PREVIEW / futures_30min / 2022-12-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-28.parquet
  size:    107 KB
  rows:    3,854

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
2022-12-28 00:00:00	ES	Futures	4315.73	4317.4	4312.65	4314.61	1960.0
2022-12-28 00:30:00	ES	Futures	4314.61	4314.89	4310.97	4311.81	1725.0
2022-12-28 01:00:00	ES	Futures	4312.09	4315.73	4310.97	4314.89	1685.0
2022-12-28 01:30:00	ES	Futures	4314.61	4321.04	4313.77	4321.04	2851.0
2022-12-28 02:00:00	ES	Futures	4321.04	4324.39	4319.64	4322.72	3882.0
2022-12-28 02:30:00	ES	Futures	4322.72	4324.95	4320.48	4324.12	2786.0
2022-12-28 03:00:00	ES	Futures	4323.84	4327.75	4321.6	4324.67	7295.0
2022-12-28 03:30:00	ES	Futures	4324.67	4325.79	4317.4	4317.4	4345.0
2022-12-28 04:00:00	ES	Futures	4317.4	4318.8	4308.18	4309.3	7017.0
2022-12-28 04:30:00	ES	Futures	4309.58	4315.17	4309.02	4314.33	2593.0
2022-12-28 05:00:00	ES	Futures	4314.61	4317.4	4313.21	4315.17	2745.0
2022-12-28 05:30:00	ES	Futures	4315.17	4322.72	4312.09	4320.2	3987.0
2022-12-28 06:00:00	ES	Futures	4320.48	4321.88	4317.13	4317.96	2800.0
2022-12-28 06:30:00	ES	Futures	4318.24	4324.67	4317.68	4323.56	8349.0
2022-12-28 07:00:00	ES	Futures	4323.56	4323.84	4321.04	4323.56	5533.0
2022-12-28 07:30:00	ES	Futures	4323.28	4325.79	4321.6	4324.39	6007.0
2022-12-28 08:00:00	ES	Futures	4324.39	4326.35	4319.36	4319.36	7709.0
2022-12-28 08:30:00	ES	Futures	4319.64	4319.92	4312.37	4314.89	8981.0
2022-12-28 09:00:00	ES	Futures	4314.61	4317.13	4309.86	4310.41	14159.0
2022-12-28 09:30:00	ES	Futures	4310.41	4333.9	4302.31	4319.36	138535.0
2022-12-28 10:00:00	ES	Futures	4319.36	4328.87	4297.83	4302.87	90691.0
2022-12-28 10:30:00	ES	Futures	4302.87	4308.18	4287.77	4288.61	85449.0
2022-12-28 11:00:00	ES	Futures	4288.88	4291.68	4279.1	4285.81	81940.0
2022-12-28 11:30:00	ES	Futures	4285.81	4287.49	4274.07	4275.18	59656.0
2022-12-28 12:00:00	ES	Futures	4275.18	4277.42	4264.84	4270.99	69918.0
2022-12-28 12:30:00	ES	Futures	4271.27	4290.0	4270.43	4287.49	62607.0
2022-12-28 13:00:00	ES	Futures	4287.77	4298.11	4285.25	4287.77	71250.0
2022-12-28 13:30:00	ES	Futures	4287.49	4288.05	4277.98	4280.5	43868.0
2022-12-28 14:00:00	ES	Futures	4280.78	4284.13	4274.35	4276.86	47580.0
2022-12-28 14:30:00	ES	Futures	4277.14	4288.61	4274.62	4277.7	50872.0
2022-12-28 15:00:00	ES	Futures	4277.7	4278.26	4259.25	4262.32	81089.0
2022-12-28 15:30:00	ES	Futures	4262.32	4267.36	4255.05	4257.57	145342.0
2022-12-28 16:00:00	ES	Futures	4257.57	4264.0	4255.33	4258.69	41136.0
2022-12-28 16:30:00	ES	Futures	4258.69	4262.04	4257.57	4261.48	4838.0
2022-12-28 18:00:00	ES	Futures	4262.32	4266.24	4260.09	4262.32	3411.0
2022-12-28 18:30:00	ES	Futures	4262.04	4265.4	4261.76	4263.44	2491.0
2022-12-28 19:00:00	ES	Futures	4263.72	4265.4	4257.01	4258.13	4087.0
2022-12-28 19:30:00	ES	Futures	4258.13	4262.04	4257.01	4261.76	3228.0
2022-12-28 20:00:00	ES	Futures	4262.04	4264.28	4259.81	4262.32	3049.0
2022-12-28 20:30:00	ES	Futures	4262.32	4263.16	4257.57	4259.81	3622.0
2022-12-28 21:00:00	ES	Futures	4259.81	4261.48	4257.29	4260.64	4029.0
2022-12-28 21:30:00	ES	Futures	4260.64	4262.04	4258.13	4260.37	2486.0
2022-12-28 22:00:00	ES	Futures	4260.64	4261.48	4258.97	4260.09	1970.0
2022-12-28 22:30:00	ES	Futures	4260.37	4260.92	4257.29	4260.37	2261.0
2022-12-28 23:00:00	ES	Futures	4260.37	4261.48	4259.81	4260.09	1490.0
2022-12-28 23:30:00	ES	Futures	4260.09	4263.72	4259.53	4263.72	1921.0
2022-12-28 00:00:00	NQ	Futures	12432.39	12438.08	12423.57	12428.98	1059.0
2022-12-28 00:30:00	NQ	Futures	12429.83	12430.11	12416.17	12420.16	935.0
2022-12-28 01:00:00	NQ	Futures	12421.58	12428.41	12417.88	12427.55	873.0
2022-12-28 01:30:00	NQ	Futures	12426.13	12443.77	12421.01	12443.77	1220.0

> showing 50 of 3,854 rows — these rows as CSV

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