PREVIEW / futures_30min / 2022-12-29

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-29.parquet
  size:    106 KB
  rows:    3,828

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
2022-12-29 00:00:00	ES	Futures	4263.44	4264.28	4259.25	4260.09	2408.0
2022-12-29 00:30:00	ES	Futures	4260.09	4261.48	4260.09	4260.64	1567.0
2022-12-29 01:00:00	ES	Futures	4260.92	4262.88	4259.53	4260.09	2697.0
2022-12-29 01:30:00	ES	Futures	4260.09	4262.6	4258.69	4262.32	2669.0
2022-12-29 02:00:00	ES	Futures	4262.6	4263.72	4261.76	4262.04	2495.0
2022-12-29 02:30:00	ES	Futures	4262.32	4266.24	4261.48	4265.12	2846.0
2022-12-29 03:00:00	ES	Futures	4265.4	4267.36	4262.32	4266.24	7098.0
2022-12-29 03:30:00	ES	Futures	4266.24	4270.43	4262.32	4268.19	3902.0
2022-12-29 04:00:00	ES	Futures	4268.19	4274.35	4267.91	4271.83	5971.0
2022-12-29 04:30:00	ES	Futures	4271.55	4275.74	4270.43	4273.79	4754.0
2022-12-29 05:00:00	ES	Futures	4273.51	4274.35	4270.15	4271.83	3490.0
2022-12-29 05:30:00	ES	Futures	4272.11	4275.74	4269.87	4275.74	3483.0
2022-12-29 06:00:00	ES	Futures	4275.46	4280.5	4275.18	4276.86	6415.0
2022-12-29 06:30:00	ES	Futures	4277.14	4278.54	4273.79	4276.86	4096.0
2022-12-29 07:00:00	ES	Futures	4277.14	4279.1	4275.18	4277.98	4586.0
2022-12-29 07:30:00	ES	Futures	4277.7	4277.7	4274.62	4276.3	4502.0
2022-12-29 08:00:00	ES	Futures	4276.3	4281.89	4276.02	4277.7	7608.0
2022-12-29 08:30:00	ES	Futures	4277.98	4294.48	4277.14	4289.44	27036.0
2022-12-29 09:00:00	ES	Futures	4289.16	4293.08	4287.21	4288.88	22127.0
2022-12-29 09:30:00	ES	Futures	4288.88	4313.77	4282.45	4311.25	144339.0
2022-12-29 10:00:00	ES	Futures	4311.25	4326.07	4308.18	4319.08	116294.0
2022-12-29 10:30:00	ES	Futures	4319.08	4329.99	4319.08	4328.03	77798.0
2022-12-29 11:00:00	ES	Futures	4328.31	4329.99	4318.8	4325.23	61840.0
2022-12-29 11:30:00	ES	Futures	4325.51	4341.17	4325.51	4337.26	69865.0
2022-12-29 12:00:00	ES	Futures	4337.26	4340.05	4333.9	4336.14	44792.0
2022-12-29 12:30:00	ES	Futures	4336.42	4338.38	4330.27	4336.14	37777.0
2022-12-29 13:00:00	ES	Futures	4336.14	4338.38	4329.43	4334.18	36627.0
2022-12-29 13:30:00	ES	Futures	4334.18	4338.1	4331.11	4336.98	29735.0
2022-12-29 14:00:00	ES	Futures	4336.98	4342.57	4333.9	4333.9	41456.0
2022-12-29 14:30:00	ES	Futures	4334.18	4339.49	4332.22	4333.06	41156.0
2022-12-29 15:00:00	ES	Futures	4333.06	4337.54	4328.87	4332.22	53876.0
2022-12-29 15:30:00	ES	Futures	4331.94	4339.21	4328.31	4330.83	132320.0
2022-12-29 16:00:00	ES	Futures	4330.83	4332.5	4328.03	4329.15	43242.0
2022-12-29 16:30:00	ES	Futures	4329.15	4329.15	4326.07	4327.47	4076.0
2022-12-29 18:00:00	ES	Futures	4328.03	4329.43	4323.56	4324.12	3460.0
2022-12-29 18:30:00	ES	Futures	4323.84	4325.23	4323.28	4323.84	2448.0
2022-12-29 19:00:00	ES	Futures	4324.12	4325.51	4321.6	4323.0	4192.0
2022-12-29 19:30:00	ES	Futures	4323.0	4324.67	4322.72	4324.12	1417.0
2022-12-29 20:00:00	ES	Futures	4324.12	4326.35	4321.04	4323.0	3257.0
2022-12-29 20:30:00	ES	Futures	4323.0	4323.56	4319.36	4322.44	3151.0
2022-12-29 21:00:00	ES	Futures	4322.44	4323.28	4319.36	4323.0	1880.0
2022-12-29 21:30:00	ES	Futures	4323.0	4324.95	4322.72	4324.67	1511.0
2022-12-29 22:00:00	ES	Futures	4324.39	4327.19	4324.39	4325.51	1785.0
2022-12-29 22:30:00	ES	Futures	4325.51	4328.31	4325.51	4326.63	2150.0
2022-12-29 23:00:00	ES	Futures	4326.91	4326.91	4325.23	4326.07	963.0
2022-12-29 23:30:00	ES	Futures	4326.35	4326.35	4324.67	4326.07	1011.0
2022-12-29 00:00:00	NQ	Futures	12294.7	12297.26	12282.18	12283.88	1055.0
2022-12-29 00:30:00	NQ	Futures	12284.45	12292.7	12284.45	12290.43	623.0
2022-12-29 01:00:00	NQ	Futures	12291.28	12302.95	12288.15	12294.41	1764.0
2022-12-29 01:30:00	NQ	Futures	12294.13	12306.93	12288.72	12306.36	1503.0

> showing 50 of 3,828 rows — these rows as CSV

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