PREVIEW / futures_30min / 2023-06-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-02.parquet
  size:    93 KB
  rows:    3,143

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
2023-06-02 00:00:00	ES	Futures	4698.64	4700.03	4698.37	4699.75	1400.0
2023-06-02 00:30:00	ES	Futures	4700.03	4700.59	4698.64	4699.2	1690.0
2023-06-02 01:00:00	ES	Futures	4698.92	4701.42	4698.64	4699.75	2139.0
2023-06-02 01:30:00	ES	Futures	4699.75	4701.97	4699.48	4700.31	2705.0
2023-06-02 02:00:00	ES	Futures	4700.31	4702.53	4697.81	4701.97	4825.0
2023-06-02 02:30:00	ES	Futures	4701.97	4704.19	4701.14	4703.36	5213.0
2023-06-02 03:00:00	ES	Futures	4703.08	4705.85	4700.31	4701.97	14922.0
2023-06-02 03:30:00	ES	Futures	4701.97	4706.69	4701.97	4706.69	8289.0
2023-06-02 04:00:00	ES	Futures	4706.69	4709.46	4705.58	4706.69	12016.0
2023-06-02 04:30:00	ES	Futures	4706.96	4710.02	4705.85	4709.74	6462.0
2023-06-02 05:00:00	ES	Futures	4709.46	4716.67	4707.8	4715.01	12850.0
2023-06-02 05:30:00	ES	Futures	4715.01	4715.84	4710.29	4712.23	7633.0
2023-06-02 06:00:00	ES	Futures	4712.51	4715.84	4711.12	4714.18	8313.0
2023-06-02 06:30:00	ES	Futures	4714.18	4715.28	4712.23	4713.62	6043.0
2023-06-02 07:00:00	ES	Futures	4713.34	4717.23	4712.51	4716.39	10866.0
2023-06-02 07:30:00	ES	Futures	4716.39	4717.78	4711.68	4712.23	11401.0
2023-06-02 08:00:00	ES	Futures	4712.51	4714.18	4708.07	4710.57	19930.0
2023-06-02 08:30:00	ES	Futures	4710.29	4722.77	4698.37	4713.62	67455.0
2023-06-02 09:00:00	ES	Futures	4713.62	4722.22	4713.62	4720.28	28549.0
2023-06-02 09:30:00	ES	Futures	4720.28	4741.36	4718.34	4718.89	303774.0
2023-06-02 10:00:00	ES	Futures	4719.17	4735.25	4713.9	4731.65	203571.0
2023-06-02 10:30:00	ES	Futures	4731.65	4746.63	4727.21	4746.63	135296.0
2023-06-02 11:00:00	ES	Futures	4746.63	4756.33	4746.35	4754.39	134985.0
2023-06-02 11:30:00	ES	Futures	4754.67	4756.06	4745.79	4753.01	88712.0
2023-06-02 12:00:00	ES	Futures	4753.28	4754.67	4747.46	4753.28	66286.0
2023-06-02 12:30:00	ES	Futures	4753.56	4761.05	4751.62	4759.94	59648.0
2023-06-02 13:00:00	ES	Futures	4759.94	4763.82	4755.78	4762.71	63061.0
2023-06-02 13:30:00	ES	Futures	4762.71	4763.54	4756.33	4761.05	52977.0
2023-06-02 14:00:00	ES	Futures	4761.33	4762.99	4753.56	4758.55	68655.0
2023-06-02 14:30:00	ES	Futures	4758.83	4764.65	4758.0	4763.27	55663.0
2023-06-02 15:00:00	ES	Futures	4763.27	4767.98	4760.22	4760.77	79860.0
2023-06-02 15:30:00	ES	Futures	4760.49	4764.1	4755.78	4758.55	229636.0
2023-06-02 16:00:00	ES	Futures	4758.27	4759.38	4756.06	4758.0	54089.0
2023-06-02 16:30:00	ES	Futures	4758.0	4759.11	4755.78	4758.0	12585.0
2023-06-02 00:00:00	NQ	Futures	16338.52	16343.31	16335.42	16340.77	1113.0
2023-06-02 00:30:00	NQ	Futures	16341.62	16343.87	16336.55	16338.52	1032.0
2023-06-02 01:00:00	NQ	Futures	16338.52	16350.35	16336.27	16341.06	1422.0
2023-06-02 01:30:00	NQ	Futures	16341.06	16348.94	16334.86	16336.55	1453.0
2023-06-02 02:00:00	NQ	Futures	16336.55	16343.59	16322.47	16342.18	2685.0
2023-06-02 02:30:00	NQ	Futures	16343.03	16351.47	16337.96	16346.97	2023.0
2023-06-02 03:00:00	NQ	Futures	16346.97	16350.91	16327.26	16335.42	4869.0
2023-06-02 03:30:00	NQ	Futures	16335.99	16347.53	16329.79	16345.84	2963.0
2023-06-02 04:00:00	NQ	Futures	16345.56	16348.94	16332.89	16340.21	3866.0
2023-06-02 04:30:00	NQ	Futures	16340.21	16363.02	16339.37	16362.74	3717.0
2023-06-02 05:00:00	NQ	Futures	16362.74	16401.59	16358.23	16393.14	5978.0
2023-06-02 05:30:00	NQ	Futures	16393.71	16396.52	16370.9	16376.53	3815.0
2023-06-02 06:00:00	NQ	Futures	16377.09	16391.45	16368.93	16384.13	4100.0
2023-06-02 06:30:00	NQ	Futures	16384.41	16386.95	16359.36	16363.58	3777.0
2023-06-02 07:00:00	NQ	Futures	16363.3	16403.28	16363.3	16399.62	6249.0
2023-06-02 07:30:00	NQ	Futures	16399.34	16401.03	16382.73	16388.07	4467.0

> showing 50 of 3,143 rows — these rows as CSV

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