PREVIEW / futures_30min / 2022-11-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-22.parquet
  size:    106 KB
  rows:    3,801

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
2022-11-22 00:00:00	ES	Futures	4468.01	4468.3	4463.79	4464.91	2104.0
2022-11-22 00:30:00	ES	Futures	4464.63	4465.19	4461.25	4462.38	2812.0
2022-11-22 01:00:00	ES	Futures	4462.09	4464.63	4462.09	4463.79	2490.0
2022-11-22 01:30:00	ES	Futures	4464.07	4464.35	4459.27	4460.4	2645.0
2022-11-22 02:00:00	ES	Futures	4460.68	4460.68	4455.05	4459.27	4816.0
2022-11-22 02:30:00	ES	Futures	4459.27	4464.07	4457.58	4461.25	3564.0
2022-11-22 03:00:00	ES	Futures	4461.25	4463.22	4454.2	4458.99	10033.0
2022-11-22 03:30:00	ES	Futures	4458.71	4459.84	4448.56	4455.05	15801.0
2022-11-22 04:00:00	ES	Futures	4455.05	4466.04	4454.2	4465.76	14221.0
2022-11-22 04:30:00	ES	Futures	4466.04	4476.19	4465.76	4474.5	19002.0
2022-11-22 05:00:00	ES	Futures	4474.22	4475.91	4468.58	4468.86	10671.0
2022-11-22 05:30:00	ES	Futures	4468.58	4471.96	4467.73	4470.83	4097.0
2022-11-22 06:00:00	ES	Futures	4470.83	4472.81	4461.53	4468.01	13121.0
2022-11-22 06:30:00	ES	Futures	4468.01	4469.42	4461.25	4468.01	8083.0
2022-11-22 07:00:00	ES	Futures	4468.01	4474.78	4465.48	4473.93	10476.0
2022-11-22 07:30:00	ES	Futures	4473.93	4475.91	4471.4	4474.5	6634.0
2022-11-22 08:00:00	ES	Futures	4474.22	4482.95	4474.22	4477.88	14287.0
2022-11-22 08:30:00	ES	Futures	4477.88	4486.05	4477.32	4485.21	14340.0
2022-11-22 09:00:00	ES	Futures	4485.49	4486.9	4481.54	4484.93	19623.0
2022-11-22 09:30:00	ES	Futures	4484.93	4487.75	4468.3	4476.75	117100.0
2022-11-22 10:00:00	ES	Futures	4477.03	4494.23	4474.5	4490.56	101505.0
2022-11-22 10:30:00	ES	Futures	4490.85	4498.46	4484.36	4496.77	90625.0
2022-11-22 11:00:00	ES	Futures	4496.77	4497.61	4485.77	4493.38	56089.0
2022-11-22 11:30:00	ES	Futures	4493.38	4495.64	4487.18	4494.23	45781.0
2022-11-22 12:00:00	ES	Futures	4494.51	4499.59	4492.26	4494.51	44072.0
2022-11-22 12:30:00	ES	Futures	4494.51	4498.18	4493.1	4494.79	26110.0
2022-11-22 13:00:00	ES	Futures	4494.79	4506.91	4492.82	4505.79	47546.0
2022-11-22 13:30:00	ES	Futures	4505.79	4508.89	4502.4	4506.63	37428.0
2022-11-22 14:00:00	ES	Futures	4506.91	4508.89	4502.4	4506.35	37646.0
2022-11-22 14:30:00	ES	Futures	4506.63	4512.27	4503.81	4511.14	50667.0
2022-11-22 15:00:00	ES	Futures	4510.86	4518.19	4510.02	4516.78	53817.0
2022-11-22 15:30:00	ES	Futures	4517.06	4524.39	4515.65	4521.57	141631.0
2022-11-22 16:00:00	ES	Futures	4521.86	4522.42	4518.47	4520.73	44170.0
2022-11-22 16:30:00	ES	Futures	4520.73	4521.29	4518.19	4520.73	4919.0
2022-11-22 18:00:00	ES	Futures	4521.57	4523.83	4520.16	4522.14	3165.0
2022-11-22 18:30:00	ES	Futures	4522.42	4523.26	4520.16	4522.98	2339.0
2022-11-22 19:00:00	ES	Futures	4522.7	4526.37	4522.7	4523.55	4049.0
2022-11-22 19:30:00	ES	Futures	4523.55	4524.11	4520.73	4521.57	2350.0
2022-11-22 20:00:00	ES	Futures	4521.29	4521.57	4518.19	4519.88	4739.0
2022-11-22 20:30:00	ES	Futures	4519.6	4521.57	4518.19	4519.88	3472.0
2022-11-22 21:00:00	ES	Futures	4519.6	4521.01	4517.63	4518.75	2002.0
2022-11-22 21:30:00	ES	Futures	4518.75	4521.29	4517.06	4521.29	2309.0
2022-11-22 22:00:00	ES	Futures	4521.01	4521.29	4518.47	4519.6	1837.0
2022-11-22 22:30:00	ES	Futures	4519.6	4521.29	4518.47	4519.32	2010.0
2022-11-22 23:00:00	ES	Futures	4519.32	4519.6	4517.34	4518.75	2034.0
2022-11-22 23:30:00	ES	Futures	4519.04	4519.88	4517.91	4519.04	1276.0
2022-11-22 00:00:00	NQ	Futures	13337.09	13338.53	13319.57	13323.01	1698.0
2022-11-22 00:30:00	NQ	Futures	13324.16	13327.04	13310.66	13312.96	1691.0
2022-11-22 01:00:00	NQ	Futures	13312.1	13323.59	13310.08	13319.57	1668.0
2022-11-22 01:30:00	NQ	Futures	13319.85	13320.72	13299.74	13306.35	1573.0

> showing 50 of 3,801 rows — these rows as CSV

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