PREVIEW / futures_30min / 2023-03-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-27.parquet
  size:    112 KB
  rows:    3,884

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
2023-03-27 00:00:00	ES	Futures	4462.34	4462.89	4460.12	4461.23	2378.0
2023-03-27 00:30:00	ES	Futures	4461.23	4462.06	4458.18	4461.23	2225.0
2023-03-27 01:00:00	ES	Futures	4460.95	4462.34	4458.46	4460.95	3691.0
2023-03-27 01:30:00	ES	Futures	4460.95	4465.39	4459.01	4462.89	5609.0
2023-03-27 02:00:00	ES	Futures	4462.89	4465.67	4460.95	4465.67	6513.0
2023-03-27 02:30:00	ES	Futures	4465.67	4467.05	4459.01	4462.89	7256.0
2023-03-27 03:00:00	ES	Futures	4462.89	4467.33	4449.03	4449.86	16622.0
2023-03-27 03:30:00	ES	Futures	4449.86	4450.41	4434.88	4441.26	18932.0
2023-03-27 04:00:00	ES	Futures	4441.54	4453.46	4440.43	4450.69	12979.0
2023-03-27 04:30:00	ES	Futures	4450.41	4456.24	4450.41	4452.63	7557.0
2023-03-27 05:00:00	ES	Futures	4452.63	4455.96	4449.58	4453.46	5334.0
2023-03-27 05:30:00	ES	Futures	4453.46	4460.4	4450.69	4458.18	7603.0
2023-03-27 06:00:00	ES	Futures	4457.9	4465.39	4457.9	4462.06	8525.0
2023-03-27 06:30:00	ES	Futures	4462.06	4468.72	4460.12	4464.56	8657.0
2023-03-27 07:00:00	ES	Futures	4464.28	4473.16	4464.0	4472.6	15439.0
2023-03-27 07:30:00	ES	Futures	4472.6	4475.1	4465.67	4469.55	14539.0
2023-03-27 08:00:00	ES	Futures	4469.83	4472.88	4465.94	4466.78	11158.0
2023-03-27 08:30:00	ES	Futures	4466.78	4470.94	4463.73	4465.11	13584.0
2023-03-27 09:00:00	ES	Futures	4465.39	4469.83	4464.56	4466.22	17072.0
2023-03-27 09:30:00	ES	Futures	4466.5	4475.65	4458.18	4465.39	148336.0
2023-03-27 10:00:00	ES	Futures	4465.67	4467.61	4454.85	4455.96	92366.0
2023-03-27 10:30:00	ES	Futures	4455.96	4457.07	4445.14	4446.81	97896.0
2023-03-27 11:00:00	ES	Futures	4447.36	4450.69	4440.71	4449.58	76937.0
2023-03-27 11:30:00	ES	Futures	4449.86	4452.63	4437.93	4442.37	59280.0
2023-03-27 12:00:00	ES	Futures	4442.37	4452.63	4438.21	4451.52	59932.0
2023-03-27 12:30:00	ES	Futures	4451.8	4453.74	4444.03	4447.64	41478.0
2023-03-27 13:00:00	ES	Futures	4447.92	4455.96	4443.2	4454.57	49106.0
2023-03-27 13:30:00	ES	Futures	4454.3	4460.4	4452.08	4452.08	46501.0
2023-03-27 14:00:00	ES	Futures	4452.08	4461.51	4447.08	4458.46	43143.0
2023-03-27 14:30:00	ES	Futures	4458.46	4467.05	4458.46	4465.94	46678.0
2023-03-27 15:00:00	ES	Futures	4465.94	4468.44	4456.79	4462.34	63705.0
2023-03-27 15:30:00	ES	Futures	4462.06	4464.0	4441.54	4449.03	132978.0
2023-03-27 16:00:00	ES	Futures	4448.75	4452.08	4447.64	4451.8	34596.0
2023-03-27 16:30:00	ES	Futures	4451.8	4454.57	4451.52	4454.3	4468.0
2023-03-27 18:00:00	ES	Futures	4452.63	4453.46	4450.14	4451.24	1794.0
2023-03-27 18:30:00	ES	Futures	4450.97	4453.46	4449.03	4452.91	1329.0
2023-03-27 19:00:00	ES	Futures	4452.91	4454.3	4452.35	4453.74	1600.0
2023-03-27 19:30:00	ES	Futures	4453.74	4455.13	4452.91	4454.3	1521.0
2023-03-27 20:00:00	ES	Futures	4454.3	4454.57	4449.3	4450.14	3166.0
2023-03-27 20:30:00	ES	Futures	4450.14	4452.63	4449.86	4451.8	1840.0
2023-03-27 21:00:00	ES	Futures	4451.8	4454.57	4449.58	4450.97	2858.0
2023-03-27 21:30:00	ES	Futures	4450.97	4454.57	4448.19	4448.75	4665.0
2023-03-27 22:00:00	ES	Futures	4448.75	4449.58	4446.53	4449.03	2616.0
2023-03-27 22:30:00	ES	Futures	4448.75	4453.46	4448.47	4452.08	3637.0
2023-03-27 23:00:00	ES	Futures	4452.35	4454.02	4452.08	4453.19	1457.0
2023-03-27 23:30:00	ES	Futures	4453.19	4453.74	4452.35	4452.63	1338.0
2023-03-27 00:00:00	NQ	Futures	14585.29	14588.39	14570.93	14577.13	1211.0
2023-03-27 00:30:00	NQ	Futures	14577.41	14579.38	14566.15	14575.44	1206.0
2023-03-27 01:00:00	NQ	Futures	14575.15	14597.4	14568.4	14585.57	2645.0
2023-03-27 01:30:00	NQ	Futures	14585.57	14623.3	14577.69	14597.4	3187.0

> showing 50 of 3,884 rows — these rows as CSV

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