PREVIEW / futures_30min / 2023-05-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-05-26.parquet
  size:    92 KB
  rows:    3,086

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
2023-05-26 00:00:00	ES	Futures	4605.45	4606.56	4604.9	4605.45	1945.0
2023-05-26 00:30:00	ES	Futures	4605.45	4607.95	4604.07	4606.56	1870.0
2023-05-26 01:00:00	ES	Futures	4606.84	4607.95	4604.9	4607.12	2153.0
2023-05-26 01:30:00	ES	Futures	4607.39	4609.61	4606.84	4607.67	2517.0
2023-05-26 02:00:00	ES	Futures	4607.39	4616.55	4606.29	4614.61	6050.0
2023-05-26 02:30:00	ES	Futures	4614.33	4617.38	4613.22	4615.44	3617.0
2023-05-26 03:00:00	ES	Futures	4615.44	4618.49	4610.45	4612.66	10280.0
2023-05-26 03:30:00	ES	Futures	4612.66	4612.94	4602.12	4604.9	11620.0
2023-05-26 04:00:00	ES	Futures	4604.9	4613.22	4604.62	4611.55	6598.0
2023-05-26 04:30:00	ES	Futures	4611.55	4613.77	4607.39	4611.28	4674.0
2023-05-26 05:00:00	ES	Futures	4611.28	4612.66	4605.45	4607.67	5318.0
2023-05-26 05:30:00	ES	Futures	4607.67	4610.17	4605.73	4608.5	4318.0
2023-05-26 06:00:00	ES	Futures	4608.5	4613.77	4605.73	4612.94	5945.0
2023-05-26 06:30:00	ES	Futures	4612.94	4624.04	4612.39	4623.48	11589.0
2023-05-26 07:00:00	ES	Futures	4623.48	4626.81	4622.09	4625.98	10482.0
2023-05-26 07:30:00	ES	Futures	4625.7	4628.2	4623.48	4625.15	10602.0
2023-05-26 08:00:00	ES	Futures	4625.42	4627.36	4622.09	4623.76	11999.0
2023-05-26 08:30:00	ES	Futures	4623.48	4627.64	4610.17	4622.65	40918.0
2023-05-26 09:00:00	ES	Futures	4622.37	4627.64	4620.98	4622.37	27176.0
2023-05-26 09:30:00	ES	Futures	4622.09	4645.67	4621.26	4640.95	187797.0
2023-05-26 10:00:00	ES	Futures	4641.23	4665.64	4639.84	4665.64	171367.0
2023-05-26 10:30:00	ES	Futures	4665.64	4672.57	4662.03	4667.3	148807.0
2023-05-26 11:00:00	ES	Futures	4667.58	4671.46	4655.1	4658.43	126688.0
2023-05-26 11:30:00	ES	Futures	4658.43	4668.69	4657.87	4663.97	86341.0
2023-05-26 12:00:00	ES	Futures	4663.97	4672.57	4662.87	4672.57	63670.0
2023-05-26 12:30:00	ES	Futures	4672.57	4674.24	4670.08	4671.46	62594.0
2023-05-26 13:00:00	ES	Futures	4671.74	4674.79	4666.47	4670.35	51282.0
2023-05-26 13:30:00	ES	Futures	4670.63	4672.85	4665.08	4669.8	52852.0
2023-05-26 14:00:00	ES	Futures	4669.8	4673.96	4663.97	4672.3	58213.0
2023-05-26 14:30:00	ES	Futures	4672.57	4679.78	4672.02	4676.18	68297.0
2023-05-26 15:00:00	ES	Futures	4676.18	4683.11	4674.79	4676.46	77469.0
2023-05-26 15:30:00	ES	Futures	4676.46	4680.34	4672.3	4674.51	196066.0
2023-05-26 16:00:00	ES	Futures	4674.51	4682.28	4673.68	4680.89	61936.0
2023-05-26 16:30:00	ES	Futures	4680.62	4682.0	4680.34	4680.89	30037.0
2023-05-26 00:00:00	NQ	Futures	15712.07	15716.01	15706.72	15707.28	1045.0
2023-05-26 00:30:00	NQ	Futures	15707.0	15718.82	15702.49	15714.6	1076.0
2023-05-26 01:00:00	NQ	Futures	15715.16	15724.17	15711.78	15719.67	951.0
2023-05-26 01:30:00	NQ	Futures	15721.36	15730.37	15717.98	15723.61	1996.0
2023-05-26 02:00:00	NQ	Futures	15723.89	15756.27	15719.39	15748.67	3911.0
2023-05-26 02:30:00	NQ	Futures	15748.1	15757.68	15743.6	15747.82	2582.0
2023-05-26 03:00:00	NQ	Futures	15748.1	15749.51	15725.58	15732.9	4421.0
2023-05-26 03:30:00	NQ	Futures	15733.18	15735.72	15703.62	15716.57	4784.0
2023-05-26 04:00:00	NQ	Futures	15717.13	15750.36	15717.13	15749.23	4004.0
2023-05-26 04:30:00	NQ	Futures	15748.95	15762.46	15736.56	15755.14	3389.0
2023-05-26 05:00:00	NQ	Futures	15755.43	15757.4	15736.0	15742.19	2548.0
2023-05-26 05:30:00	NQ	Futures	15742.19	15749.51	15736.28	15744.44	1981.0
2023-05-26 06:00:00	NQ	Futures	15743.88	15758.52	15728.68	15757.68	3683.0
2023-05-26 06:30:00	NQ	Futures	15756.83	15794.28	15754.3	15789.77	6923.0
2023-05-26 07:00:00	NQ	Futures	15789.49	15809.2	15784.14	15803.01	5711.0
2023-05-26 07:30:00	NQ	Futures	15802.73	15817.37	15799.91	15801.04	5378.0

> showing 50 of 3,086 rows — these rows as CSV

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