PREVIEW / futures_30min / 2023-05-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-24.parquet
  size:    113 KB
  rows:    3,897

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
2023-05-24 00:00:00	ES	Futures	4618.49	4620.43	4618.49	4620.15	1473.0
2023-05-24 00:30:00	ES	Futures	4620.15	4620.98	4619.6	4620.43	1367.0
2023-05-24 01:00:00	ES	Futures	4620.71	4621.82	4619.6	4619.88	2606.0
2023-05-24 01:30:00	ES	Futures	4619.88	4620.15	4614.61	4615.44	3712.0
2023-05-24 02:00:00	ES	Futures	4615.44	4615.99	4609.06	4611.55	8559.0
2023-05-24 02:30:00	ES	Futures	4611.83	4612.39	4609.34	4611.83	4218.0
2023-05-24 03:00:00	ES	Futures	4611.83	4611.83	4602.12	4604.34	22093.0
2023-05-24 03:30:00	ES	Futures	4604.07	4605.45	4596.02	4598.8	18800.0
2023-05-24 04:00:00	ES	Futures	4599.07	4607.12	4597.69	4602.68	17622.0
2023-05-24 04:30:00	ES	Futures	4602.4	4611.55	4601.85	4610.72	12023.0
2023-05-24 05:00:00	ES	Futures	4610.72	4612.66	4604.62	4605.45	12017.0
2023-05-24 05:30:00	ES	Futures	4605.18	4606.56	4602.96	4602.96	5858.0
2023-05-24 06:00:00	ES	Futures	4602.96	4606.84	4594.91	4595.75	17223.0
2023-05-24 06:30:00	ES	Futures	4595.75	4598.8	4593.53	4597.69	12487.0
2023-05-24 07:00:00	ES	Futures	4597.96	4599.63	4594.64	4597.13	12289.0
2023-05-24 07:30:00	ES	Futures	4597.13	4597.96	4592.42	4593.8	9694.0
2023-05-24 08:00:00	ES	Futures	4594.08	4601.02	4592.14	4597.69	15733.0
2023-05-24 08:30:00	ES	Futures	4597.41	4597.69	4590.75	4591.59	21614.0
2023-05-24 09:00:00	ES	Futures	4591.59	4594.36	4589.64	4592.69	27887.0
2023-05-24 09:30:00	ES	Futures	4592.97	4593.53	4576.89	4578.55	192659.0
2023-05-24 10:00:00	ES	Futures	4578.55	4581.32	4569.4	4573.0	161702.0
2023-05-24 10:30:00	ES	Futures	4573.0	4579.1	4568.84	4571.06	128661.0
2023-05-24 11:00:00	ES	Futures	4570.78	4587.15	4567.46	4579.38	129058.0
2023-05-24 11:30:00	ES	Futures	4579.38	4581.32	4568.01	4570.51	116753.0
2023-05-24 12:00:00	ES	Futures	4570.51	4576.61	4564.13	4565.79	78532.0
2023-05-24 12:30:00	ES	Futures	4566.07	4573.56	4564.4	4572.45	51185.0
2023-05-24 13:00:00	ES	Futures	4572.45	4576.61	4565.51	4571.06	61950.0
2023-05-24 13:30:00	ES	Futures	4570.78	4582.99	4570.51	4578.55	58357.0
2023-05-24 14:00:00	ES	Futures	4578.83	4582.99	4567.46	4569.12	72495.0
2023-05-24 14:30:00	ES	Futures	4568.84	4577.16	4566.9	4570.78	66015.0
2023-05-24 15:00:00	ES	Futures	4570.78	4591.86	4567.46	4587.98	112026.0
2023-05-24 15:30:00	ES	Futures	4587.98	4597.13	4574.39	4578.27	236980.0
2023-05-24 16:00:00	ES	Futures	4578.55	4602.12	4574.94	4594.08	98781.0
2023-05-24 16:30:00	ES	Futures	4594.36	4605.18	4593.8	4604.9	34330.0
2023-05-24 18:00:00	ES	Futures	4611.83	4611.83	4599.35	4599.35	12503.0
2023-05-24 18:30:00	ES	Futures	4599.35	4600.46	4583.54	4595.47	17135.0
2023-05-24 19:00:00	ES	Futures	4595.47	4598.8	4593.53	4594.64	4610.0
2023-05-24 19:30:00	ES	Futures	4594.91	4601.57	4594.91	4597.96	5146.0
2023-05-24 20:00:00	ES	Futures	4598.24	4600.46	4595.47	4598.24	7400.0
2023-05-24 20:30:00	ES	Futures	4598.24	4599.07	4596.02	4598.52	4269.0
2023-05-24 21:00:00	ES	Futures	4598.52	4600.74	4589.37	4591.86	7159.0
2023-05-24 21:30:00	ES	Futures	4592.14	4595.47	4590.48	4592.97	5415.0
2023-05-24 22:00:00	ES	Futures	4592.97	4595.47	4590.2	4595.19	3711.0
2023-05-24 22:30:00	ES	Futures	4595.19	4597.13	4594.08	4594.91	3050.0
2023-05-24 23:00:00	ES	Futures	4595.19	4597.96	4594.91	4595.19	4768.0
2023-05-24 23:30:00	ES	Futures	4595.19	4595.47	4593.53	4593.8	2497.0
2023-05-24 00:00:00	NQ	Futures	15478.66	15484.01	15478.1	15482.6	721.0
2023-05-24 00:30:00	NQ	Futures	15482.6	15487.11	15480.91	15484.01	846.0
2023-05-24 01:00:00	NQ	Futures	15484.29	15487.95	15479.22	15480.35	1344.0
2023-05-24 01:30:00	NQ	Futures	15480.63	15482.88	15462.05	15466.27	2233.0

> showing 50 of 3,897 rows — these rows as CSV

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