PREVIEW / futures_30min / 2022-11-02

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-02.parquet
  size:    116 KB
  rows:    3,981

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
2022-11-02 00:00:00	ES	Futures	4369.63	4371.61	4365.4	4369.63	4415.0
2022-11-02 00:30:00	ES	Futures	4369.63	4371.32	4368.22	4370.76	2244.0
2022-11-02 01:00:00	ES	Futures	4371.04	4373.58	4369.07	4371.04	3644.0
2022-11-02 01:30:00	ES	Futures	4371.32	4373.86	4370.2	4371.89	3205.0
2022-11-02 02:00:00	ES	Futures	4371.89	4372.17	4365.69	4367.66	3801.0
2022-11-02 02:30:00	ES	Futures	4367.94	4369.35	4363.43	4365.97	3113.0
2022-11-02 03:00:00	ES	Futures	4366.25	4367.1	4359.77	4360.61	4618.0
2022-11-02 03:30:00	ES	Futures	4360.33	4367.94	4360.05	4363.43	5065.0
2022-11-02 04:00:00	ES	Futures	4363.71	4376.68	4362.59	4374.99	11089.0
2022-11-02 04:30:00	ES	Futures	4374.99	4376.4	4370.48	4371.61	8732.0
2022-11-02 05:00:00	ES	Futures	4371.32	4373.86	4358.36	4360.33	10969.0
2022-11-02 05:30:00	ES	Futures	4360.33	4364.28	4359.2	4363.43	4824.0
2022-11-02 06:00:00	ES	Futures	4363.43	4364.28	4359.77	4361.18	4953.0
2022-11-02 06:30:00	ES	Futures	4361.18	4362.59	4354.13	4358.64	7895.0
2022-11-02 07:00:00	ES	Futures	4358.64	4362.02	4355.54	4360.89	8748.0
2022-11-02 07:30:00	ES	Futures	4360.61	4365.12	4359.77	4364.28	9805.0
2022-11-02 08:00:00	ES	Futures	4364.56	4365.69	4348.21	4355.26	28433.0
2022-11-02 08:30:00	ES	Futures	4355.54	4360.61	4346.24	4354.13	29093.0
2022-11-02 09:00:00	ES	Futures	4354.13	4356.1	4350.18	4350.75	17058.0
2022-11-02 09:30:00	ES	Futures	4350.75	4352.72	4333.55	4334.11	145429.0
2022-11-02 10:00:00	ES	Futures	4334.11	4341.16	4330.17	4332.14	102128.0
2022-11-02 10:30:00	ES	Futures	4332.14	4341.73	4330.45	4337.5	77319.0
2022-11-02 11:00:00	ES	Futures	4337.5	4341.16	4331.86	4336.09	65998.0
2022-11-02 11:30:00	ES	Futures	4336.37	4341.73	4333.83	4336.93	54804.0
2022-11-02 12:00:00	ES	Futures	4336.93	4339.19	4325.94	4325.94	49680.0
2022-11-02 12:30:00	ES	Futures	4326.22	4336.93	4321.99	4334.4	55163.0
2022-11-02 13:00:00	ES	Futures	4334.4	4334.68	4328.76	4330.73	42809.0
2022-11-02 13:30:00	ES	Futures	4330.45	4350.75	4329.32	4344.26	63910.0
2022-11-02 14:00:00	ES	Futures	4344.26	4396.98	4329.32	4395.85	245780.0
2022-11-02 14:30:00	ES	Futures	4395.85	4405.43	4294.37	4312.13	411737.0
2022-11-02 15:00:00	ES	Futures	4312.13	4342.57	4263.64	4272.66	219488.0
2022-11-02 15:30:00	ES	Futures	4272.66	4278.3	4247.29	4247.57	283969.0
2022-11-02 16:00:00	ES	Futures	4247.57	4248.7	4239.96	4248.7	78591.0
2022-11-02 16:30:00	ES	Futures	4248.42	4253.77	4247.57	4248.98	13086.0
2022-11-02 18:00:00	ES	Futures	4247.29	4250.96	4235.73	4243.06	10909.0
2022-11-02 18:30:00	ES	Futures	4243.06	4245.88	4239.4	4241.09	4413.0
2022-11-02 19:00:00	ES	Futures	4240.81	4241.65	4235.17	4237.14	6803.0
2022-11-02 19:30:00	ES	Futures	4237.14	4241.65	4236.02	4238.83	4084.0
2022-11-02 20:00:00	ES	Futures	4238.83	4241.93	4236.3	4240.53	6727.0
2022-11-02 20:30:00	ES	Futures	4240.53	4245.88	4239.96	4245.88	5236.0
2022-11-02 21:00:00	ES	Futures	4245.6	4256.88	4244.47	4255.47	10112.0
2022-11-02 21:30:00	ES	Futures	4255.47	4259.98	4254.34	4254.62	9235.0
2022-11-02 22:00:00	ES	Futures	4254.62	4259.69	4252.93	4258.0	5158.0
2022-11-02 22:30:00	ES	Futures	4258.28	4258.57	4253.49	4254.62	4010.0
2022-11-02 23:00:00	ES	Futures	4254.9	4262.23	4254.9	4256.88	5183.0
2022-11-02 23:30:00	ES	Futures	4256.88	4259.98	4256.31	4258.85	2892.0
2022-11-02 00:00:00	NQ	Futures	13070.45	13077.06	13058.96	13070.74	1533.0
2022-11-02 00:30:00	NQ	Futures	13070.74	13073.62	13060.97	13067.87	815.0
2022-11-02 01:00:00	NQ	Futures	13068.73	13081.09	13063.85	13070.74	1897.0
2022-11-02 01:30:00	NQ	Futures	13072.18	13082.24	13069.31	13073.9	1779.0

> showing 50 of 3,981 rows — these rows as CSV

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