PREVIEW / futures_30min / 2023-04-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-04.parquet
  size:    112 KB
  rows:    3,917

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
2023-04-04 00:00:00	ES	Futures	4606.56	4606.84	4604.62	4605.73	1709.0
2023-04-04 00:30:00	ES	Futures	4606.01	4609.61	4605.18	4606.56	3095.0
2023-04-04 01:00:00	ES	Futures	4606.84	4607.39	4604.9	4607.12	1679.0
2023-04-04 01:30:00	ES	Futures	4607.12	4607.39	4603.51	4605.45	2047.0
2023-04-04 02:00:00	ES	Futures	4605.45	4608.5	4602.4	4607.67	3642.0
2023-04-04 02:30:00	ES	Futures	4607.67	4609.34	4606.56	4608.78	2742.0
2023-04-04 03:00:00	ES	Futures	4609.06	4610.72	4604.07	4604.07	9525.0
2023-04-04 03:30:00	ES	Futures	4604.34	4606.01	4602.4	4604.34	6722.0
2023-04-04 04:00:00	ES	Futures	4604.62	4613.77	4604.34	4610.17	11473.0
2023-04-04 04:30:00	ES	Futures	4609.89	4611.83	4607.39	4609.34	4838.0
2023-04-04 05:00:00	ES	Futures	4609.34	4617.93	4609.34	4616.55	8687.0
2023-04-04 05:30:00	ES	Futures	4616.27	4623.76	4615.44	4622.09	11685.0
2023-04-04 06:00:00	ES	Futures	4622.09	4622.65	4619.32	4622.09	6171.0
2023-04-04 06:30:00	ES	Futures	4622.09	4628.2	4622.09	4624.31	14747.0
2023-04-04 07:00:00	ES	Futures	4624.59	4625.7	4620.15	4621.26	8264.0
2023-04-04 07:30:00	ES	Futures	4621.26	4623.2	4620.15	4621.54	6976.0
2023-04-04 08:00:00	ES	Futures	4621.26	4624.04	4620.98	4621.26	8096.0
2023-04-04 08:30:00	ES	Futures	4621.26	4621.54	4616.82	4619.88	11911.0
2023-04-04 09:00:00	ES	Futures	4620.15	4620.71	4614.61	4615.72	18392.0
2023-04-04 09:30:00	ES	Futures	4615.44	4616.27	4602.4	4608.5	138246.0
2023-04-04 10:00:00	ES	Futures	4609.06	4618.77	4596.86	4602.12	193075.0
2023-04-04 10:30:00	ES	Futures	4602.4	4608.78	4591.59	4593.53	128327.0
2023-04-04 11:00:00	ES	Futures	4593.53	4593.53	4576.61	4584.1	131314.0
2023-04-04 11:30:00	ES	Futures	4584.1	4586.87	4576.89	4577.16	90809.0
2023-04-04 12:00:00	ES	Futures	4577.44	4579.66	4565.51	4577.44	106782.0
2023-04-04 12:30:00	ES	Futures	4577.44	4580.21	4572.45	4577.72	69232.0
2023-04-04 13:00:00	ES	Futures	4578.0	4586.59	4575.22	4585.21	59554.0
2023-04-04 13:30:00	ES	Futures	4584.93	4588.53	4579.66	4581.88	54836.0
2023-04-04 14:00:00	ES	Futures	4581.6	4584.93	4573.0	4573.83	56649.0
2023-04-04 14:30:00	ES	Futures	4573.83	4579.1	4570.78	4572.45	66521.0
2023-04-04 15:00:00	ES	Futures	4572.45	4579.94	4570.23	4571.34	77114.0
2023-04-04 15:30:00	ES	Futures	4571.62	4582.16	4568.01	4582.16	138210.0
2023-04-04 16:00:00	ES	Futures	4581.88	4584.37	4580.77	4583.54	41981.0
2023-04-04 16:30:00	ES	Futures	4583.54	4585.48	4582.99	4585.21	6451.0
2023-04-04 18:00:00	ES	Futures	4586.32	4586.87	4583.54	4584.37	2492.0
2023-04-04 18:30:00	ES	Futures	4584.37	4586.59	4584.1	4585.21	1710.0
2023-04-04 19:00:00	ES	Futures	4585.21	4586.32	4584.93	4586.32	1250.0
2023-04-04 19:30:00	ES	Futures	4586.32	4587.7	4585.21	4586.04	1922.0
2023-04-04 20:00:00	ES	Futures	4585.76	4587.98	4585.48	4586.04	3758.0
2023-04-04 20:30:00	ES	Futures	4586.32	4587.7	4584.37	4584.65	2463.0
2023-04-04 21:00:00	ES	Futures	4584.65	4586.59	4582.71	4582.99	2603.0
2023-04-04 21:30:00	ES	Futures	4582.71	4584.65	4581.88	4581.88	3187.0
2023-04-04 22:00:00	ES	Futures	4581.88	4585.21	4581.6	4584.1	2757.0
2023-04-04 22:30:00	ES	Futures	4584.1	4586.32	4583.82	4585.76	1759.0
2023-04-04 23:00:00	ES	Futures	4585.76	4586.04	4584.93	4585.21	1029.0
2023-04-04 23:30:00	ES	Futures	4585.21	4585.48	4582.71	4582.99	1949.0
2023-04-04 00:00:00	NQ	Futures	14916.12	14918.65	14911.61	14917.81	1282.0
2023-04-04 00:30:00	NQ	Futures	14917.52	14935.54	14915.27	14922.03	1924.0
2023-04-04 01:00:00	NQ	Futures	14922.31	14923.44	14914.43	14920.34	1249.0
2023-04-04 01:30:00	NQ	Futures	14920.9	14922.59	14905.7	14913.3	1556.0

> showing 50 of 3,917 rows — these rows as CSV

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