PREVIEW / futures_30min / 2023-05-11

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-11.parquet
  size:    111 KB
  rows:    3,914

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
2023-05-11 00:00:00	ES	Futures	4616.27	4617.66	4615.44	4617.1	1509.0
2023-05-11 00:30:00	ES	Futures	4617.1	4618.21	4616.55	4617.1	1464.0
2023-05-11 01:00:00	ES	Futures	4616.82	4617.38	4614.61	4617.38	2345.0
2023-05-11 01:30:00	ES	Futures	4617.1	4619.32	4616.27	4617.93	2799.0
2023-05-11 02:00:00	ES	Futures	4617.93	4618.21	4614.88	4617.1	2990.0
2023-05-11 02:30:00	ES	Futures	4617.38	4617.38	4611.55	4612.39	5524.0
2023-05-11 03:00:00	ES	Futures	4612.11	4619.6	4611.83	4618.49	11456.0
2023-05-11 03:30:00	ES	Futures	4618.21	4624.31	4617.93	4619.6	10274.0
2023-05-11 04:00:00	ES	Futures	4619.6	4624.31	4617.38	4620.71	7469.0
2023-05-11 04:30:00	ES	Futures	4620.71	4622.09	4617.66	4619.32	5507.0
2023-05-11 05:00:00	ES	Futures	4619.6	4624.59	4616.55	4621.26	9368.0
2023-05-11 05:30:00	ES	Futures	4621.26	4623.76	4619.32	4619.88	5530.0
2023-05-11 06:00:00	ES	Futures	4619.88	4622.09	4615.72	4616.82	9414.0
2023-05-11 06:30:00	ES	Futures	4616.82	4617.66	4613.22	4613.5	4955.0
2023-05-11 07:00:00	ES	Futures	4613.22	4614.33	4600.46	4604.62	19693.0
2023-05-11 07:30:00	ES	Futures	4604.62	4605.73	4597.96	4600.46	12190.0
2023-05-11 08:00:00	ES	Futures	4600.46	4618.49	4599.63	4605.73	36460.0
2023-05-11 08:30:00	ES	Futures	4605.73	4613.22	4599.63	4601.29	37365.0
2023-05-11 09:00:00	ES	Futures	4601.29	4601.57	4589.09	4594.64	42007.0
2023-05-11 09:30:00	ES	Futures	4594.64	4596.3	4574.39	4576.05	188681.0
2023-05-11 10:00:00	ES	Futures	4576.33	4584.65	4572.45	4582.71	128095.0
2023-05-11 10:30:00	ES	Futures	4582.71	4588.53	4573.83	4587.7	96621.0
2023-05-11 11:00:00	ES	Futures	4587.98	4591.86	4583.26	4589.09	74424.0
2023-05-11 11:30:00	ES	Futures	4588.81	4595.19	4587.15	4593.53	67313.0
2023-05-11 12:00:00	ES	Futures	4593.8	4597.96	4586.59	4592.97	76852.0
2023-05-11 12:30:00	ES	Futures	4593.25	4597.41	4592.14	4595.19	38192.0
2023-05-11 13:00:00	ES	Futures	4595.47	4596.3	4586.87	4588.81	43025.0
2023-05-11 13:30:00	ES	Futures	4588.81	4593.8	4575.78	4587.7	83125.0
2023-05-11 14:00:00	ES	Futures	4587.7	4591.03	4583.26	4589.92	52922.0
2023-05-11 14:30:00	ES	Futures	4589.92	4600.46	4588.53	4598.24	71143.0
2023-05-11 15:00:00	ES	Futures	4597.96	4599.07	4591.86	4594.91	56641.0
2023-05-11 15:30:00	ES	Futures	4594.91	4599.07	4589.09	4597.41	120823.0
2023-05-11 16:00:00	ES	Futures	4597.41	4598.52	4594.36	4597.13	34397.0
2023-05-11 16:30:00	ES	Futures	4597.41	4599.35	4596.58	4598.8	27556.0
2023-05-11 18:00:00	ES	Futures	4597.96	4603.51	4597.13	4601.85	4689.0
2023-05-11 18:30:00	ES	Futures	4601.85	4602.96	4601.57	4602.68	1508.0
2023-05-11 19:00:00	ES	Futures	4602.4	4602.68	4601.29	4601.85	1049.0
2023-05-11 19:30:00	ES	Futures	4601.85	4601.85	4599.63	4599.63	1863.0
2023-05-11 20:00:00	ES	Futures	4599.35	4606.29	4598.8	4602.96	5948.0
2023-05-11 20:30:00	ES	Futures	4602.96	4605.73	4601.85	4605.73	2379.0
2023-05-11 21:00:00	ES	Futures	4605.45	4609.61	4604.9	4607.39	5002.0
2023-05-11 21:30:00	ES	Futures	4607.39	4608.5	4606.29	4607.39	4147.0
2023-05-11 22:00:00	ES	Futures	4607.12	4607.39	4604.34	4604.9	2862.0
2023-05-11 22:30:00	ES	Futures	4604.9	4605.18	4602.12	4604.07	2761.0
2023-05-11 23:00:00	ES	Futures	4604.07	4604.34	4601.85	4603.51	2064.0
2023-05-11 23:30:00	ES	Futures	4603.51	4604.07	4602.4	4603.23	1632.0
2023-05-11 00:00:00	NQ	Futures	15129.25	15133.76	15121.09	15130.94	1109.0
2023-05-11 00:30:00	NQ	Futures	15131.22	15134.6	15127.28	15129.53	838.0
2023-05-11 01:00:00	NQ	Futures	15129.25	15130.38	15121.65	15129.81	1081.0
2023-05-11 01:30:00	NQ	Futures	15130.1	15135.16	15123.9	15129.81	1444.0

> showing 50 of 3,914 rows — these rows as CSV

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