PREVIEW / futures_30min / 2023-05-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-03.parquet
  size:    116 KB
  rows:    3,992

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
2023-05-03 00:00:00	ES	Futures	4596.3	4596.58	4594.36	4596.02	2260.0
2023-05-03 00:30:00	ES	Futures	4596.02	4596.02	4594.64	4596.02	949.0
2023-05-03 01:00:00	ES	Futures	4595.75	4599.35	4595.75	4596.58	4060.0
2023-05-03 01:30:00	ES	Futures	4596.86	4598.8	4595.19	4597.96	2454.0
2023-05-03 02:00:00	ES	Futures	4597.69	4599.35	4595.47	4598.8	4336.0
2023-05-03 02:30:00	ES	Futures	4599.07	4599.35	4596.02	4597.13	4422.0
2023-05-03 03:00:00	ES	Futures	4597.41	4601.57	4594.64	4598.8	11432.0
2023-05-03 03:30:00	ES	Futures	4598.8	4600.18	4594.08	4594.36	6490.0
2023-05-03 04:00:00	ES	Futures	4594.91	4598.24	4592.97	4593.25	8495.0
2023-05-03 04:30:00	ES	Futures	4593.25	4597.69	4592.97	4595.19	4720.0
2023-05-03 05:00:00	ES	Futures	4594.91	4597.69	4594.64	4595.47	3775.0
2023-05-03 05:30:00	ES	Futures	4595.47	4596.3	4592.14	4595.47	4175.0
2023-05-03 06:00:00	ES	Futures	4595.47	4600.18	4595.47	4598.24	8078.0
2023-05-03 06:30:00	ES	Futures	4598.24	4600.46	4593.53	4594.91	5505.0
2023-05-03 07:00:00	ES	Futures	4594.91	4600.46	4594.36	4599.63	5228.0
2023-05-03 07:30:00	ES	Futures	4599.63	4601.85	4597.13	4598.52	8161.0
2023-05-03 08:00:00	ES	Futures	4598.24	4603.51	4595.75	4600.74	14911.0
2023-05-03 08:30:00	ES	Futures	4600.46	4602.12	4592.97	4593.53	13687.0
2023-05-03 09:00:00	ES	Futures	4593.53	4598.52	4591.31	4594.36	20090.0
2023-05-03 09:30:00	ES	Futures	4594.64	4609.06	4592.97	4603.79	123799.0
2023-05-03 10:00:00	ES	Futures	4603.79	4607.12	4594.64	4595.47	100615.0
2023-05-03 10:30:00	ES	Futures	4595.19	4597.69	4584.93	4589.09	107509.0
2023-05-03 11:00:00	ES	Futures	4588.81	4590.48	4582.71	4586.59	78091.0
2023-05-03 11:30:00	ES	Futures	4586.59	4596.58	4584.37	4596.02	57828.0
2023-05-03 12:00:00	ES	Futures	4596.02	4599.35	4591.03	4599.07	46070.0
2023-05-03 12:30:00	ES	Futures	4599.07	4603.23	4595.47	4603.23	33446.0
2023-05-03 13:00:00	ES	Futures	4603.51	4607.39	4601.02	4606.84	39644.0
2023-05-03 13:30:00	ES	Futures	4606.84	4608.23	4600.74	4603.51	35772.0
2023-05-03 14:00:00	ES	Futures	4604.07	4619.88	4591.86	4608.5	131206.0
2023-05-03 14:30:00	ES	Futures	4608.5	4622.93	4582.99	4604.07	231128.0
2023-05-03 15:00:00	ES	Futures	4604.34	4614.05	4565.24	4566.35	186448.0
2023-05-03 15:30:00	ES	Futures	4566.35	4568.57	4554.14	4556.92	193165.0
2023-05-03 16:00:00	ES	Futures	4556.92	4567.46	4554.14	4563.85	48938.0
2023-05-03 16:30:00	ES	Futures	4564.13	4565.79	4543.05	4544.44	31921.0
2023-05-03 18:00:00	ES	Futures	4534.17	4538.33	4521.41	4531.68	19272.0
2023-05-03 18:30:00	ES	Futures	4531.68	4537.22	4530.01	4536.95	8256.0
2023-05-03 19:00:00	ES	Futures	4536.67	4539.44	4533.34	4538.89	5399.0
2023-05-03 19:30:00	ES	Futures	4538.89	4541.66	4537.78	4541.38	4769.0
2023-05-03 20:00:00	ES	Futures	4541.38	4546.93	4541.11	4544.44	7349.0
2023-05-03 20:30:00	ES	Futures	4544.44	4546.38	4543.33	4544.71	3913.0
2023-05-03 21:00:00	ES	Futures	4544.71	4550.54	4543.6	4550.54	5596.0
2023-05-03 21:30:00	ES	Futures	4550.54	4554.42	4550.26	4553.03	6687.0
2023-05-03 22:00:00	ES	Futures	4553.03	4557.47	4552.76	4556.92	5901.0
2023-05-03 22:30:00	ES	Futures	4556.64	4563.02	4555.81	4561.63	6267.0
2023-05-03 23:00:00	ES	Futures	4561.91	4564.4	4560.8	4561.35	3665.0
2023-05-03 23:30:00	ES	Futures	4561.35	4563.57	4561.35	4562.74	2635.0
2023-05-03 00:00:00	NQ	Futures	14852.77	14855.86	14846.01	14851.92	824.0
2023-05-03 00:30:00	NQ	Futures	14851.92	14853.33	14847.7	14850.51	530.0
2023-05-03 01:00:00	NQ	Futures	14851.36	14862.34	14842.63	14847.14	2186.0
2023-05-03 01:30:00	NQ	Futures	14846.57	14854.74	14841.5	14852.2	1346.0

> showing 50 of 3,992 rows — these rows as CSV

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