PREVIEW / futures_30min / 2022-12-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-14.parquet
  size:    106 KB
  rows:    3,766

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
2022-12-14 00:00:00	ES	Futures	4549.2	4552.55	4548.64	4551.44	1755.0
2022-12-14 00:30:00	ES	Futures	4551.44	4551.44	4548.36	4549.76	1537.0
2022-12-14 01:00:00	ES	Futures	4549.76	4552.83	4547.52	4547.8	2433.0
2022-12-14 01:30:00	ES	Futures	4548.08	4551.72	4547.52	4549.2	2551.0
2022-12-14 02:00:00	ES	Futures	4549.2	4549.76	4545.0	4545.0	3646.0
2022-12-14 02:30:00	ES	Futures	4545.28	4545.84	4538.01	4538.29	5418.0
2022-12-14 03:00:00	ES	Futures	4538.57	4543.05	4534.66	4536.06	11627.0
2022-12-14 03:30:00	ES	Futures	4536.34	4540.81	4536.06	4539.97	5640.0
2022-12-14 04:00:00	ES	Futures	4539.69	4540.53	4529.91	4535.78	7849.0
2022-12-14 04:30:00	ES	Futures	4535.78	4536.62	4529.63	4535.5	6329.0
2022-12-14 05:00:00	ES	Futures	4535.5	4540.53	4533.26	4539.41	6186.0
2022-12-14 05:30:00	ES	Futures	4539.41	4539.69	4532.7	4535.22	3614.0
2022-12-14 06:00:00	ES	Futures	4534.94	4535.22	4524.87	4529.63	5902.0
2022-12-14 06:30:00	ES	Futures	4529.63	4536.34	4525.15	4536.06	5896.0
2022-12-14 07:00:00	ES	Futures	4535.78	4544.17	4533.82	4539.69	11722.0
2022-12-14 07:30:00	ES	Futures	4539.69	4539.97	4526.83	4529.91	10858.0
2022-12-14 08:00:00	ES	Futures	4529.91	4531.3	4523.47	4529.07	13149.0
2022-12-14 08:30:00	ES	Futures	4528.79	4534.66	4527.67	4533.54	13088.0
2022-12-14 09:00:00	ES	Futures	4532.98	4536.62	4527.67	4531.58	19376.0
2022-12-14 09:30:00	ES	Futures	4531.58	4558.71	4531.02	4557.03	127370.0
2022-12-14 10:00:00	ES	Futures	4557.03	4563.18	4552.83	4560.1	75374.0
2022-12-14 10:30:00	ES	Futures	4560.1	4564.58	4553.67	4561.78	53479.0
2022-12-14 11:00:00	ES	Futures	4561.5	4569.33	4558.98	4568.49	63639.0
2022-12-14 11:30:00	ES	Futures	4568.49	4570.45	4559.26	4560.1	48280.0
2022-12-14 12:00:00	ES	Futures	4560.1	4562.06	4553.67	4556.19	47181.0
2022-12-14 12:30:00	ES	Futures	4555.91	4559.82	4553.11	4553.67	34421.0
2022-12-14 13:00:00	ES	Futures	4553.95	4562.9	4553.11	4559.82	33483.0
2022-12-14 13:30:00	ES	Futures	4559.54	4575.2	4558.98	4567.09	48171.0
2022-12-14 14:00:00	ES	Futures	4568.77	4570.17	4498.59	4515.37	195950.0
2022-12-14 14:30:00	ES	Futures	4515.37	4519.0	4470.35	4499.99	229426.0
2022-12-14 15:00:00	ES	Futures	4499.99	4553.67	4494.4	4499.15	180734.0
2022-12-14 15:30:00	ES	Futures	4498.87	4523.47	4487.13	4506.42	207218.0
2022-12-14 16:00:00	ES	Futures	4506.42	4519.28	4503.9	4515.93	50400.0
2022-12-14 16:30:00	ES	Futures	4515.93	4520.68	4514.53	4516.48	5773.0
2022-12-14 18:00:00	ES	Futures	4515.09	4519.0	4511.17	4518.44	4763.0
2022-12-14 18:30:00	ES	Futures	4518.44	4521.52	4515.65	4515.93	3638.0
2022-12-14 19:00:00	ES	Futures	4515.93	4517.04	4513.13	4515.93	3812.0
2022-12-14 19:30:00	ES	Futures	4516.21	4521.8	4515.65	4521.52	3577.0
2022-12-14 20:00:00	ES	Futures	4521.52	4521.8	4517.88	4520.12	6821.0
2022-12-14 20:30:00	ES	Futures	4520.12	4520.68	4508.1	4510.05	9983.0
2022-12-14 21:00:00	ES	Futures	4510.05	4512.29	4505.02	4505.58	5939.0
2022-12-14 21:30:00	ES	Futures	4505.3	4508.1	4503.9	4506.42	4413.0
2022-12-14 22:00:00	ES	Futures	4506.42	4509.49	4501.67	4509.21	3717.0
2022-12-14 22:30:00	ES	Futures	4509.21	4510.89	4508.38	4508.94	2013.0
2022-12-14 23:00:00	ES	Futures	4508.94	4509.49	4505.58	4507.82	2133.0
2022-12-14 23:30:00	ES	Futures	4507.82	4509.77	4506.7	4508.94	1625.0
2022-12-14 00:00:00	NQ	Futures	13653.44	13666.53	13650.31	13662.26	895.0
2022-12-14 00:30:00	NQ	Futures	13661.69	13661.69	13650.31	13653.44	630.0
2022-12-14 01:00:00	NQ	Futures	13652.87	13663.4	13640.35	13642.63	1634.0
2022-12-14 01:30:00	NQ	Futures	13641.77	13656.0	13641.21	13651.45	1084.0

> showing 50 of 3,766 rows — these rows as CSV

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