PREVIEW / futures_30min / 2022-11-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-23.parquet
  size:    109 KB
  rows:    3,760

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
2022-11-23 00:00:00	ES	Futures	4519.04	4520.73	4518.47	4520.45	1840.0
2022-11-23 00:30:00	ES	Futures	4520.73	4522.98	4519.04	4522.14	2361.0
2022-11-23 01:00:00	ES	Futures	4522.14	4524.11	4517.06	4518.47	3408.0
2022-11-23 01:30:00	ES	Futures	4518.47	4522.14	4517.91	4521.86	1581.0
2022-11-23 02:00:00	ES	Futures	4521.86	4522.14	4517.91	4522.14	4922.0
2022-11-23 02:30:00	ES	Futures	4522.14	4528.62	4521.01	4526.93	6851.0
2022-11-23 03:00:00	ES	Futures	4526.93	4527.77	4523.26	4524.67	12951.0
2022-11-23 03:30:00	ES	Futures	4524.67	4526.65	4519.32	4522.42	13739.0
2022-11-23 04:00:00	ES	Futures	4522.7	4527.49	4519.88	4524.96	12095.0
2022-11-23 04:30:00	ES	Futures	4525.24	4534.82	4524.96	4531.44	11014.0
2022-11-23 05:00:00	ES	Futures	4531.44	4531.72	4526.08	4526.65	5260.0
2022-11-23 05:30:00	ES	Futures	4526.93	4528.06	4523.83	4526.08	3900.0
2022-11-23 06:00:00	ES	Futures	4526.37	4527.77	4522.42	4526.08	7111.0
2022-11-23 06:30:00	ES	Futures	4526.08	4528.9	4524.96	4528.9	4183.0
2022-11-23 07:00:00	ES	Futures	4528.9	4529.47	4524.11	4526.65	5477.0
2022-11-23 07:30:00	ES	Futures	4526.37	4531.16	4525.52	4528.62	7063.0
2022-11-23 08:00:00	ES	Futures	4528.34	4528.9	4520.16	4521.29	13764.0
2022-11-23 08:30:00	ES	Futures	4521.01	4525.8	4512.55	4518.19	31807.0
2022-11-23 09:00:00	ES	Futures	4518.47	4521.01	4515.37	4516.78	24537.0
2022-11-23 09:30:00	ES	Futures	4516.78	4543.0	4515.94	4537.64	116160.0
2022-11-23 10:00:00	ES	Futures	4537.92	4545.53	4529.47	4543.84	87354.0
2022-11-23 10:30:00	ES	Futures	4543.84	4553.15	4542.15	4546.1	68511.0
2022-11-23 11:00:00	ES	Futures	4545.82	4550.61	4543.0	4546.38	53234.0
2022-11-23 11:30:00	ES	Futures	4546.38	4546.38	4519.6	4525.8	79617.0
2022-11-23 12:00:00	ES	Futures	4525.8	4533.69	4524.67	4530.88	56569.0
2022-11-23 12:30:00	ES	Futures	4530.88	4532.85	4513.96	4519.88	55149.0
2022-11-23 13:00:00	ES	Futures	4519.6	4529.47	4516.5	4529.18	39357.0
2022-11-23 13:30:00	ES	Futures	4529.47	4535.39	4529.18	4532.85	36157.0
2022-11-23 14:00:00	ES	Futures	4532.85	4554.55	4524.11	4548.35	135112.0
2022-11-23 14:30:00	ES	Futures	4548.35	4552.58	4535.67	4546.94	78737.0
2022-11-23 15:00:00	ES	Futures	4546.94	4554.84	4541.87	4548.92	54075.0
2022-11-23 15:30:00	ES	Futures	4548.92	4549.48	4540.74	4549.2	119642.0
2022-11-23 16:00:00	ES	Futures	4549.2	4553.99	4546.94	4553.15	36426.0
2022-11-23 16:30:00	ES	Futures	4553.43	4554.84	4553.15	4554.55	7902.0
2022-11-23 18:00:00	ES	Futures	4553.99	4555.96	4553.15	4554.27	2250.0
2022-11-23 18:30:00	ES	Futures	4554.27	4556.53	4552.3	4556.25	2421.0
2022-11-23 19:00:00	ES	Futures	4556.53	4559.07	4555.96	4557.37	3129.0
2022-11-23 19:30:00	ES	Futures	4557.09	4557.94	4554.84	4557.09	2226.0
2022-11-23 20:00:00	ES	Futures	4556.81	4559.35	4556.53	4558.78	2542.0
2022-11-23 20:30:00	ES	Futures	4558.78	4559.35	4557.09	4557.94	2122.0
2022-11-23 21:00:00	ES	Futures	4557.66	4557.94	4555.4	4557.37	1519.0
2022-11-23 21:30:00	ES	Futures	4557.66	4559.63	4557.37	4558.22	1292.0
2022-11-23 22:00:00	ES	Futures	4558.78	4559.07	4557.09	4558.5	1262.0
2022-11-23 22:30:00	ES	Futures	4558.5	4558.5	4556.53	4557.09	1054.0
2022-11-23 23:00:00	ES	Futures	4557.09	4557.66	4555.68	4555.68	1293.0
2022-11-23 23:30:00	ES	Futures	4555.68	4557.66	4555.12	4557.37	1106.0
2022-11-23 00:00:00	NQ	Futures	13479.32	13485.93	13475.87	13484.78	926.0
2022-11-23 00:30:00	NQ	Futures	13485.35	13495.98	13479.32	13494.26	1228.0
2022-11-23 01:00:00	NQ	Futures	13494.83	13502.59	13479.32	13483.63	1738.0
2022-11-23 01:30:00	NQ	Futures	13483.92	13495.41	13482.19	13495.12	909.0

> showing 50 of 3,760 rows — these rows as CSV

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