PREVIEW / futures_30min / 2022-12-02

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-02.parquet
  size:    93 KB
  rows:    3,093

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
2022-12-02 00:00:00	ES	Futures	4593.46	4595.15	4592.33	4593.46	4339.0
2022-12-02 00:30:00	ES	Futures	4593.46	4595.71	4592.05	4595.15	4581.0
2022-12-02 01:00:00	ES	Futures	4595.15	4596.56	4594.58	4595.15	2968.0
2022-12-02 01:30:00	ES	Futures	4595.15	4596.56	4594.58	4595.43	2365.0
2022-12-02 02:00:00	ES	Futures	4595.71	4598.81	4594.58	4595.43	5407.0
2022-12-02 02:30:00	ES	Futures	4595.43	4598.25	4594.87	4595.15	4974.0
2022-12-02 03:00:00	ES	Futures	4595.15	4597.4	4591.76	4595.43	10913.0
2022-12-02 03:30:00	ES	Futures	4595.43	4600.22	4592.89	4599.09	8048.0
2022-12-02 04:00:00	ES	Futures	4599.09	4601.07	4595.43	4598.25	6536.0
2022-12-02 04:30:00	ES	Futures	4598.53	4603.32	4595.43	4603.32	7443.0
2022-12-02 05:00:00	ES	Futures	4603.04	4605.58	4600.5	4600.79	7470.0
2022-12-02 05:30:00	ES	Futures	4600.79	4603.6	4599.66	4602.76	5175.0
2022-12-02 06:00:00	ES	Futures	4602.48	4602.48	4595.15	4597.4	4817.0
2022-12-02 06:30:00	ES	Futures	4597.4	4599.09	4596.56	4597.68	3462.0
2022-12-02 07:00:00	ES	Futures	4597.68	4600.79	4592.05	4600.22	8391.0
2022-12-02 07:30:00	ES	Futures	4600.22	4601.91	4598.25	4601.35	6832.0
2022-12-02 08:00:00	ES	Futures	4601.35	4605.58	4592.89	4595.71	21354.0
2022-12-02 08:30:00	ES	Futures	4595.71	4595.71	4517.91	4539.61	174934.0
2022-12-02 09:00:00	ES	Futures	4539.61	4543.0	4524.11	4542.15	64424.0
2022-12-02 09:30:00	ES	Futures	4542.43	4564.14	4541.31	4552.58	207758.0
2022-12-02 10:00:00	ES	Futures	4552.58	4571.19	4547.23	4559.07	156108.0
2022-12-02 10:30:00	ES	Futures	4559.35	4576.26	4554.55	4563.29	130285.0
2022-12-02 11:00:00	ES	Futures	4563.58	4572.03	4558.22	4571.47	91704.0
2022-12-02 11:30:00	ES	Futures	4571.75	4587.82	4568.37	4578.8	124480.0
2022-12-02 12:00:00	ES	Futures	4579.08	4589.23	4577.39	4579.93	72744.0
2022-12-02 12:30:00	ES	Futures	4579.93	4581.9	4570.34	4571.75	57671.0
2022-12-02 13:00:00	ES	Futures	4571.75	4574.85	4566.68	4574.01	54546.0
2022-12-02 13:30:00	ES	Futures	4574.01	4579.36	4571.47	4577.11	42914.0
2022-12-02 14:00:00	ES	Futures	4576.82	4578.23	4568.37	4576.26	54757.0
2022-12-02 14:30:00	ES	Futures	4576.26	4593.46	4573.44	4591.76	68202.0
2022-12-02 15:00:00	ES	Futures	4591.76	4606.71	4590.07	4595.15	110575.0
2022-12-02 15:30:00	ES	Futures	4595.15	4597.97	4583.31	4595.15	150032.0
2022-12-02 16:00:00	ES	Futures	4595.43	4595.71	4587.82	4588.38	40269.0
2022-12-02 16:30:00	ES	Futures	4588.1	4588.66	4583.87	4585.56	8910.0
2022-12-02 00:00:00	NQ	Futures	13819.8	13823.25	13811.18	13813.48	1371.0
2022-12-02 00:30:00	NQ	Futures	13814.05	13820.95	13807.16	13817.5	1525.0
2022-12-02 01:00:00	NQ	Futures	13817.5	13822.39	13813.48	13816.07	914.0
2022-12-02 01:30:00	NQ	Futures	13815.78	13821.24	13814.05	13816.93	727.0
2022-12-02 02:00:00	NQ	Futures	13817.5	13831.01	13815.49	13821.24	2098.0
2022-12-02 02:30:00	NQ	Futures	13822.1	13830.14	13817.21	13819.23	1640.0
2022-12-02 03:00:00	NQ	Futures	13818.36	13838.19	13810.32	13826.41	4392.0
2022-12-02 03:30:00	NQ	Futures	13825.26	13847.67	13818.65	13846.52	3274.0
2022-12-02 04:00:00	NQ	Futures	13845.66	13849.68	13826.41	13839.91	2772.0
2022-12-02 04:30:00	NQ	Futures	13840.2	13858.88	13829.86	13857.15	3086.0
2022-12-02 05:00:00	NQ	Futures	13856.29	13862.32	13848.25	13849.68	2736.0
2022-12-02 05:30:00	NQ	Futures	13849.97	13859.74	13845.95	13855.14	2051.0
2022-12-02 06:00:00	NQ	Futures	13854.85	13854.85	13830.43	13838.48	2522.0
2022-12-02 06:30:00	NQ	Futures	13838.48	13844.22	13835.03	13838.48	1329.0
2022-12-02 07:00:00	NQ	Futures	13838.76	13848.82	13818.36	13846.23	4029.0
2022-12-02 07:30:00	NQ	Futures	13846.23	13856.58	13845.09	13856.0	3209.0

> showing 50 of 3,093 rows — these rows as CSV

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