PREVIEW / futures_30min / 2022-11-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-09.parquet
  size:    117 KB
  rows:    4,013

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
2022-11-09 00:00:00	ES	Futures	4329.89	4330.17	4324.53	4324.53	6472.0
2022-11-09 00:30:00	ES	Futures	4324.81	4324.81	4315.51	4319.74	8008.0
2022-11-09 01:00:00	ES	Futures	4320.02	4320.58	4312.97	4316.64	7572.0
2022-11-09 01:30:00	ES	Futures	4316.92	4318.61	4312.97	4314.38	4429.0
2022-11-09 02:00:00	ES	Futures	4314.38	4323.68	4313.25	4321.99	5134.0
2022-11-09 02:30:00	ES	Futures	4321.99	4326.78	4316.35	4323.4	6245.0
2022-11-09 03:00:00	ES	Futures	4323.4	4335.52	4322.84	4327.91	13153.0
2022-11-09 03:30:00	ES	Futures	4327.91	4333.27	4322.56	4325.38	8353.0
2022-11-09 04:00:00	ES	Futures	4325.38	4325.94	4312.97	4316.64	8896.0
2022-11-09 04:30:00	ES	Futures	4316.35	4316.92	4301.7	4305.92	14257.0
2022-11-09 05:00:00	ES	Futures	4305.64	4307.05	4298.31	4303.11	14663.0
2022-11-09 05:30:00	ES	Futures	4303.11	4316.92	4301.98	4315.23	12409.0
2022-11-09 06:00:00	ES	Futures	4315.23	4324.25	4313.25	4321.43	8410.0
2022-11-09 06:30:00	ES	Futures	4321.15	4323.97	4315.51	4318.33	11009.0
2022-11-09 07:00:00	ES	Futures	4318.05	4319.46	4306.49	4309.31	11211.0
2022-11-09 07:30:00	ES	Futures	4309.03	4322.27	4308.74	4321.15	9824.0
2022-11-09 08:00:00	ES	Futures	4321.15	4324.53	4299.16	4301.98	22610.0
2022-11-09 08:30:00	ES	Futures	4301.98	4312.97	4297.19	4300.85	31257.0
2022-11-09 09:00:00	ES	Futures	4300.85	4307.9	4294.37	4299.44	32027.0
2022-11-09 09:30:00	ES	Futures	4299.72	4301.98	4279.14	4286.19	176020.0
2022-11-09 10:00:00	ES	Futures	4286.19	4313.82	4283.37	4296.34	152849.0
2022-11-09 10:30:00	ES	Futures	4296.34	4300.85	4271.53	4280.84	158207.0
2022-11-09 11:00:00	ES	Futures	4280.84	4297.19	4279.99	4291.27	93244.0
2022-11-09 11:30:00	ES	Futures	4290.98	4303.95	4284.22	4290.42	86950.0
2022-11-09 12:00:00	ES	Futures	4290.14	4292.96	4278.86	4281.12	58525.0
2022-11-09 12:30:00	ES	Futures	4281.4	4289.01	4276.61	4283.94	54567.0
2022-11-09 13:00:00	ES	Futures	4284.22	4287.04	4267.87	4269.84	99973.0
2022-11-09 13:30:00	ES	Futures	4269.56	4269.56	4249.26	4256.88	113745.0
2022-11-09 14:00:00	ES	Futures	4256.88	4265.05	4252.65	4259.41	74111.0
2022-11-09 14:30:00	ES	Futures	4259.69	4259.69	4239.12	4242.22	102999.0
2022-11-09 15:00:00	ES	Futures	4242.22	4257.44	4240.24	4247.57	85003.0
2022-11-09 15:30:00	ES	Futures	4247.85	4248.7	4228.4	4234.61	202265.0
2022-11-09 16:00:00	ES	Futures	4234.89	4239.12	4232.35	4235.45	46517.0
2022-11-09 16:30:00	ES	Futures	4235.17	4239.12	4232.35	4235.45	7370.0
2022-11-09 18:00:00	ES	Futures	4236.3	4240.53	4232.07	4235.73	5128.0
2022-11-09 18:30:00	ES	Futures	4235.45	4237.71	4233.76	4236.86	2071.0
2022-11-09 19:00:00	ES	Futures	4236.86	4243.34	4235.45	4242.22	5558.0
2022-11-09 19:30:00	ES	Futures	4242.22	4245.04	4239.4	4242.22	4432.0
2022-11-09 20:00:00	ES	Futures	4241.93	4247.85	4241.65	4245.04	6085.0
2022-11-09 20:30:00	ES	Futures	4244.75	4246.45	4241.37	4242.78	5978.0
2022-11-09 21:00:00	ES	Futures	4242.78	4244.19	4236.86	4237.99	4879.0
2022-11-09 21:30:00	ES	Futures	4237.99	4242.22	4236.3	4240.24	4420.0
2022-11-09 22:00:00	ES	Futures	4240.53	4244.19	4238.55	4240.81	3234.0
2022-11-09 22:30:00	ES	Futures	4240.81	4243.63	4239.96	4241.37	2278.0
2022-11-09 23:00:00	ES	Futures	4241.37	4244.75	4239.96	4243.06	2736.0
2022-11-09 23:30:00	ES	Futures	4242.78	4245.32	4241.93	4244.47	2385.0
2022-11-09 00:00:00	NQ	Futures	12790.6	12795.2	12768.76	12773.36	2414.0
2022-11-09 00:30:00	NQ	Futures	12773.36	12776.81	12743.77	12756.41	2567.0
2022-11-09 01:00:00	NQ	Futures	12757.56	12760.72	12732.85	12751.24	2761.0
2022-11-09 01:30:00	NQ	Futures	12750.66	12755.26	12733.13	12737.73	2342.0

> showing 50 of 4,013 rows — these rows as CSV

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