PREVIEW / futures_30min / 2023-03-31

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-03-31.parquet
  size:    95 KB
  rows:    3,126

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
2023-03-31 00:00:00	ES	Futures	4539.44	4541.11	4538.89	4540.83	2101.0
2023-03-31 00:30:00	ES	Futures	4540.83	4541.66	4538.89	4539.44	1889.0
2023-03-31 01:00:00	ES	Futures	4539.44	4539.44	4533.06	4533.34	4184.0
2023-03-31 01:30:00	ES	Futures	4533.62	4534.73	4531.68	4533.34	3808.0
2023-03-31 02:00:00	ES	Futures	4533.34	4535.28	4529.46	4529.46	5582.0
2023-03-31 02:30:00	ES	Futures	4529.74	4532.51	4529.18	4532.23	3915.0
2023-03-31 03:00:00	ES	Futures	4531.95	4535.56	4528.07	4529.74	9735.0
2023-03-31 03:30:00	ES	Futures	4529.74	4531.12	4525.58	4529.18	7540.0
2023-03-31 04:00:00	ES	Futures	4528.9	4529.18	4524.19	4527.52	8214.0
2023-03-31 04:30:00	ES	Futures	4527.79	4530.84	4526.96	4528.07	5441.0
2023-03-31 05:00:00	ES	Futures	4528.35	4535.28	4527.79	4534.73	7084.0
2023-03-31 05:30:00	ES	Futures	4535.01	4536.11	4531.12	4533.34	5943.0
2023-03-31 06:00:00	ES	Futures	4533.62	4534.45	4531.12	4533.62	3755.0
2023-03-31 06:30:00	ES	Futures	4533.9	4535.28	4533.06	4534.73	4200.0
2023-03-31 07:00:00	ES	Futures	4534.73	4536.11	4533.06	4535.56	4690.0
2023-03-31 07:30:00	ES	Futures	4535.28	4537.78	4532.79	4533.34	6227.0
2023-03-31 08:00:00	ES	Futures	4533.06	4537.78	4531.4	4537.78	12062.0
2023-03-31 08:30:00	ES	Futures	4536.95	4546.93	4528.63	4538.61	50108.0
2023-03-31 09:00:00	ES	Futures	4538.61	4543.05	4536.95	4537.5	23064.0
2023-03-31 09:30:00	ES	Futures	4537.78	4550.54	4535.84	4547.21	138196.0
2023-03-31 10:00:00	ES	Futures	4546.93	4553.03	4545.82	4549.43	89620.0
2023-03-31 10:30:00	ES	Futures	4549.43	4556.92	4548.04	4555.53	86771.0
2023-03-31 11:00:00	ES	Futures	4555.25	4564.96	4553.59	4561.35	77256.0
2023-03-31 11:30:00	ES	Futures	4561.08	4566.35	4560.52	4566.07	57012.0
2023-03-31 12:00:00	ES	Futures	4566.07	4572.73	4565.24	4571.06	67703.0
2023-03-31 12:30:00	ES	Futures	4571.06	4571.89	4565.51	4567.18	50137.0
2023-03-31 13:00:00	ES	Futures	4567.46	4568.84	4563.57	4564.96	55020.0
2023-03-31 13:30:00	ES	Futures	4564.96	4567.46	4561.35	4566.07	54661.0
2023-03-31 14:00:00	ES	Futures	4566.35	4572.73	4564.13	4567.18	63510.0
2023-03-31 14:30:00	ES	Futures	4566.9	4571.06	4564.96	4570.51	51244.0
2023-03-31 15:00:00	ES	Futures	4570.51	4587.98	4570.23	4586.59	116637.0
2023-03-31 15:30:00	ES	Futures	4586.59	4594.36	4576.05	4590.75	307601.0
2023-03-31 16:00:00	ES	Futures	4590.48	4593.25	4588.53	4592.42	94105.0
2023-03-31 16:30:00	ES	Futures	4592.69	4595.75	4592.14	4592.42	30267.0
2023-03-31 00:00:00	NQ	Futures	14787.16	14794.48	14785.19	14791.95	1562.0
2023-03-31 00:30:00	NQ	Futures	14791.95	14796.17	14784.07	14787.16	1743.0
2023-03-31 01:00:00	NQ	Futures	14786.6	14787.73	14762.39	14762.67	2750.0
2023-03-31 01:30:00	NQ	Futures	14762.95	14771.12	14759.01	14765.77	2082.0
2023-03-31 02:00:00	NQ	Futures	14765.48	14773.37	14742.12	14742.68	4197.0
2023-03-31 02:30:00	NQ	Futures	14742.68	14752.25	14741.27	14746.9	2460.0
2023-03-31 03:00:00	NQ	Futures	14746.9	14754.22	14731.14	14741.83	4948.0
2023-03-31 03:30:00	NQ	Futures	14741.83	14752.25	14733.39	14747.47	4387.0
2023-03-31 04:00:00	NQ	Futures	14747.47	14749.44	14725.5	14733.39	4434.0
2023-03-31 04:30:00	NQ	Futures	14733.11	14739.02	14728.88	14730.57	2486.0
2023-03-31 05:00:00	NQ	Futures	14731.14	14748.87	14728.04	14745.49	3836.0
2023-03-31 05:30:00	NQ	Futures	14746.34	14747.75	14726.91	14731.98	3031.0
2023-03-31 06:00:00	NQ	Futures	14731.7	14732.82	14719.59	14725.79	2980.0
2023-03-31 06:30:00	NQ	Futures	14725.5	14731.14	14719.31	14728.32	2860.0
2023-03-31 07:00:00	NQ	Futures	14728.6	14740.99	14724.1	14737.33	3449.0
2023-03-31 07:30:00	NQ	Futures	14737.61	14742.4	14723.53	14724.38	2753.0

> showing 50 of 3,126 rows — these rows as CSV

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