PREVIEW / futures_30min / 2022-12-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-27.parquet
  size:    99 KB
  rows:    3,499

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
2022-12-27 00:00:00	ES	Futures	4356.27	4357.11	4355.15	4355.15	1223.0
2022-12-27 00:30:00	ES	Futures	4355.15	4357.39	4354.31	4355.99	1337.0
2022-12-27 01:00:00	ES	Futures	4355.99	4356.27	4352.08	4355.15	2012.0
2022-12-27 01:30:00	ES	Futures	4355.15	4356.83	4354.03	4356.27	2439.0
2022-12-27 02:00:00	ES	Futures	4356.55	4356.55	4350.68	4354.59	4623.0
2022-12-27 02:30:00	ES	Futures	4354.87	4357.67	4353.19	4355.99	4063.0
2022-12-27 03:00:00	ES	Futures	4355.99	4362.42	4355.43	4360.18	6779.0
2022-12-27 03:30:00	ES	Futures	4360.18	4361.58	4355.99	4355.99	4867.0
2022-12-27 04:00:00	ES	Futures	4355.99	4356.27	4348.16	4353.47	5123.0
2022-12-27 04:30:00	ES	Futures	4353.75	4358.79	4353.19	4357.95	3733.0
2022-12-27 05:00:00	ES	Futures	4357.95	4360.74	4356.83	4360.46	4204.0
2022-12-27 05:30:00	ES	Futures	4360.46	4361.02	4357.11	4357.39	2750.0
2022-12-27 06:00:00	ES	Futures	4357.39	4358.51	4354.03	4356.83	3884.0
2022-12-27 06:30:00	ES	Futures	4357.11	4357.95	4354.31	4355.43	2532.0
2022-12-27 07:00:00	ES	Futures	4355.43	4355.99	4349.56	4349.56	6421.0
2022-12-27 07:30:00	ES	Futures	4349.56	4350.68	4343.41	4346.2	10177.0
2022-12-27 08:00:00	ES	Futures	4346.2	4350.12	4341.73	4349.0	12848.0
2022-12-27 08:30:00	ES	Futures	4348.72	4349.28	4329.71	4330.27	19967.0
2022-12-27 09:00:00	ES	Futures	4330.27	4334.46	4327.19	4328.03	17477.0
2022-12-27 09:30:00	ES	Futures	4327.75	4330.55	4296.15	4301.75	118879.0
2022-12-27 10:00:00	ES	Futures	4301.75	4329.71	4291.68	4323.28	120914.0
2022-12-27 10:30:00	ES	Futures	4323.28	4331.66	4316.29	4317.68	65268.0
2022-12-27 11:00:00	ES	Futures	4317.96	4323.56	4314.05	4322.44	56884.0
2022-12-27 11:30:00	ES	Futures	4322.44	4328.87	4317.68	4322.16	45313.0
2022-12-27 12:00:00	ES	Futures	4322.16	4331.39	4319.08	4319.92	35238.0
2022-12-27 12:30:00	ES	Futures	4319.92	4323.28	4312.37	4319.36	40493.0
2022-12-27 13:00:00	ES	Futures	4319.64	4325.79	4317.4	4318.24	30410.0
2022-12-27 13:30:00	ES	Futures	4318.24	4319.08	4307.06	4309.02	37639.0
2022-12-27 14:00:00	ES	Futures	4309.3	4314.89	4302.87	4304.26	41960.0
2022-12-27 14:30:00	ES	Futures	4303.98	4312.65	4301.19	4310.69	45430.0
2022-12-27 15:00:00	ES	Futures	4310.97	4319.64	4308.46	4317.96	44369.0
2022-12-27 15:30:00	ES	Futures	4318.24	4322.44	4308.18	4312.37	106162.0
2022-12-27 16:00:00	ES	Futures	4312.37	4316.57	4311.53	4314.33	27886.0
2022-12-27 16:30:00	ES	Futures	4314.61	4314.61	4312.37	4312.65	3392.0
2022-12-27 18:00:00	ES	Futures	4314.89	4316.85	4311.53	4315.17	2459.0
2022-12-27 18:30:00	ES	Futures	4315.45	4316.85	4310.69	4311.53	2094.0
2022-12-27 19:00:00	ES	Futures	4312.09	4315.73	4308.74	4310.14	5195.0
2022-12-27 19:30:00	ES	Futures	4310.14	4312.37	4306.78	4308.46	3345.0
2022-12-27 20:00:00	ES	Futures	4308.18	4312.09	4307.06	4311.25	3343.0
2022-12-27 20:30:00	ES	Futures	4311.25	4318.24	4311.25	4317.68	3785.0
2022-12-27 21:00:00	ES	Futures	4317.4	4318.8	4315.17	4316.57	2861.0
2022-12-27 21:30:00	ES	Futures	4316.57	4317.4	4312.09	4312.37	2758.0
2022-12-27 22:00:00	ES	Futures	4312.09	4315.73	4310.97	4313.77	2268.0
2022-12-27 22:30:00	ES	Futures	4313.77	4315.73	4312.93	4313.21	1322.0
2022-12-27 23:00:00	ES	Futures	4313.49	4315.73	4312.93	4314.89	1313.0
2022-12-27 23:30:00	ES	Futures	4314.89	4316.01	4313.21	4315.73	1592.0
2022-12-27 00:00:00	NQ	Futures	12703.51	12708.07	12701.24	12701.81	557.0
2022-12-27 00:30:00	NQ	Futures	12702.09	12706.07	12697.25	12701.52	844.0
2022-12-27 01:00:00	NQ	Futures	12700.67	12702.38	12687.87	12696.12	1291.0
2022-12-27 01:30:00	NQ	Futures	12695.55	12704.94	12693.56	12701.52	1257.0

> showing 50 of 3,499 rows — these rows as CSV

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