PREVIEW / futures_30min / 2022-11-25

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-25.parquet
  size:    74 KB
  rows:    2,474

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
2022-11-25 00:00:00	ES	Futures	4558.78	4560.19	4557.09	4557.09	1458.0
2022-11-25 00:30:00	ES	Futures	4557.09	4559.07	4556.81	4557.09	1158.0
2022-11-25 01:00:00	ES	Futures	4557.09	4558.5	4555.96	4556.53	1335.0
2022-11-25 01:30:00	ES	Futures	4556.53	4559.91	4556.53	4559.91	1276.0
2022-11-25 02:00:00	ES	Futures	4559.63	4561.6	4557.37	4560.76	2755.0
2022-11-25 02:30:00	ES	Futures	4561.04	4561.88	4556.81	4556.81	2508.0
2022-11-25 03:00:00	ES	Futures	4556.81	4561.6	4555.68	4558.5	7249.0
2022-11-25 03:30:00	ES	Futures	4558.5	4559.91	4552.86	4555.68	4989.0
2022-11-25 04:00:00	ES	Futures	4555.68	4557.37	4553.15	4554.27	5069.0
2022-11-25 04:30:00	ES	Futures	4554.27	4558.78	4547.23	4549.76	10988.0
2022-11-25 05:00:00	ES	Futures	4549.48	4553.71	4546.66	4553.71	4842.0
2022-11-25 05:30:00	ES	Futures	4553.43	4556.53	4552.02	4554.27	5635.0
2022-11-25 06:00:00	ES	Futures	4554.55	4556.25	4552.58	4555.96	5725.0
2022-11-25 06:30:00	ES	Futures	4555.68	4556.53	4550.89	4552.02	4297.0
2022-11-25 07:00:00	ES	Futures	4552.02	4557.09	4551.45	4555.68	5324.0
2022-11-25 07:30:00	ES	Futures	4555.68	4556.81	4552.3	4553.71	4860.0
2022-11-25 08:00:00	ES	Futures	4553.43	4553.99	4548.92	4549.2	8061.0
2022-11-25 08:30:00	ES	Futures	4549.48	4549.48	4544.12	4545.25	13024.0
2022-11-25 09:00:00	ES	Futures	4545.25	4546.38	4538.2	4542.15	17154.0
2022-11-25 09:30:00	ES	Futures	4541.87	4550.61	4538.77	4549.48	85291.0
2022-11-25 10:00:00	ES	Futures	4549.48	4553.43	4547.51	4550.04	46597.0
2022-11-25 10:30:00	ES	Futures	4550.04	4552.58	4547.79	4551.45	35044.0
2022-11-25 11:00:00	ES	Futures	4551.45	4554.55	4546.38	4547.51	35230.0
2022-11-25 11:30:00	ES	Futures	4547.79	4551.45	4544.12	4550.04	33829.0
2022-11-25 12:00:00	ES	Futures	4550.04	4551.17	4546.66	4550.33	24379.0
2022-11-25 12:30:00	ES	Futures	4550.61	4550.61	4542.43	4547.51	52189.0
2022-11-25 13:00:00	ES	Futures	4547.51	4549.2	4545.82	4548.92	16818.0
2022-11-25 00:00:00	NQ	Futures	13693.09	13697.69	13681.02	13681.31	1000.0
2022-11-25 00:30:00	NQ	Futures	13681.6	13691.65	13679.87	13683.03	1047.0
2022-11-25 01:00:00	NQ	Futures	13683.03	13686.19	13670.97	13673.26	1050.0
2022-11-25 01:30:00	NQ	Futures	13673.84	13686.19	13673.26	13686.19	763.0
2022-11-25 02:00:00	NQ	Futures	13686.19	13694.81	13676.71	13690.79	1525.0
2022-11-25 02:30:00	NQ	Futures	13691.37	13697.4	13674.99	13674.99	1331.0
2022-11-25 03:00:00	NQ	Futures	13674.99	13684.76	13666.37	13669.82	3411.0
2022-11-25 03:30:00	NQ	Futures	13669.53	13674.41	13646.83	13656.89	2258.0
2022-11-25 04:00:00	NQ	Futures	13656.6	13662.06	13648.55	13652.58	1752.0
2022-11-25 04:30:00	NQ	Futures	13652.86	13667.81	13614.94	13627.29	5038.0
2022-11-25 05:00:00	NQ	Futures	13627.29	13638.21	13616.37	13637.64	2220.0
2022-11-25 05:30:00	NQ	Futures	13636.77	13647.69	13631.6	13633.33	2491.0
2022-11-25 06:00:00	NQ	Futures	13633.61	13640.22	13621.55	13635.34	2465.0
2022-11-25 06:30:00	NQ	Futures	13634.19	13637.35	13608.62	13611.2	2491.0
2022-11-25 07:00:00	NQ	Futures	13612.64	13625.28	13610.91	13619.25	2290.0
2022-11-25 07:30:00	NQ	Futures	13618.96	13624.13	13598.85	13602.87	3075.0
2022-11-25 08:00:00	NQ	Futures	13602.29	13617.81	13599.13	13606.32	4053.0
2022-11-25 08:30:00	NQ	Futures	13605.17	13605.46	13577.87	13583.33	6355.0
2022-11-25 09:00:00	NQ	Futures	13583.62	13587.35	13550.29	13559.48	7393.0
2022-11-25 09:30:00	NQ	Futures	13559.77	13577.58	13522.99	13565.52	36644.0
2022-11-25 10:00:00	NQ	Futures	13565.52	13593.39	13554.02	13568.39	20465.0
2022-11-25 10:30:00	NQ	Futures	13567.82	13580.46	13558.05	13570.11	12125.0
2022-11-25 11:00:00	NQ	Futures	13569.83	13590.23	13545.12	13550.29	15744.0

> showing 50 of 2,474 rows — these rows as CSV

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