PREVIEW / futures_30min / 2023-05-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-23.parquet
  size:    107 KB
  rows:    3,819

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
2023-05-23 00:00:00	ES	Futures	4673.96	4673.96	4671.74	4673.96	3099.0
2023-05-23 00:30:00	ES	Futures	4673.96	4674.24	4669.52	4671.19	2564.0
2023-05-23 01:00:00	ES	Futures	4671.19	4672.57	4670.35	4670.63	1710.0
2023-05-23 01:30:00	ES	Futures	4670.35	4672.85	4669.52	4672.02	2516.0
2023-05-23 02:00:00	ES	Futures	4672.02	4672.57	4667.86	4668.69	4809.0
2023-05-23 02:30:00	ES	Futures	4668.69	4670.35	4667.03	4667.58	3954.0
2023-05-23 03:00:00	ES	Futures	4667.3	4667.58	4660.37	4663.97	12189.0
2023-05-23 03:30:00	ES	Futures	4663.97	4663.97	4659.26	4661.76	13215.0
2023-05-23 04:00:00	ES	Futures	4661.76	4664.53	4659.81	4661.2	7251.0
2023-05-23 04:30:00	ES	Futures	4660.92	4663.14	4660.09	4661.2	4578.0
2023-05-23 05:00:00	ES	Futures	4661.2	4662.31	4657.32	4660.09	6423.0
2023-05-23 05:30:00	ES	Futures	4659.81	4661.48	4656.76	4658.15	5610.0
2023-05-23 06:00:00	ES	Futures	4658.15	4661.76	4656.49	4661.76	5636.0
2023-05-23 06:30:00	ES	Futures	4662.03	4665.36	4661.48	4661.76	8016.0
2023-05-23 07:00:00	ES	Futures	4662.03	4662.87	4658.15	4661.2	7572.0
2023-05-23 07:30:00	ES	Futures	4661.2	4661.48	4650.38	4650.66	14629.0
2023-05-23 08:00:00	ES	Futures	4650.66	4655.38	4650.11	4655.38	12538.0
2023-05-23 08:30:00	ES	Futures	4655.1	4656.49	4650.66	4651.77	15149.0
2023-05-23 09:00:00	ES	Futures	4651.77	4653.99	4644.01	4645.95	37050.0
2023-05-23 09:30:00	ES	Futures	4645.95	4656.76	4643.17	4652.05	139220.0
2023-05-23 10:00:00	ES	Futures	4652.05	4657.87	4644.56	4652.88	115211.0
2023-05-23 10:30:00	ES	Futures	4652.88	4656.21	4646.22	4649.0	75260.0
2023-05-23 11:00:00	ES	Futures	4649.0	4655.38	4648.44	4654.54	49440.0
2023-05-23 11:30:00	ES	Futures	4654.82	4656.49	4651.49	4652.33	56769.0
2023-05-23 12:00:00	ES	Futures	4652.6	4655.38	4646.5	4647.33	59051.0
2023-05-23 12:30:00	ES	Futures	4647.61	4648.72	4632.36	4637.35	135158.0
2023-05-23 13:00:00	ES	Futures	4637.35	4644.28	4630.41	4631.52	80597.0
2023-05-23 13:30:00	ES	Futures	4631.25	4635.41	4624.59	4629.86	110000.0
2023-05-23 14:00:00	ES	Futures	4630.14	4636.52	4607.39	4614.88	149772.0
2023-05-23 14:30:00	ES	Futures	4614.88	4620.71	4610.72	4619.04	97019.0
2023-05-23 15:00:00	ES	Futures	4619.32	4621.26	4609.89	4619.6	96525.0
2023-05-23 15:30:00	ES	Futures	4619.6	4623.48	4611.83	4612.94	171203.0
2023-05-23 16:00:00	ES	Futures	4612.94	4617.1	4611.28	4613.5	57912.0
2023-05-23 16:30:00	ES	Futures	4613.5	4615.99	4612.66	4614.33	7121.0
2023-05-23 18:00:00	ES	Futures	4612.94	4619.04	4612.94	4618.49	3358.0
2023-05-23 18:30:00	ES	Futures	4618.49	4619.32	4617.38	4618.49	1383.0
2023-05-23 19:00:00	ES	Futures	4618.77	4619.32	4617.66	4618.49	1454.0
2023-05-23 19:30:00	ES	Futures	4618.49	4620.15	4617.66	4619.88	2394.0
2023-05-23 20:00:00	ES	Futures	4619.88	4622.09	4617.93	4620.98	4211.0
2023-05-23 20:30:00	ES	Futures	4620.98	4621.54	4619.88	4620.98	1668.0
2023-05-23 21:00:00	ES	Futures	4620.98	4621.26	4616.55	4618.77	3204.0
2023-05-23 21:30:00	ES	Futures	4618.49	4619.88	4616.27	4616.55	3585.0
2023-05-23 22:00:00	ES	Futures	4616.55	4617.93	4614.61	4617.38	3509.0
2023-05-23 22:30:00	ES	Futures	4617.38	4618.21	4616.82	4617.38	1429.0
2023-05-23 23:00:00	ES	Futures	4617.38	4619.88	4616.82	4616.82	1871.0
2023-05-23 23:30:00	ES	Futures	4616.82	4619.04	4615.99	4618.77	1418.0
2023-05-23 00:00:00	NQ	Futures	15696.02	15697.43	15688.98	15695.17	1437.0
2023-05-23 00:30:00	NQ	Futures	15695.17	15696.86	15679.12	15684.47	1717.0
2023-05-23 01:00:00	NQ	Futures	15685.04	15695.17	15683.63	15687.01	1217.0
2023-05-23 01:30:00	NQ	Futures	15687.01	15692.64	15680.81	15690.1	1452.0

> showing 50 of 3,819 rows — these rows as CSV

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