PREVIEW / futures_30min / 2022-11-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-28.parquet
  size:    113 KB
  rows:    3,914

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
2022-11-28 00:00:00	ES	Futures	4517.91	4517.91	4511.43	4511.71	4993.0
2022-11-28 00:30:00	ES	Futures	4511.71	4514.53	4507.48	4513.12	5042.0
2022-11-28 01:00:00	ES	Futures	4513.4	4516.78	4512.55	4515.65	4211.0
2022-11-28 01:30:00	ES	Futures	4515.65	4519.88	4515.37	4519.6	4405.0
2022-11-28 02:00:00	ES	Futures	4519.88	4524.39	4517.06	4522.7	9921.0
2022-11-28 02:30:00	ES	Futures	4522.7	4523.55	4519.04	4519.32	6053.0
2022-11-28 03:00:00	ES	Futures	4519.32	4531.16	4518.47	4530.03	13865.0
2022-11-28 03:30:00	ES	Futures	4530.03	4530.59	4521.01	4521.86	12798.0
2022-11-28 04:00:00	ES	Futures	4521.86	4524.11	4516.22	4516.5	11705.0
2022-11-28 04:30:00	ES	Futures	4516.5	4518.47	4502.4	4504.38	14261.0
2022-11-28 05:00:00	ES	Futures	4504.1	4511.14	4501.56	4510.86	8917.0
2022-11-28 05:30:00	ES	Futures	4510.86	4512.83	4506.91	4510.3	7770.0
2022-11-28 06:00:00	ES	Futures	4510.3	4515.65	4507.2	4512.27	8584.0
2022-11-28 06:30:00	ES	Futures	4512.27	4513.68	4506.35	4513.4	11820.0
2022-11-28 07:00:00	ES	Futures	4513.12	4517.06	4511.43	4513.68	9174.0
2022-11-28 07:30:00	ES	Futures	4513.68	4516.22	4512.27	4514.24	7517.0
2022-11-28 08:00:00	ES	Futures	4514.24	4516.22	4508.04	4513.12	11719.0
2022-11-28 08:30:00	ES	Futures	4513.4	4515.94	4511.71	4513.12	14183.0
2022-11-28 09:00:00	ES	Futures	4512.83	4513.4	4505.51	4510.58	23012.0
2022-11-28 09:30:00	ES	Futures	4510.86	4530.31	4509.73	4519.32	134006.0
2022-11-28 10:00:00	ES	Futures	4519.32	4523.83	4507.48	4513.4	106436.0
2022-11-28 10:30:00	ES	Futures	4513.4	4515.94	4502.69	4504.1	83202.0
2022-11-28 11:00:00	ES	Futures	4504.1	4508.04	4500.43	4504.38	69193.0
2022-11-28 11:30:00	ES	Futures	4504.38	4510.58	4502.12	4508.32	50389.0
2022-11-28 12:00:00	ES	Futures	4508.32	4514.81	4493.38	4504.1	119575.0
2022-11-28 12:30:00	ES	Futures	4504.38	4509.17	4493.38	4493.95	66910.0
2022-11-28 13:00:00	ES	Futures	4494.23	4498.46	4491.69	4495.64	45877.0
2022-11-28 13:30:00	ES	Futures	4495.92	4496.48	4480.42	4481.83	62675.0
2022-11-28 14:00:00	ES	Futures	4481.83	4484.08	4473.93	4475.62	73721.0
2022-11-28 14:30:00	ES	Futures	4475.34	4480.42	4473.37	4475.34	55245.0
2022-11-28 15:00:00	ES	Futures	4475.62	4476.47	4465.76	4466.89	76941.0
2022-11-28 15:30:00	ES	Futures	4466.89	4478.73	4465.48	4474.78	169057.0
2022-11-28 16:00:00	ES	Futures	4474.78	4480.13	4474.5	4478.73	44536.0
2022-11-28 16:30:00	ES	Futures	4478.44	4480.13	4477.32	4478.16	4565.0
2022-11-28 18:00:00	ES	Futures	4478.73	4479.85	4476.19	4478.44	3254.0
2022-11-28 18:30:00	ES	Futures	4478.44	4479.01	4476.47	4478.16	2192.0
2022-11-28 19:00:00	ES	Futures	4477.88	4481.26	4475.62	4480.7	4745.0
2022-11-28 19:30:00	ES	Futures	4480.7	4482.11	4480.13	4480.42	3016.0
2022-11-28 20:00:00	ES	Futures	4480.7	4482.11	4479.29	4479.85	4334.0
2022-11-28 20:30:00	ES	Futures	4480.13	4483.52	4477.6	4482.95	4902.0
2022-11-28 21:00:00	ES	Futures	4482.95	4483.52	4481.83	4482.95	3507.0
2022-11-28 21:30:00	ES	Futures	4482.95	4484.36	4481.54	4481.83	3151.0
2022-11-28 22:00:00	ES	Futures	4481.83	4488.31	4480.98	4488.03	5198.0
2022-11-28 22:30:00	ES	Futures	4487.75	4489.72	4486.34	4489.16	5629.0
2022-11-28 23:00:00	ES	Futures	4489.16	4491.41	4488.59	4490.85	3358.0
2022-11-28 23:30:00	ES	Futures	4490.85	4491.97	4490.56	4490.56	2361.0
2022-11-28 00:00:00	NQ	Futures	13430.76	13430.76	13409.21	13410.65	1923.0
2022-11-28 00:30:00	NQ	Futures	13410.94	13417.83	13397.43	13412.66	2196.0
2022-11-28 01:00:00	NQ	Futures	13412.66	13422.14	13408.06	13418.69	1545.0
2022-11-28 01:30:00	NQ	Futures	13419.56	13435.07	13418.41	13434.78	1536.0

> showing 50 of 3,914 rows — these rows as CSV

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