PREVIEW / futures_30min / 2022-11-10

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-10.parquet
  size:    123 KB
  rows:    4,038

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
2022-11-10 00:00:00	ES	Futures	4244.75	4248.42	4243.06	4245.6	3236.0
2022-11-10 00:30:00	ES	Futures	4245.6	4246.73	4243.91	4244.47	1727.0
2022-11-10 01:00:00	ES	Futures	4244.75	4246.45	4241.37	4241.65	3090.0
2022-11-10 01:30:00	ES	Futures	4241.93	4244.19	4240.24	4243.63	2684.0
2022-11-10 02:00:00	ES	Futures	4243.91	4247.85	4236.3	4236.58	5692.0
2022-11-10 02:30:00	ES	Futures	4236.58	4239.96	4234.32	4238.27	5909.0
2022-11-10 03:00:00	ES	Futures	4238.83	4246.73	4236.3	4244.75	8247.0
2022-11-10 03:30:00	ES	Futures	4244.75	4250.67	4242.5	4243.06	7324.0
2022-11-10 04:00:00	ES	Futures	4243.06	4245.04	4239.96	4244.47	5530.0
2022-11-10 04:30:00	ES	Futures	4244.75	4248.42	4243.91	4245.88	6054.0
2022-11-10 05:00:00	ES	Futures	4245.88	4247.01	4237.14	4240.24	6873.0
2022-11-10 05:30:00	ES	Futures	4240.24	4249.55	4237.99	4249.26	6676.0
2022-11-10 06:00:00	ES	Futures	4249.26	4252.36	4239.12	4248.14	16178.0
2022-11-10 06:30:00	ES	Futures	4248.14	4252.65	4245.32	4246.45	6584.0
2022-11-10 07:00:00	ES	Futures	4246.45	4249.26	4242.78	4243.63	9174.0
2022-11-10 07:30:00	ES	Futures	4243.34	4247.29	4240.53	4246.16	11528.0
2022-11-10 08:00:00	ES	Futures	4245.88	4252.08	4243.91	4245.32	26361.0
2022-11-10 08:30:00	ES	Futures	4245.32	4378.09	4230.1	4372.73	204064.0
2022-11-10 09:00:00	ES	Futures	4372.73	4391.9	4363.71	4390.77	101145.0
2022-11-10 09:30:00	ES	Futures	4391.06	4412.48	4364.56	4411.92	312882.0
2022-11-10 10:00:00	ES	Futures	4411.92	4419.53	4400.92	4411.92	193133.0
2022-11-10 10:30:00	ES	Futures	4411.63	4422.35	4391.06	4419.81	160473.0
2022-11-10 11:00:00	ES	Futures	4419.53	4424.32	4407.97	4423.47	113638.0
2022-11-10 11:30:00	ES	Futures	4423.47	4437.85	4423.47	4435.88	95879.0
2022-11-10 12:00:00	ES	Futures	4435.88	4435.88	4420.37	4422.06	69313.0
2022-11-10 12:30:00	ES	Futures	4421.78	4421.78	4402.61	4404.02	87770.0
2022-11-10 13:00:00	ES	Futures	4404.02	4424.6	4404.02	4421.22	91125.0
2022-11-10 13:30:00	ES	Futures	4421.22	4431.93	4415.3	4428.83	62050.0
2022-11-10 14:00:00	ES	Futures	4428.83	4435.6	4425.17	4432.78	59447.0
2022-11-10 14:30:00	ES	Futures	4432.78	4441.23	4428.55	4440.11	58645.0
2022-11-10 15:00:00	ES	Futures	4439.82	4454.48	4437.01	4453.64	99969.0
2022-11-10 15:30:00	ES	Futures	4453.92	4471.4	4451.1	4466.32	292229.0
2022-11-10 16:00:00	ES	Futures	4466.6	4478.16	4463.79	4477.03	99932.0
2022-11-10 16:30:00	ES	Futures	4476.75	4480.42	4475.62	4479.85	12928.0
2022-11-10 18:00:00	ES	Futures	4479.85	4479.85	4471.11	4473.09	6180.0
2022-11-10 18:30:00	ES	Futures	4473.37	4481.54	4471.4	4478.73	5830.0
2022-11-10 19:00:00	ES	Futures	4478.73	4480.7	4468.86	4470.27	9013.0
2022-11-10 19:30:00	ES	Futures	4470.27	4474.78	4467.73	4474.22	4970.0
2022-11-10 20:00:00	ES	Futures	4473.93	4478.73	4471.11	4474.5	7705.0
2022-11-10 20:30:00	ES	Futures	4474.5	4474.5	4463.5	4464.35	10538.0
2022-11-10 21:00:00	ES	Futures	4464.35	4469.99	4464.07	4469.99	4130.0
2022-11-10 21:30:00	ES	Futures	4469.99	4474.78	4468.01	4469.14	5788.0
2022-11-10 22:00:00	ES	Futures	4468.86	4469.42	4462.09	4464.91	5424.0
2022-11-10 22:30:00	ES	Futures	4464.63	4467.17	4463.5	4466.89	2575.0
2022-11-10 23:00:00	ES	Futures	4466.89	4469.99	4464.35	4469.42	2717.0
2022-11-10 23:30:00	ES	Futures	4469.7	4475.62	4469.42	4475.62	4391.0
2022-11-10 00:00:00	NQ	Futures	12502.12	12517.35	12496.66	12504.71	2292.0
2022-11-10 00:30:00	NQ	Futures	12504.71	12508.73	12499.83	12502.41	950.0
2022-11-10 01:00:00	NQ	Futures	12503.56	12509.02	12483.16	12488.33	1787.0
2022-11-10 01:30:00	NQ	Futures	12487.76	12500.69	12482.3	12499.54	1240.0

> showing 50 of 4,038 rows — these rows as CSV

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