PREVIEW / futures_30min / 2022-11-30

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-11-30.parquet
  size:    116 KB
  rows:    3,956

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
2022-11-30 00:00:00	ES	Futures	4473.65	4476.47	4472.52	4475.62	2892.0
2022-11-30 00:30:00	ES	Futures	4475.34	4475.91	4470.83	4471.11	3341.0
2022-11-30 01:00:00	ES	Futures	4471.11	4475.06	4470.83	4472.52	3091.0
2022-11-30 01:30:00	ES	Futures	4472.52	4473.93	4470.83	4473.09	2218.0
2022-11-30 02:00:00	ES	Futures	4473.09	4477.88	4472.24	4475.34	5409.0
2022-11-30 02:30:00	ES	Futures	4475.34	4476.75	4472.24	4475.34	5231.0
2022-11-30 03:00:00	ES	Futures	4475.06	4482.11	4473.65	4475.91	12971.0
2022-11-30 03:30:00	ES	Futures	4475.62	4477.03	4472.24	4476.19	7616.0
2022-11-30 04:00:00	ES	Futures	4476.19	4485.21	4475.91	4484.65	10555.0
2022-11-30 04:30:00	ES	Futures	4484.36	4485.21	4473.37	4476.47	8759.0
2022-11-30 05:00:00	ES	Futures	4476.47	4478.44	4473.65	4476.75	5470.0
2022-11-30 05:30:00	ES	Futures	4476.75	4479.85	4473.09	4473.65	5428.0
2022-11-30 06:00:00	ES	Futures	4473.65	4476.47	4471.68	4473.09	4437.0
2022-11-30 06:30:00	ES	Futures	4473.09	4479.01	4472.24	4477.32	3711.0
2022-11-30 07:00:00	ES	Futures	4477.6	4478.73	4475.06	4476.47	5557.0
2022-11-30 07:30:00	ES	Futures	4476.19	4479.01	4473.65	4474.78	8432.0
2022-11-30 08:00:00	ES	Futures	4474.78	4487.75	4473.65	4479.85	23066.0
2022-11-30 08:30:00	ES	Futures	4480.13	4482.11	4463.22	4463.79	38162.0
2022-11-30 09:00:00	ES	Futures	4463.5	4473.65	4462.94	4468.3	28115.0
2022-11-30 09:30:00	ES	Futures	4468.3	4477.03	4461.53	4464.91	132041.0
2022-11-30 10:00:00	ES	Futures	4465.48	4467.73	4450.54	4453.92	115763.0
2022-11-30 10:30:00	ES	Futures	4453.92	4460.68	4449.97	4453.92	73555.0
2022-11-30 11:00:00	ES	Futures	4454.2	4466.04	4448.84	4464.35	75497.0
2022-11-30 11:30:00	ES	Futures	4464.07	4469.7	4463.5	4464.91	63536.0
2022-11-30 12:00:00	ES	Futures	4464.91	4467.17	4445.74	4450.54	90885.0
2022-11-30 12:30:00	ES	Futures	4450.82	4455.61	4445.74	4454.2	62339.0
2022-11-30 13:00:00	ES	Futures	4453.92	4463.22	4453.07	4460.97	47782.0
2022-11-30 13:30:00	ES	Futures	4460.97	4519.88	4452.23	4516.22	272775.0
2022-11-30 14:00:00	ES	Futures	4516.5	4558.78	4515.94	4554.55	252839.0
2022-11-30 14:30:00	ES	Futures	4554.84	4559.91	4542.15	4556.81	144664.0
2022-11-30 15:00:00	ES	Futures	4556.81	4581.62	4554.55	4581.62	146937.0
2022-11-30 15:30:00	ES	Futures	4581.33	4604.45	4580.21	4603.32	450166.0
2022-11-30 16:00:00	ES	Futures	4603.32	4609.52	4595.99	4609.52	185933.0
2022-11-30 16:30:00	ES	Futures	4609.24	4615.73	4609.24	4615.16	17162.0
2022-11-30 18:00:00	ES	Futures	4616.85	4618.54	4608.96	4609.81	10910.0
2022-11-30 18:30:00	ES	Futures	4610.09	4614.32	4607.83	4612.91	5950.0
2022-11-30 19:00:00	ES	Futures	4612.62	4616.01	4610.09	4612.91	9033.0
2022-11-30 19:30:00	ES	Futures	4612.91	4612.91	4608.4	4609.52	8023.0
2022-11-30 20:00:00	ES	Futures	4609.52	4611.78	4607.83	4611.22	8626.0
2022-11-30 20:30:00	ES	Futures	4611.22	4612.91	4605.3	4606.42	11396.0
2022-11-30 21:00:00	ES	Futures	4606.42	4607.55	4602.48	4603.6	7408.0
2022-11-30 21:30:00	ES	Futures	4603.6	4604.45	4601.91	4604.45	5264.0
2022-11-30 22:00:00	ES	Futures	4604.45	4605.3	4601.07	4603.89	5878.0
2022-11-30 22:30:00	ES	Futures	4603.89	4608.96	4603.6	4608.11	5977.0
2022-11-30 23:00:00	ES	Futures	4608.11	4609.24	4606.71	4608.4	2522.0
2022-11-30 23:30:00	ES	Futures	4608.4	4613.19	4608.4	4610.37	4388.0
2022-11-30 00:00:00	NQ	Futures	13263.54	13271.3	13256.93	13268.71	1037.0
2022-11-30 00:30:00	NQ	Futures	13268.13	13269.28	13254.63	13255.49	1479.0
2022-11-30 01:00:00	NQ	Futures	13255.49	13262.68	13252.62	13255.21	1286.0
2022-11-30 01:30:00	NQ	Futures	13255.21	13260.09	13249.46	13254.34	1069.0

> showing 50 of 3,956 rows — these rows as CSV

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