PREVIEW / futures_30min / 2022-12-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-12.parquet
  size:    103 KB
  rows:    3,631

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
2022-12-12 00:00:00	ES	Futures	4434.75	4435.88	4432.49	4433.34	644.0
2022-12-12 00:30:00	ES	Futures	4433.62	4435.6	4432.78	4435.31	389.0
2022-12-12 01:00:00	ES	Futures	4434.75	4435.88	4432.49	4434.47	836.0
2022-12-12 01:30:00	ES	Futures	4434.75	4437.57	4433.9	4436.72	824.0
2022-12-12 02:00:00	ES	Futures	4436.44	4438.41	4434.19	4438.13	1927.0
2022-12-12 02:30:00	ES	Futures	4437.85	4439.54	4434.47	4434.75	3095.0
2022-12-12 03:00:00	ES	Futures	4435.03	4437.57	4431.37	4433.62	4358.0
2022-12-12 03:30:00	ES	Futures	4433.62	4438.13	4431.65	4434.75	3021.0
2022-12-12 04:00:00	ES	Futures	4435.03	4438.98	4434.19	4436.72	2570.0
2022-12-12 04:30:00	ES	Futures	4436.72	4446.59	4436.44	4445.74	4380.0
2022-12-12 05:00:00	ES	Futures	4445.74	4448.84	4444.9	4446.87	3114.0
2022-12-12 05:30:00	ES	Futures	4446.87	4451.95	4446.03	4450.54	3205.0
2022-12-12 06:00:00	ES	Futures	4450.54	4453.36	4447.72	4451.38	3300.0
2022-12-12 06:30:00	ES	Futures	4451.38	4452.79	4448.84	4450.82	2114.0
2022-12-12 07:00:00	ES	Futures	4450.82	4451.95	4448.84	4449.41	3150.0
2022-12-12 07:30:00	ES	Futures	4449.13	4451.66	4449.13	4450.82	2499.0
2022-12-12 08:00:00	ES	Futures	4450.54	4455.05	4450.54	4450.82	6369.0
2022-12-12 08:30:00	ES	Futures	4450.82	4455.61	4446.31	4448.28	8555.0
2022-12-12 09:00:00	ES	Futures	4448.56	4452.51	4446.03	4447.44	9906.0
2022-12-12 09:30:00	ES	Futures	4447.72	4454.48	4439.26	4453.07	55714.0
2022-12-12 10:00:00	ES	Futures	4453.36	4455.89	4443.77	4451.1	42202.0
2022-12-12 10:30:00	ES	Futures	4451.1	4453.92	4445.74	4451.95	28190.0
2022-12-12 11:00:00	ES	Futures	4451.95	4464.91	4449.69	4460.97	29955.0
2022-12-12 11:30:00	ES	Futures	4461.25	4462.66	4456.17	4462.38	17292.0
2022-12-12 12:00:00	ES	Futures	4462.09	4466.89	4458.43	4461.25	15614.0
2022-12-12 12:30:00	ES	Futures	4461.53	4468.01	4459.84	4465.76	18887.0
2022-12-12 13:00:00	ES	Futures	4465.48	4471.4	4458.43	4462.94	22665.0
2022-12-12 13:30:00	ES	Futures	4462.66	4470.55	4462.09	4467.45	15183.0
2022-12-12 14:00:00	ES	Futures	4467.45	4468.86	4461.81	4466.04	17878.0
2022-12-12 14:30:00	ES	Futures	4466.32	4479.01	4462.94	4477.32	21872.0
2022-12-12 15:00:00	ES	Futures	4477.32	4494.51	4477.32	4492.82	40279.0
2022-12-12 15:30:00	ES	Futures	4492.82	4502.12	4490.0	4501.84	77950.0
2022-12-12 16:00:00	ES	Futures	4501.84	4502.12	4493.67	4495.36	24064.0
2022-12-12 16:30:00	ES	Futures	4495.36	4496.2	4493.95	4495.36	1953.0
2022-12-12 18:00:00	ES	Futures	4498.18	4498.74	4496.2	4497.89	1724.0
2022-12-12 18:30:00	ES	Futures	4497.89	4502.12	4496.2	4499.3	1014.0
2022-12-12 19:00:00	ES	Futures	4499.59	4502.4	4499.3	4500.71	1359.0
2022-12-12 19:30:00	ES	Futures	4500.43	4500.71	4497.89	4499.59	1688.0
2022-12-12 20:00:00	ES	Futures	4499.59	4499.87	4497.05	4497.33	1363.0
2022-12-12 20:30:00	ES	Futures	4497.33	4498.46	4493.95	4495.08	2229.0
2022-12-12 21:00:00	ES	Futures	4494.79	4497.61	4494.23	4497.05	1596.0
2022-12-12 21:30:00	ES	Futures	4497.05	4500.43	4496.77	4497.61	1036.0
2022-12-12 22:00:00	ES	Futures	4497.61	4498.18	4494.51	4495.36	858.0
2022-12-12 22:30:00	ES	Futures	4495.08	4497.61	4493.95	4494.51	1222.0
2022-12-12 23:00:00	ES	Futures	4494.51	4495.36	4493.38	4493.67	898.0
2022-12-12 23:30:00	ES	Futures	4493.95	4498.74	4493.67	4498.74	807.0
2022-12-12 00:00:00	NQ	Futures	13282.5	13285.95	13272.44	13275.89	737.0
2022-12-12 00:30:00	NQ	Futures	13275.89	13284.51	13273.02	13282.79	366.0
2022-12-12 01:00:00	NQ	Futures	13282.5	13286.52	13271.3	13279.63	559.0
2022-12-12 01:30:00	NQ	Futures	13278.77	13287.39	13275.61	13285.66	685.0

> showing 50 of 3,631 rows — these rows as CSV

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