PREVIEW / futures_30min / 2022-11-24

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-24.parquet
  size:    78 KB
  rows:    2,917

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
2022-11-24 00:00:00	ES	Futures	4557.66	4557.94	4554.84	4555.68	1960.0
2022-11-24 00:30:00	ES	Futures	4555.68	4557.09	4555.4	4555.4	1199.0
2022-11-24 01:00:00	ES	Futures	4555.4	4556.25	4553.15	4553.15	1487.0
2022-11-24 01:30:00	ES	Futures	4553.43	4555.4	4553.15	4555.12	1132.0
2022-11-24 02:00:00	ES	Futures	4555.12	4559.63	4553.71	4558.78	2391.0
2022-11-24 02:30:00	ES	Futures	4559.07	4560.47	4554.55	4554.55	2759.0
2022-11-24 03:00:00	ES	Futures	4554.55	4555.68	4552.3	4553.43	4312.0
2022-11-24 03:30:00	ES	Futures	4553.43	4561.6	4552.3	4559.63	4916.0
2022-11-24 04:00:00	ES	Futures	4559.91	4563.86	4559.91	4563.01	4237.0
2022-11-24 04:30:00	ES	Futures	4563.01	4563.58	4559.91	4560.47	4760.0
2022-11-24 05:00:00	ES	Futures	4560.47	4563.86	4559.63	4563.01	4212.0
2022-11-24 05:30:00	ES	Futures	4563.01	4565.27	4560.19	4565.27	3889.0
2022-11-24 06:00:00	ES	Futures	4565.27	4565.55	4561.32	4562.17	2710.0
2022-11-24 06:30:00	ES	Futures	4562.17	4565.55	4561.88	4564.7	2221.0
2022-11-24 07:00:00	ES	Futures	4564.7	4565.83	4557.94	4559.07	4580.0
2022-11-24 07:30:00	ES	Futures	4559.07	4559.35	4556.25	4557.66	3599.0
2022-11-24 08:00:00	ES	Futures	4557.66	4557.94	4553.71	4556.53	4679.0
2022-11-24 08:30:00	ES	Futures	4556.81	4559.91	4555.12	4559.91	3529.0
2022-11-24 09:00:00	ES	Futures	4559.91	4559.91	4554.84	4559.07	4649.0
2022-11-24 09:30:00	ES	Futures	4559.07	4561.04	4557.66	4559.91	5333.0
2022-11-24 10:00:00	ES	Futures	4559.91	4561.88	4559.63	4560.76	2841.0
2022-11-24 10:30:00	ES	Futures	4560.47	4563.01	4559.91	4563.01	3499.0
2022-11-24 11:00:00	ES	Futures	4562.73	4563.86	4559.63	4559.91	4363.0
2022-11-24 11:30:00	ES	Futures	4560.19	4561.6	4558.78	4561.32	3060.0
2022-11-24 12:00:00	ES	Futures	4561.32	4561.6	4559.35	4559.35	1763.0
2022-11-24 12:30:00	ES	Futures	4559.35	4560.76	4557.94	4559.35	1646.0
2022-11-24 18:00:00	ES	Futures	4559.63	4562.17	4557.94	4561.04	2134.0
2022-11-24 18:30:00	ES	Futures	4560.76	4561.32	4559.91	4559.91	1072.0
2022-11-24 19:00:00	ES	Futures	4559.91	4560.19	4554.55	4556.53	2240.0
2022-11-24 19:30:00	ES	Futures	4556.25	4558.78	4554.84	4557.94	1595.0
2022-11-24 20:00:00	ES	Futures	4557.94	4559.91	4557.37	4558.22	1650.0
2022-11-24 20:30:00	ES	Futures	4558.22	4558.5	4555.96	4557.94	2214.0
2022-11-24 21:00:00	ES	Futures	4557.66	4559.35	4555.4	4556.81	1535.0
2022-11-24 21:30:00	ES	Futures	4557.09	4557.94	4556.25	4557.09	1329.0
2022-11-24 22:00:00	ES	Futures	4557.09	4557.66	4555.68	4556.81	1526.0
2022-11-24 22:30:00	ES	Futures	4557.09	4557.94	4556.25	4557.94	975.0
2022-11-24 23:00:00	ES	Futures	4557.94	4559.91	4557.66	4559.07	1350.0
2022-11-24 23:30:00	ES	Futures	4559.07	4559.35	4558.22	4558.78	815.0
2022-11-24 00:00:00	NQ	Futures	13671.83	13673.55	13660.62	13664.07	862.0
2022-11-24 00:30:00	NQ	Futures	13663.5	13669.24	13661.2	13661.2	501.0
2022-11-24 01:00:00	NQ	Futures	13661.48	13665.22	13652.0	13652.58	865.0
2022-11-24 01:30:00	NQ	Futures	13652.29	13661.48	13652.29	13660.91	636.0
2022-11-24 02:00:00	NQ	Futures	13661.2	13681.02	13658.9	13679.87	1563.0
2022-11-24 02:30:00	NQ	Futures	13680.45	13686.48	13660.62	13661.48	1684.0
2022-11-24 03:00:00	NQ	Futures	13661.2	13664.36	13646.83	13657.17	2223.0
2022-11-24 03:30:00	NQ	Futures	13657.46	13687.63	13652.58	13682.17	3241.0
2022-11-24 04:00:00	NQ	Futures	13682.75	13704.58	13681.02	13699.41	3798.0
2022-11-24 04:30:00	NQ	Futures	13699.7	13702.86	13688.49	13693.95	2604.0
2022-11-24 05:00:00	NQ	Futures	13693.95	13709.18	13691.37	13704.58	1831.0
2022-11-24 05:30:00	NQ	Futures	13704.87	13709.47	13691.94	13708.89	1723.0

> showing 50 of 2,917 rows — these rows as CSV

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