PREVIEW / futures_30min / 2023-05-15

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-15.parquet
  size:    104 KB
  rows:    3,879

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
2023-05-15 00:00:00	ES	Futures	4589.92	4591.59	4589.92	4591.31	1695.0
2023-05-15 00:30:00	ES	Futures	4591.31	4593.53	4591.03	4592.69	2514.0
2023-05-15 01:00:00	ES	Futures	4592.69	4597.69	4592.14	4597.13	5439.0
2023-05-15 01:30:00	ES	Futures	4596.86	4600.18	4595.75	4599.63	4820.0
2023-05-15 02:00:00	ES	Futures	4599.63	4602.4	4598.52	4602.12	6382.0
2023-05-15 02:30:00	ES	Futures	4602.12	4605.45	4601.29	4605.18	5138.0
2023-05-15 03:00:00	ES	Futures	4604.9	4607.67	4603.51	4606.29	10990.0
2023-05-15 03:30:00	ES	Futures	4606.29	4608.5	4604.34	4607.95	7461.0
2023-05-15 04:00:00	ES	Futures	4607.67	4611.0	4606.01	4609.89	9259.0
2023-05-15 04:30:00	ES	Futures	4610.17	4610.72	4603.51	4604.9	6468.0
2023-05-15 05:00:00	ES	Futures	4604.9	4608.23	4604.62	4607.67	6186.0
2023-05-15 05:30:00	ES	Futures	4607.95	4608.78	4604.34	4606.01	5115.0
2023-05-15 06:00:00	ES	Futures	4605.73	4608.78	4603.79	4607.67	5682.0
2023-05-15 06:30:00	ES	Futures	4607.67	4609.06	4607.39	4608.78	3840.0
2023-05-15 07:00:00	ES	Futures	4608.5	4609.06	4606.29	4607.12	6118.0
2023-05-15 07:30:00	ES	Futures	4607.12	4609.89	4605.18	4606.84	10049.0
2023-05-15 08:00:00	ES	Futures	4606.84	4609.06	4602.68	4603.51	9151.0
2023-05-15 08:30:00	ES	Futures	4603.79	4605.45	4597.96	4598.52	20061.0
2023-05-15 09:00:00	ES	Futures	4598.52	4599.91	4595.47	4596.58	16750.0
2023-05-15 09:30:00	ES	Futures	4596.3	4597.41	4579.94	4581.05	140366.0
2023-05-15 10:00:00	ES	Futures	4581.05	4585.21	4574.11	4582.71	98914.0
2023-05-15 10:30:00	ES	Futures	4582.99	4593.8	4582.16	4587.43	80434.0
2023-05-15 11:00:00	ES	Futures	4587.43	4596.02	4586.59	4593.8	56384.0
2023-05-15 11:30:00	ES	Futures	4593.8	4596.3	4589.09	4593.8	60237.0
2023-05-15 12:00:00	ES	Futures	4593.8	4595.19	4590.48	4593.25	38547.0
2023-05-15 12:30:00	ES	Futures	4593.53	4602.96	4591.86	4602.4	54191.0
2023-05-15 13:00:00	ES	Futures	4602.4	4609.89	4596.3	4597.41	74951.0
2023-05-15 13:30:00	ES	Futures	4597.41	4598.8	4589.09	4597.41	62392.0
2023-05-15 14:00:00	ES	Futures	4597.41	4601.57	4594.36	4596.86	52190.0
2023-05-15 14:30:00	ES	Futures	4596.86	4602.96	4595.47	4598.8	45405.0
2023-05-15 15:00:00	ES	Futures	4598.52	4603.23	4597.96	4602.4	37540.0
2023-05-15 15:30:00	ES	Futures	4602.4	4606.29	4599.35	4605.73	100423.0
2023-05-15 16:00:00	ES	Futures	4605.45	4605.73	4602.96	4603.79	40160.0
2023-05-15 16:30:00	ES	Futures	4603.79	4603.79	4601.29	4602.68	22803.0
2023-05-15 18:00:00	ES	Futures	4602.12	4604.62	4600.18	4603.51	2542.0
2023-05-15 18:30:00	ES	Futures	4603.79	4603.79	4601.29	4601.57	1232.0
2023-05-15 19:00:00	ES	Futures	4601.57	4602.96	4601.02	4601.85	1135.0
2023-05-15 19:30:00	ES	Futures	4601.57	4601.57	4599.63	4600.74	1266.0
2023-05-15 20:00:00	ES	Futures	4600.46	4600.74	4597.41	4598.8	4470.0
2023-05-15 20:30:00	ES	Futures	4598.8	4600.46	4597.96	4600.18	2191.0
2023-05-15 21:00:00	ES	Futures	4600.18	4600.18	4595.47	4597.13	3001.0
2023-05-15 21:30:00	ES	Futures	4597.13	4598.24	4594.91	4597.96	3909.0
2023-05-15 22:00:00	ES	Futures	4597.96	4598.24	4594.08	4597.13	3475.0
2023-05-15 22:30:00	ES	Futures	4597.13	4597.41	4595.19	4597.13	1728.0
2023-05-15 23:00:00	ES	Futures	4597.13	4598.24	4596.02	4596.58	1721.0
2023-05-15 23:30:00	ES	Futures	4596.58	4596.58	4595.47	4595.47	1165.0
2023-05-15 00:00:00	NQ	Futures	15080.54	15085.61	15078.29	15085.05	987.0
2023-05-15 00:30:00	NQ	Futures	15085.33	15090.12	15083.08	15088.14	933.0
2023-05-15 01:00:00	NQ	Futures	15088.43	15104.47	15085.61	15101.38	2315.0
2023-05-15 01:30:00	NQ	Futures	15101.38	15112.08	15096.87	15110.67	2636.0

> showing 50 of 3,879 rows — these rows as CSV

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