PREVIEW / futures_30min / 2023-05-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-05.parquet
  size:    96 KB
  rows:    3,165

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
2023-05-05 00:00:00	ES	Futures	4540.27	4540.27	4538.61	4539.44	1460.0
2023-05-05 00:30:00	ES	Futures	4539.44	4540.27	4538.89	4540.0	1180.0
2023-05-05 01:00:00	ES	Futures	4539.72	4540.27	4538.33	4538.89	1518.0
2023-05-05 01:30:00	ES	Futures	4538.61	4538.89	4536.11	4537.78	1735.0
2023-05-05 02:00:00	ES	Futures	4537.78	4539.72	4534.73	4539.44	3995.0
2023-05-05 02:30:00	ES	Futures	4539.44	4541.94	4538.06	4541.66	3682.0
2023-05-05 03:00:00	ES	Futures	4541.38	4543.6	4533.9	4541.94	10674.0
2023-05-05 03:30:00	ES	Futures	4541.94	4542.22	4536.39	4537.78	6718.0
2023-05-05 04:00:00	ES	Futures	4537.5	4539.72	4532.51	4536.67	7249.0
2023-05-05 04:30:00	ES	Futures	4536.67	4544.71	4535.01	4543.05	8895.0
2023-05-05 05:00:00	ES	Futures	4543.33	4543.6	4539.72	4542.77	6594.0
2023-05-05 05:30:00	ES	Futures	4542.77	4545.54	4540.83	4544.44	5975.0
2023-05-05 06:00:00	ES	Futures	4544.71	4548.6	4544.16	4548.04	7762.0
2023-05-05 06:30:00	ES	Futures	4548.32	4552.48	4546.38	4549.43	7861.0
2023-05-05 07:00:00	ES	Futures	4549.43	4556.08	4547.76	4555.25	10360.0
2023-05-05 07:30:00	ES	Futures	4555.53	4556.92	4550.26	4554.14	13140.0
2023-05-05 08:00:00	ES	Futures	4554.42	4557.47	4551.09	4553.87	15233.0
2023-05-05 08:30:00	ES	Futures	4554.14	4563.02	4541.11	4553.87	77833.0
2023-05-05 09:00:00	ES	Futures	4553.59	4565.24	4553.31	4564.4	34993.0
2023-05-05 09:30:00	ES	Futures	4564.68	4580.49	4561.35	4578.0	202623.0
2023-05-05 10:00:00	ES	Futures	4578.0	4589.37	4577.16	4585.48	130470.0
2023-05-05 10:30:00	ES	Futures	4585.76	4594.91	4585.76	4588.81	88931.0
2023-05-05 11:00:00	ES	Futures	4588.53	4593.25	4584.1	4591.59	78385.0
2023-05-05 11:30:00	ES	Futures	4591.31	4591.86	4584.65	4587.98	49017.0
2023-05-05 12:00:00	ES	Futures	4588.26	4589.37	4582.99	4585.76	49420.0
2023-05-05 12:30:00	ES	Futures	4585.76	4589.37	4578.83	4589.09	55641.0
2023-05-05 13:00:00	ES	Futures	4589.09	4594.36	4588.81	4593.53	48262.0
2023-05-05 13:30:00	ES	Futures	4593.53	4599.35	4593.25	4597.69	52478.0
2023-05-05 14:00:00	ES	Futures	4597.96	4606.84	4597.13	4604.9	68216.0
2023-05-05 14:30:00	ES	Futures	4604.9	4618.77	4604.9	4613.77	91497.0
2023-05-05 15:00:00	ES	Futures	4613.77	4616.27	4607.39	4611.55	65897.0
2023-05-05 15:30:00	ES	Futures	4611.83	4612.94	4601.29	4606.01	166191.0
2023-05-05 16:00:00	ES	Futures	4605.73	4607.39	4600.74	4604.07	57058.0
2023-05-05 16:30:00	ES	Futures	4604.07	4604.62	4600.46	4602.96	14751.0
2023-05-05 00:00:00	NQ	Futures	14765.77	14766.33	14759.85	14762.11	587.0
2023-05-05 00:30:00	NQ	Futures	14761.82	14763.8	14757.04	14762.67	504.0
2023-05-05 01:00:00	NQ	Futures	14761.82	14764.92	14758.16	14761.54	731.0
2023-05-05 01:30:00	NQ	Futures	14761.54	14762.39	14749.72	14753.38	993.0
2023-05-05 02:00:00	NQ	Futures	14753.38	14759.01	14741.55	14753.94	2032.0
2023-05-05 02:30:00	NQ	Futures	14753.94	14762.95	14750.0	14762.67	1137.0
2023-05-05 03:00:00	NQ	Futures	14761.26	14767.17	14726.63	14755.63	4330.0
2023-05-05 03:30:00	NQ	Futures	14755.07	14759.01	14739.02	14750.56	2174.0
2023-05-05 04:00:00	NQ	Futures	14750.0	14760.42	14736.48	14749.72	2655.0
2023-05-05 04:30:00	NQ	Futures	14749.72	14768.02	14744.93	14761.54	3094.0
2023-05-05 05:00:00	NQ	Futures	14761.54	14772.81	14756.48	14770.27	2374.0
2023-05-05 05:30:00	NQ	Futures	14771.12	14781.81	14763.8	14779.28	2908.0
2023-05-05 06:00:00	NQ	Futures	14779.56	14786.04	14773.93	14780.69	3063.0
2023-05-05 06:30:00	NQ	Futures	14780.41	14793.64	14774.78	14779.84	2828.0
2023-05-05 07:00:00	NQ	Futures	14780.13	14798.71	14776.18	14797.02	3496.0
2023-05-05 07:30:00	NQ	Futures	14797.58	14799.27	14779.28	14791.95	3754.0

> showing 50 of 3,165 rows — these rows as CSV

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