PREVIEW / futures_30min / 2023-04-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-24.parquet
  size:    107 KB
  rows:    3,860

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
2023-04-24 00:00:00	ES	Futures	4597.41	4597.96	4596.3	4597.96	1300.0
2023-04-24 00:30:00	ES	Futures	4597.69	4597.96	4594.91	4596.02	2014.0
2023-04-24 01:00:00	ES	Futures	4596.02	4596.3	4593.8	4595.47	2917.0
2023-04-24 01:30:00	ES	Futures	4595.47	4595.75	4591.03	4591.59	5067.0
2023-04-24 02:00:00	ES	Futures	4591.86	4592.14	4585.76	4590.2	9952.0
2023-04-24 02:30:00	ES	Futures	4589.92	4591.03	4587.43	4589.64	4225.0
2023-04-24 03:00:00	ES	Futures	4589.64	4593.8	4586.04	4592.42	10043.0
2023-04-24 03:30:00	ES	Futures	4592.42	4594.91	4592.14	4593.53	5599.0
2023-04-24 04:00:00	ES	Futures	4593.53	4597.13	4592.42	4593.53	5946.0
2023-04-24 04:30:00	ES	Futures	4593.25	4594.36	4591.31	4593.8	3703.0
2023-04-24 05:00:00	ES	Futures	4593.53	4603.23	4592.69	4602.12	8575.0
2023-04-24 05:30:00	ES	Futures	4602.4	4603.23	4601.02	4601.29	5004.0
2023-04-24 06:00:00	ES	Futures	4601.57	4602.68	4599.91	4601.29	3731.0
2023-04-24 06:30:00	ES	Futures	4601.29	4605.73	4600.74	4605.18	5688.0
2023-04-24 07:00:00	ES	Futures	4605.18	4609.34	4604.07	4607.67	10377.0
2023-04-24 07:30:00	ES	Futures	4607.67	4611.0	4606.56	4607.67	9547.0
2023-04-24 08:00:00	ES	Futures	4607.39	4609.34	4605.45	4606.56	7246.0
2023-04-24 08:30:00	ES	Futures	4606.29	4611.83	4604.62	4610.17	13831.0
2023-04-24 09:00:00	ES	Futures	4610.17	4612.11	4607.12	4607.95	15248.0
2023-04-24 09:30:00	ES	Futures	4607.95	4618.77	4607.12	4615.99	137368.0
2023-04-24 10:00:00	ES	Futures	4615.99	4619.6	4612.39	4618.77	85195.0
2023-04-24 10:30:00	ES	Futures	4618.77	4619.88	4600.74	4603.23	155300.0
2023-04-24 11:00:00	ES	Futures	4603.23	4604.62	4597.69	4599.07	87033.0
2023-04-24 11:30:00	ES	Futures	4599.07	4602.4	4594.08	4595.19	75493.0
2023-04-24 12:00:00	ES	Futures	4595.19	4601.29	4591.86	4601.02	65745.0
2023-04-24 12:30:00	ES	Futures	4601.02	4604.9	4600.18	4604.34	49537.0
2023-04-24 13:00:00	ES	Futures	4604.34	4605.73	4600.74	4604.9	42343.0
2023-04-24 13:30:00	ES	Futures	4605.18	4611.0	4604.34	4609.89	58758.0
2023-04-24 14:00:00	ES	Futures	4609.89	4612.39	4606.29	4607.95	71185.0
2023-04-24 14:30:00	ES	Futures	4608.23	4609.34	4604.34	4608.78	48507.0
2023-04-24 15:00:00	ES	Futures	4608.78	4614.05	4608.78	4611.0	61812.0
2023-04-24 15:30:00	ES	Futures	4611.28	4615.72	4609.61	4615.72	132574.0
2023-04-24 16:00:00	ES	Futures	4615.44	4617.1	4612.39	4616.27	37551.0
2023-04-24 16:30:00	ES	Futures	4616.55	4616.55	4611.28	4612.39	14998.0
2023-04-24 18:00:00	ES	Futures	4612.11	4613.5	4610.45	4611.55	3348.0
2023-04-24 18:30:00	ES	Futures	4611.83	4612.39	4609.89	4610.17	1134.0
2023-04-24 19:00:00	ES	Futures	4610.17	4611.55	4609.89	4610.72	1198.0
2023-04-24 19:30:00	ES	Futures	4610.72	4612.66	4610.45	4610.72	1578.0
2023-04-24 20:00:00	ES	Futures	4610.45	4613.22	4608.78	4609.89	2973.0
2023-04-24 20:30:00	ES	Futures	4609.61	4610.72	4608.78	4609.34	2162.0
2023-04-24 21:00:00	ES	Futures	4609.06	4612.11	4609.06	4612.11	2287.0
2023-04-24 21:30:00	ES	Futures	4612.11	4612.11	4607.12	4607.39	3444.0
2023-04-24 22:00:00	ES	Futures	4607.12	4607.67	4605.18	4606.01	3829.0
2023-04-24 22:30:00	ES	Futures	4606.01	4606.29	4604.34	4605.18	2358.0
2023-04-24 23:00:00	ES	Futures	4605.18	4606.84	4604.34	4605.18	2582.0
2023-04-24 23:30:00	ES	Futures	4605.18	4605.18	4601.57	4602.12	3590.0
2023-04-24 00:00:00	NQ	Futures	14699.04	14700.45	14690.87	14698.19	1334.0
2023-04-24 00:30:00	NQ	Futures	14697.91	14699.32	14687.78	14692.28	845.0
2023-04-24 01:00:00	NQ	Futures	14691.72	14692.84	14681.58	14690.03	1588.0
2023-04-24 01:30:00	NQ	Futures	14690.31	14690.87	14671.45	14673.14	2039.0

> showing 50 of 3,860 rows — these rows as CSV

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