PREVIEW / futures_30min / 2023-05-18

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-18.parquet
  size:    111 KB
  rows:    3,887

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
2023-05-18 00:00:00	ES	Futures	4625.7	4626.53	4624.59	4625.7	1426.0
2023-05-18 00:30:00	ES	Futures	4625.7	4627.36	4625.15	4625.98	1462.0
2023-05-18 01:00:00	ES	Futures	4625.98	4627.09	4624.59	4625.98	2728.0
2023-05-18 01:30:00	ES	Futures	4625.7	4625.7	4623.2	4624.04	2927.0
2023-05-18 02:00:00	ES	Futures	4623.76	4625.42	4622.93	4625.15	2819.0
2023-05-18 02:30:00	ES	Futures	4625.15	4625.42	4622.09	4623.2	3779.0
2023-05-18 03:00:00	ES	Futures	4623.2	4630.69	4622.93	4629.86	10944.0
2023-05-18 03:30:00	ES	Futures	4629.86	4633.19	4627.92	4632.36	7354.0
2023-05-18 04:00:00	ES	Futures	4632.63	4639.01	4632.63	4635.96	16880.0
2023-05-18 04:30:00	ES	Futures	4635.68	4636.52	4633.19	4634.02	5097.0
2023-05-18 05:00:00	ES	Futures	4634.02	4634.85	4630.97	4634.58	4997.0
2023-05-18 05:30:00	ES	Futures	4634.3	4637.63	4633.74	4636.52	4271.0
2023-05-18 06:00:00	ES	Futures	4636.52	4637.9	4635.13	4636.52	3379.0
2023-05-18 06:30:00	ES	Futures	4636.52	4640.95	4635.96	4638.18	6693.0
2023-05-18 07:00:00	ES	Futures	4638.18	4641.51	4637.63	4637.9	6594.0
2023-05-18 07:30:00	ES	Futures	4637.9	4638.74	4636.24	4636.79	6756.0
2023-05-18 08:00:00	ES	Futures	4636.79	4637.35	4631.8	4634.02	10784.0
2023-05-18 08:30:00	ES	Futures	4634.3	4635.41	4619.6	4620.15	33997.0
2023-05-18 09:00:00	ES	Futures	4620.15	4625.15	4616.55	4622.93	33624.0
2023-05-18 09:30:00	ES	Futures	4623.2	4629.58	4620.43	4625.98	114154.0
2023-05-18 10:00:00	ES	Futures	4625.98	4645.67	4623.76	4645.67	131775.0
2023-05-18 10:30:00	ES	Futures	4645.67	4652.88	4642.06	4649.83	115402.0
2023-05-18 11:00:00	ES	Futures	4650.11	4657.32	4645.95	4650.11	104606.0
2023-05-18 11:30:00	ES	Futures	4650.38	4658.7	4644.28	4647.61	107690.0
2023-05-18 12:00:00	ES	Futures	4647.89	4648.17	4632.36	4637.35	114148.0
2023-05-18 12:30:00	ES	Futures	4637.63	4640.95	4632.63	4637.63	67213.0
2023-05-18 13:00:00	ES	Futures	4637.9	4649.27	4636.79	4637.07	83317.0
2023-05-18 13:30:00	ES	Futures	4637.35	4642.9	4629.03	4631.25	73966.0
2023-05-18 14:00:00	ES	Futures	4631.25	4644.28	4629.58	4641.51	68321.0
2023-05-18 14:30:00	ES	Futures	4641.79	4648.44	4641.51	4647.33	58628.0
2023-05-18 15:00:00	ES	Futures	4647.61	4658.15	4644.84	4655.93	89316.0
2023-05-18 15:30:00	ES	Futures	4655.93	4676.73	4655.1	4672.02	217095.0
2023-05-18 16:00:00	ES	Futures	4671.74	4674.79	4670.35	4671.74	88689.0
2023-05-18 16:30:00	ES	Futures	4671.74	4677.01	4671.74	4676.73	30022.0
2023-05-18 18:00:00	ES	Futures	4676.73	4687.83	4674.51	4683.11	15181.0
2023-05-18 18:30:00	ES	Futures	4683.11	4684.78	4681.17	4684.22	3520.0
2023-05-18 19:00:00	ES	Futures	4683.94	4683.94	4680.06	4681.45	3309.0
2023-05-18 19:30:00	ES	Futures	4681.45	4681.45	4678.67	4678.95	3983.0
2023-05-18 20:00:00	ES	Futures	4678.95	4682.0	4677.56	4679.78	6489.0
2023-05-18 20:30:00	ES	Futures	4679.78	4680.62	4678.4	4679.23	2191.0
2023-05-18 21:00:00	ES	Futures	4679.23	4680.34	4676.46	4677.56	2891.0
2023-05-18 21:30:00	ES	Futures	4677.56	4678.67	4674.51	4677.84	5210.0
2023-05-18 22:00:00	ES	Futures	4677.84	4681.17	4676.73	4680.62	3627.0
2023-05-18 22:30:00	ES	Futures	4680.89	4683.11	4680.89	4683.11	3310.0
2023-05-18 23:00:00	ES	Futures	4683.11	4683.94	4681.45	4683.39	3355.0
2023-05-18 23:30:00	ES	Futures	4683.39	4683.39	4679.78	4680.06	3002.0
2023-05-18 00:00:00	NQ	Futures	15366.6	15368.01	15362.94	15366.88	644.0
2023-05-18 00:30:00	NQ	Futures	15367.16	15371.67	15363.22	15367.16	793.0
2023-05-18 01:00:00	NQ	Futures	15366.6	15372.51	15361.53	15365.76	1346.0
2023-05-18 01:30:00	NQ	Futures	15365.76	15366.6	15357.59	15360.41	1170.0

> showing 50 of 3,887 rows — these rows as CSV

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