4479.81	4476.48	4479.81	2858.0
2023-03-22 02:30:00	ES	Futures	4479.81	4480.09	4477.59	4479.53	2350.0
2023-03-22 03:00:00	ES	Futures	4479.81	4479.81	4470.94	4470.94	6796.0
2023-03-22 03:30:00	ES	Futures	4471.21	4471.77	4464.83	4467.61	8679.0
2023-03-22 04:00:00	ES	Futures	4467.61	4470.1	4462.89	4466.78	12239.0
2023-03-22 04:30:00	ES	Futures	4466.78	4471.21	4464.83	4467.89	7510.0
2023-03-22 05:00:00	ES	Futures	4467.89	4474.54	4465.67	4473.43	6374.0
2023-03-22 05:30:00	ES	Futures	4473.71	4476.48	4471.49	4472.88	6354.0
2023-03-22 06:00:00	ES	Futures	4472.88	4475.65	4469.27	4473.99	7947.0
2023-03-22 06:30:00	ES	Futures	4473.99	4480.92	4472.05	4478.7	9987.0
2023-03-22 07:00:00	ES	Futures	4478.98	4483.97	4477.87	4480.92	8102.0
2023-03-22 07:30:00	ES	Futures	4480.92	4481.48	4474.54	4475.93	9807.0
2023-03-22 08:00:00	ES	Futures	4476.21	4478.98	4472.32	4473.71	10186.0
2023-03-22 08:30:00	ES	Futures	4473.71	4477.87	4472.6	4477.32	8463.0
2023-03-22 09:00:00	ES	Futures	4477.32	4480.92	4476.48	4477.04	18703.0
2023-03-22 09:30:00	ES	Futures	4477.32	4478.7	4469.83	4475.65	102403.0
2023-03-22 10:00:00	ES	Futures	4475.65	4490.07	4472.32	4488.96	74329.0
2023-03-22 10:30:00	ES	Futures	4488.69	4490.35	4481.75	4483.14	57176.0
2023-03-22 11:00:00	ES	Futures	4483.14	4485.08	4473.43	4479.26	56131.0
2023-03-22 11:30:00	ES	Futures	4479.26	4482.31	4477.04	4479.26	38260.0
2023-03-22 12:00:00	ES	Futures	4479.26	4480.09	4469.27	4472.05	45616.0
2023-03-22 12:30:00	ES	Futures	4472.05	4473.71	4467.05	4468.16	37532.0
2023-03-22 13:00:00	ES	Futures	4468.44	4472.05	4461.78	4471.21	37681.0
2023-03-22 13:30:00	ES	Futures	4471.49	4477.87	4470.38	4475.65	34254.0
2023-03-22 14:00:00	ES	Futures	4475.1	4510.88	4473.99	4490.63	181758.0
2023-03-22 14:30:00	ES	Futures	4490.63	4519.47	4462.34	4475.37	258321.0
2023-03-22 15:00:00	ES	Futures	4475.37	4490.35	4442.92	4479.26	259231.0
2023-03-22 15:30:00	ES	Futures	4479.26	4482.31	4401.88	4403.26	274192.0
2023-03-22 16:00:00	ES	Futures	4403.26	4410.47	4400.21	4407.98	94647.0
2023-03-22 16:30:00	ES	Futures	4407.7	4412.97	4406.31	4406.31	12888.0
2023-03-22 18:00:00	ES	Futures	4407.42	4413.8	4406.31	4409.36	4936.0
2023-03-22 18:30:00	ES	Futures	4409.64	4412.69	4409.64	4411.58	2356.0
2023-03-22 19:00:00	ES	Futures	4411.58	4412.14	4407.42	4410.2	3239.0
2023-03-22 19:30:00	ES	Futures	4410.47	4411.86	4407.7	4410.2	3143.0
2023-03-22 20:00:00	ES	Futures	4409.92	4411.58	4405.2	4409.36	7995.0
2023-03-22 20:30:00	ES	Futures	4409.36	4414.36	4408.81	4411.03	6013.0
2023-03-22 21:00:00	ES	Futures	4411.03	4416.02	4410.47	4413.8	6122.0
2023-03-22 21:30:00	ES	Futures	4413.8	4417.68	4413.52	4417.13	5546.0
2023-03-22 22:00:00	ES	Futures	4417.13	4423.79	4416.85	4423.23	6694.0
2023-03-22 22:30:00	ES	Futures	4423.51	4427.95	4421.57	4426.01	6642.0
2023-03-22 23:00:00	ES	Futures	4426.01	4426.28	4422.95	4424.34	4195.0
2023-03-22 23:30:00	ES	Futures	4424.34	4425.73	4423.51	4425.17	2354.0
2023-03-22 00:00:00	NQ	Futures	14499.98	14508.15	14498.29	14502.23	914.0
2023-03-22 00:30:00	NQ	Futures	14503.08	14512.65	14501.67	14507.58	1044.0
2023-03-22 01:00:00	NQ	Futures	14507.02	14508.99	14493.79	14496.04	1249.0
2023-03-22 01:30:00	NQ	Futures	14496.04	14500.26	14490.97	14492.66	875.0

> showing 50 of 3,890 rows — these rows as CSV

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