PREVIEW / futures_30min / 2022-12-05

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-05.parquet
  size:    111 KB
  rows:    3,824

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
2022-12-05 00:00:00	ES	Futures	4589.79	4589.79	4587.82	4589.23	1622.0
2022-12-05 00:30:00	ES	Futures	4589.23	4590.64	4588.1	4590.36	1745.0
2022-12-05 01:00:00	ES	Futures	4590.36	4590.92	4586.41	4587.54	3277.0
2022-12-05 01:30:00	ES	Futures	4587.54	4591.48	4585.84	4591.2	2927.0
2022-12-05 02:00:00	ES	Futures	4591.48	4591.48	4579.08	4581.05	8243.0
2022-12-05 02:30:00	ES	Futures	4581.33	4584.44	4578.52	4580.77	4753.0
2022-12-05 03:00:00	ES	Futures	4580.77	4583.31	4572.6	4576.82	17115.0
2022-12-05 03:30:00	ES	Futures	4576.82	4582.74	4575.41	4582.74	6205.0
2022-12-05 04:00:00	ES	Futures	4582.74	4583.31	4570.34	4580.21	11028.0
2022-12-05 04:30:00	ES	Futures	4579.93	4581.62	4576.82	4578.8	6474.0
2022-12-05 05:00:00	ES	Futures	4578.8	4581.62	4574.85	4576.26	5850.0
2022-12-05 05:30:00	ES	Futures	4576.54	4577.11	4572.6	4574.01	6534.0
2022-12-05 06:00:00	ES	Futures	4574.29	4578.52	4573.44	4576.26	5222.0
2022-12-05 06:30:00	ES	Futures	4576.54	4582.46	4574.57	4581.62	4693.0
2022-12-05 07:00:00	ES	Futures	4581.62	4582.18	4572.6	4573.44	7166.0
2022-12-05 07:30:00	ES	Futures	4573.16	4574.29	4569.5	4573.44	8093.0
2022-12-05 08:00:00	ES	Futures	4573.16	4575.13	4567.24	4574.01	13271.0
2022-12-05 08:30:00	ES	Futures	4574.01	4575.41	4559.91	4562.45	22155.0
2022-12-05 09:00:00	ES	Futures	4562.45	4565.55	4560.47	4561.88	20027.0
2022-12-05 09:30:00	ES	Futures	4561.88	4572.88	4554.27	4554.27	120710.0
2022-12-05 10:00:00	ES	Futures	4554.27	4555.96	4535.1	4548.07	141850.0
2022-12-05 10:30:00	ES	Futures	4548.07	4558.5	4543.0	4554.84	90685.0
2022-12-05 11:00:00	ES	Futures	4554.84	4561.88	4542.15	4545.25	79612.0
2022-12-05 11:30:00	ES	Futures	4545.25	4545.82	4526.65	4527.49	84792.0
2022-12-05 12:00:00	ES	Futures	4527.49	4537.36	4524.67	4532.29	58397.0
2022-12-05 12:30:00	ES	Futures	4532.29	4533.69	4519.6	4520.73	72426.0
2022-12-05 13:00:00	ES	Futures	4520.73	4527.49	4517.34	4521.57	57640.0
2022-12-05 13:30:00	ES	Futures	4521.57	4527.21	4506.63	4507.76	70244.0
2022-12-05 14:00:00	ES	Futures	4507.48	4513.4	4501.84	4503.53	71704.0
2022-12-05 14:30:00	ES	Futures	4503.53	4506.07	4495.92	4504.66	78194.0
2022-12-05 15:00:00	ES	Futures	4504.38	4511.14	4501.0	4501.84	71178.0
2022-12-05 15:30:00	ES	Futures	4502.12	4516.5	4501.84	4512.55	175489.0
2022-12-05 16:00:00	ES	Futures	4512.83	4517.06	4511.43	4514.53	47791.0
2022-12-05 16:30:00	ES	Futures	4514.53	4517.63	4513.96	4517.34	5174.0
2022-12-05 18:00:00	ES	Futures	4516.78	4522.14	4514.53	4521.01	5282.0
2022-12-05 18:30:00	ES	Futures	4520.73	4521.86	4519.04	4519.32	2519.0
2022-12-05 19:00:00	ES	Futures	4519.6	4523.83	4519.6	4522.98	3921.0
2022-12-05 19:30:00	ES	Futures	4522.98	4523.83	4519.32	4521.86	3582.0
2022-12-05 20:00:00	ES	Futures	4522.14	4526.08	4521.29	4523.26	6293.0
2022-12-05 20:30:00	ES	Futures	4523.26	4526.93	4521.86	4522.7	5238.0
2022-12-05 21:00:00	ES	Futures	4522.42	4526.65	4521.86	4522.42	4307.0
2022-12-05 21:30:00	ES	Futures	4522.7	4523.83	4521.29	4521.86	3658.0
2022-12-05 22:00:00	ES	Futures	4521.86	4524.11	4521.29	4521.86	2431.0
2022-12-05 22:30:00	ES	Futures	4521.86	4522.14	4518.47	4521.86	4179.0
2022-12-05 23:00:00	ES	Futures	4521.86	4522.42	4519.04	4519.88	2119.0
2022-12-05 23:30:00	ES	Futures	4519.6	4520.16	4516.5	4517.63	2449.0
2022-12-05 00:00:00	NQ	Futures	13782.74	13782.74	13775.27	13781.87	576.0
2022-12-05 00:30:00	NQ	Futures	13782.45	13787.05	13779.57	13786.47	824.0
2022-12-05 01:00:00	NQ	Futures	13786.47	13786.76	13770.67	13775.84	1378.0
2022-12-05 01:30:00	NQ	Futures	13776.7	13787.91	13765.5	13787.05	1550.0

> showing 50 of 3,824 rows — these rows as CSV

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