PREVIEW / futures_30min / 2023-05-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-09.parquet
  size:    105 KB
  rows:    3,861

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
2023-05-09 00:00:00	ES	Futures	4605.73	4606.84	4605.18	4606.84	1123.0
2023-05-09 00:30:00	ES	Futures	4606.84	4607.39	4605.18	4605.73	1083.0
2023-05-09 01:00:00	ES	Futures	4605.73	4607.12	4604.34	4607.12	1482.0
2023-05-09 01:30:00	ES	Futures	4606.84	4607.12	4604.34	4604.9	1695.0
2023-05-09 02:00:00	ES	Futures	4604.9	4604.9	4601.29	4601.85	3715.0
2023-05-09 02:30:00	ES	Futures	4601.85	4603.51	4600.46	4600.74	3221.0
2023-05-09 03:00:00	ES	Futures	4601.02	4601.85	4597.69	4600.46	8581.0
2023-05-09 03:30:00	ES	Futures	4600.18	4600.18	4596.3	4597.13	5297.0
2023-05-09 04:00:00	ES	Futures	4597.41	4599.91	4591.86	4592.14	6240.0
2023-05-09 04:30:00	ES	Futures	4591.86	4592.69	4587.98	4590.48	10968.0
2023-05-09 05:00:00	ES	Futures	4590.2	4592.69	4588.53	4589.92	4816.0
2023-05-09 05:30:00	ES	Futures	4589.92	4591.86	4587.15	4591.31	6675.0
2023-05-09 06:00:00	ES	Futures	4591.59	4592.42	4588.53	4589.37	4884.0
2023-05-09 06:30:00	ES	Futures	4589.37	4591.59	4587.98	4590.2	4119.0
2023-05-09 07:00:00	ES	Futures	4590.2	4591.31	4586.87	4588.81	7708.0
2023-05-09 07:30:00	ES	Futures	4588.53	4590.48	4586.32	4589.37	9055.0
2023-05-09 08:00:00	ES	Futures	4589.37	4593.25	4588.26	4592.69	7874.0
2023-05-09 08:30:00	ES	Futures	4592.69	4592.97	4587.98	4589.09	12461.0
2023-05-09 09:00:00	ES	Futures	4589.09	4590.75	4587.43	4587.7	16209.0
2023-05-09 09:30:00	ES	Futures	4587.98	4594.08	4582.99	4593.8	127358.0
2023-05-09 10:00:00	ES	Futures	4593.53	4596.02	4584.93	4589.92	90229.0
2023-05-09 10:30:00	ES	Futures	4589.92	4594.08	4585.76	4590.75	62959.0
2023-05-09 11:00:00	ES	Futures	4590.75	4594.91	4586.32	4589.64	63045.0
2023-05-09 11:30:00	ES	Futures	4589.92	4594.36	4586.32	4586.87	41616.0
2023-05-09 12:00:00	ES	Futures	4586.87	4588.81	4584.65	4585.21	38764.0
2023-05-09 12:30:00	ES	Futures	4584.93	4591.31	4584.65	4590.48	36373.0
2023-05-09 13:00:00	ES	Futures	4590.75	4591.86	4588.81	4591.03	32555.0
2023-05-09 13:30:00	ES	Futures	4591.03	4597.13	4589.09	4596.3	41035.0
2023-05-09 14:00:00	ES	Futures	4596.3	4598.8	4594.08	4595.47	44664.0
2023-05-09 14:30:00	ES	Futures	4595.75	4596.86	4587.7	4591.86	45783.0
2023-05-09 15:00:00	ES	Futures	4591.86	4595.75	4590.2	4592.42	43917.0
2023-05-09 15:30:00	ES	Futures	4592.14	4594.36	4584.65	4586.87	119639.0
2023-05-09 16:00:00	ES	Futures	4586.87	4591.31	4585.48	4588.53	34833.0
2023-05-09 16:30:00	ES	Futures	4588.53	4590.75	4586.59	4587.7	5152.0
2023-05-09 18:00:00	ES	Futures	4585.21	4588.81	4584.37	4588.81	3358.0
2023-05-09 18:30:00	ES	Futures	4588.81	4590.2	4587.98	4589.37	2088.0
2023-05-09 19:00:00	ES	Futures	4589.09	4589.92	4588.26	4588.81	879.0
2023-05-09 19:30:00	ES	Futures	4588.53	4591.86	4588.26	4590.75	1792.0
2023-05-09 20:00:00	ES	Futures	4590.48	4594.08	4588.81	4592.42	3523.0
2023-05-09 20:30:00	ES	Futures	4592.42	4592.42	4590.48	4592.14	1949.0
2023-05-09 21:00:00	ES	Futures	4592.14	4593.53	4591.31	4591.31	1837.0
2023-05-09 21:30:00	ES	Futures	4591.59	4592.42	4590.48	4591.59	2529.0
2023-05-09 22:00:00	ES	Futures	4591.59	4592.42	4590.48	4591.31	1787.0
2023-05-09 22:30:00	ES	Futures	4591.59	4592.14	4589.64	4590.75	1720.0
2023-05-09 23:00:00	ES	Futures	4591.03	4592.14	4590.75	4591.31	1020.0
2023-05-09 23:30:00	ES	Futures	4591.31	4591.86	4589.92	4590.2	1222.0
2023-05-09 00:00:00	NQ	Futures	15024.8	15029.02	15023.95	15029.02	630.0
2023-05-09 00:30:00	NQ	Futures	15029.02	15031.55	15023.11	15024.8	700.0
2023-05-09 01:00:00	NQ	Futures	15024.8	15029.58	15018.88	15028.46	1037.0
2023-05-09 01:30:00	NQ	Futures	15028.74	15029.3	15018.04	15021.98	909.0

> showing 50 of 3,861 rows — these rows as CSV

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