PREVIEW / futures_30min / 2023-06-12

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-06-12.parquet
  size:    101 KB
  rows:    3,658

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
2023-06-12 00:00:00	ES	Futures	4781.3	4781.57	4779.63	4779.63	1113.0
2023-06-12 00:30:00	ES	Futures	4779.91	4781.3	4779.35	4781.02	648.0
2023-06-12 01:00:00	ES	Futures	4781.02	4784.07	4780.74	4784.07	1062.0
2023-06-12 01:30:00	ES	Futures	4784.07	4784.07	4781.3	4784.07	1490.0
2023-06-12 02:00:00	ES	Futures	4783.79	4788.23	4782.13	4788.23	2561.0
2023-06-12 02:30:00	ES	Futures	4788.23	4789.06	4786.84	4788.51	1194.0
2023-06-12 03:00:00	ES	Futures	4788.51	4789.62	4784.35	4786.56	6074.0
2023-06-12 03:30:00	ES	Futures	4786.56	4792.39	4786.01	4791.83	5521.0
2023-06-12 04:00:00	ES	Futures	4792.11	4794.89	4789.89	4792.39	5932.0
2023-06-12 04:30:00	ES	Futures	4792.39	4794.33	4790.45	4793.78	3067.0
2023-06-12 05:00:00	ES	Futures	4793.78	4795.99	4793.22	4793.22	3711.0
2023-06-12 05:30:00	ES	Futures	4793.22	4793.5	4786.29	4787.67	3233.0
2023-06-12 06:00:00	ES	Futures	4787.67	4787.67	4780.46	4782.68	5352.0
2023-06-12 06:30:00	ES	Futures	4782.4	4785.46	4780.74	4783.79	4243.0
2023-06-12 07:00:00	ES	Futures	4784.07	4789.62	4781.85	4788.23	4312.0
2023-06-12 07:30:00	ES	Futures	4788.23	4790.17	4787.95	4788.51	2609.0
2023-06-12 08:00:00	ES	Futures	4788.51	4789.34	4782.96	4785.73	7516.0
2023-06-12 08:30:00	ES	Futures	4785.46	4791.28	4784.9	4790.45	6363.0
2023-06-12 09:00:00	ES	Futures	4790.17	4791.28	4785.46	4786.29	10168.0
2023-06-12 09:30:00	ES	Futures	4786.56	4789.62	4779.35	4787.12	54448.0
2023-06-12 10:00:00	ES	Futures	4787.12	4787.4	4779.35	4784.62	43629.0
2023-06-12 10:30:00	ES	Futures	4784.35	4785.18	4778.24	4781.85	37604.0
2023-06-12 11:00:00	ES	Futures	4781.57	4785.18	4779.91	4783.24	20651.0
2023-06-12 11:30:00	ES	Futures	4783.51	4789.89	4783.51	4788.51	20653.0
2023-06-12 12:00:00	ES	Futures	4788.51	4790.17	4787.12	4789.34	10921.0
2023-06-12 12:30:00	ES	Futures	4789.34	4793.22	4789.06	4792.39	12388.0
2023-06-12 13:00:00	ES	Futures	4792.11	4794.61	4790.17	4790.73	10242.0
2023-06-12 13:30:00	ES	Futures	4790.73	4796.55	4789.06	4795.99	15790.0
2023-06-12 14:00:00	ES	Futures	4795.99	4796.83	4793.78	4794.61	13962.0
2023-06-12 14:30:00	ES	Futures	4794.61	4804.59	4794.61	4804.04	21045.0
2023-06-12 15:00:00	ES	Futures	4804.04	4817.07	4802.93	4812.36	44968.0
2023-06-12 15:30:00	ES	Futures	4812.36	4820.12	4809.86	4818.74	69272.0
2023-06-12 16:00:00	ES	Futures	4818.74	4819.57	4814.02	4819.02	33580.0
2023-06-12 16:30:00	ES	Futures	4819.02	4822.07	4818.46	4821.23	25468.0
2023-06-12 18:00:00	ES	Futures	4820.4	4820.68	4818.46	4819.85	719.0
2023-06-12 18:30:00	ES	Futures	4819.85	4824.01	4819.02	4822.9	990.0
2023-06-12 19:00:00	ES	Futures	4823.18	4823.45	4820.68	4821.79	1043.0
2023-06-12 19:30:00	ES	Futures	4821.79	4822.07	4817.63	4819.57	1467.0
2023-06-12 20:00:00	ES	Futures	4819.57	4821.23	4818.46	4818.74	1337.0
2023-06-12 20:30:00	ES	Futures	4818.74	4819.85	4817.63	4818.18	856.0
2023-06-12 21:00:00	ES	Futures	4818.18	4819.29	4817.63	4819.29	1007.0
2023-06-12 21:30:00	ES	Futures	4819.02	4822.07	4819.02	4821.79	1531.0
2023-06-12 22:00:00	ES	Futures	4821.79	4822.62	4819.57	4820.96	744.0
2023-06-12 22:30:00	ES	Futures	4820.96	4822.9	4820.96	4822.62	507.0
2023-06-12 23:00:00	ES	Futures	4822.62	4824.01	4822.07	4823.45	589.0
2023-06-12 23:30:00	ES	Futures	4823.45	4829.83	4823.18	4828.45	2284.0
2023-06-12 00:00:00	NQ	Futures	16429.46	16430.03	16417.64	16421.02	650.0
2023-06-12 00:30:00	NQ	Futures	16421.3	16430.87	16419.33	16426.37	594.0
2023-06-12 01:00:00	NQ	Futures	16426.93	16440.73	16424.68	16439.32	1046.0
2023-06-12 01:30:00	NQ	Futures	16439.32	16441.57	16430.59	16441.29	579.0

> showing 50 of 3,658 rows — these rows as CSV

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