PREVIEW / futures_30min / 2022-12-16

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-16.parquet
  size:    93 KB
  rows:    3,058

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
2022-12-16 00:00:00	ES	Futures	4387.31	4390.66	4384.79	4386.75	4485.0
2022-12-16 00:30:00	ES	Futures	4386.75	4393.74	4383.11	4393.46	4665.0
2022-12-16 01:00:00	ES	Futures	4393.46	4394.02	4388.15	4390.66	4627.0
2022-12-16 01:30:00	ES	Futures	4390.66	4397.93	4390.1	4397.09	4009.0
2022-12-16 02:00:00	ES	Futures	4396.81	4398.21	4386.19	4388.7	6268.0
2022-12-16 02:30:00	ES	Futures	4388.98	4390.38	4378.64	4379.48	7084.0
2022-12-16 03:00:00	ES	Futures	4379.76	4385.91	4353.47	4354.31	25047.0
2022-12-16 03:30:00	ES	Futures	4354.03	4358.51	4345.09	4346.76	20408.0
2022-12-16 04:00:00	ES	Futures	4346.76	4350.12	4338.1	4343.41	18223.0
2022-12-16 04:30:00	ES	Futures	4343.41	4347.88	4338.38	4347.04	11325.0
2022-12-16 05:00:00	ES	Futures	4346.76	4349.0	4331.94	4333.06	23210.0
2022-12-16 05:30:00	ES	Futures	4333.06	4339.77	4329.71	4335.3	14768.0
2022-12-16 06:00:00	ES	Futures	4335.3	4347.04	4331.39	4345.37	11240.0
2022-12-16 06:30:00	ES	Futures	4345.37	4348.16	4340.05	4343.41	8302.0
2022-12-16 07:00:00	ES	Futures	4343.13	4353.75	4341.73	4343.69	16001.0
2022-12-16 07:30:00	ES	Futures	4343.41	4358.79	4339.77	4358.51	19225.0
2022-12-16 08:00:00	ES	Futures	4358.51	4358.51	4349.0	4350.96	22625.0
2022-12-16 08:30:00	ES	Futures	4350.96	4350.96	4343.41	4348.72	23068.0
2022-12-16 09:00:00	ES	Futures	4348.72	4360.46	4338.65	4360.18	60259.0
2022-12-16 09:30:00	ES	Futures	4360.18	4375.84	4352.08	4368.01	171720.0
2022-12-16 10:00:00	ES	Futures	4368.01	4368.01	4330.83	4331.11	144515.0
2022-12-16 10:30:00	ES	Futures	4331.11	4337.54	4322.16	4335.86	141243.0
2022-12-16 11:00:00	ES	Futures	4335.86	4341.17	4323.0	4328.87	105861.0
2022-12-16 11:30:00	ES	Futures	4328.87	4336.14	4316.29	4318.24	88481.0
2022-12-16 12:00:00	ES	Futures	4318.24	4325.79	4316.85	4324.95	67518.0
2022-12-16 12:30:00	ES	Futures	4324.95	4333.34	4311.81	4313.77	71799.0
2022-12-16 13:00:00	ES	Futures	4313.49	4321.32	4312.37	4313.49	57077.0
2022-12-16 13:30:00	ES	Futures	4313.77	4323.84	4312.65	4319.92	53269.0
2022-12-16 14:00:00	ES	Futures	4319.92	4331.66	4318.24	4319.92	61635.0
2022-12-16 14:30:00	ES	Futures	4320.2	4337.26	4314.05	4333.9	65642.0
2022-12-16 15:00:00	ES	Futures	4333.9	4348.16	4327.19	4346.76	105861.0
2022-12-16 15:30:00	ES	Futures	4346.76	4356.83	4336.42	4336.98	241438.0
2022-12-16 16:00:00	ES	Futures	4336.98	4338.65	4326.91	4331.94	91300.0
2022-12-16 16:30:00	ES	Futures	4331.66	4332.5	4327.47	4330.55	9219.0
2022-12-16 00:00:00	NQ	Futures	13025.28	13033.24	13011.62	13018.45	2104.0
2022-12-16 00:30:00	NQ	Futures	13018.45	13042.63	13007.07	13041.78	1951.0
2022-12-16 01:00:00	NQ	Futures	13042.35	13044.34	13023.28	13035.52	1828.0
2022-12-16 01:30:00	NQ	Futures	13035.23	13058.56	13032.1	13055.43	1980.0
2022-12-16 02:00:00	NQ	Futures	13054.01	13057.71	13013.04	13023.57	2991.0
2022-12-16 02:30:00	NQ	Futures	13022.43	13031.82	12986.02	12988.86	3747.0
2022-12-16 03:00:00	NQ	Futures	12989.71	13015.03	12903.51	12906.07	10449.0
2022-12-16 03:30:00	NQ	Futures	12904.94	12922.57	12889.0	12895.55	8632.0
2022-12-16 04:00:00	NQ	Futures	12894.41	12916.31	12873.36	12894.41	7646.0
2022-12-16 04:30:00	NQ	Futures	12894.98	12920.01	12882.46	12919.16	5241.0
2022-12-16 05:00:00	NQ	Futures	12919.16	12930.26	12886.44	12891.56	6886.0
2022-12-16 05:30:00	NQ	Futures	12892.42	12913.47	12884.45	12909.49	4972.0
2022-12-16 06:00:00	NQ	Futures	12909.2	12948.46	12898.68	12943.34	5181.0
2022-12-16 06:30:00	NQ	Futures	12943.06	12955.01	12928.26	12938.79	4478.0
2022-12-16 07:00:00	NQ	Futures	12938.22	12970.65	12937.08	12943.63	6258.0
2022-12-16 07:30:00	NQ	Futures	12943.06	12997.4	12933.1	12996.83	6642.0

> showing 50 of 3,058 rows — these rows as CSV

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