PREVIEW / futures_30min / 2022-12-20

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-20.parquet
  size:    111 KB
  rows:    3,862

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
2022-12-20 00:00:00	ES	Futures	4265.4	4269.03	4256.73	4257.29	7861.0
2022-12-20 00:30:00	ES	Futures	4257.29	4264.84	4253.93	4264.28	7979.0
2022-12-20 01:00:00	ES	Futures	4264.28	4265.12	4261.48	4264.56	4383.0
2022-12-20 01:30:00	ES	Futures	4264.56	4272.39	4264.28	4269.59	7502.0
2022-12-20 02:00:00	ES	Futures	4269.87	4277.7	4269.87	4274.62	8574.0
2022-12-20 02:30:00	ES	Futures	4274.9	4276.3	4267.08	4270.99	7299.0
2022-12-20 03:00:00	ES	Futures	4270.71	4278.82	4264.28	4270.99	14153.0
2022-12-20 03:30:00	ES	Futures	4270.71	4298.67	4264.56	4296.71	17892.0
2022-12-20 04:00:00	ES	Futures	4296.71	4297.83	4289.44	4296.15	10806.0
2022-12-20 04:30:00	ES	Futures	4295.88	4301.75	4291.96	4298.39	11622.0
2022-12-20 05:00:00	ES	Futures	4298.11	4300.63	4292.8	4298.67	6177.0
2022-12-20 05:30:00	ES	Futures	4298.39	4299.23	4289.44	4296.43	7874.0
2022-12-20 06:00:00	ES	Futures	4296.15	4304.26	4294.48	4302.87	7878.0
2022-12-20 06:30:00	ES	Futures	4302.87	4303.42	4294.48	4297.55	8606.0
2022-12-20 07:00:00	ES	Futures	4297.27	4304.82	4294.76	4301.47	9905.0
2022-12-20 07:30:00	ES	Futures	4301.47	4302.03	4287.21	4287.49	11514.0
2022-12-20 08:00:00	ES	Futures	4287.77	4293.36	4287.49	4288.88	9651.0
2022-12-20 08:30:00	ES	Futures	4288.88	4298.67	4286.09	4291.12	19930.0
2022-12-20 09:00:00	ES	Futures	4290.84	4292.24	4285.81	4290.84	23886.0
2022-12-20 09:30:00	ES	Futures	4291.12	4302.59	4274.9	4299.51	174780.0
2022-12-20 10:00:00	ES	Futures	4299.79	4317.96	4298.95	4316.01	134251.0
2022-12-20 10:30:00	ES	Futures	4316.01	4323.56	4312.93	4313.77	95748.0
2022-12-20 11:00:00	ES	Futures	4313.77	4316.57	4286.09	4289.72	102235.0
2022-12-20 11:30:00	ES	Futures	4289.44	4307.06	4288.61	4305.94	87786.0
2022-12-20 12:00:00	ES	Futures	4306.22	4314.05	4304.82	4306.22	62370.0
2022-12-20 12:30:00	ES	Futures	4306.5	4312.65	4299.23	4312.09	57029.0
2022-12-20 13:00:00	ES	Futures	4312.09	4318.24	4305.1	4316.01	54995.0
2022-12-20 13:30:00	ES	Futures	4316.01	4324.39	4312.09	4313.49	51454.0
2022-12-20 14:00:00	ES	Futures	4313.49	4321.88	4310.97	4314.89	53276.0
2022-12-20 14:30:00	ES	Futures	4314.89	4315.73	4304.26	4307.06	64609.0
2022-12-20 15:00:00	ES	Futures	4307.34	4312.65	4300.07	4310.97	66953.0
2022-12-20 15:30:00	ES	Futures	4310.97	4316.85	4303.7	4305.1	124094.0
2022-12-20 16:00:00	ES	Futures	4305.1	4308.18	4302.59	4306.22	37485.0
2022-12-20 16:30:00	ES	Futures	4306.22	4311.25	4306.22	4309.86	4657.0
2022-12-20 18:00:00	ES	Futures	4314.05	4319.92	4312.09	4319.64	5977.0
2022-12-20 18:30:00	ES	Futures	4319.64	4322.44	4317.68	4319.92	6042.0
2022-12-20 19:00:00	ES	Futures	4319.64	4320.76	4313.49	4314.89	5120.0
2022-12-20 19:30:00	ES	Futures	4314.89	4324.12	4314.61	4322.16	5441.0
2022-12-20 20:00:00	ES	Futures	4321.88	4332.22	4320.48	4331.66	8557.0
2022-12-20 20:30:00	ES	Futures	4331.39	4335.02	4328.03	4331.11	7658.0
2022-12-20 21:00:00	ES	Futures	4331.11	4333.62	4328.31	4331.11	3800.0
2022-12-20 21:30:00	ES	Futures	4331.11	4331.39	4327.19	4328.03	2731.0
2022-12-20 22:00:00	ES	Futures	4328.03	4329.99	4326.07	4326.63	3116.0
2022-12-20 22:30:00	ES	Futures	4326.35	4328.31	4324.95	4327.47	2377.0
2022-12-20 23:00:00	ES	Futures	4327.75	4328.31	4320.48	4321.04	3234.0
2022-12-20 23:30:00	ES	Futures	4321.04	4321.6	4317.68	4319.36	2415.0
2022-12-20 00:00:00	NQ	Futures	12606.79	12617.88	12580.61	12583.46	3813.0
2022-12-20 00:30:00	NQ	Futures	12582.32	12603.09	12567.24	12601.38	4576.0
2022-12-20 01:00:00	NQ	Futures	12600.81	12607.07	12592.85	12603.66	2020.0
2022-12-20 01:30:00	NQ	Futures	12603.09	12632.67	12601.1	12623.57	3482.0

> showing 50 of 3,862 rows — these rows as CSV

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