PREVIEW / futures_30min / 2023-04-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-04-28.parquet
  size:    97 KB
  rows:    3,179

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
2023-04-28 00:00:00	ES	Futures	4602.12	4605.73	4601.57	4604.34	5036.0
2023-04-28 00:30:00	ES	Futures	4604.07	4604.9	4602.4	4603.51	1938.0
2023-04-28 01:00:00	ES	Futures	4603.23	4603.79	4601.02	4603.51	3148.0
2023-04-28 01:30:00	ES	Futures	4603.51	4610.17	4602.96	4608.23	6107.0
2023-04-28 02:00:00	ES	Futures	4607.95	4608.23	4602.12	4603.79	5111.0
2023-04-28 02:30:00	ES	Futures	4604.07	4604.07	4598.8	4598.8	7526.0
2023-04-28 03:00:00	ES	Futures	4599.07	4601.57	4593.8	4595.47	14199.0
2023-04-28 03:30:00	ES	Futures	4595.47	4598.24	4593.53	4595.19	8869.0
2023-04-28 04:00:00	ES	Futures	4595.19	4596.3	4589.92	4589.92	14422.0
2023-04-28 04:30:00	ES	Futures	4589.92	4591.31	4586.04	4587.7	11521.0
2023-04-28 05:00:00	ES	Futures	4587.98	4593.8	4583.54	4592.42	15646.0
2023-04-28 05:30:00	ES	Futures	4592.14	4594.08	4589.92	4591.86	6180.0
2023-04-28 06:00:00	ES	Futures	4591.86	4594.08	4590.2	4592.69	7570.0
2023-04-28 06:30:00	ES	Futures	4592.42	4592.97	4589.09	4589.37	5695.0
2023-04-28 07:00:00	ES	Futures	4589.37	4595.75	4589.09	4595.47	8001.0
2023-04-28 07:30:00	ES	Futures	4595.19	4596.02	4589.92	4590.48	13371.0
2023-04-28 08:00:00	ES	Futures	4590.75	4594.91	4587.98	4593.8	15332.0
2023-04-28 08:30:00	ES	Futures	4593.53	4599.63	4587.15	4596.3	36889.0
2023-04-28 09:00:00	ES	Futures	4596.3	4601.02	4595.75	4597.69	26190.0
2023-04-28 09:30:00	ES	Futures	4597.96	4612.39	4597.13	4609.89	128498.0
2023-04-28 10:00:00	ES	Futures	4609.89	4635.41	4607.39	4634.02	173861.0
2023-04-28 10:30:00	ES	Futures	4634.02	4635.13	4613.5	4617.66	168379.0
2023-04-28 11:00:00	ES	Futures	4617.66	4624.87	4607.12	4623.48	109932.0
2023-04-28 11:30:00	ES	Futures	4623.48	4636.24	4623.2	4634.85	73844.0
2023-04-28 12:00:00	ES	Futures	4634.85	4638.74	4630.41	4637.07	65953.0
2023-04-28 12:30:00	ES	Futures	4637.07	4643.73	4632.63	4642.9	60497.0
2023-04-28 13:00:00	ES	Futures	4642.9	4643.45	4636.79	4642.62	53933.0
2023-04-28 13:30:00	ES	Futures	4642.9	4643.73	4632.63	4636.79	66210.0
2023-04-28 14:00:00	ES	Futures	4637.07	4643.17	4633.19	4635.41	72407.0
2023-04-28 14:30:00	ES	Futures	4635.41	4636.52	4627.64	4635.41	78444.0
2023-04-28 15:00:00	ES	Futures	4635.41	4644.28	4634.3	4636.52	80793.0
2023-04-28 15:30:00	ES	Futures	4636.52	4648.44	4633.47	4647.89	197752.0
2023-04-28 16:00:00	ES	Futures	4647.89	4652.6	4646.5	4648.72	76481.0
2023-04-28 16:30:00	ES	Futures	4648.72	4650.38	4647.33	4649.27	20665.0
2023-04-28 00:00:00	NQ	Futures	14867.41	14884.02	14864.87	14879.8	2746.0
2023-04-28 00:30:00	NQ	Futures	14879.8	14882.61	14869.94	14874.45	1191.0
2023-04-28 01:00:00	NQ	Futures	14874.16	14880.36	14866.56	14878.39	1481.0
2023-04-28 01:30:00	NQ	Futures	14878.95	14906.54	14877.26	14892.18	3381.0
2023-04-28 02:00:00	NQ	Futures	14892.75	14894.15	14873.04	14880.36	2721.0
2023-04-28 02:30:00	NQ	Futures	14880.08	14882.61	14864.31	14865.15	2864.0
2023-04-28 03:00:00	NQ	Futures	14865.72	14877.82	14844.32	14861.78	5749.0
2023-04-28 03:30:00	NQ	Futures	14861.78	14878.11	14852.2	14862.62	3519.0
2023-04-28 04:00:00	NQ	Futures	14862.9	14872.47	14849.67	14849.67	5481.0
2023-04-28 04:30:00	NQ	Futures	14849.39	14857.55	14843.48	14853.61	4229.0
2023-04-28 05:00:00	NQ	Futures	14853.89	14864.87	14837.56	14857.27	4280.0
2023-04-28 05:30:00	NQ	Futures	14856.71	14860.93	14846.01	14852.77	2541.0
2023-04-28 06:00:00	NQ	Futures	14852.77	14864.03	14843.76	14860.37	3070.0
2023-04-28 06:30:00	NQ	Futures	14860.37	14863.18	14852.2	14856.43	2053.0
2023-04-28 07:00:00	NQ	Futures	14855.86	14871.35	14853.89	14869.66	3859.0
2023-04-28 07:30:00	NQ	Futures	14869.94	14875.01	14850.23	14850.23	5270.0

> showing 50 of 3,179 rows — these rows as CSV

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