PREVIEW / futures_30min / 2023-06-05

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-05.parquet
  size:    105 KB
  rows:    3,801

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
2023-06-05 00:00:00	ES	Futures	4752.73	4753.28	4750.79	4750.79	1841.0
2023-06-05 00:30:00	ES	Futures	4751.06	4752.73	4749.95	4752.17	2637.0
2023-06-05 01:00:00	ES	Futures	4752.45	4753.01	4750.79	4751.62	2765.0
2023-06-05 01:30:00	ES	Futures	4751.62	4755.22	4751.34	4754.39	2974.0
2023-06-05 02:00:00	ES	Futures	4754.39	4756.89	4753.28	4755.22	3835.0
2023-06-05 02:30:00	ES	Futures	4755.22	4756.33	4753.84	4756.33	2801.0
2023-06-05 03:00:00	ES	Futures	4756.33	4759.38	4753.01	4758.83	12658.0
2023-06-05 03:30:00	ES	Futures	4758.55	4761.88	4757.17	4758.83	10189.0
2023-06-05 04:00:00	ES	Futures	4758.83	4760.77	4756.06	4757.72	7509.0
2023-06-05 04:30:00	ES	Futures	4757.72	4760.22	4755.78	4757.17	5952.0
2023-06-05 05:00:00	ES	Futures	4757.17	4758.27	4755.5	4757.72	3690.0
2023-06-05 05:30:00	ES	Futures	4758.0	4758.55	4756.06	4756.89	4504.0
2023-06-05 06:00:00	ES	Futures	4756.61	4757.44	4755.5	4757.17	4771.0
2023-06-05 06:30:00	ES	Futures	4757.17	4760.49	4756.89	4760.22	5996.0
2023-06-05 07:00:00	ES	Futures	4760.22	4761.88	4758.27	4759.11	6425.0
2023-06-05 07:30:00	ES	Futures	4759.11	4759.94	4757.72	4758.55	5604.0
2023-06-05 08:00:00	ES	Futures	4758.55	4760.22	4756.33	4758.27	9722.0
2023-06-05 08:30:00	ES	Futures	4758.27	4761.05	4757.17	4758.0	10606.0
2023-06-05 09:00:00	ES	Futures	4758.27	4763.27	4758.0	4761.33	19822.0
2023-06-05 09:30:00	ES	Futures	4761.6	4771.87	4757.72	4761.88	177577.0
2023-06-05 10:00:00	ES	Futures	4761.6	4775.19	4754.67	4757.44	206001.0
2023-06-05 10:30:00	ES	Futures	4757.44	4769.09	4756.33	4765.21	119913.0
2023-06-05 11:00:00	ES	Futures	4765.21	4769.92	4762.99	4768.54	68706.0
2023-06-05 11:30:00	ES	Futures	4768.54	4771.87	4765.76	4769.37	65056.0
2023-06-05 12:00:00	ES	Futures	4769.37	4775.19	4764.38	4772.97	66609.0
2023-06-05 12:30:00	ES	Futures	4772.97	4776.3	4771.03	4776.03	35578.0
2023-06-05 13:00:00	ES	Futures	4776.3	4776.86	4762.16	4764.65	66385.0
2023-06-05 13:30:00	ES	Futures	4764.65	4765.21	4759.38	4764.38	72701.0
2023-06-05 14:00:00	ES	Futures	4764.38	4764.93	4754.95	4758.55	78119.0
2023-06-05 14:30:00	ES	Futures	4758.83	4759.66	4740.52	4754.95	156988.0
2023-06-05 15:00:00	ES	Futures	4754.95	4756.33	4740.52	4749.68	111772.0
2023-06-05 15:30:00	ES	Futures	4749.68	4755.78	4747.46	4748.84	135856.0
2023-06-05 16:00:00	ES	Futures	4748.84	4751.62	4748.29	4750.23	41258.0
2023-06-05 16:30:00	ES	Futures	4750.23	4752.17	4748.01	4748.57	18599.0
2023-06-05 18:00:00	ES	Futures	4748.01	4748.29	4744.13	4745.52	3484.0
2023-06-05 18:30:00	ES	Futures	4745.79	4746.07	4743.02	4743.3	2200.0
2023-06-05 19:00:00	ES	Futures	4743.3	4746.9	4743.02	4744.96	2236.0
2023-06-05 19:30:00	ES	Futures	4745.24	4745.79	4741.63	4743.58	2479.0
2023-06-05 20:00:00	ES	Futures	4743.85	4744.68	4741.91	4743.85	2938.0
2023-06-05 20:30:00	ES	Futures	4744.13	4747.18	4743.85	4746.63	2895.0
2023-06-05 21:00:00	ES	Futures	4746.9	4750.23	4746.35	4748.84	4106.0
2023-06-05 21:30:00	ES	Futures	4748.84	4749.95	4746.9	4749.95	2902.0
2023-06-05 22:00:00	ES	Futures	4749.95	4752.17	4748.84	4751.34	3310.0
2023-06-05 22:30:00	ES	Futures	4751.34	4751.62	4749.68	4749.95	2474.0
2023-06-05 23:00:00	ES	Futures	4749.95	4751.06	4748.84	4750.79	1726.0
2023-06-05 23:30:00	ES	Futures	4751.06	4751.34	4747.74	4749.95	2243.0
2023-06-05 00:00:00	NQ	Futures	16362.45	16364.14	16350.35	16351.47	1181.0
2023-06-05 00:30:00	NQ	Futures	16350.91	16358.51	16348.38	16356.82	1651.0
2023-06-05 01:00:00	NQ	Futures	16357.39	16358.23	16352.32	16354.57	1539.0
2023-06-05 01:30:00	NQ	Futures	16354.29	16371.18	16354.29	16369.49	1776.0

> showing 50 of 3,801 rows — these rows as CSV

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