PREVIEW / futures_30min / 2023-04-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-27.parquet
  size:    110 KB
  rows:    3,901

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
2023-04-27 00:00:00	ES	Futures	4531.68	4535.01	4531.68	4534.45	1704.0
2023-04-27 00:30:00	ES	Futures	4534.45	4536.11	4533.9	4535.84	1702.0
2023-04-27 01:00:00	ES	Futures	4536.11	4536.11	4533.34	4535.28	2086.0
2023-04-27 01:30:00	ES	Futures	4535.56	4539.44	4535.28	4538.33	4629.0
2023-04-27 02:00:00	ES	Futures	4538.33	4540.27	4536.95	4537.78	4617.0
2023-04-27 02:30:00	ES	Futures	4537.78	4538.89	4536.11	4537.78	2935.0
2023-04-27 03:00:00	ES	Futures	4538.06	4543.6	4534.73	4541.66	12438.0
2023-04-27 03:30:00	ES	Futures	4541.94	4545.54	4540.27	4544.44	7855.0
2023-04-27 04:00:00	ES	Futures	4544.44	4544.99	4540.27	4542.49	6897.0
2023-04-27 04:30:00	ES	Futures	4542.77	4544.71	4541.94	4544.16	4600.0
2023-04-27 05:00:00	ES	Futures	4544.16	4545.27	4541.66	4543.33	3819.0
2023-04-27 05:30:00	ES	Futures	4543.33	4545.54	4541.66	4543.05	4149.0
2023-04-27 06:00:00	ES	Futures	4542.77	4543.6	4540.83	4542.49	4939.0
2023-04-27 06:30:00	ES	Futures	4542.49	4546.93	4542.49	4546.65	9855.0
2023-04-27 07:00:00	ES	Futures	4546.65	4549.98	4545.27	4548.04	9594.0
2023-04-27 07:30:00	ES	Futures	4548.04	4549.15	4544.44	4546.93	7691.0
2023-04-27 08:00:00	ES	Futures	4546.65	4552.48	4546.38	4549.15	14249.0
2023-04-27 08:30:00	ES	Futures	4549.43	4554.97	4536.95	4548.6	47858.0
2023-04-27 09:00:00	ES	Futures	4548.6	4553.03	4545.82	4548.32	33935.0
2023-04-27 09:30:00	ES	Futures	4548.32	4558.03	4545.54	4554.7	173144.0
2023-04-27 10:00:00	ES	Futures	4554.42	4565.24	4552.76	4561.63	132402.0
2023-04-27 10:30:00	ES	Futures	4561.63	4565.79	4554.97	4556.36	95128.0
2023-04-27 11:00:00	ES	Futures	4556.36	4570.23	4553.31	4568.57	92271.0
2023-04-27 11:30:00	ES	Futures	4568.29	4573.28	4565.24	4572.73	84613.0
2023-04-27 12:00:00	ES	Futures	4572.73	4578.55	4572.73	4576.89	74415.0
2023-04-27 12:30:00	ES	Futures	4576.61	4580.49	4575.22	4579.38	46764.0
2023-04-27 13:00:00	ES	Futures	4579.38	4583.54	4578.27	4582.99	47950.0
2023-04-27 13:30:00	ES	Futures	4582.99	4595.19	4582.99	4590.75	82773.0
2023-04-27 14:00:00	ES	Futures	4591.03	4602.68	4590.48	4601.02	69981.0
2023-04-27 14:30:00	ES	Futures	4601.02	4610.45	4599.63	4609.89	109908.0
2023-04-27 15:00:00	ES	Futures	4610.17	4612.39	4605.45	4608.5	85381.0
2023-04-27 15:30:00	ES	Futures	4608.23	4612.11	4605.45	4608.5	187645.0
2023-04-27 16:00:00	ES	Futures	4608.5	4622.37	4602.4	4611.55	102313.0
2023-04-27 16:30:00	ES	Futures	4611.55	4616.55	4610.17	4612.94	20714.0
2023-04-27 18:00:00	ES	Futures	4605.18	4607.39	4601.29	4601.85	9221.0
2023-04-27 18:30:00	ES	Futures	4601.85	4604.07	4601.29	4603.51	3351.0
2023-04-27 19:00:00	ES	Futures	4603.79	4607.12	4603.23	4604.07	3518.0
2023-04-27 19:30:00	ES	Futures	4603.79	4604.62	4602.12	4602.68	2477.0
2023-04-27 20:00:00	ES	Futures	4602.68	4603.23	4600.74	4602.68	4355.0
2023-04-27 20:30:00	ES	Futures	4602.4	4604.34	4601.29	4602.68	3215.0
2023-04-27 21:00:00	ES	Futures	4602.4	4603.51	4601.57	4603.23	2658.0
2023-04-27 21:30:00	ES	Futures	4603.23	4608.78	4599.35	4606.29	8528.0
2023-04-27 22:00:00	ES	Futures	4606.29	4607.95	4604.62	4607.67	2818.0
2023-04-27 22:30:00	ES	Futures	4607.67	4608.5	4606.84	4606.84	1809.0
2023-04-27 23:00:00	ES	Futures	4607.12	4607.39	4601.02	4602.96	3435.0
2023-04-27 23:30:00	ES	Futures	4602.96	4603.23	4601.57	4602.12	2065.0
2023-04-27 00:00:00	NQ	Futures	14587.82	14604.72	14586.42	14604.15	1510.0
2023-04-27 00:30:00	NQ	Futures	14603.59	14610.63	14600.49	14609.79	1549.0
2023-04-27 01:00:00	NQ	Futures	14610.07	14610.07	14599.37	14606.69	1411.0
2023-04-27 01:30:00	NQ	Futures	14607.53	14623.02	14606.97	14617.11	2697.0

> showing 50 of 3,901 rows — these rows as CSV

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