PREVIEW / futures_30min / 2022-12-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-23.parquet
  size:    85 KB
  rows:    2,924

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
2022-12-23 00:00:00	ES	Futures	4309.58	4313.21	4308.46	4312.93	1366.0
2022-12-23 00:30:00	ES	Futures	4312.65	4312.93	4307.9	4308.18	1820.0
2022-12-23 01:00:00	ES	Futures	4308.46	4309.02	4303.42	4305.1	2547.0
2022-12-23 01:30:00	ES	Futures	4305.1	4311.53	4305.1	4309.3	2244.0
2022-12-23 02:00:00	ES	Futures	4309.58	4312.09	4305.94	4307.62	3072.0
2022-12-23 02:30:00	ES	Futures	4307.62	4310.14	4306.78	4307.34	2129.0
2022-12-23 03:00:00	ES	Futures	4307.34	4312.09	4301.19	4305.94	7386.0
2022-12-23 03:30:00	ES	Futures	4306.22	4309.02	4301.47	4308.46	5626.0
2022-12-23 04:00:00	ES	Futures	4308.46	4309.58	4300.35	4301.75	4775.0
2022-12-23 04:30:00	ES	Futures	4301.75	4307.9	4301.19	4306.78	4066.0
2022-12-23 05:00:00	ES	Futures	4306.78	4314.89	4305.1	4314.89	4262.0
2022-12-23 05:30:00	ES	Futures	4315.17	4321.6	4314.33	4319.08	7353.0
2022-12-23 06:00:00	ES	Futures	4319.08	4323.84	4315.17	4315.45	6391.0
2022-12-23 06:30:00	ES	Futures	4315.45	4316.57	4309.58	4311.53	5185.0
2022-12-23 07:00:00	ES	Futures	4311.53	4315.45	4308.46	4314.61	6407.0
2022-12-23 07:30:00	ES	Futures	4314.61	4316.29	4312.09	4314.61	7333.0
2022-12-23 08:00:00	ES	Futures	4314.89	4319.36	4303.98	4303.98	11492.0
2022-12-23 08:30:00	ES	Futures	4296.43	4329.99	4284.13	4304.82	92945.0
2022-12-23 09:00:00	ES	Futures	4304.54	4307.34	4291.68	4292.52	44856.0
2022-12-23 09:30:00	ES	Futures	4292.52	4311.25	4273.79	4278.82	187836.0
2022-12-23 10:00:00	ES	Futures	4279.38	4316.85	4275.74	4312.09	142278.0
2022-12-23 10:30:00	ES	Futures	4312.37	4326.63	4302.87	4305.1	95944.0
2022-12-23 11:00:00	ES	Futures	4305.38	4312.65	4296.15	4306.5	85436.0
2022-12-23 11:30:00	ES	Futures	4306.78	4320.2	4305.1	4314.33	59210.0
2022-12-23 12:00:00	ES	Futures	4314.33	4326.63	4311.53	4320.2	50247.0
2022-12-23 12:30:00	ES	Futures	4320.2	4328.31	4313.77	4317.13	44464.0
2022-12-23 13:00:00	ES	Futures	4317.13	4323.28	4313.77	4319.64	39115.0
2022-12-23 13:30:00	ES	Futures	4319.64	4323.84	4307.9	4313.21	43693.0
2022-12-23 14:00:00	ES	Futures	4313.21	4319.36	4308.18	4315.73	45114.0
2022-12-23 14:30:00	ES	Futures	4315.73	4326.07	4315.73	4325.23	39817.0
2022-12-23 15:00:00	ES	Futures	4325.23	4331.11	4318.24	4320.2	69392.0
2022-12-23 15:30:00	ES	Futures	4320.2	4330.27	4314.61	4329.71	128267.0
2022-12-23 16:00:00	ES	Futures	4329.43	4330.55	4326.35	4327.47	29638.0
2022-12-23 16:30:00	ES	Futures	4327.75	4328.59	4326.07	4326.35	3137.0
2022-12-23 00:00:00	NQ	Futures	12584.03	12595.97	12581.47	12595.12	860.0
2022-12-23 00:30:00	NQ	Futures	12594.27	12595.41	12575.49	12577.48	1329.0
2022-12-23 01:00:00	NQ	Futures	12578.34	12580.9	12563.54	12571.79	1465.0
2022-12-23 01:30:00	NQ	Futures	12572.36	12594.84	12571.79	12587.16	1454.0
2022-12-23 02:00:00	NQ	Futures	12586.3	12597.97	12568.95	12576.06	2228.0
2022-12-23 02:30:00	NQ	Futures	12575.78	12588.86	12574.35	12575.78	1342.0
2022-12-23 03:00:00	NQ	Futures	12576.06	12595.69	12549.89	12566.39	5301.0
2022-12-23 03:30:00	NQ	Futures	12566.39	12576.91	12550.74	12574.92	3278.0
2022-12-23 04:00:00	NQ	Futures	12574.64	12581.47	12548.18	12552.45	2782.0
2022-12-23 04:30:00	NQ	Futures	12551.59	12569.8	12549.89	12565.82	2150.0
2022-12-23 05:00:00	NQ	Futures	12566.39	12599.67	12560.41	12599.67	2872.0
2022-12-23 05:30:00	NQ	Futures	12599.39	12633.24	12598.54	12625.56	4859.0
2022-12-23 06:00:00	NQ	Futures	12625.56	12644.05	12606.5	12606.79	4628.0
2022-12-23 06:30:00	NQ	Futures	12606.22	12613.33	12586.59	12595.97	3585.0
2022-12-23 07:00:00	NQ	Futures	12595.97	12622.43	12587.16	12620.73	3557.0
2022-12-23 07:30:00	NQ	Futures	12621.29	12628.69	12608.78	12620.16	3410.0

> showing 50 of 2,924 rows — these rows as CSV

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