PREVIEW / futures_30min / 2023-03-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-24.parquet
  size:    99 KB
  rows:    3,149

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
2023-03-24 00:00:00	ES	Futures	4417.68	4417.68	4414.63	4417.41	2349.0
2023-03-24 00:30:00	ES	Futures	4417.13	4418.52	4416.02	4416.3	1399.0
2023-03-24 01:00:00	ES	Futures	4416.3	4424.62	4415.74	4422.95	4297.0
2023-03-24 01:30:00	ES	Futures	4423.23	4424.34	4418.24	4419.07	3067.0
2023-03-24 02:00:00	ES	Futures	4419.07	4422.4	4418.24	4420.18	2502.0
2023-03-24 02:30:00	ES	Futures	4420.18	4423.51	4419.07	4422.68	2306.0
2023-03-24 03:00:00	ES	Futures	4422.68	4426.84	4420.18	4426.28	5261.0
2023-03-24 03:30:00	ES	Futures	4426.56	4435.71	4426.56	4430.44	9547.0
2023-03-24 04:00:00	ES	Futures	4430.44	4430.72	4407.42	4418.52	22874.0
2023-03-24 04:30:00	ES	Futures	4418.52	4419.63	4394.66	4406.87	25310.0
2023-03-24 05:00:00	ES	Futures	4407.15	4412.42	4397.72	4400.21	20700.0
2023-03-24 05:30:00	ES	Futures	4400.21	4400.21	4380.24	4382.18	31627.0
2023-03-24 06:00:00	ES	Futures	4382.18	4388.29	4373.86	4382.18	32613.0
2023-03-24 06:30:00	ES	Futures	4381.91	4386.62	4373.03	4381.91	20954.0
2023-03-24 07:00:00	ES	Futures	4381.91	4382.18	4371.37	4380.24	21623.0
2023-03-24 07:30:00	ES	Futures	4379.96	4386.07	4371.92	4374.42	18416.0
2023-03-24 08:00:00	ES	Futures	4374.42	4377.19	4367.76	4375.8	23909.0
2023-03-24 08:30:00	ES	Futures	4375.8	4392.17	4370.53	4388.84	34983.0
2023-03-24 09:00:00	ES	Futures	4388.56	4397.99	4376.36	4396.05	39660.0
2023-03-24 09:30:00	ES	Futures	4396.05	4397.99	4368.32	4393.56	178001.0
2023-03-24 10:00:00	ES	Futures	4393.56	4404.93	4377.75	4402.71	164255.0
2023-03-24 10:30:00	ES	Futures	4402.71	4408.53	4384.13	4392.45	128503.0
2023-03-24 11:00:00	ES	Futures	4392.45	4397.16	4374.42	4384.13	114809.0
2023-03-24 11:30:00	ES	Futures	4384.13	4412.97	4379.96	4410.75	116343.0
2023-03-24 12:00:00	ES	Futures	4410.75	4420.74	4394.39	4401.88	112184.0
2023-03-24 12:30:00	ES	Futures	4401.6	4418.52	4399.38	4412.42	75334.0
2023-03-24 13:00:00	ES	Futures	4412.69	4422.4	4405.48	4416.02	82835.0
2023-03-24 13:30:00	ES	Futures	4416.3	4424.9	4409.64	4415.47	72673.0
2023-03-24 14:00:00	ES	Futures	4415.47	4427.11	4413.8	4422.4	63973.0
2023-03-24 14:30:00	ES	Futures	4422.68	4433.22	4421.29	4427.95	73403.0
2023-03-24 15:00:00	ES	Futures	4427.95	4440.15	4421.01	4436.82	82676.0
2023-03-24 15:30:00	ES	Futures	4436.82	4441.54	4425.45	4440.43	149725.0
2023-03-24 16:00:00	ES	Futures	4440.15	4446.25	4437.65	4445.7	61048.0
2023-03-24 16:30:00	ES	Futures	4445.7	4449.58	4444.59	4449.3	15865.0
2023-03-24 00:00:00	NQ	Futures	14484.78	14485.34	14475.49	14483.93	1127.0
2023-03-24 00:30:00	NQ	Futures	14483.09	14487.31	14478.58	14479.71	890.0
2023-03-24 01:00:00	NQ	Futures	14479.43	14510.68	14478.58	14508.15	2062.0
2023-03-24 01:30:00	NQ	Futures	14508.15	14513.49	14490.41	14493.5	1817.0
2023-03-24 02:00:00	NQ	Futures	14493.79	14505.61	14490.41	14496.6	1425.0
2023-03-24 02:30:00	NQ	Futures	14496.6	14501.95	14490.13	14498.57	1210.0
2023-03-24 03:00:00	NQ	Futures	14498.85	14506.17	14480.27	14502.23	3102.0
2023-03-24 03:30:00	NQ	Futures	14501.95	14550.94	14501.95	14536.86	5475.0
2023-03-24 04:00:00	NQ	Futures	14536.58	14538.83	14463.1	14508.15	9978.0
2023-03-24 04:30:00	NQ	Futures	14508.15	14512.65	14441.42	14480.27	8961.0
2023-03-24 05:00:00	NQ	Futures	14480.83	14501.95	14457.18	14470.42	7526.0
2023-03-24 05:30:00	NQ	Futures	14470.98	14470.98	14402.0	14411.85	10023.0
2023-03-24 06:00:00	NQ	Futures	14411.85	14437.76	14387.36	14412.42	10697.0
2023-03-24 06:30:00	NQ	Futures	14411.01	14438.04	14393.55	14425.65	7055.0
2023-03-24 07:00:00	NQ	Futures	14425.37	14427.62	14391.86	14418.05	7504.0
2023-03-24 07:30:00	NQ	Futures	14416.92	14435.22	14380.6	14390.74	6741.0

> showing 50 of 3,149 rows — these rows as CSV

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