PREVIEW / futures_30min / 2022-12-01

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-01.parquet
  size:    113 KB
  rows:    3,927

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
2022-12-01 00:00:00	ES	Futures	4610.09	4615.73	4608.68	4613.19	5427.0
2022-12-01 00:30:00	ES	Futures	4613.19	4617.14	4612.62	4613.47	4945.0
2022-12-01 01:00:00	ES	Futures	4613.75	4615.16	4610.65	4610.65	4737.0
2022-12-01 01:30:00	ES	Futures	4610.93	4611.22	4609.52	4610.65	2808.0
2022-12-01 02:00:00	ES	Futures	4610.37	4611.22	4604.45	4604.73	7225.0
2022-12-01 02:30:00	ES	Futures	4605.01	4608.11	4603.32	4606.99	9063.0
2022-12-01 03:00:00	ES	Futures	4606.99	4609.24	4597.97	4598.53	17014.0
2022-12-01 03:30:00	ES	Futures	4598.53	4606.14	4597.97	4601.63	15401.0
2022-12-01 04:00:00	ES	Futures	4601.63	4602.76	4593.74	4597.97	15523.0
2022-12-01 04:30:00	ES	Futures	4597.97	4598.81	4591.48	4597.68	11387.0
2022-12-01 05:00:00	ES	Futures	4597.97	4600.5	4596.84	4598.53	7077.0
2022-12-01 05:30:00	ES	Futures	4598.53	4601.91	4595.71	4596.28	8073.0
2022-12-01 06:00:00	ES	Futures	4596.28	4601.35	4594.58	4599.09	8555.0
2022-12-01 06:30:00	ES	Futures	4598.81	4601.35	4596.56	4600.22	7496.0
2022-12-01 07:00:00	ES	Futures	4599.94	4603.04	4598.25	4601.07	10329.0
2022-12-01 07:30:00	ES	Futures	4601.07	4608.11	4600.79	4608.11	14943.0
2022-12-01 08:00:00	ES	Futures	4607.83	4614.6	4606.71	4612.06	22267.0
2022-12-01 08:30:00	ES	Futures	4612.91	4628.41	4601.35	4617.14	65270.0
2022-12-01 09:00:00	ES	Futures	4617.14	4623.62	4614.03	4617.42	42045.0
2022-12-01 09:30:00	ES	Futures	4617.7	4628.41	4610.37	4621.93	163941.0
2022-12-01 10:00:00	ES	Futures	4621.93	4634.33	4575.41	4577.95	204150.0
2022-12-01 10:30:00	ES	Futures	4578.23	4605.01	4571.75	4604.17	147748.0
2022-12-01 11:00:00	ES	Futures	4604.45	4605.01	4585.28	4590.92	99850.0
2022-12-01 11:30:00	ES	Futures	4590.92	4603.04	4589.23	4595.43	85573.0
2022-12-01 12:00:00	ES	Futures	4595.71	4598.53	4580.49	4597.4	82758.0
2022-12-01 12:30:00	ES	Futures	4597.4	4605.01	4593.46	4601.07	66099.0
2022-12-01 13:00:00	ES	Futures	4601.07	4609.52	4590.92	4593.74	75342.0
2022-12-01 13:30:00	ES	Futures	4594.02	4603.32	4589.51	4598.53	55407.0
2022-12-01 14:00:00	ES	Futures	4598.81	4604.45	4590.36	4601.35	62951.0
2022-12-01 14:30:00	ES	Futures	4601.35	4610.93	4598.25	4608.4	66166.0
2022-12-01 15:00:00	ES	Futures	4608.4	4612.62	4598.25	4601.91	75991.0
2022-12-01 15:30:00	ES	Futures	4601.91	4614.6	4600.79	4601.63	161243.0
2022-12-01 16:00:00	ES	Futures	4601.35	4602.19	4595.43	4597.68	43791.0
2022-12-01 16:30:00	ES	Futures	4597.97	4600.5	4596.56	4597.68	4269.0
2022-12-01 18:00:00	ES	Futures	4597.68	4600.22	4596.56	4597.68	2710.0
2022-12-01 18:30:00	ES	Futures	4597.68	4600.5	4597.4	4598.25	1937.0
2022-12-01 19:00:00	ES	Futures	4597.97	4598.25	4586.97	4588.1	8091.0
2022-12-01 19:30:00	ES	Futures	4588.1	4590.07	4586.97	4587.82	3452.0
2022-12-01 20:00:00	ES	Futures	4587.54	4590.36	4586.41	4589.51	3756.0
2022-12-01 20:30:00	ES	Futures	4589.23	4590.36	4584.44	4585.84	4885.0
2022-12-01 21:00:00	ES	Futures	4585.84	4588.1	4585.28	4586.97	3418.0
2022-12-01 21:30:00	ES	Futures	4586.97	4591.2	4585.84	4590.64	3934.0
2022-12-01 22:00:00	ES	Futures	4590.92	4592.33	4589.51	4591.2	3164.0
2022-12-01 22:30:00	ES	Futures	4591.48	4593.17	4589.79	4592.61	2514.0
2022-12-01 23:00:00	ES	Futures	4592.61	4592.89	4588.95	4592.33	2814.0
2022-12-01 23:30:00	ES	Futures	4592.33	4594.87	4592.05	4593.46	2888.0
2022-12-01 00:00:00	NQ	Futures	13859.16	13878.7	13854.28	13871.81	2694.0
2022-12-01 00:30:00	NQ	Futures	13871.23	13886.46	13870.37	13875.25	2013.0
2022-12-01 01:00:00	NQ	Futures	13875.25	13879.28	13862.04	13862.9	1555.0
2022-12-01 01:30:00	NQ	Futures	13863.47	13864.34	13855.43	13860.03	1570.0

> showing 50 of 3,927 rows — these rows as CSV

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