PREVIEW / futures_30min / 2023-05-16

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-16.parquet
  size:    107 KB
  rows:    3,883

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
2023-05-16 00:00:00	ES	Futures	4595.47	4595.75	4594.08	4594.91	1632.0
2023-05-16 00:30:00	ES	Futures	4594.91	4596.58	4594.91	4595.19	1345.0
2023-05-16 01:00:00	ES	Futures	4595.19	4595.19	4592.97	4594.36	2003.0
2023-05-16 01:30:00	ES	Futures	4594.36	4594.36	4592.42	4592.97	2608.0
2023-05-16 02:00:00	ES	Futures	4592.69	4593.53	4589.64	4591.31	5313.0
2023-05-16 02:30:00	ES	Futures	4591.31	4594.36	4591.03	4591.31	2759.0
2023-05-16 03:00:00	ES	Futures	4591.31	4599.07	4587.7	4597.96	11188.0
2023-05-16 03:30:00	ES	Futures	4597.96	4605.73	4597.69	4602.68	8139.0
2023-05-16 04:00:00	ES	Futures	4602.96	4603.51	4599.91	4602.68	5157.0
2023-05-16 04:30:00	ES	Futures	4602.68	4604.34	4599.35	4601.29	3777.0
2023-05-16 05:00:00	ES	Futures	4601.02	4603.79	4597.69	4599.63	4933.0
2023-05-16 05:30:00	ES	Futures	4599.35	4602.4	4599.07	4600.46	3360.0
2023-05-16 06:00:00	ES	Futures	4600.46	4600.46	4593.8	4599.63	11481.0
2023-05-16 06:30:00	ES	Futures	4599.91	4601.57	4598.24	4600.46	6683.0
2023-05-16 07:00:00	ES	Futures	4600.46	4602.4	4596.86	4599.07	6635.0
2023-05-16 07:30:00	ES	Futures	4598.8	4599.35	4595.75	4596.58	5926.0
2023-05-16 08:00:00	ES	Futures	4596.3	4598.8	4595.47	4597.13	8248.0
2023-05-16 08:30:00	ES	Futures	4597.41	4603.51	4589.64	4591.59	26771.0
2023-05-16 09:00:00	ES	Futures	4591.86	4593.53	4589.09	4591.59	19732.0
2023-05-16 09:30:00	ES	Futures	4591.86	4602.68	4585.48	4588.81	169257.0
2023-05-16 10:00:00	ES	Futures	4589.09	4594.64	4578.55	4591.31	136235.0
2023-05-16 10:30:00	ES	Futures	4591.31	4594.64	4581.6	4587.43	105687.0
2023-05-16 11:00:00	ES	Futures	4587.15	4592.42	4584.37	4592.42	53117.0
2023-05-16 11:30:00	ES	Futures	4592.14	4594.08	4582.16	4592.14	79750.0
2023-05-16 12:00:00	ES	Futures	4592.42	4593.8	4588.26	4591.86	44457.0
2023-05-16 12:30:00	ES	Futures	4591.86	4597.13	4588.53	4594.08	56808.0
2023-05-16 13:00:00	ES	Futures	4594.08	4594.91	4587.15	4588.26	35989.0
2023-05-16 13:30:00	ES	Futures	4588.53	4592.69	4586.04	4591.86	39927.0
2023-05-16 14:00:00	ES	Futures	4591.86	4592.97	4584.1	4585.21	54953.0
2023-05-16 14:30:00	ES	Futures	4585.21	4591.59	4582.16	4589.92	44649.0
2023-05-16 15:00:00	ES	Futures	4589.92	4591.86	4586.32	4589.92	46747.0
2023-05-16 15:30:00	ES	Futures	4589.92	4591.03	4573.56	4574.11	161231.0
2023-05-16 16:00:00	ES	Futures	4574.11	4581.88	4570.78	4580.77	62436.0
2023-05-16 16:30:00	ES	Futures	4580.77	4583.82	4578.0	4579.1	26133.0
2023-05-16 18:00:00	ES	Futures	4577.44	4580.77	4576.05	4576.61	4016.0
2023-05-16 18:30:00	ES	Futures	4576.89	4578.55	4574.94	4578.55	3070.0
2023-05-16 19:00:00	ES	Futures	4578.55	4580.77	4578.0	4580.77	1711.0
2023-05-16 19:30:00	ES	Futures	4580.77	4581.32	4578.55	4580.77	2456.0
2023-05-16 20:00:00	ES	Futures	4580.77	4582.16	4578.55	4580.21	3377.0
2023-05-16 20:30:00	ES	Futures	4580.21	4581.32	4578.83	4580.77	2145.0
2023-05-16 21:00:00	ES	Futures	4580.77	4584.1	4580.49	4583.82	3983.0
2023-05-16 21:30:00	ES	Futures	4583.82	4583.82	4581.32	4582.99	2736.0
2023-05-16 22:00:00	ES	Futures	4582.99	4584.65	4582.71	4584.1	2233.0
2023-05-16 22:30:00	ES	Futures	4584.1	4586.04	4583.54	4586.04	2544.0
2023-05-16 23:00:00	ES	Futures	4586.04	4586.04	4583.82	4584.37	1789.0
2023-05-16 23:30:00	ES	Futures	4584.37	4584.65	4581.88	4582.43	2485.0
2023-05-16 00:00:00	NQ	Futures	15157.13	15158.25	15152.06	15154.87	998.0
2023-05-16 00:30:00	NQ	Futures	15154.59	15159.1	15154.03	15154.03	521.0
2023-05-16 01:00:00	NQ	Futures	15154.03	15154.87	15145.86	15150.37	862.0
2023-05-16 01:30:00	NQ	Futures	15150.65	15151.49	15144.74	15149.8	1076.0

> showing 50 of 3,883 rows — these rows as CSV

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