PREVIEW / futures_30min / 2023-05-22

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-22.parquet
  size:    102 KB
  rows:    3,753

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
2023-05-22 00:00:00	ES	Futures	4663.7	4665.64	4663.7	4664.81	2358.0
2023-05-22 00:30:00	ES	Futures	4664.81	4665.92	4662.87	4664.53	2322.0
2023-05-22 01:00:00	ES	Futures	4664.53	4665.08	4663.7	4664.53	1575.0
2023-05-22 01:30:00	ES	Futures	4664.53	4664.53	4661.48	4662.31	2567.0
2023-05-22 02:00:00	ES	Futures	4662.31	4663.7	4660.37	4662.31	3420.0
2023-05-22 02:30:00	ES	Futures	4662.59	4662.87	4658.43	4659.81	3384.0
2023-05-22 03:00:00	ES	Futures	4659.81	4662.31	4655.93	4660.92	10145.0
2023-05-22 03:30:00	ES	Futures	4660.92	4663.97	4657.6	4662.87	5242.0
2023-05-22 04:00:00	ES	Futures	4663.14	4666.47	4660.65	4665.64	5295.0
2023-05-22 04:30:00	ES	Futures	4665.64	4666.47	4663.14	4665.08	3864.0
2023-05-22 05:00:00	ES	Futures	4665.08	4665.92	4663.7	4664.53	3954.0
2023-05-22 05:30:00	ES	Futures	4664.25	4664.81	4661.48	4661.76	4253.0
2023-05-22 06:00:00	ES	Futures	4661.76	4665.08	4660.65	4663.97	4210.0
2023-05-22 06:30:00	ES	Futures	4663.97	4664.25	4658.98	4661.76	4486.0
2023-05-22 07:00:00	ES	Futures	4661.48	4662.03	4657.6	4660.65	6059.0
2023-05-22 07:30:00	ES	Futures	4660.92	4667.58	4660.09	4667.3	7810.0
2023-05-22 08:00:00	ES	Futures	4667.03	4671.19	4666.19	4669.8	10948.0
2023-05-22 08:30:00	ES	Futures	4670.08	4670.91	4665.08	4667.3	14618.0
2023-05-22 09:00:00	ES	Futures	4667.3	4668.41	4663.7	4664.25	14632.0
2023-05-22 09:30:00	ES	Futures	4664.53	4683.67	4664.25	4668.97	156772.0
2023-05-22 10:00:00	ES	Futures	4668.97	4672.57	4649.55	4669.8	202843.0
2023-05-22 10:30:00	ES	Futures	4669.8	4672.3	4657.32	4666.19	86270.0
2023-05-22 11:00:00	ES	Futures	4666.19	4672.57	4665.36	4671.46	67082.0
2023-05-22 11:30:00	ES	Futures	4671.74	4673.68	4664.53	4671.19	56926.0
2023-05-22 12:00:00	ES	Futures	4671.19	4673.4	4665.36	4667.3	44841.0
2023-05-22 12:30:00	ES	Futures	4667.3	4669.52	4665.64	4669.24	31899.0
2023-05-22 13:00:00	ES	Futures	4669.24	4673.13	4659.81	4668.97	80051.0
2023-05-22 13:30:00	ES	Futures	4669.24	4673.68	4668.97	4670.08	40676.0
2023-05-22 14:00:00	ES	Futures	4670.08	4676.18	4669.24	4676.18	35692.0
2023-05-22 14:30:00	ES	Futures	4676.18	4682.0	4672.85	4676.73	63508.0
2023-05-22 15:00:00	ES	Futures	4676.73	4678.95	4665.64	4668.41	64925.0
2023-05-22 15:30:00	ES	Futures	4668.41	4669.24	4661.48	4665.92	121857.0
2023-05-22 16:00:00	ES	Futures	4665.64	4668.13	4664.53	4666.75	45002.0
2023-05-22 16:30:00	ES	Futures	4666.47	4668.69	4665.64	4668.13	7732.0
2023-05-22 18:00:00	ES	Futures	4667.86	4669.24	4666.19	4668.13	1700.0
2023-05-22 18:30:00	ES	Futures	4668.13	4669.8	4668.13	4669.24	1009.0
2023-05-22 19:00:00	ES	Futures	4669.52	4678.67	4667.58	4678.12	9302.0
2023-05-22 19:30:00	ES	Futures	4678.4	4678.67	4676.73	4678.12	3626.0
2023-05-22 20:00:00	ES	Futures	4678.12	4680.62	4677.29	4678.4	4897.0
2023-05-22 20:30:00	ES	Futures	4678.4	4679.51	4677.01	4678.67	2848.0
2023-05-22 21:00:00	ES	Futures	4678.4	4680.62	4677.29	4680.62	3770.0
2023-05-22 21:30:00	ES	Futures	4680.34	4684.78	4678.95	4680.06	8077.0
2023-05-22 22:00:00	ES	Futures	4680.06	4680.62	4676.18	4677.56	5009.0
2023-05-22 22:30:00	ES	Futures	4677.84	4678.12	4675.62	4677.01	2504.0
2023-05-22 23:00:00	ES	Futures	4677.29	4677.29	4673.96	4674.79	2383.0
2023-05-22 23:30:00	ES	Futures	4674.51	4676.18	4671.19	4673.96	4955.0
2023-05-22 00:00:00	NQ	Futures	15622.25	15630.42	15621.69	15625.91	1232.0
2023-05-22 00:30:00	NQ	Futures	15626.19	15630.98	15619.72	15625.63	1635.0
2023-05-22 01:00:00	NQ	Futures	15625.35	15626.19	15621.69	15623.38	1104.0
2023-05-22 01:30:00	NQ	Futures	15623.1	15623.38	15612.4	15614.37	1491.0

> showing 50 of 3,753 rows — these rows as CSV

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