PREVIEW / futures_30min / 2023-04-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-21.parquet
  size:    90 KB
  rows:    3,059

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
2023-04-21 00:00:00	ES	Futures	4609.34	4609.61	4606.29	4606.84	1631.0
2023-04-21 00:30:00	ES	Futures	4606.84	4606.84	4605.45	4605.45	2751.0
2023-04-21 01:00:00	ES	Futures	4605.73	4607.39	4605.18	4606.56	2793.0
2023-04-21 01:30:00	ES	Futures	4606.29	4607.95	4605.18	4605.73	3348.0
2023-04-21 02:00:00	ES	Futures	4606.01	4607.67	4604.07	4604.9	3555.0
2023-04-21 02:30:00	ES	Futures	4604.62	4604.62	4599.07	4599.91	6803.0
2023-04-21 03:00:00	ES	Futures	4599.63	4604.07	4599.63	4600.18	8415.0
2023-04-21 03:30:00	ES	Futures	4599.91	4603.23	4594.64	4602.12	11616.0
2023-04-21 04:00:00	ES	Futures	4602.12	4607.67	4600.74	4603.51	7923.0
2023-04-21 04:30:00	ES	Futures	4603.51	4609.06	4599.91	4608.23	7820.0
2023-04-21 05:00:00	ES	Futures	4608.23	4610.45	4605.45	4607.39	6594.0
2023-04-21 05:30:00	ES	Futures	4607.12	4610.72	4604.34	4604.9	6223.0
2023-04-21 06:00:00	ES	Futures	4604.9	4606.29	4599.91	4600.74	6418.0
2023-04-21 06:30:00	ES	Futures	4600.46	4601.29	4594.36	4595.75	11759.0
2023-04-21 07:00:00	ES	Futures	4595.75	4599.63	4592.97	4597.13	10594.0
2023-04-21 07:30:00	ES	Futures	4597.13	4599.91	4596.3	4599.07	7125.0
2023-04-21 08:00:00	ES	Futures	4598.8	4606.29	4596.02	4606.01	17821.0
2023-04-21 08:30:00	ES	Futures	4605.73	4609.06	4604.07	4608.23	15253.0
2023-04-21 09:00:00	ES	Futures	4607.95	4614.05	4607.12	4610.45	36255.0
2023-04-21 09:30:00	ES	Futures	4610.45	4611.28	4595.75	4596.3	193882.0
2023-04-21 10:00:00	ES	Futures	4596.3	4613.22	4590.48	4609.06	189097.0
2023-04-21 10:30:00	ES	Futures	4609.06	4611.55	4587.7	4594.64	160135.0
2023-04-21 11:00:00	ES	Futures	4594.64	4604.34	4593.8	4600.18	106572.0
2023-04-21 11:30:00	ES	Futures	4600.46	4607.67	4594.91	4605.45	97977.0
2023-04-21 12:00:00	ES	Futures	4605.73	4608.5	4601.29	4602.12	69494.0
2023-04-21 12:30:00	ES	Futures	4602.4	4605.73	4599.91	4603.79	50564.0
2023-04-21 13:00:00	ES	Futures	4604.07	4608.5	4601.02	4602.96	53898.0
2023-04-21 13:30:00	ES	Futures	4603.23	4612.66	4602.68	4610.72	67374.0
2023-04-21 14:00:00	ES	Futures	4611.0	4616.27	4610.72	4612.11	60670.0
2023-04-21 14:30:00	ES	Futures	4612.11	4613.77	4605.18	4608.78	60131.0
2023-04-21 15:00:00	ES	Futures	4608.5	4610.72	4601.29	4606.29	72523.0
2023-04-21 15:30:00	ES	Futures	4606.01	4613.22	4602.96	4610.72	139905.0
2023-04-21 16:00:00	ES	Futures	4610.45	4612.11	4607.39	4607.67	46556.0
2023-04-21 16:30:00	ES	Futures	4607.67	4609.34	4607.39	4607.67	11869.0
2023-04-21 00:00:00	NQ	Futures	14744.93	14746.06	14734.51	14737.33	803.0
2023-04-21 00:30:00	NQ	Futures	14737.61	14738.46	14730.85	14733.11	1009.0
2023-04-21 01:00:00	NQ	Futures	14733.67	14742.96	14731.7	14737.33	1199.0
2023-04-21 01:30:00	NQ	Futures	14737.05	14740.43	14730.85	14734.51	1479.0
2023-04-21 02:00:00	NQ	Futures	14733.95	14742.96	14725.5	14731.14	2166.0
2023-04-21 02:30:00	NQ	Futures	14730.29	14730.29	14702.7	14711.15	3869.0
2023-04-21 03:00:00	NQ	Futures	14711.43	14722.69	14703.54	14706.08	4266.0
2023-04-21 03:30:00	NQ	Futures	14705.51	14713.4	14682.99	14708.33	5418.0
2023-04-21 04:00:00	NQ	Futures	14708.33	14736.2	14706.36	14718.75	4418.0
2023-04-21 04:30:00	NQ	Futures	14719.31	14737.33	14700.73	14735.92	4190.0
2023-04-21 05:00:00	NQ	Futures	14734.8	14743.81	14720.44	14725.22	3613.0
2023-04-21 05:30:00	NQ	Futures	14724.94	14737.33	14714.52	14717.9	3131.0
2023-04-21 06:00:00	NQ	Futures	14718.18	14719.31	14693.97	14694.25	3842.0
2023-04-21 06:30:00	NQ	Futures	14694.82	14698.19	14652.02	14655.12	8556.0
2023-04-21 07:00:00	NQ	Futures	14655.68	14673.98	14646.39	14662.72	6090.0
2023-04-21 07:30:00	NQ	Futures	14662.44	14677.64	14658.49	14666.66	4385.0

> showing 50 of 3,059 rows — these rows as CSV

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