PREVIEW / futures_30min / 2022-11-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-21.parquet
  size:    107 KB
  rows:    3,841

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
2022-11-21 00:00:00	ES	Futures	4468.3	4469.14	4463.79	4464.91	2838.0
2022-11-21 00:30:00	ES	Futures	4464.91	4469.14	4464.35	4469.14	2267.0
2022-11-21 01:00:00	ES	Futures	4469.14	4470.27	4468.01	4468.86	2370.0
2022-11-21 01:30:00	ES	Futures	4468.86	4468.86	4461.53	4463.5	3625.0
2022-11-21 02:00:00	ES	Futures	4463.5	4466.6	4461.53	4465.76	4182.0
2022-11-21 02:30:00	ES	Futures	4465.48	4467.17	4458.15	4458.99	5191.0
2022-11-21 03:00:00	ES	Futures	4459.27	4466.6	4455.61	4464.63	14233.0
2022-11-21 03:30:00	ES	Futures	4464.63	4467.45	4458.15	4459.84	12282.0
2022-11-21 04:00:00	ES	Futures	4459.56	4461.25	4451.95	4453.64	12292.0
2022-11-21 04:30:00	ES	Futures	4453.92	4460.12	4453.36	4457.02	7582.0
2022-11-21 05:00:00	ES	Futures	4457.3	4461.53	4453.92	4455.05	7019.0
2022-11-21 05:30:00	ES	Futures	4455.05	4459.84	4453.64	4457.02	7513.0
2022-11-21 06:00:00	ES	Futures	4456.74	4460.12	4455.61	4456.17	4210.0
2022-11-21 06:30:00	ES	Futures	4455.89	4460.68	4452.51	4455.33	5002.0
2022-11-21 07:00:00	ES	Futures	4455.33	4458.15	4451.66	4457.3	5763.0
2022-11-21 07:30:00	ES	Futures	4457.02	4459.84	4456.17	4458.43	6293.0
2022-11-21 08:00:00	ES	Futures	4458.71	4468.3	4455.61	4466.89	15715.0
2022-11-21 08:30:00	ES	Futures	4466.6	4467.45	4463.22	4466.6	11436.0
2022-11-21 09:00:00	ES	Futures	4466.32	4469.99	4462.09	4463.5	23175.0
2022-11-21 09:30:00	ES	Futures	4463.5	4477.03	4459.27	4469.99	116285.0
2022-11-21 10:00:00	ES	Futures	4469.99	4473.65	4450.82	4455.05	93458.0
2022-11-21 10:30:00	ES	Futures	4455.33	4458.15	4447.44	4454.76	67891.0
2022-11-21 11:00:00	ES	Futures	4455.05	4460.4	4451.66	4453.64	55197.0
2022-11-21 11:30:00	ES	Futures	4453.64	4458.43	4439.82	4447.15	76391.0
2022-11-21 12:00:00	ES	Futures	4447.15	4458.15	4446.31	4452.79	62609.0
2022-11-21 12:30:00	ES	Futures	4452.79	4464.35	4451.95	4455.33	43971.0
2022-11-21 13:00:00	ES	Futures	4455.33	4469.99	4454.76	4467.45	57567.0
2022-11-21 13:30:00	ES	Futures	4467.45	4474.5	4464.63	4464.91	54477.0
2022-11-21 14:00:00	ES	Futures	4464.63	4471.68	4462.09	4463.79	51026.0
2022-11-21 14:30:00	ES	Futures	4463.79	4466.89	4460.12	4461.81	48571.0
2022-11-21 15:00:00	ES	Futures	4461.81	4467.45	4456.17	4459.84	59276.0
2022-11-21 15:30:00	ES	Futures	4459.84	4468.86	4457.58	4462.94	116718.0
2022-11-21 16:00:00	ES	Futures	4462.94	4466.89	4462.09	4463.79	27345.0
2022-11-21 16:30:00	ES	Futures	4463.5	4466.04	4461.81	4462.94	3899.0
2022-11-21 18:00:00	ES	Futures	4462.66	4466.04	4461.81	4462.09	3262.0
2022-11-21 18:30:00	ES	Futures	4462.38	4465.19	4461.25	4464.35	2337.0
2022-11-21 19:00:00	ES	Futures	4464.63	4472.24	4464.07	4471.96	5257.0
2022-11-21 19:30:00	ES	Futures	4472.24	4472.81	4468.58	4469.42	2864.0
2022-11-21 20:00:00	ES	Futures	4469.14	4472.24	4467.45	4470.55	3314.0
2022-11-21 20:30:00	ES	Futures	4470.55	4473.93	4468.01	4468.86	3654.0
2022-11-21 21:00:00	ES	Futures	4468.58	4469.99	4466.89	4467.45	2321.0
2022-11-21 21:30:00	ES	Futures	4467.45	4469.14	4464.63	4468.58	3438.0
2022-11-21 22:00:00	ES	Futures	4468.86	4471.4	4467.73	4471.11	2104.0
2022-11-21 22:30:00	ES	Futures	4471.11	4472.52	4468.86	4469.42	2006.0
2022-11-21 23:00:00	ES	Futures	4469.14	4469.42	4467.45	4468.01	1048.0
2022-11-21 23:30:00	ES	Futures	4468.3	4469.7	4467.45	4467.73	1027.0
2022-11-21 00:00:00	NQ	Futures	13423.58	13426.74	13408.06	13415.53	1471.0
2022-11-21 00:30:00	NQ	Futures	13414.38	13426.45	13408.92	13425.59	1228.0
2022-11-21 01:00:00	NQ	Futures	13425.59	13430.47	13421.57	13425.01	981.0
2022-11-21 01:30:00	NQ	Futures	13424.44	13425.59	13402.03	13407.2	1341.0

> showing 50 of 3,841 rows — these rows as CSV

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