PREVIEW / futures_30min / 2023-05-19

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-19.parquet
  size:    94 KB
  rows:    3,138

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
2023-05-19 00:00:00	ES	Futures	4680.06	4680.34	4678.12	4679.51	2551.0
2023-05-19 00:30:00	ES	Futures	4679.51	4680.89	4678.95	4679.51	1589.0
2023-05-19 01:00:00	ES	Futures	4679.78	4680.89	4678.12	4680.34	2541.0
2023-05-19 01:30:00	ES	Futures	4680.34	4680.62	4677.01	4677.56	3207.0
2023-05-19 02:00:00	ES	Futures	4677.84	4682.28	4675.62	4682.28	6824.0
2023-05-19 02:30:00	ES	Futures	4682.0	4682.0	4675.35	4675.62	4925.0
2023-05-19 03:00:00	ES	Futures	4675.9	4677.84	4672.85	4673.96	11382.0
2023-05-19 03:30:00	ES	Futures	4674.24	4678.12	4673.96	4677.84	7198.0
2023-05-19 04:00:00	ES	Futures	4677.56	4678.95	4674.79	4677.56	7426.0
2023-05-19 04:30:00	ES	Futures	4677.56	4683.94	4677.56	4681.73	12119.0
2023-05-19 05:00:00	ES	Futures	4681.45	4682.28	4678.4	4679.23	5153.0
2023-05-19 05:30:00	ES	Futures	4679.23	4681.45	4677.84	4680.06	6207.0
2023-05-19 06:00:00	ES	Futures	4679.78	4680.34	4674.79	4677.84	12853.0
2023-05-19 06:30:00	ES	Futures	4678.12	4678.67	4675.9	4676.73	6294.0
2023-05-19 07:00:00	ES	Futures	4676.73	4687.55	4676.73	4683.67	18795.0
2023-05-19 07:30:00	ES	Futures	4683.39	4686.72	4680.34	4684.5	15808.0
2023-05-19 08:00:00	ES	Futures	4684.22	4686.72	4680.06	4686.16	20272.0
2023-05-19 08:30:00	ES	Futures	4686.16	4689.77	4684.22	4688.94	19543.0
2023-05-19 09:00:00	ES	Futures	4689.21	4689.21	4679.78	4681.17	41433.0
2023-05-19 09:30:00	ES	Futures	4681.45	4688.1	4677.56	4686.16	141400.0
2023-05-19 10:00:00	ES	Futures	4686.16	4687.55	4678.4	4686.16	97494.0
2023-05-19 10:30:00	ES	Futures	4686.16	4688.1	4678.67	4683.67	82376.0
2023-05-19 11:00:00	ES	Futures	4683.67	4686.16	4663.14	4663.42	189997.0
2023-05-19 11:30:00	ES	Futures	4663.14	4670.63	4650.11	4663.14	189276.0
2023-05-19 12:00:00	ES	Futures	4663.14	4667.3	4656.49	4660.09	85528.0
2023-05-19 12:30:00	ES	Futures	4659.81	4667.86	4652.05	4665.36	79636.0
2023-05-19 13:00:00	ES	Futures	4665.36	4669.52	4663.7	4665.92	46886.0
2023-05-19 13:30:00	ES	Futures	4666.19	4667.58	4657.04	4657.6	50075.0
2023-05-19 14:00:00	ES	Futures	4657.87	4662.87	4651.77	4656.21	73844.0
2023-05-19 14:30:00	ES	Futures	4656.21	4665.64	4653.99	4665.08	53130.0
2023-05-19 15:00:00	ES	Futures	4665.08	4665.92	4659.26	4660.09	63696.0
2023-05-19 15:30:00	ES	Futures	4660.09	4668.97	4657.6	4664.53	130087.0
2023-05-19 16:00:00	ES	Futures	4664.81	4665.92	4656.21	4656.49	53090.0
2023-05-19 16:30:00	ES	Futures	4656.21	4658.7	4654.82	4657.6	13641.0
2023-05-19 00:00:00	NQ	Futures	15687.29	15688.98	15679.69	15683.91	1407.0
2023-05-19 00:30:00	NQ	Futures	15684.47	15687.29	15679.41	15682.5	1006.0
2023-05-19 01:00:00	NQ	Futures	15683.07	15683.63	15673.21	15683.35	1781.0
2023-05-19 01:30:00	NQ	Futures	15683.07	15683.63	15666.74	15668.43	1793.0
2023-05-19 02:00:00	NQ	Futures	15668.71	15683.35	15658.85	15682.5	3183.0
2023-05-19 02:30:00	NQ	Futures	15682.5	15683.07	15654.91	15657.73	3096.0
2023-05-19 03:00:00	NQ	Futures	15657.73	15664.2	15640.83	15650.12	5606.0
2023-05-19 03:30:00	NQ	Futures	15650.69	15667.02	15650.69	15666.17	2989.0
2023-05-19 04:00:00	NQ	Futures	15665.89	15672.09	15654.91	15667.86	3229.0
2023-05-19 04:30:00	NQ	Futures	15668.43	15690.1	15667.3	15685.04	4398.0
2023-05-19 05:00:00	NQ	Futures	15684.47	15686.16	15667.02	15671.24	2489.0
2023-05-19 05:30:00	NQ	Futures	15670.68	15677.72	15665.05	15674.06	1951.0
2023-05-19 06:00:00	NQ	Futures	15673.49	15679.97	15656.6	15662.51	3969.0
2023-05-19 06:30:00	NQ	Futures	15662.79	15665.33	15638.86	15641.4	4425.0
2023-05-19 07:00:00	NQ	Futures	15641.4	15675.75	15641.11	15667.58	6996.0
2023-05-19 07:30:00	NQ	Futures	15667.86	15671.52	15641.4	15656.6	5850.0

> showing 50 of 3,138 rows — these rows as CSV

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