PREVIEW / futures_30min / 2023-05-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-02.parquet
  size:    115 KB
  rows:    3,956

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
2023-05-02 00:00:00	ES	Futures	4641.79	4643.17	4640.68	4641.79	2281.0
2023-05-02 00:30:00	ES	Futures	4641.79	4643.17	4640.12	4642.06	3700.0
2023-05-02 01:00:00	ES	Futures	4641.79	4644.28	4641.23	4644.28	3402.0
2023-05-02 01:30:00	ES	Futures	4644.28	4645.67	4642.62	4642.62	2421.0
2023-05-02 02:00:00	ES	Futures	4642.62	4643.45	4640.12	4642.34	3758.0
2023-05-02 02:30:00	ES	Futures	4642.34	4647.33	4642.06	4646.22	3387.0
2023-05-02 03:00:00	ES	Futures	4645.95	4650.11	4641.23	4643.17	11911.0
2023-05-02 03:30:00	ES	Futures	4642.9	4643.73	4639.57	4639.84	7048.0
2023-05-02 04:00:00	ES	Futures	4639.84	4640.12	4635.68	4637.35	9802.0
2023-05-02 04:30:00	ES	Futures	4637.35	4639.57	4635.68	4636.79	4262.0
2023-05-02 05:00:00	ES	Futures	4636.52	4638.46	4634.58	4636.24	5687.0
2023-05-02 05:30:00	ES	Futures	4636.24	4640.95	4634.85	4637.07	5956.0
2023-05-02 06:00:00	ES	Futures	4637.07	4637.35	4632.63	4636.24	6698.0
2023-05-02 06:30:00	ES	Futures	4635.96	4638.18	4634.3	4637.07	3909.0
2023-05-02 07:00:00	ES	Futures	4637.07	4640.12	4636.24	4637.07	5373.0
2023-05-02 07:30:00	ES	Futures	4636.79	4637.9	4634.85	4636.52	4964.0
2023-05-02 08:00:00	ES	Futures	4636.52	4636.52	4632.36	4632.91	8292.0
2023-05-02 08:30:00	ES	Futures	4632.91	4636.24	4630.97	4633.19	10994.0
2023-05-02 09:00:00	ES	Futures	4633.47	4635.13	4630.69	4633.74	15365.0
2023-05-02 09:30:00	ES	Futures	4634.02	4634.3	4620.71	4623.2	155307.0
2023-05-02 10:00:00	ES	Futures	4623.2	4625.7	4586.32	4590.75	254296.0
2023-05-02 10:30:00	ES	Futures	4590.48	4590.75	4568.01	4569.12	226985.0
2023-05-02 11:00:00	ES	Futures	4569.12	4570.78	4558.58	4561.63	189985.0
2023-05-02 11:30:00	ES	Futures	4561.63	4573.0	4554.7	4564.96	156886.0
2023-05-02 12:00:00	ES	Futures	4564.96	4572.73	4561.63	4571.89	79390.0
2023-05-02 12:30:00	ES	Futures	4571.62	4577.72	4569.67	4575.78	68532.0
2023-05-02 13:00:00	ES	Futures	4575.78	4583.82	4573.56	4582.16	60609.0
2023-05-02 13:30:00	ES	Futures	4582.16	4593.8	4580.49	4588.81	79524.0
2023-05-02 14:00:00	ES	Futures	4588.81	4589.64	4577.16	4581.88	86860.0
2023-05-02 14:30:00	ES	Futures	4581.88	4592.69	4579.94	4591.86	76298.0
2023-05-02 15:00:00	ES	Futures	4591.86	4597.41	4586.59	4594.91	91922.0
2023-05-02 15:30:00	ES	Futures	4594.91	4594.91	4585.21	4589.92	172247.0
2023-05-02 16:00:00	ES	Futures	4589.64	4592.14	4588.26	4589.09	60199.0
2023-05-02 16:30:00	ES	Futures	4589.37	4589.92	4584.93	4585.48	22969.0
2023-05-02 18:00:00	ES	Futures	4585.48	4587.43	4583.82	4586.87	4073.0
2023-05-02 18:30:00	ES	Futures	4586.87	4588.26	4585.21	4585.76	1886.0
2023-05-02 19:00:00	ES	Futures	4586.04	4589.09	4584.93	4588.81	2115.0
2023-05-02 19:30:00	ES	Futures	4588.81	4591.31	4587.98	4591.03	2082.0
2023-05-02 20:00:00	ES	Futures	4591.03	4591.86	4588.26	4591.59	3567.0
2023-05-02 20:30:00	ES	Futures	4591.59	4596.02	4591.31	4594.91	3895.0
2023-05-02 21:00:00	ES	Futures	4594.91	4595.75	4592.42	4593.25	3015.0
2023-05-02 21:30:00	ES	Futures	4593.25	4594.08	4591.31	4592.97	2995.0
2023-05-02 22:00:00	ES	Futures	4592.69	4595.75	4592.69	4593.8	2176.0
2023-05-02 22:30:00	ES	Futures	4593.8	4596.3	4593.53	4594.91	2148.0
2023-05-02 23:00:00	ES	Futures	4594.91	4596.3	4593.53	4594.64	2358.0
2023-05-02 23:30:00	ES	Futures	4594.91	4596.58	4594.36	4596.3	1748.0
2023-05-02 00:00:00	NQ	Futures	14978.62	14983.97	14971.58	14977.49	1229.0
2023-05-02 00:30:00	NQ	Futures	14977.49	14984.53	14971.58	14976.93	1436.0
2023-05-02 01:00:00	NQ	Futures	14977.49	14991.85	14975.8	14989.32	1476.0
2023-05-02 01:30:00	NQ	Futures	14989.32	14995.51	14982.56	14984.53	1538.0

> showing 50 of 3,956 rows — these rows as CSV

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