PREVIEW / futures_30min / 2022-11-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-18.parquet
  size:    92 KB
  rows:    3,093

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
2022-11-18 00:00:00	ES	Futures	4459.27	4462.09	4457.02	4457.58	2983.0
2022-11-18 00:30:00	ES	Futures	4457.3	4457.87	4453.92	4456.74	3314.0
2022-11-18 01:00:00	ES	Futures	4456.74	4458.99	4453.36	4453.92	3207.0
2022-11-18 01:30:00	ES	Futures	4454.2	4455.61	4448.28	4455.05	4056.0
2022-11-18 02:00:00	ES	Futures	4455.33	4461.25	4453.64	4457.58	4975.0
2022-11-18 02:30:00	ES	Futures	4457.3	4459.84	4453.92	4455.61	3996.0
2022-11-18 03:00:00	ES	Futures	4455.89	4459.27	4446.59	4452.51	11765.0
2022-11-18 03:30:00	ES	Futures	4452.23	4463.22	4450.82	4462.94	9137.0
2022-11-18 04:00:00	ES	Futures	4462.94	4476.47	4460.68	4475.34	15428.0
2022-11-18 04:30:00	ES	Futures	4475.34	4481.83	4471.68	4472.24	11634.0
2022-11-18 05:00:00	ES	Futures	4472.24	4480.7	4469.14	4476.19	9818.0
2022-11-18 05:30:00	ES	Futures	4476.47	4490.28	4475.62	4488.59	13419.0
2022-11-18 06:00:00	ES	Futures	4488.87	4490.85	4484.08	4487.46	9315.0
2022-11-18 06:30:00	ES	Futures	4487.46	4489.16	4483.8	4486.9	7011.0
2022-11-18 07:00:00	ES	Futures	4486.62	4497.05	4485.77	4493.95	14720.0
2022-11-18 07:30:00	ES	Futures	4493.95	4494.51	4489.44	4491.13	9904.0
2022-11-18 08:00:00	ES	Futures	4490.85	4503.53	4488.87	4501.28	24170.0
2022-11-18 08:30:00	ES	Futures	4501.0	4501.28	4495.64	4500.43	19848.0
2022-11-18 09:00:00	ES	Futures	4500.43	4503.53	4491.41	4499.3	44230.0
2022-11-18 09:30:00	ES	Futures	4499.59	4501.0	4474.22	4477.03	175026.0
2022-11-18 10:00:00	ES	Futures	4477.03	4479.01	4460.4	4472.52	121761.0
2022-11-18 10:30:00	ES	Futures	4472.52	4476.19	4459.56	4462.94	78178.0
2022-11-18 11:00:00	ES	Futures	4463.22	4477.88	4457.3	4473.93	85187.0
2022-11-18 11:30:00	ES	Futures	4473.93	4479.29	4462.09	4469.42	74631.0
2022-11-18 12:00:00	ES	Futures	4469.42	4471.4	4445.46	4455.05	84724.0
2022-11-18 12:30:00	ES	Futures	4455.05	4458.71	4446.59	4454.76	56447.0
2022-11-18 13:00:00	ES	Futures	4454.76	4465.19	4452.79	4464.63	60609.0
2022-11-18 13:30:00	ES	Futures	4464.63	4466.32	4449.41	4455.05	60283.0
2022-11-18 14:00:00	ES	Futures	4455.05	4464.63	4454.48	4461.53	51819.0
2022-11-18 14:30:00	ES	Futures	4461.53	4466.32	4456.17	4464.63	51801.0
2022-11-18 15:00:00	ES	Futures	4464.63	4478.16	4463.79	4477.88	70388.0
2022-11-18 15:30:00	ES	Futures	4478.16	4490.85	4469.42	4480.13	177881.0
2022-11-18 16:00:00	ES	Futures	4479.85	4481.83	4472.52	4480.7	50127.0
2022-11-18 16:30:00	ES	Futures	4480.42	4480.98	4475.62	4478.16	4972.0
2022-11-18 00:00:00	NQ	Futures	13475.58	13485.35	13466.39	13469.55	1406.0
2022-11-18 00:30:00	NQ	Futures	13468.69	13470.7	13454.32	13464.38	1670.0
2022-11-18 01:00:00	NQ	Futures	13464.95	13473.57	13451.16	13453.46	1962.0
2022-11-18 01:30:00	NQ	Futures	13453.17	13457.77	13429.61	13454.9	2945.0
2022-11-18 02:00:00	NQ	Futures	13454.61	13479.32	13448.0	13466.68	3656.0
2022-11-18 02:30:00	NQ	Futures	13467.25	13474.15	13450.59	13456.62	2244.0
2022-11-18 03:00:00	NQ	Futures	13456.62	13467.25	13414.96	13437.08	5772.0
2022-11-18 03:30:00	NQ	Futures	13436.51	13474.43	13428.75	13474.15	4658.0
2022-11-18 04:00:00	NQ	Futures	13473.57	13520.69	13464.67	13514.66	7344.0
2022-11-18 04:30:00	NQ	Futures	13515.52	13537.07	13505.47	13505.75	5367.0
2022-11-18 05:00:00	NQ	Futures	13505.75	13533.05	13494.55	13517.25	3828.0
2022-11-18 05:30:00	NQ	Futures	13518.11	13578.45	13516.1	13572.13	6078.0
2022-11-18 06:00:00	NQ	Futures	13572.41	13584.77	13552.59	13566.38	4644.0
2022-11-18 06:30:00	NQ	Futures	13565.52	13571.84	13550.58	13560.92	3307.0
2022-11-18 07:00:00	NQ	Futures	13560.92	13603.16	13557.76	13590.51	6724.0
2022-11-18 07:30:00	NQ	Futures	13591.38	13591.95	13569.54	13575.57	3598.0

> showing 50 of 3,093 rows — these rows as CSV

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