PREVIEW / futures_30min / 2023-05-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-17.parquet
  size:    108 KB
  rows:    3,863

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
2023-05-17 00:00:00	ES	Futures	4582.43	4583.26	4581.88	4582.71	1142.0
2023-05-17 00:30:00	ES	Futures	4582.99	4584.1	4582.71	4583.26	977.0
2023-05-17 01:00:00	ES	Futures	4582.99	4584.93	4580.49	4580.77	3143.0
2023-05-17 01:30:00	ES	Futures	4581.05	4581.6	4578.55	4581.05	3754.0
2023-05-17 02:00:00	ES	Futures	4580.77	4580.77	4576.61	4578.27	3983.0
2023-05-17 02:30:00	ES	Futures	4578.27	4580.49	4577.16	4577.72	2735.0
2023-05-17 03:00:00	ES	Futures	4578.0	4584.1	4574.94	4576.05	10997.0
2023-05-17 03:30:00	ES	Futures	4576.05	4581.05	4573.0	4579.38	9476.0
2023-05-17 04:00:00	ES	Futures	4579.66	4586.87	4578.55	4584.93	10476.0
2023-05-17 04:30:00	ES	Futures	4584.93	4586.87	4583.54	4585.48	7300.0
2023-05-17 05:00:00	ES	Futures	4585.76	4586.32	4582.71	4585.21	4703.0
2023-05-17 05:30:00	ES	Futures	4585.21	4588.81	4583.54	4588.53	4671.0
2023-05-17 06:00:00	ES	Futures	4588.81	4589.37	4585.48	4587.98	3959.0
2023-05-17 06:30:00	ES	Futures	4587.98	4589.37	4583.26	4588.81	10157.0
2023-05-17 07:00:00	ES	Futures	4589.09	4592.97	4588.81	4590.48	9120.0
2023-05-17 07:30:00	ES	Futures	4590.48	4592.42	4588.53	4590.75	7155.0
2023-05-17 08:00:00	ES	Futures	4590.75	4592.14	4587.43	4587.98	10713.0
2023-05-17 08:30:00	ES	Futures	4587.7	4594.91	4585.48	4594.64	16102.0
2023-05-17 09:00:00	ES	Futures	4594.64	4598.24	4592.14	4596.86	26622.0
2023-05-17 09:30:00	ES	Futures	4597.13	4597.69	4577.44	4579.1	151918.0
2023-05-17 10:00:00	ES	Futures	4579.1	4590.2	4577.16	4589.64	96063.0
2023-05-17 10:30:00	ES	Futures	4589.64	4591.86	4587.43	4591.59	64629.0
2023-05-17 11:00:00	ES	Futures	4591.59	4602.12	4583.82	4593.8	119434.0
2023-05-17 11:30:00	ES	Futures	4594.08	4601.57	4591.86	4599.35	73880.0
2023-05-17 12:00:00	ES	Futures	4599.35	4602.96	4597.41	4602.4	38843.0
2023-05-17 12:30:00	ES	Futures	4602.68	4622.37	4602.68	4619.88	121129.0
2023-05-17 13:00:00	ES	Futures	4620.15	4629.58	4620.15	4628.75	103923.0
2023-05-17 13:30:00	ES	Futures	4628.75	4636.24	4627.92	4634.85	87592.0
2023-05-17 14:00:00	ES	Futures	4634.85	4635.68	4626.81	4628.75	59589.0
2023-05-17 14:30:00	ES	Futures	4629.03	4630.41	4620.98	4621.54	65832.0
2023-05-17 15:00:00	ES	Futures	4621.54	4631.25	4620.43	4622.93	86982.0
2023-05-17 15:30:00	ES	Futures	4622.65	4632.08	4620.43	4628.75	167447.0
2023-05-17 16:00:00	ES	Futures	4628.47	4629.58	4625.7	4627.36	67697.0
2023-05-17 16:30:00	ES	Futures	4627.36	4627.92	4626.25	4627.36	23085.0
2023-05-17 18:00:00	ES	Futures	4627.64	4627.64	4623.2	4625.98	3993.0
2023-05-17 18:30:00	ES	Futures	4625.98	4626.53	4624.59	4625.7	1311.0
2023-05-17 19:00:00	ES	Futures	4625.42	4625.7	4624.04	4625.42	989.0
2023-05-17 19:30:00	ES	Futures	4625.42	4626.25	4624.87	4626.25	1776.0
2023-05-17 20:00:00	ES	Futures	4625.98	4628.75	4624.87	4627.64	4335.0
2023-05-17 20:30:00	ES	Futures	4627.92	4628.2	4624.04	4624.04	3727.0
2023-05-17 21:00:00	ES	Futures	4624.31	4625.42	4623.76	4624.31	3240.0
2023-05-17 21:30:00	ES	Futures	4624.04	4624.87	4621.82	4622.93	4382.0
2023-05-17 22:00:00	ES	Futures	4622.93	4625.15	4622.37	4624.31	2575.0
2023-05-17 22:30:00	ES	Futures	4624.31	4627.09	4623.48	4626.53	2502.0
2023-05-17 23:00:00	ES	Futures	4626.53	4628.75	4625.98	4627.36	2823.0
2023-05-17 23:30:00	ES	Futures	4627.36	4627.64	4625.15	4625.42	2128.0
2023-05-17 00:00:00	NQ	Futures	15221.32	15224.42	15218.79	15222.45	846.0
2023-05-17 00:30:00	NQ	Futures	15222.45	15225.26	15219.63	15221.32	556.0
2023-05-17 01:00:00	NQ	Futures	15221.04	15227.79	15211.18	15212.59	1705.0
2023-05-17 01:30:00	NQ	Futures	15213.15	15219.91	15204.99	15216.81	1781.0

> showing 50 of 3,863 rows — these rows as CSV

> unlock the full archive -- $79 one-time