PREVIEW / futures_30min / 2023-06-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-06.parquet
  size:    105 KB
  rows:    3,772

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
2023-06-06 00:00:00	ES	Futures	4749.95	4751.62	4749.4	4751.34	1768.0
2023-06-06 00:30:00	ES	Futures	4751.34	4753.56	4749.95	4750.51	3532.0
2023-06-06 01:00:00	ES	Futures	4750.79	4753.28	4749.95	4751.34	2544.0
2023-06-06 01:30:00	ES	Futures	4751.62	4751.9	4748.01	4748.01	3577.0
2023-06-06 02:00:00	ES	Futures	4748.01	4749.68	4744.96	4748.84	5835.0
2023-06-06 02:30:00	ES	Futures	4748.84	4749.12	4743.3	4743.85	4981.0
2023-06-06 03:00:00	ES	Futures	4743.85	4753.28	4743.58	4751.34	16025.0
2023-06-06 03:30:00	ES	Futures	4751.62	4753.84	4747.46	4750.51	9018.0
2023-06-06 04:00:00	ES	Futures	4750.51	4753.28	4746.35	4746.9	9696.0
2023-06-06 04:30:00	ES	Futures	4746.9	4748.01	4743.02	4744.13	5912.0
2023-06-06 05:00:00	ES	Futures	4744.41	4746.07	4741.36	4744.13	7338.0
2023-06-06 05:30:00	ES	Futures	4744.41	4746.9	4743.85	4744.68	4581.0
2023-06-06 06:00:00	ES	Futures	4744.68	4745.24	4742.74	4743.85	4714.0
2023-06-06 06:30:00	ES	Futures	4743.85	4746.63	4743.3	4745.52	8097.0
2023-06-06 07:00:00	ES	Futures	4745.52	4747.18	4744.13	4746.9	5257.0
2023-06-06 07:30:00	ES	Futures	4746.9	4748.57	4745.24	4746.35	7617.0
2023-06-06 08:00:00	ES	Futures	4746.63	4749.4	4742.74	4743.58	10776.0
2023-06-06 08:30:00	ES	Futures	4743.58	4746.9	4743.3	4745.52	9022.0
2023-06-06 09:00:00	ES	Futures	4745.79	4748.84	4743.02	4743.02	17391.0
2023-06-06 09:30:00	ES	Futures	4743.3	4744.96	4735.53	4742.19	168926.0
2023-06-06 10:00:00	ES	Futures	4742.47	4753.84	4741.36	4751.62	128929.0
2023-06-06 10:30:00	ES	Futures	4751.62	4762.99	4749.95	4759.11	106497.0
2023-06-06 11:00:00	ES	Futures	4759.11	4760.77	4745.24	4752.17	98383.0
2023-06-06 11:30:00	ES	Futures	4752.17	4761.33	4751.62	4759.66	77762.0
2023-06-06 12:00:00	ES	Futures	4759.66	4763.54	4753.01	4754.11	67055.0
2023-06-06 12:30:00	ES	Futures	4754.11	4755.78	4743.85	4746.07	73768.0
2023-06-06 13:00:00	ES	Futures	4746.35	4756.61	4744.13	4749.68	91673.0
2023-06-06 13:30:00	ES	Futures	4749.68	4751.06	4742.19	4745.24	70966.0
2023-06-06 14:00:00	ES	Futures	4745.52	4752.17	4742.19	4751.62	65969.0
2023-06-06 14:30:00	ES	Futures	4751.34	4755.78	4749.95	4754.95	53258.0
2023-06-06 15:00:00	ES	Futures	4754.95	4760.49	4754.95	4759.38	69163.0
2023-06-06 15:30:00	ES	Futures	4759.66	4764.65	4752.17	4759.11	168612.0
2023-06-06 16:00:00	ES	Futures	4758.83	4762.71	4758.27	4761.33	51342.0
2023-06-06 16:30:00	ES	Futures	4761.05	4761.88	4760.77	4761.88	19471.0
2023-06-06 18:00:00	ES	Futures	4761.88	4761.88	4757.44	4757.72	2329.0
2023-06-06 18:30:00	ES	Futures	4757.72	4760.77	4757.72	4759.11	1736.0
2023-06-06 19:00:00	ES	Futures	4759.11	4762.99	4758.83	4762.71	2007.0
2023-06-06 19:30:00	ES	Futures	4762.44	4764.1	4761.6	4763.27	3334.0
2023-06-06 20:00:00	ES	Futures	4763.27	4764.38	4761.88	4762.44	3517.0
2023-06-06 20:30:00	ES	Futures	4762.44	4765.49	4761.88	4762.44	3756.0
2023-06-06 21:00:00	ES	Futures	4762.71	4763.54	4757.17	4761.05	7840.0
2023-06-06 21:30:00	ES	Futures	4761.05	4761.6	4759.11	4760.22	3506.0
2023-06-06 22:00:00	ES	Futures	4759.94	4760.49	4757.72	4760.49	2938.0
2023-06-06 22:30:00	ES	Futures	4760.22	4761.33	4759.38	4760.77	1750.0
2023-06-06 23:00:00	ES	Futures	4761.05	4761.88	4759.94	4761.6	1747.0
2023-06-06 23:30:00	ES	Futures	4761.88	4764.65	4761.6	4763.82	3225.0
2023-06-06 00:00:00	NQ	Futures	16430.03	16436.5	16427.21	16435.09	872.0
2023-06-06 00:30:00	NQ	Futures	16434.81	16443.82	16428.06	16429.74	1791.0
2023-06-06 01:00:00	NQ	Futures	16430.03	16442.41	16425.8	16433.69	1694.0
2023-06-06 01:30:00	NQ	Futures	16433.97	16435.94	16419.61	16421.3	1733.0

> showing 50 of 3,772 rows — these rows as CSV

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