PREVIEW / futures_30min / 2022-11-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-11.parquet
  size:    98 KB
  rows:    3,169

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
2022-11-11 00:00:00	ES	Futures	4475.62	4481.26	4471.11	4480.98	5662.0
2022-11-11 00:30:00	ES	Futures	4480.7	4493.67	4480.42	4492.82	13619.0
2022-11-11 01:00:00	ES	Futures	4492.82	4499.87	4489.72	4490.56	11744.0
2022-11-11 01:30:00	ES	Futures	4490.85	4497.89	4489.44	4497.33	5360.0
2022-11-11 02:00:00	ES	Futures	4497.33	4497.89	4489.72	4492.26	9024.0
2022-11-11 02:30:00	ES	Futures	4491.97	4504.66	4491.69	4503.53	10154.0
2022-11-11 03:00:00	ES	Futures	4503.53	4503.81	4488.87	4501.0	18339.0
2022-11-11 03:30:00	ES	Futures	4501.28	4507.48	4494.79	4505.22	15847.0
2022-11-11 04:00:00	ES	Futures	4505.51	4505.51	4487.75	4489.16	19924.0
2022-11-11 04:30:00	ES	Futures	4488.87	4494.51	4486.9	4491.97	12003.0
2022-11-11 05:00:00	ES	Futures	4492.26	4496.48	4484.93	4486.34	16431.0
2022-11-11 05:30:00	ES	Futures	4486.62	4489.72	4481.83	4483.8	14470.0
2022-11-11 06:00:00	ES	Futures	4484.08	4487.18	4479.85	4486.9	10661.0
2022-11-11 06:30:00	ES	Futures	4486.9	4491.41	4484.93	4488.31	8061.0
2022-11-11 07:00:00	ES	Futures	4488.31	4489.72	4479.57	4482.11	11122.0
2022-11-11 07:30:00	ES	Futures	4481.83	4490.0	4479.85	4488.59	11964.0
2022-11-11 08:00:00	ES	Futures	4488.87	4492.26	4485.49	4488.03	23216.0
2022-11-11 08:30:00	ES	Futures	4488.31	4492.82	4483.8	4491.41	31460.0
2022-11-11 09:00:00	ES	Futures	4491.41	4491.97	4473.09	4477.6	52788.0
2022-11-11 09:30:00	ES	Futures	4477.88	4484.36	4455.05	4473.37	212623.0
2022-11-11 10:00:00	ES	Futures	4472.81	4500.43	4455.61	4493.38	193808.0
2022-11-11 10:30:00	ES	Futures	4493.38	4498.18	4480.98	4486.34	107732.0
2022-11-11 11:00:00	ES	Futures	4486.34	4495.36	4464.07	4464.63	125538.0
2022-11-11 11:30:00	ES	Futures	4464.63	4479.01	4460.4	4473.65	98726.0
2022-11-11 12:00:00	ES	Futures	4473.65	4485.49	4467.45	4482.39	64846.0
2022-11-11 12:30:00	ES	Futures	4482.39	4490.0	4474.5	4484.65	66440.0
2022-11-11 13:00:00	ES	Futures	4484.65	4503.25	4484.36	4502.69	69007.0
2022-11-11 13:30:00	ES	Futures	4502.97	4509.17	4497.05	4507.48	72694.0
2022-11-11 14:00:00	ES	Futures	4507.48	4515.37	4501.84	4514.53	80830.0
2022-11-11 14:30:00	ES	Futures	4514.24	4521.01	4512.83	4519.6	69775.0
2022-11-11 15:00:00	ES	Futures	4519.6	4520.16	4497.89	4511.71	98496.0
2022-11-11 15:30:00	ES	Futures	4511.71	4521.29	4504.66	4511.14	161815.0
2022-11-11 16:00:00	ES	Futures	4511.43	4513.68	4505.51	4510.58	44093.0
2022-11-11 16:30:00	ES	Futures	4510.86	4511.43	4508.32	4509.73	7345.0
2022-11-11 00:00:00	NQ	Futures	13395.42	13418.98	13382.78	13417.54	2488.0
2022-11-11 00:30:00	NQ	Futures	13417.26	13473.0	13414.67	13467.54	6921.0
2022-11-11 01:00:00	NQ	Futures	13467.25	13498.86	13459.78	13466.96	6975.0
2022-11-11 01:30:00	NQ	Futures	13466.96	13489.66	13460.07	13487.94	2889.0
2022-11-11 02:00:00	NQ	Futures	13486.79	13489.38	13452.02	13462.65	4622.0
2022-11-11 02:30:00	NQ	Futures	13462.08	13514.66	13460.07	13507.76	5259.0
2022-11-11 03:00:00	NQ	Futures	13507.48	13509.2	13457.48	13496.27	7848.0
2022-11-11 03:30:00	NQ	Futures	13496.56	13535.64	13476.73	13527.3	7023.0
2022-11-11 04:00:00	NQ	Futures	13528.16	13528.74	13466.1	13470.99	7893.0
2022-11-11 04:30:00	NQ	Futures	13471.85	13485.93	13459.78	13478.74	5238.0
2022-11-11 05:00:00	NQ	Futures	13479.32	13496.27	13452.6	13458.92	6962.0
2022-11-11 05:30:00	NQ	Futures	13458.63	13469.55	13433.63	13445.13	5583.0
2022-11-11 06:00:00	NQ	Futures	13445.99	13460.64	13429.9	13458.34	4136.0
2022-11-11 06:30:00	NQ	Futures	13459.21	13468.98	13437.08	13449.15	3759.0
2022-11-11 07:00:00	NQ	Futures	13449.44	13452.89	13414.1	13424.44	5548.0
2022-11-11 07:30:00	NQ	Futures	13424.15	13454.61	13414.96	13452.02	5540.0

> showing 50 of 3,169 rows — these rows as CSV

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