PREVIEW / futures_30min / 2022-12-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-15.parquet
  size:    113 KB
  rows:    3,849

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
2022-12-15 00:00:00	ES	Futures	4508.66	4512.85	4506.98	4512.85	3065.0
2022-12-15 00:30:00	ES	Futures	4512.57	4512.85	4509.77	4512.01	1878.0
2022-12-15 01:00:00	ES	Futures	4511.73	4513.69	4509.77	4510.61	2498.0
2022-12-15 01:30:00	ES	Futures	4510.89	4511.17	4505.02	4506.14	2177.0
2022-12-15 02:00:00	ES	Futures	4506.14	4506.14	4496.35	4497.75	6185.0
2022-12-15 02:30:00	ES	Futures	4498.03	4499.43	4480.42	4482.65	10644.0
2022-12-15 03:00:00	ES	Futures	4482.93	4487.13	4467.55	4468.95	20776.0
2022-12-15 03:30:00	ES	Futures	4468.95	4475.94	4465.04	4469.23	17115.0
2022-12-15 04:00:00	ES	Futures	4469.23	4469.79	4454.69	4461.96	22251.0
2022-12-15 04:30:00	ES	Futures	4461.96	4463.64	4453.29	4461.96	16824.0
2022-12-15 05:00:00	ES	Futures	4461.96	4462.24	4454.69	4457.77	11159.0
2022-12-15 05:30:00	ES	Futures	4457.77	4465.32	4457.21	4459.17	15255.0
2022-12-15 06:00:00	ES	Futures	4459.44	4468.67	4458.33	4465.88	10704.0
2022-12-15 06:30:00	ES	Futures	4465.88	4467.83	4460.28	4467.83	6895.0
2022-12-15 07:00:00	ES	Futures	4467.55	4468.95	4461.68	4465.6	10113.0
2022-12-15 07:30:00	ES	Futures	4465.6	4469.79	4460.56	4468.67	10282.0
2022-12-15 08:00:00	ES	Futures	4468.39	4469.51	4448.54	4451.34	31002.0
2022-12-15 08:30:00	ES	Futures	4451.34	4460.28	4439.31	4449.38	46086.0
2022-12-15 09:00:00	ES	Futures	4449.66	4455.53	4439.03	4446.58	45188.0
2022-12-15 09:30:00	ES	Futures	4446.86	4457.21	4409.4	4414.15	231429.0
2022-12-15 10:00:00	ES	Futures	4414.15	4416.39	4399.33	4409.12	156484.0
2022-12-15 10:30:00	ES	Futures	4409.12	4418.34	4398.49	4404.08	131169.0
2022-12-15 11:00:00	ES	Futures	4403.8	4408.84	4385.91	4392.9	122330.0
2022-12-15 11:30:00	ES	Futures	4392.9	4397.09	4380.88	4387.31	103576.0
2022-12-15 12:00:00	ES	Futures	4387.03	4396.81	4386.19	4393.18	68844.0
2022-12-15 12:30:00	ES	Futures	4392.9	4400.17	4379.2	4382.27	68761.0
2022-12-15 13:00:00	ES	Futures	4382.55	4383.67	4370.81	4376.4	72491.0
2022-12-15 13:30:00	ES	Futures	4376.4	4382.27	4371.93	4380.6	71835.0
2022-12-15 14:00:00	ES	Futures	4380.6	4383.39	4373.61	4376.68	56242.0
2022-12-15 14:30:00	ES	Futures	4376.96	4398.21	4376.4	4397.37	96652.0
2022-12-15 15:00:00	ES	Futures	4397.65	4404.92	4388.42	4402.41	102289.0
2022-12-15 15:30:00	ES	Futures	4402.41	4405.2	4383.11	4392.06	243970.0
2022-12-15 16:00:00	ES	Futures	4392.06	4395.42	4380.88	4383.95	62599.0
2022-12-15 16:30:00	ES	Futures	4383.95	4388.42	4382.55	4386.75	10749.0
2022-12-15 18:00:00	ES	Futures	4384.23	4392.62	4384.23	4391.22	4912.0
2022-12-15 18:30:00	ES	Futures	4391.22	4391.5	4387.87	4390.94	3953.0
2022-12-15 19:00:00	ES	Futures	4391.22	4394.86	4391.22	4393.18	4915.0
2022-12-15 19:30:00	ES	Futures	4392.9	4393.74	4389.82	4391.5	2946.0
2022-12-15 20:00:00	ES	Futures	4391.5	4393.74	4388.15	4389.26	4859.0
2022-12-15 20:30:00	ES	Futures	4389.26	4393.46	4388.98	4392.34	2908.0
2022-12-15 21:00:00	ES	Futures	4392.34	4396.81	4391.5	4396.53	3374.0
2022-12-15 21:30:00	ES	Futures	4396.25	4400.45	4396.25	4398.21	3909.0
2022-12-15 22:00:00	ES	Futures	4398.21	4399.61	4395.42	4395.42	2370.0
2022-12-15 22:30:00	ES	Futures	4395.42	4397.09	4392.62	4393.46	1879.0
2022-12-15 23:00:00	ES	Futures	4393.74	4394.02	4389.54	4390.66	2491.0
2022-12-15 23:30:00	ES	Futures	4390.38	4390.94	4387.03	4387.31	2658.0
2022-12-15 00:00:00	NQ	Futures	13491.56	13504.36	13484.17	13503.51	1211.0
2022-12-15 00:30:00	NQ	Futures	13503.51	13506.36	13493.55	13502.37	905.0
2022-12-15 01:00:00	NQ	Futures	13502.37	13506.07	13491.85	13496.97	1386.0
2022-12-15 01:30:00	NQ	Futures	13498.11	13498.96	13473.07	13477.05	1315.0

> showing 50 of 3,849 rows — these rows as CSV

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