PREVIEW / futures_30min / 2023-04-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-03.parquet
  size:    110 KB
  rows:    3,907

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
2023-04-03 00:00:00	ES	Futures	4575.5	4578.27	4575.5	4577.16	1676.0
2023-04-03 00:30:00	ES	Futures	4576.89	4579.38	4576.61	4578.83	2092.0
2023-04-03 01:00:00	ES	Futures	4578.83	4579.1	4575.78	4577.72	2569.0
2023-04-03 01:30:00	ES	Futures	4577.72	4578.83	4574.11	4576.33	4015.0
2023-04-03 02:00:00	ES	Futures	4576.61	4579.94	4574.11	4576.05	6249.0
2023-04-03 02:30:00	ES	Futures	4576.05	4583.82	4576.05	4583.82	5002.0
2023-04-03 03:00:00	ES	Futures	4583.82	4585.76	4578.83	4582.16	17569.0
2023-04-03 03:30:00	ES	Futures	4582.16	4589.64	4581.05	4588.53	10645.0
2023-04-03 04:00:00	ES	Futures	4588.26	4589.92	4579.66	4579.94	10682.0
2023-04-03 04:30:00	ES	Futures	4579.94	4584.65	4579.38	4582.43	5828.0
2023-04-03 05:00:00	ES	Futures	4582.71	4586.59	4582.71	4584.93	6209.0
2023-04-03 05:30:00	ES	Futures	4584.93	4586.04	4583.26	4585.21	5199.0
2023-04-03 06:00:00	ES	Futures	4585.21	4589.92	4584.93	4587.98	9123.0
2023-04-03 06:30:00	ES	Futures	4587.98	4590.2	4586.87	4588.81	6133.0
2023-04-03 07:00:00	ES	Futures	4588.81	4590.2	4585.21	4588.53	8487.0
2023-04-03 07:30:00	ES	Futures	4588.53	4588.81	4582.99	4586.87	9366.0
2023-04-03 08:00:00	ES	Futures	4586.87	4586.87	4578.83	4582.99	13086.0
2023-04-03 08:30:00	ES	Futures	4582.99	4587.43	4580.21	4586.32	16931.0
2023-04-03 09:00:00	ES	Futures	4586.32	4587.15	4582.99	4584.37	20145.0
2023-04-03 09:30:00	ES	Futures	4584.65	4604.9	4583.82	4598.52	145632.0
2023-04-03 10:00:00	ES	Futures	4598.52	4612.11	4597.96	4610.72	139855.0
2023-04-03 10:30:00	ES	Futures	4610.72	4612.66	4585.48	4586.04	129248.0
2023-04-03 11:00:00	ES	Futures	4586.04	4588.81	4579.38	4586.59	100209.0
2023-04-03 11:30:00	ES	Futures	4586.59	4591.59	4585.48	4591.31	59945.0
2023-04-03 12:00:00	ES	Futures	4591.59	4595.75	4590.2	4592.97	51053.0
2023-04-03 12:30:00	ES	Futures	4593.25	4594.91	4588.53	4589.37	36378.0
2023-04-03 13:00:00	ES	Futures	4589.37	4594.64	4585.76	4588.81	47984.0
2023-04-03 13:30:00	ES	Futures	4588.81	4592.97	4585.21	4588.81	42968.0
2023-04-03 14:00:00	ES	Futures	4588.81	4593.8	4587.15	4592.97	38271.0
2023-04-03 14:30:00	ES	Futures	4592.97	4602.68	4592.42	4601.85	54604.0
2023-04-03 15:00:00	ES	Futures	4601.85	4608.78	4600.74	4606.84	64515.0
2023-04-03 15:30:00	ES	Futures	4606.84	4611.0	4603.23	4607.95	136247.0
2023-04-03 16:00:00	ES	Futures	4607.67	4609.89	4606.01	4609.06	42786.0
2023-04-03 16:30:00	ES	Futures	4609.06	4609.06	4607.12	4607.95	7334.0
2023-04-03 18:00:00	ES	Futures	4606.84	4607.12	4602.12	4603.23	2713.0
2023-04-03 18:30:00	ES	Futures	4603.23	4604.07	4602.4	4603.23	831.0
2023-04-03 19:00:00	ES	Futures	4603.23	4605.73	4602.96	4604.9	2031.0
2023-04-03 19:30:00	ES	Futures	4604.9	4605.73	4604.07	4604.34	1620.0
2023-04-03 20:00:00	ES	Futures	4604.07	4607.39	4601.85	4607.12	4655.0
2023-04-03 20:30:00	ES	Futures	4607.12	4607.67	4604.62	4606.29	2333.0
2023-04-03 21:00:00	ES	Futures	4606.29	4607.67	4605.18	4606.56	2536.0
2023-04-03 21:30:00	ES	Futures	4606.29	4606.56	4603.51	4603.79	3257.0
2023-04-03 22:00:00	ES	Futures	4604.07	4604.62	4601.29	4603.79	3585.0
2023-04-03 22:30:00	ES	Futures	4604.07	4604.07	4602.12	4602.96	1458.0
2023-04-03 23:00:00	ES	Futures	4602.96	4604.34	4602.4	4604.07	1814.0
2023-04-03 23:30:00	ES	Futures	4604.07	4606.56	4603.79	4606.29	2940.0
2023-04-03 00:00:00	NQ	Futures	14884.02	14894.72	14883.17	14889.09	1087.0
2023-04-03 00:30:00	NQ	Futures	14889.37	14897.25	14885.99	14894.15	1204.0
2023-04-03 01:00:00	NQ	Futures	14893.59	14895.56	14880.64	14889.93	1610.0
2023-04-03 01:30:00	NQ	Futures	14890.21	14898.38	14878.67	14887.68	2247.0

> showing 50 of 3,907 rows — these rows as CSV

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