PREVIEW / futures_30min / 2022-12-07

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-07.parquet
  size:    109 KB
  rows:    3,802

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
2022-12-07 00:00:00	ES	Futures	4455.89	4457.3	4454.48	4455.61	2960.0
2022-12-07 00:30:00	ES	Futures	4455.61	4456.74	4451.95	4452.51	2892.0
2022-12-07 01:00:00	ES	Futures	4452.79	4453.36	4444.9	4449.41	5896.0
2022-12-07 01:30:00	ES	Futures	4449.41	4450.82	4447.44	4448.28	2803.0
2022-12-07 02:00:00	ES	Futures	4448.28	4454.2	4442.64	4449.97	8767.0
2022-12-07 02:30:00	ES	Futures	4450.25	4452.51	4444.62	4446.59	7564.0
2022-12-07 03:00:00	ES	Futures	4446.59	4451.95	4442.36	4450.54	13022.0
2022-12-07 03:30:00	ES	Futures	4450.25	4454.48	4443.21	4452.79	12088.0
2022-12-07 04:00:00	ES	Futures	4453.07	4453.92	4446.59	4447.72	7724.0
2022-12-07 04:30:00	ES	Futures	4447.72	4448.28	4435.6	4438.7	12032.0
2022-12-07 05:00:00	ES	Futures	4438.98	4441.8	4435.03	4435.88	9400.0
2022-12-07 05:30:00	ES	Futures	4435.88	4440.11	4433.62	4440.11	11905.0
2022-12-07 06:00:00	ES	Futures	4440.11	4442.92	4436.16	4436.72	6361.0
2022-12-07 06:30:00	ES	Futures	4436.72	4440.39	4427.98	4431.09	10709.0
2022-12-07 07:00:00	ES	Futures	4431.37	4434.19	4415.3	4417.84	23296.0
2022-12-07 07:30:00	ES	Futures	4417.55	4421.22	4413.33	4419.53	20937.0
2022-12-07 08:00:00	ES	Futures	4419.53	4428.55	4418.96	4427.14	21664.0
2022-12-07 08:30:00	ES	Futures	4427.14	4439.26	4426.86	4434.75	36891.0
2022-12-07 09:00:00	ES	Futures	4435.03	4442.08	4432.78	4435.6	46852.0
2022-12-07 09:30:00	ES	Futures	4435.6	4462.66	4428.83	4434.47	234274.0
2022-12-07 10:00:00	ES	Futures	4434.47	4457.3	4424.88	4456.46	232733.0
2022-12-07 10:30:00	ES	Futures	4456.74	4464.35	4438.98	4460.12	111550.0
2022-12-07 11:00:00	ES	Futures	4459.84	4466.89	4430.52	4432.49	106289.0
2022-12-07 11:30:00	ES	Futures	4432.49	4443.77	4427.98	4440.95	78192.0
2022-12-07 12:00:00	ES	Futures	4440.95	4444.62	4433.06	4435.88	65033.0
2022-12-07 12:30:00	ES	Futures	4435.88	4448.84	4432.78	4444.9	50539.0
2022-12-07 13:00:00	ES	Futures	4444.9	4455.05	4439.54	4449.69	56390.0
2022-12-07 13:30:00	ES	Futures	4449.97	4450.25	4434.75	4437.01	48550.0
2022-12-07 14:00:00	ES	Futures	4437.01	4440.95	4428.83	4437.85	70273.0
2022-12-07 14:30:00	ES	Futures	4437.85	4444.9	4432.78	4435.6	57051.0
2022-12-07 15:00:00	ES	Futures	4435.6	4441.23	4426.29	4434.19	70654.0
2022-12-07 15:30:00	ES	Futures	4434.19	4442.08	4433.06	4438.41	130755.0
2022-12-07 16:00:00	ES	Futures	4438.41	4440.95	4435.31	4437.01	34525.0
2022-12-07 16:30:00	ES	Futures	4437.29	4437.57	4436.16	4436.44	3350.0
2022-12-07 18:00:00	ES	Futures	4437.85	4441.23	4437.01	4439.82	3302.0
2022-12-07 18:30:00	ES	Futures	4439.82	4440.95	4438.13	4440.11	1611.0
2022-12-07 19:00:00	ES	Futures	4440.11	4440.67	4430.8	4431.93	4776.0
2022-12-07 19:30:00	ES	Futures	4431.65	4434.19	4427.98	4428.27	3616.0
2022-12-07 20:00:00	ES	Futures	4427.98	4428.27	4415.58	4422.63	11234.0
2022-12-07 20:30:00	ES	Futures	4422.35	4426.01	4420.94	4423.47	5930.0
2022-12-07 21:00:00	ES	Futures	4423.47	4427.14	4422.63	4426.58	3355.0
2022-12-07 21:30:00	ES	Futures	4426.29	4430.8	4426.01	4429.39	3718.0
2022-12-07 22:00:00	ES	Futures	4429.39	4436.72	4428.83	4433.9	5596.0
2022-12-07 22:30:00	ES	Futures	4434.19	4436.72	4433.62	4435.31	2356.0
2022-12-07 23:00:00	ES	Futures	4435.31	4437.01	4432.78	4433.9	2605.0
2022-12-07 23:30:00	ES	Futures	4434.19	4435.31	4433.62	4434.47	1297.0
2022-12-07 00:00:00	NQ	Futures	13319.85	13323.88	13314.39	13317.84	1443.0
2022-12-07 00:30:00	NQ	Futures	13318.13	13323.01	13301.18	13305.2	1679.0
2022-12-07 01:00:00	NQ	Futures	13305.77	13307.79	13279.34	13294.28	2428.0
2022-12-07 01:30:00	NQ	Futures	13293.71	13300.03	13287.1	13289.11	1139.0

> showing 50 of 3,802 rows — these rows as CSV

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