PREVIEW / futures_30min / 2023-05-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-10.parquet
  size:    109 KB
  rows:    3,877

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
2023-05-10 00:00:00	ES	Futures	4590.2	4590.75	4588.53	4590.48	1746.0
2023-05-10 00:30:00	ES	Futures	4590.48	4592.14	4589.64	4591.31	1029.0
2023-05-10 01:00:00	ES	Futures	4591.31	4591.86	4589.09	4589.37	1694.0
2023-05-10 01:30:00	ES	Futures	4589.09	4589.64	4586.59	4588.81	2158.0
2023-05-10 02:00:00	ES	Futures	4588.81	4593.8	4588.81	4592.69	3317.0
2023-05-10 02:30:00	ES	Futures	4592.97	4593.8	4592.14	4592.97	1790.0
2023-05-10 03:00:00	ES	Futures	4592.97	4595.75	4591.31	4592.14	8200.0
2023-05-10 03:30:00	ES	Futures	4592.14	4592.69	4576.61	4577.44	11401.0
2023-05-10 04:00:00	ES	Futures	4577.44	4580.77	4571.34	4579.94	14274.0
2023-05-10 04:30:00	ES	Futures	4579.94	4582.43	4579.38	4580.49	6264.0
2023-05-10 05:00:00	ES	Futures	4580.49	4582.16	4577.72	4580.77	5129.0
2023-05-10 05:30:00	ES	Futures	4580.77	4582.99	4579.1	4580.77	4725.0
2023-05-10 06:00:00	ES	Futures	4580.49	4581.05	4577.44	4579.38	5565.0
2023-05-10 06:30:00	ES	Futures	4579.1	4581.05	4578.0	4579.38	6314.0
2023-05-10 07:00:00	ES	Futures	4579.66	4582.16	4578.0	4581.32	8345.0
2023-05-10 07:30:00	ES	Futures	4581.05	4582.99	4579.94	4580.77	7360.0
2023-05-10 08:00:00	ES	Futures	4580.49	4584.93	4578.55	4580.21	19405.0
2023-05-10 08:30:00	ES	Futures	4580.21	4625.15	4579.66	4622.09	145479.0
2023-05-10 09:00:00	ES	Futures	4622.09	4629.86	4616.55	4618.49	53957.0
2023-05-10 09:30:00	ES	Futures	4618.21	4625.7	4591.31	4602.4	240012.0
2023-05-10 10:00:00	ES	Futures	4602.4	4616.82	4594.08	4598.52	165916.0
2023-05-10 10:30:00	ES	Futures	4598.52	4603.23	4576.89	4584.93	148734.0
2023-05-10 11:00:00	ES	Futures	4584.93	4597.96	4584.1	4596.3	74712.0
2023-05-10 11:30:00	ES	Futures	4596.3	4601.85	4591.86	4593.53	69629.0
2023-05-10 12:00:00	ES	Futures	4593.53	4594.08	4584.65	4590.2	57736.0
2023-05-10 12:30:00	ES	Futures	4590.2	4591.59	4579.38	4582.16	51303.0
2023-05-10 13:00:00	ES	Futures	4582.16	4582.99	4563.3	4566.07	96719.0
2023-05-10 13:30:00	ES	Futures	4566.35	4578.27	4562.19	4576.05	90375.0
2023-05-10 14:00:00	ES	Futures	4575.78	4588.81	4575.78	4586.32	76476.0
2023-05-10 14:30:00	ES	Futures	4586.32	4599.63	4586.32	4597.41	79683.0
2023-05-10 15:00:00	ES	Futures	4597.41	4615.44	4595.19	4610.45	117014.0
2023-05-10 15:30:00	ES	Futures	4610.72	4617.93	4604.07	4606.84	165111.0
2023-05-10 16:00:00	ES	Futures	4606.84	4611.55	4606.01	4608.23	45045.0
2023-05-10 16:30:00	ES	Futures	4607.95	4609.06	4606.56	4607.12	14582.0
2023-05-10 18:00:00	ES	Futures	4607.12	4609.89	4605.73	4609.61	3080.0
2023-05-10 18:30:00	ES	Futures	4609.34	4609.89	4608.23	4609.34	1231.0
2023-05-10 19:00:00	ES	Futures	4609.06	4610.17	4607.95	4609.34	1431.0
2023-05-10 19:30:00	ES	Futures	4609.61	4614.05	4608.78	4611.83	3369.0
2023-05-10 20:00:00	ES	Futures	4612.11	4616.82	4612.11	4613.77	6152.0
2023-05-10 20:30:00	ES	Futures	4613.77	4619.04	4612.39	4617.1	4740.0
2023-05-10 21:00:00	ES	Futures	4617.1	4620.15	4615.72	4617.1	4207.0
2023-05-10 21:30:00	ES	Futures	4617.1	4617.1	4614.05	4614.61	4013.0
2023-05-10 22:00:00	ES	Futures	4614.33	4616.55	4613.5	4613.77	2613.0
2023-05-10 22:30:00	ES	Futures	4614.05	4615.99	4613.77	4615.44	2022.0
2023-05-10 23:00:00	ES	Futures	4615.44	4617.38	4615.16	4617.38	2765.0
2023-05-10 23:30:00	ES	Futures	4617.38	4617.38	4614.88	4615.99	1944.0
2023-05-10 00:00:00	NQ	Futures	14946.8	14949.34	14940.33	14947.65	816.0
2023-05-10 00:30:00	NQ	Futures	14948.21	14952.72	14945.12	14949.9	718.0
2023-05-10 01:00:00	NQ	Futures	14949.34	14951.31	14943.14	14943.14	712.0
2023-05-10 01:30:00	NQ	Futures	14943.71	14943.99	14932.16	14940.05	1518.0

> showing 50 of 3,877 rows — these rows as CSV

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