PREVIEW / futures_30min / 2022-12-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-19.parquet
  size:    110 KB
  rows:    3,866

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
2022-12-19 00:00:00	ES	Futures	4344.53	4345.09	4339.77	4341.17	2943.0
2022-12-19 00:30:00	ES	Futures	4341.17	4341.73	4335.02	4340.05	3168.0
2022-12-19 01:00:00	ES	Futures	4340.05	4344.53	4339.49	4344.25	2893.0
2022-12-19 01:30:00	ES	Futures	4343.97	4347.88	4343.13	4347.6	2498.0
2022-12-19 02:00:00	ES	Futures	4347.88	4349.0	4343.97	4346.48	3503.0
2022-12-19 02:30:00	ES	Futures	4346.76	4346.76	4342.85	4345.09	3214.0
2022-12-19 03:00:00	ES	Futures	4345.09	4360.46	4343.97	4355.71	13666.0
2022-12-19 03:30:00	ES	Futures	4355.71	4356.27	4351.52	4354.31	6699.0
2022-12-19 04:00:00	ES	Futures	4354.03	4359.63	4352.08	4356.27	7069.0
2022-12-19 04:30:00	ES	Futures	4356.27	4357.11	4349.56	4350.12	4636.0
2022-12-19 05:00:00	ES	Futures	4350.4	4360.74	4349.28	4357.95	6045.0
2022-12-19 05:30:00	ES	Futures	4358.23	4360.46	4355.15	4355.71	3375.0
2022-12-19 06:00:00	ES	Futures	4355.71	4356.27	4352.91	4355.15	3208.0
2022-12-19 06:30:00	ES	Futures	4354.87	4355.15	4345.92	4350.96	7981.0
2022-12-19 07:00:00	ES	Futures	4350.96	4353.75	4347.04	4350.68	7694.0
2022-12-19 07:30:00	ES	Futures	4350.4	4354.87	4348.72	4351.24	7775.0
2022-12-19 08:00:00	ES	Futures	4351.24	4353.19	4342.85	4343.69	9849.0
2022-12-19 08:30:00	ES	Futures	4343.41	4343.97	4338.1	4338.65	10381.0
2022-12-19 09:00:00	ES	Futures	4338.93	4343.69	4336.14	4339.77	16514.0
2022-12-19 09:30:00	ES	Futures	4339.49	4343.41	4321.04	4326.91	124352.0
2022-12-19 10:00:00	ES	Futures	4327.19	4341.45	4319.36	4339.77	102626.0
2022-12-19 10:30:00	ES	Futures	4339.49	4340.05	4318.52	4319.36	83348.0
2022-12-19 11:00:00	ES	Futures	4319.36	4321.88	4312.93	4318.24	81949.0
2022-12-19 11:30:00	ES	Futures	4317.96	4318.52	4304.54	4310.69	74401.0
2022-12-19 12:00:00	ES	Futures	4310.69	4320.2	4310.69	4311.53	53007.0
2022-12-19 12:30:00	ES	Futures	4311.53	4319.36	4308.46	4315.73	48316.0
2022-12-19 13:00:00	ES	Futures	4316.01	4319.92	4310.69	4312.37	43150.0
2022-12-19 13:30:00	ES	Futures	4312.09	4313.49	4297.83	4298.67	63083.0
2022-12-19 14:00:00	ES	Futures	4298.67	4299.51	4284.69	4284.69	79039.0
2022-12-19 14:30:00	ES	Futures	4284.69	4294.76	4280.78	4285.53	86502.0
2022-12-19 15:00:00	ES	Futures	4285.53	4289.72	4280.5	4286.37	73109.0
2022-12-19 15:30:00	ES	Futures	4286.37	4304.26	4283.29	4299.51	185231.0
2022-12-19 16:00:00	ES	Futures	4299.51	4301.19	4294.2	4294.48	54066.0
2022-12-19 16:30:00	ES	Futures	4294.76	4296.99	4293.92	4296.71	6632.0
2022-12-19 18:00:00	ES	Futures	4297.83	4304.26	4296.99	4303.14	3878.0
2022-12-19 18:30:00	ES	Futures	4303.14	4309.02	4303.14	4307.06	4639.0
2022-12-19 19:00:00	ES	Futures	4306.78	4307.62	4304.54	4305.1	3141.0
2022-12-19 19:30:00	ES	Futures	4305.1	4309.3	4303.7	4308.18	3236.0
2022-12-19 20:00:00	ES	Futures	4308.18	4310.97	4307.06	4309.86	3875.0
2022-12-19 20:30:00	ES	Futures	4309.58	4311.25	4306.22	4310.14	4111.0
2022-12-19 21:00:00	ES	Futures	4310.41	4311.25	4305.66	4305.94	3488.0
2022-12-19 21:30:00	ES	Futures	4306.22	4308.46	4305.38	4308.18	2492.0
2022-12-19 22:00:00	ES	Futures	4308.18	4309.3	4267.63	4274.62	37615.0
2022-12-19 22:30:00	ES	Futures	4274.9	4279.38	4264.0	4267.91	22263.0
2022-12-19 23:00:00	ES	Futures	4267.63	4270.15	4257.85	4261.76	16767.0
2022-12-19 23:30:00	ES	Futures	4261.48	4265.96	4258.97	4265.12	6398.0
2022-12-19 00:00:00	NQ	Futures	12932.25	12934.24	12912.62	12917.74	1795.0
2022-12-19 00:30:00	NQ	Futures	12918.02	12919.73	12895.83	12912.05	1896.0
2022-12-19 01:00:00	NQ	Futures	12911.48	12928.55	12910.34	12925.13	1410.0
2022-12-19 01:30:00	NQ	Futures	12925.7	12937.37	12923.43	12937.37	1189.0

> showing 50 of 3,866 rows — these rows as CSV

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