PREVIEW / futures_30min / 2022-12-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-09.parquet
  size:    91 KB
  rows:    3,034

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
2022-12-09 00:00:00	ES	Futures	4480.98	4482.11	4480.13	4480.7	2280.0
2022-12-09 00:30:00	ES	Futures	4480.7	4482.95	4480.42	4481.26	1813.0
2022-12-09 01:00:00	ES	Futures	4481.26	4482.67	4480.98	4481.54	1593.0
2022-12-09 01:30:00	ES	Futures	4481.54	4486.05	4480.42	4485.77	3739.0
2022-12-09 02:00:00	ES	Futures	4485.49	4489.72	4481.26	4489.16	5411.0
2022-12-09 02:30:00	ES	Futures	4489.44	4490.85	4486.34	4487.75	4369.0
2022-12-09 03:00:00	ES	Futures	4487.46	4489.16	4480.42	4480.7	8150.0
2022-12-09 03:30:00	ES	Futures	4480.7	4482.95	4478.73	4481.83	4759.0
2022-12-09 04:00:00	ES	Futures	4481.83	4484.65	4477.88	4481.26	4917.0
2022-12-09 04:30:00	ES	Futures	4481.26	4482.11	4476.75	4478.44	3549.0
2022-12-09 05:00:00	ES	Futures	4478.44	4483.8	4478.44	4483.24	3438.0
2022-12-09 05:30:00	ES	Futures	4483.52	4488.59	4482.11	4486.62	5586.0
2022-12-09 06:00:00	ES	Futures	4486.34	4490.85	4485.49	4487.75	6999.0
2022-12-09 06:30:00	ES	Futures	4487.75	4488.59	4484.65	4488.03	3821.0
2022-12-09 07:00:00	ES	Futures	4488.03	4493.1	4484.65	4492.26	6509.0
2022-12-09 07:30:00	ES	Futures	4492.26	4498.46	4492.26	4497.05	8889.0
2022-12-09 08:00:00	ES	Futures	4497.05	4499.02	4491.69	4495.08	12889.0
2022-12-09 08:30:00	ES	Futures	4495.64	4499.02	4431.37	4462.09	81239.0
2022-12-09 09:00:00	ES	Futures	4462.09	4463.22	4448.28	4456.46	24967.0
2022-12-09 09:30:00	ES	Futures	4456.46	4478.73	4447.15	4466.32	127931.0
2022-12-09 10:00:00	ES	Futures	4464.63	4476.19	4453.92	4466.6	110302.0
2022-12-09 10:30:00	ES	Futures	4466.6	4482.11	4462.94	4481.54	95613.0
2022-12-09 11:00:00	ES	Futures	4481.83	4485.49	4470.83	4479.01	65389.0
2022-12-09 11:30:00	ES	Futures	4479.01	4487.18	4472.24	4484.36	56163.0
2022-12-09 12:00:00	ES	Futures	4484.36	4485.77	4473.93	4475.62	36493.0
2022-12-09 12:30:00	ES	Futures	4475.62	4482.95	4472.81	4475.06	29470.0
2022-12-09 13:00:00	ES	Futures	4475.06	4475.06	4461.53	4466.89	44172.0
2022-12-09 13:30:00	ES	Futures	4466.6	4472.81	4465.19	4468.3	32871.0
2022-12-09 14:00:00	ES	Futures	4468.3	4469.42	4457.87	4467.45	42655.0
2022-12-09 14:30:00	ES	Futures	4467.45	4469.99	4463.5	4466.6	26234.0
2022-12-09 15:00:00	ES	Futures	4466.6	4471.96	4462.09	4462.38	39228.0
2022-12-09 15:30:00	ES	Futures	4462.38	4464.07	4436.72	4438.41	127175.0
2022-12-09 16:00:00	ES	Futures	4438.41	4439.82	4434.47	4435.31	37549.0
2022-12-09 16:30:00	ES	Futures	4435.31	4436.44	4432.49	4433.06	5155.0
2022-12-09 00:00:00	NQ	Futures	13421.85	13428.46	13419.56	13420.99	801.0
2022-12-09 00:30:00	NQ	Futures	13421.57	13431.91	13420.99	13425.59	856.0
2022-12-09 01:00:00	NQ	Futures	13426.16	13432.49	13424.73	13429.61	746.0
2022-12-09 01:30:00	NQ	Futures	13428.75	13445.41	13425.3	13444.55	1519.0
2022-12-09 02:00:00	NQ	Futures	13444.55	13460.07	13423.87	13456.33	3039.0
2022-12-09 02:30:00	NQ	Futures	13456.05	13466.1	13443.69	13449.15	2629.0
2022-12-09 03:00:00	NQ	Futures	13449.15	13454.32	13424.44	13425.88	3948.0
2022-12-09 03:30:00	NQ	Futures	13425.88	13438.81	13420.42	13436.22	2986.0
2022-12-09 04:00:00	NQ	Futures	13435.65	13446.56	13420.7	13431.34	3017.0
2022-12-09 04:30:00	NQ	Futures	13433.06	13434.5	13407.2	13414.67	2779.0
2022-12-09 05:00:00	NQ	Futures	13415.25	13435.07	13414.67	13433.06	1966.0
2022-12-09 05:30:00	NQ	Futures	13433.92	13452.02	13429.32	13444.84	2309.0
2022-12-09 06:00:00	NQ	Futures	13444.55	13457.48	13432.77	13445.13	3525.0
2022-12-09 06:30:00	NQ	Futures	13445.41	13450.01	13431.05	13448.0	2365.0
2022-12-09 07:00:00	NQ	Futures	13448.58	13468.69	13435.36	13464.95	3485.0
2022-12-09 07:30:00	NQ	Futures	13464.95	13487.94	13464.09	13481.04	4525.0

> showing 50 of 3,034 rows — these rows as CSV

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