PREVIEW / futures_30min / 2023-03-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-23.parquet
  size:    118 KB
  rows:    3,918

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
2023-03-23 00:00:00	ES	Futures	4424.9	4425.45	4423.23	4425.45	2191.0
2023-03-23 00:30:00	ES	Futures	4425.17	4427.39	4423.79	4426.84	1896.0
2023-03-23 01:00:00	ES	Futures	4426.56	4427.39	4424.06	4425.17	2777.0
2023-03-23 01:30:00	ES	Futures	4425.17	4433.49	4424.9	4430.72	6824.0
2023-03-23 02:00:00	ES	Futures	4430.72	4432.11	4426.28	4431.0	5208.0
2023-03-23 02:30:00	ES	Futures	4431.0	4431.0	4427.11	4428.5	4857.0
2023-03-23 03:00:00	ES	Futures	4428.5	4436.27	4426.84	4435.44	8304.0
2023-03-23 03:30:00	ES	Futures	4435.71	4436.54	4431.83	4434.05	8396.0
2023-03-23 04:00:00	ES	Futures	4434.05	4437.65	4433.49	4436.82	19848.0
2023-03-23 04:30:00	ES	Futures	4436.54	4439.04	4432.38	4435.44	15784.0
2023-03-23 05:00:00	ES	Futures	4435.71	4436.27	4426.56	4427.67	11591.0
2023-03-23 05:30:00	ES	Futures	4427.67	4428.22	4422.95	4426.01	10524.0
2023-03-23 06:00:00	ES	Futures	4426.01	4427.39	4414.36	4415.74	14513.0
2023-03-23 06:30:00	ES	Futures	4415.47	4423.23	4412.42	4423.23	10046.0
2023-03-23 07:00:00	ES	Futures	4422.95	4430.17	4422.12	4425.45	10411.0
2023-03-23 07:30:00	ES	Futures	4425.45	4432.11	4423.23	4428.5	11534.0
2023-03-23 08:00:00	ES	Futures	4428.22	4429.33	4421.29	4424.9	15499.0
2023-03-23 08:30:00	ES	Futures	4425.17	4434.05	4421.85	4425.17	21390.0
2023-03-23 09:00:00	ES	Futures	4425.17	4434.33	4418.24	4433.77	27894.0
2023-03-23 09:30:00	ES	Futures	4433.77	4446.25	4432.11	4443.76	161337.0
2023-03-23 10:00:00	ES	Futures	4443.48	4458.46	4442.65	4452.08	134026.0
2023-03-23 10:30:00	ES	Futures	4452.08	4473.16	4448.47	4471.77	118321.0
2023-03-23 11:00:00	ES	Futures	4471.77	4481.48	4465.39	4466.5	110086.0
2023-03-23 11:30:00	ES	Futures	4466.5	4474.54	4464.56	4467.61	77534.0
2023-03-23 12:00:00	ES	Futures	4467.33	4470.94	4457.35	4463.45	82865.0
2023-03-23 12:30:00	ES	Futures	4463.17	4467.61	4450.69	4453.19	80649.0
2023-03-23 13:00:00	ES	Futures	4453.46	4457.07	4430.44	4436.82	132533.0
2023-03-23 13:30:00	ES	Futures	4437.1	4446.81	4429.33	4431.0	90209.0
2023-03-23 14:00:00	ES	Futures	4431.28	4437.1	4408.25	4408.25	114316.0
2023-03-23 14:30:00	ES	Futures	4408.53	4414.36	4382.46	4402.15	212509.0
2023-03-23 15:00:00	ES	Futures	4402.43	4430.17	4380.52	4396.88	258057.0
2023-03-23 15:30:00	ES	Futures	4396.88	4432.38	4390.23	4410.75	231474.0
2023-03-23 16:00:00	ES	Futures	4410.75	4413.25	4408.81	4411.03	61371.0
2023-03-23 16:30:00	ES	Futures	4410.75	4431.28	4409.92	4423.79	24037.0
2023-03-23 18:00:00	ES	Futures	4425.17	4427.67	4417.13	4418.79	4878.0
2023-03-23 18:30:00	ES	Futures	4418.52	4419.35	4413.52	4416.3	3885.0
2023-03-23 19:00:00	ES	Futures	4416.3	4422.12	4415.47	4420.74	4143.0
2023-03-23 19:30:00	ES	Futures	4420.74	4422.12	4417.13	4420.46	3788.0
2023-03-23 20:00:00	ES	Futures	4420.46	4420.74	4414.08	4415.19	5808.0
2023-03-23 20:30:00	ES	Futures	4415.47	4417.13	4414.91	4416.3	3016.0
2023-03-23 21:00:00	ES	Futures	4416.3	4416.58	4405.48	4408.25	10100.0
2023-03-23 21:30:00	ES	Futures	4408.53	4414.36	4406.31	4413.25	6394.0
2023-03-23 22:00:00	ES	Futures	4413.52	4419.9	4412.42	4415.74	5210.0
2023-03-23 22:30:00	ES	Futures	4415.47	4417.41	4414.36	4415.19	2743.0
2023-03-23 23:00:00	ES	Futures	4415.47	4416.85	4414.36	4416.3	2042.0
2023-03-23 23:30:00	ES	Futures	4416.02	4419.35	4415.74	4417.41	3179.0
2023-03-23 00:00:00	NQ	Futures	14382.01	14383.98	14373.84	14379.76	1219.0
2023-03-23 00:30:00	NQ	Futures	14379.48	14385.67	14374.69	14383.98	862.0
2023-03-23 01:00:00	NQ	Futures	14383.98	14387.36	14374.69	14379.19	1561.0
2023-03-23 01:30:00	NQ	Futures	14378.91	14411.01	14378.91	14402.84	3077.0

> showing 50 of 3,918 rows — these rows as CSV

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