PREVIEW / futures_30min / 2023-03-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-29.parquet
  size:    109 KB
  rows:    3,927

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
2023-03-29 00:00:00	ES	Futures	4457.62	4459.29	4456.79	4459.01	3319.0
2023-03-29 00:30:00	ES	Futures	4459.01	4461.23	4458.73	4460.4	3348.0
2023-03-29 01:00:00	ES	Futures	4460.67	4462.62	4460.12	4460.12	4532.0
2023-03-29 01:30:00	ES	Futures	4460.4	4470.38	4459.57	4470.38	10043.0
2023-03-29 02:00:00	ES	Futures	4470.38	4470.38	4464.28	4467.05	7883.0
2023-03-29 02:30:00	ES	Futures	4467.33	4469.83	4466.78	4469.0	5405.0
2023-03-29 03:00:00	ES	Futures	4468.72	4475.37	4468.72	4474.54	18503.0
2023-03-29 03:30:00	ES	Futures	4474.82	4476.48	4472.32	4474.26	10218.0
2023-03-29 04:00:00	ES	Futures	4474.26	4476.48	4470.66	4476.21	9427.0
2023-03-29 04:30:00	ES	Futures	4476.48	4479.53	4474.26	4477.32	10067.0
2023-03-29 05:00:00	ES	Futures	4477.04	4480.92	4476.48	4479.26	8331.0
2023-03-29 05:30:00	ES	Futures	4479.26	4482.31	4478.15	4481.2	6856.0
2023-03-29 06:00:00	ES	Futures	4481.2	4481.75	4476.48	4478.98	8215.0
2023-03-29 06:30:00	ES	Futures	4478.7	4479.26	4477.04	4477.32	6230.0
2023-03-29 07:00:00	ES	Futures	4477.32	4479.26	4474.54	4475.37	7931.0
2023-03-29 07:30:00	ES	Futures	4475.65	4479.26	4474.26	4474.54	8086.0
2023-03-29 08:00:00	ES	Futures	4474.82	4477.32	4473.16	4474.26	10574.0
2023-03-29 08:30:00	ES	Futures	4474.54	4478.43	4472.6	4477.59	12880.0
2023-03-29 09:00:00	ES	Futures	4477.59	4488.13	4477.59	4487.02	34054.0
2023-03-29 09:30:00	ES	Futures	4487.02	4489.24	4481.48	4485.91	141687.0
2023-03-29 10:00:00	ES	Futures	4485.64	4490.63	4479.26	4481.75	100780.0
2023-03-29 10:30:00	ES	Futures	4481.75	4483.42	4473.16	4474.26	95858.0
2023-03-29 11:00:00	ES	Futures	4474.26	4481.48	4473.43	4480.37	63921.0
2023-03-29 11:30:00	ES	Futures	4480.37	4486.75	4479.26	4486.47	51636.0
2023-03-29 12:00:00	ES	Futures	4486.47	4488.69	4482.03	4486.47	44042.0
2023-03-29 12:30:00	ES	Futures	4486.75	4489.24	4481.75	4483.69	38920.0
2023-03-29 13:00:00	ES	Futures	4483.97	4492.57	4481.75	4492.02	56233.0
2023-03-29 13:30:00	ES	Futures	4492.02	4492.02	4480.64	4482.86	51026.0
2023-03-29 14:00:00	ES	Futures	4482.86	4487.02	4478.98	4485.91	52623.0
2023-03-29 14:30:00	ES	Futures	4486.19	4495.62	4485.08	4494.79	63167.0
2023-03-29 15:00:00	ES	Futures	4494.79	4502.55	4488.96	4501.17	103949.0
2023-03-29 15:30:00	ES	Futures	4501.17	4505.61	4496.18	4502.83	173921.0
2023-03-29 16:00:00	ES	Futures	4502.55	4503.39	4500.06	4502.55	50383.0
2023-03-29 16:30:00	ES	Futures	4502.55	4504.77	4501.72	4502.0	10704.0
2023-03-29 18:00:00	ES	Futures	4502.0	4503.94	4500.34	4502.0	2634.0
2023-03-29 18:30:00	ES	Futures	4502.0	4502.28	4499.23	4500.89	1917.0
2023-03-29 19:00:00	ES	Futures	4500.89	4501.45	4499.78	4500.06	1745.0
2023-03-29 19:30:00	ES	Futures	4500.06	4500.89	4497.01	4497.29	3528.0
2023-03-29 20:00:00	ES	Futures	4497.29	4498.12	4495.9	4497.01	5503.0
2023-03-29 20:30:00	ES	Futures	4497.01	4499.78	4496.45	4498.95	3546.0
2023-03-29 21:00:00	ES	Futures	4498.95	4499.23	4496.45	4498.39	2968.0
2023-03-29 21:30:00	ES	Futures	4498.12	4500.89	4498.12	4499.5	3665.0
2023-03-29 22:00:00	ES	Futures	4499.5	4502.0	4498.67	4502.0	3243.0
2023-03-29 22:30:00	ES	Futures	4502.28	4503.94	4497.56	4497.84	3935.0
2023-03-29 23:00:00	ES	Futures	4497.84	4498.95	4497.01	4498.67	2644.0
2023-03-29 23:30:00	ES	Futures	4498.39	4499.78	4497.84	4499.5	1510.0
2023-03-29 00:00:00	NQ	Futures	14386.23	14391.58	14384.26	14391.02	1420.0
2023-03-29 00:30:00	NQ	Futures	14391.3	14402.84	14391.02	14400.03	1930.0
2023-03-29 01:00:00	NQ	Futures	14399.47	14407.63	14396.93	14403.41	2218.0
2023-03-29 01:30:00	NQ	Futures	14402.84	14433.53	14402.84	14433.53	4122.0

> showing 50 of 3,927 rows — these rows as CSV

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