PREVIEW / futures_30min / 2023-05-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-12.parquet
  size:    93 KB
  rows:    3,123

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
2023-05-12 00:00:00	ES	Futures	4603.23	4606.01	4602.96	4605.45	2255.0
2023-05-12 00:30:00	ES	Futures	4605.45	4607.67	4605.45	4607.67	1800.0
2023-05-12 01:00:00	ES	Futures	4607.67	4608.23	4605.45	4606.56	1980.0
2023-05-12 01:30:00	ES	Futures	4606.84	4607.95	4605.18	4606.01	2831.0
2023-05-12 02:00:00	ES	Futures	4605.73	4607.12	4603.51	4606.56	3656.0
2023-05-12 02:30:00	ES	Futures	4606.56	4607.67	4605.18	4605.45	2459.0
2023-05-12 03:00:00	ES	Futures	4605.73	4611.0	4602.4	4609.61	13093.0
2023-05-12 03:30:00	ES	Futures	4609.89	4613.5	4609.06	4609.06	8269.0
2023-05-12 04:00:00	ES	Futures	4609.34	4615.99	4606.84	4614.88	7693.0
2023-05-12 04:30:00	ES	Futures	4615.16	4617.38	4614.33	4616.82	5945.0
2023-05-12 05:00:00	ES	Futures	4616.82	4620.15	4615.44	4617.1	7167.0
2023-05-12 05:30:00	ES	Futures	4616.82	4618.77	4613.22	4614.61	5652.0
2023-05-12 06:00:00	ES	Futures	4614.61	4616.27	4611.83	4614.88	4604.0
2023-05-12 06:30:00	ES	Futures	4614.88	4617.93	4613.77	4615.16	3916.0
2023-05-12 07:00:00	ES	Futures	4614.88	4617.1	4611.55	4611.55	4752.0
2023-05-12 07:30:00	ES	Futures	4611.83	4613.5	4610.45	4611.55	5527.0
2023-05-12 08:00:00	ES	Futures	4611.55	4613.5	4607.95	4608.23	9106.0
2023-05-12 08:30:00	ES	Futures	4608.23	4613.5	4608.23	4610.45	9490.0
2023-05-12 09:00:00	ES	Futures	4610.45	4612.66	4608.78	4610.45	14038.0
2023-05-12 09:30:00	ES	Futures	4610.45	4613.22	4600.46	4602.4	107303.0
2023-05-12 10:00:00	ES	Futures	4602.4	4605.45	4592.42	4594.08	120438.0
2023-05-12 10:30:00	ES	Futures	4594.08	4594.08	4585.48	4589.09	97166.0
2023-05-12 11:00:00	ES	Futures	4589.09	4594.91	4580.21	4581.6	87021.0
2023-05-12 11:30:00	ES	Futures	4581.6	4589.37	4579.38	4588.81	67972.0
2023-05-12 12:00:00	ES	Futures	4588.53	4589.92	4572.17	4572.73	87174.0
2023-05-12 12:30:00	ES	Futures	4573.0	4577.44	4565.79	4567.18	76049.0
2023-05-12 13:00:00	ES	Futures	4566.9	4580.21	4564.4	4575.22	74700.0
2023-05-12 13:30:00	ES	Futures	4575.22	4578.83	4562.74	4564.4	76367.0
2023-05-12 14:00:00	ES	Futures	4564.4	4570.23	4561.63	4566.62	72956.0
2023-05-12 14:30:00	ES	Futures	4566.62	4572.17	4561.91	4571.06	70202.0
2023-05-12 15:00:00	ES	Futures	4571.06	4577.44	4568.01	4576.33	68480.0
2023-05-12 15:30:00	ES	Futures	4576.33	4591.31	4576.33	4590.75	155047.0
2023-05-12 16:00:00	ES	Futures	4590.48	4591.03	4584.93	4585.48	58006.0
2023-05-12 16:30:00	ES	Futures	4585.48	4585.48	4583.82	4584.1	16914.0
2023-05-12 00:00:00	NQ	Futures	15183.03	15190.35	15182.46	15187.53	1182.0
2023-05-12 00:30:00	NQ	Futures	15187.81	15193.45	15185.84	15192.6	1038.0
2023-05-12 01:00:00	NQ	Futures	15192.88	15193.16	15183.03	15185.84	1131.0
2023-05-12 01:30:00	NQ	Futures	15185.56	15190.07	15175.71	15179.37	1573.0
2023-05-12 02:00:00	NQ	Futures	15179.09	15181.9	15167.82	15178.8	2295.0
2023-05-12 02:30:00	NQ	Futures	15179.37	15179.93	15169.51	15172.61	1404.0
2023-05-12 03:00:00	NQ	Futures	15172.05	15185.28	15156.56	15170.92	5154.0
2023-05-12 03:30:00	NQ	Futures	15172.05	15181.34	15163.88	15165.01	2769.0
2023-05-12 04:00:00	NQ	Futures	15165.29	15187.53	15157.69	15184.44	3860.0
2023-05-12 04:30:00	NQ	Futures	15184.44	15186.13	15175.43	15184.44	2323.0
2023-05-12 05:00:00	NQ	Futures	15185.0	15196.82	15183.03	15188.94	2704.0
2023-05-12 05:30:00	NQ	Futures	15188.38	15193.16	15173.17	15175.99	2403.0
2023-05-12 06:00:00	NQ	Futures	15176.27	15180.78	15169.23	15176.83	2151.0
2023-05-12 06:30:00	NQ	Futures	15177.12	15184.15	15171.77	15177.12	1877.0
2023-05-12 07:00:00	NQ	Futures	15176.83	15182.46	15167.26	15167.82	2517.0
2023-05-12 07:30:00	NQ	Futures	15167.54	15175.14	15160.5	15164.45	3515.0

> showing 50 of 3,123 rows — these rows as CSV

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