PREVIEW / futures_30min / 2023-05-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-04.parquet
  size:    114 KB
  rows:    3,925

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
2023-05-04 00:00:00	ES	Futures	4562.46	4562.74	4559.14	4561.08	2779.0
2023-05-04 00:30:00	ES	Futures	4561.08	4568.57	4561.08	4565.79	5323.0
2023-05-04 01:00:00	ES	Futures	4565.79	4568.29	4565.79	4567.18	3156.0
2023-05-04 01:30:00	ES	Futures	4567.18	4568.01	4563.57	4566.62	4068.0
2023-05-04 02:00:00	ES	Futures	4566.62	4567.46	4558.03	4560.24	6303.0
2023-05-04 02:30:00	ES	Futures	4560.24	4563.57	4557.47	4562.74	4901.0
2023-05-04 03:00:00	ES	Futures	4563.02	4563.02	4546.65	4550.54	16469.0
2023-05-04 03:30:00	ES	Futures	4550.54	4566.07	4547.49	4563.85	15929.0
2023-05-04 04:00:00	ES	Futures	4563.85	4564.13	4555.25	4558.58	9485.0
2023-05-04 04:30:00	ES	Futures	4558.58	4559.14	4552.48	4554.14	8050.0
2023-05-04 05:00:00	ES	Futures	4554.14	4558.86	4552.76	4555.25	6938.0
2023-05-04 05:30:00	ES	Futures	4555.25	4556.92	4549.43	4550.81	10945.0
2023-05-04 06:00:00	ES	Futures	4550.54	4554.14	4544.44	4551.65	12434.0
2023-05-04 06:30:00	ES	Futures	4551.65	4553.31	4541.66	4544.99	11261.0
2023-05-04 07:00:00	ES	Futures	4544.99	4545.27	4538.61	4542.77	15657.0
2023-05-04 07:30:00	ES	Futures	4542.49	4545.82	4540.55	4542.22	10108.0
2023-05-04 08:00:00	ES	Futures	4541.94	4543.05	4533.34	4541.66	23525.0
2023-05-04 08:30:00	ES	Futures	4541.66	4550.26	4537.5	4543.33	24241.0
2023-05-04 09:00:00	ES	Futures	4543.05	4548.6	4540.27	4543.05	29211.0
2023-05-04 09:30:00	ES	Futures	4543.33	4546.65	4519.47	4527.52	210823.0
2023-05-04 10:00:00	ES	Futures	4527.52	4531.95	4509.77	4509.77	202505.0
2023-05-04 10:30:00	ES	Futures	4510.04	4529.46	4508.1	4519.2	186292.0
2023-05-04 11:00:00	ES	Futures	4519.47	4538.06	4516.15	4523.63	127526.0
2023-05-04 11:30:00	ES	Futures	4523.63	4526.41	4511.98	4513.93	80821.0
2023-05-04 12:00:00	ES	Futures	4513.65	4525.85	4506.72	4525.85	90171.0
2023-05-04 12:30:00	ES	Futures	4525.85	4530.57	4517.25	4530.29	72581.0
2023-05-04 13:00:00	ES	Futures	4530.01	4545.27	4527.24	4538.06	95682.0
2023-05-04 13:30:00	ES	Futures	4538.33	4543.6	4527.79	4534.17	75254.0
2023-05-04 14:00:00	ES	Futures	4534.17	4535.28	4522.8	4522.8	75413.0
2023-05-04 14:30:00	ES	Futures	4522.8	4527.79	4516.7	4523.91	83073.0
2023-05-04 15:00:00	ES	Futures	4523.63	4535.28	4516.42	4524.47	96941.0
2023-05-04 15:30:00	ES	Futures	4524.47	4535.56	4518.92	4523.36	173500.0
2023-05-04 16:00:00	ES	Futures	4523.08	4524.74	4516.98	4520.86	38624.0
2023-05-04 16:30:00	ES	Futures	4520.86	4531.12	4518.64	4520.31	28286.0
2023-05-04 18:00:00	ES	Futures	4523.36	4535.28	4522.8	4533.06	7963.0
2023-05-04 18:30:00	ES	Futures	4533.34	4535.56	4530.57	4535.28	3839.0
2023-05-04 19:00:00	ES	Futures	4535.28	4536.95	4532.79	4536.67	2955.0
2023-05-04 19:30:00	ES	Futures	4536.67	4538.06	4534.17	4534.73	2981.0
2023-05-04 20:00:00	ES	Futures	4534.73	4535.84	4529.74	4532.51	3235.0
2023-05-04 20:30:00	ES	Futures	4532.51	4541.38	4531.68	4538.61	4596.0
2023-05-04 21:00:00	ES	Futures	4538.61	4540.0	4536.11	4538.89	3088.0
2023-05-04 21:30:00	ES	Futures	4538.61	4540.83	4536.95	4539.72	3922.0
2023-05-04 22:00:00	ES	Futures	4539.72	4540.0	4536.67	4536.67	2671.0
2023-05-04 22:30:00	ES	Futures	4536.95	4538.33	4533.9	4536.95	3514.0
2023-05-04 23:00:00	ES	Futures	4536.95	4538.06	4536.67	4537.5	1422.0
2023-05-04 23:30:00	ES	Futures	4537.22	4540.55	4537.22	4540.27	2055.0
2023-05-04 00:00:00	NQ	Futures	14808.84	14809.69	14797.02	14804.06	1768.0
2023-05-04 00:30:00	NQ	Futures	14804.62	14829.96	14804.06	14819.26	2854.0
2023-05-04 01:00:00	NQ	Futures	14819.54	14828.83	14818.14	14823.48	2014.0
2023-05-04 01:30:00	NQ	Futures	14824.05	14826.58	14809.97	14819.26	1721.0

> showing 50 of 3,925 rows — these rows as CSV

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