PREVIEW / futures_30min / 2022-12-30

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-12-30.parquet
  size:    90 KB
  rows:    2,985

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
2022-12-30 00:00:00	ES	Futures	4326.07	4326.63	4322.16	4322.72	2816.0
2022-12-30 00:30:00	ES	Futures	4322.72	4322.72	4318.8	4320.76	3806.0
2022-12-30 01:00:00	ES	Futures	4321.04	4321.32	4313.21	4314.05	5050.0
2022-12-30 01:30:00	ES	Futures	4314.33	4315.45	4311.25	4312.37	2841.0
2022-12-30 02:00:00	ES	Futures	4312.09	4316.57	4309.86	4309.86	4165.0
2022-12-30 02:30:00	ES	Futures	4309.86	4316.01	4309.58	4314.89	4255.0
2022-12-30 03:00:00	ES	Futures	4314.89	4315.45	4307.34	4311.25	8927.0
2022-12-30 03:30:00	ES	Futures	4310.97	4315.17	4304.82	4305.66	6387.0
2022-12-30 04:00:00	ES	Futures	4305.66	4312.37	4304.26	4310.14	6223.0
2022-12-30 04:30:00	ES	Futures	4309.86	4314.05	4307.34	4314.05	4111.0
2022-12-30 05:00:00	ES	Futures	4314.33	4316.57	4311.25	4316.01	3806.0
2022-12-30 05:30:00	ES	Futures	4315.73	4321.6	4314.89	4317.13	5195.0
2022-12-30 06:00:00	ES	Futures	4317.13	4318.8	4313.77	4316.01	4386.0
2022-12-30 06:30:00	ES	Futures	4316.01	4321.32	4311.81	4313.21	5511.0
2022-12-30 07:00:00	ES	Futures	4312.93	4315.17	4307.9	4308.18	7030.0
2022-12-30 07:30:00	ES	Futures	4308.18	4310.41	4303.14	4304.82	11860.0
2022-12-30 08:00:00	ES	Futures	4304.82	4305.66	4298.67	4299.79	12937.0
2022-12-30 08:30:00	ES	Futures	4299.51	4303.7	4298.11	4303.14	12299.0
2022-12-30 09:00:00	ES	Futures	4302.87	4303.14	4297.27	4299.23	13508.0
2022-12-30 09:30:00	ES	Futures	4299.23	4310.41	4281.06	4297.27	153993.0
2022-12-30 10:00:00	ES	Futures	4297.27	4307.34	4287.49	4301.19	91541.0
2022-12-30 10:30:00	ES	Futures	4301.47	4309.86	4294.2	4296.43	67097.0
2022-12-30 11:00:00	ES	Futures	4296.43	4300.35	4288.05	4290.28	59886.0
2022-12-30 11:30:00	ES	Futures	4290.28	4302.03	4287.77	4300.63	59027.0
2022-12-30 12:00:00	ES	Futures	4300.63	4303.42	4296.43	4300.91	32500.0
2022-12-30 12:30:00	ES	Futures	4300.91	4304.26	4296.15	4303.14	37601.0
2022-12-30 13:00:00	ES	Futures	4303.14	4303.42	4274.07	4284.69	74084.0
2022-12-30 13:30:00	ES	Futures	4284.69	4292.8	4283.29	4283.85	60459.0
2022-12-30 14:00:00	ES	Futures	4284.13	4286.37	4275.74	4281.89	58211.0
2022-12-30 14:30:00	ES	Futures	4281.89	4285.53	4276.86	4281.34	43567.0
2022-12-30 15:00:00	ES	Futures	4281.34	4303.42	4280.5	4295.32	75986.0
2022-12-30 15:30:00	ES	Futures	4295.32	4319.64	4293.92	4318.52	254458.0
2022-12-30 16:00:00	ES	Futures	4318.8	4326.63	4316.85	4324.67	67507.0
2022-12-30 16:30:00	ES	Futures	4324.95	4326.07	4323.84	4326.07	7558.0
2022-12-30 00:00:00	NQ	Futures	12543.34	12545.33	12529.97	12531.68	895.0
2022-12-30 00:30:00	NQ	Futures	12531.11	12531.39	12510.06	12523.14	2508.0
2022-12-30 01:00:00	NQ	Futures	12523.43	12524.85	12495.55	12496.4	2484.0
2022-12-30 01:30:00	NQ	Futures	12496.97	12504.08	12482.75	12487.87	2243.0
2022-12-30 02:00:00	NQ	Futures	12486.73	12500.67	12475.35	12475.35	2353.0
2022-12-30 02:30:00	NQ	Futures	12476.2	12500.38	12474.78	12495.55	2144.0
2022-12-30 03:00:00	NQ	Futures	12496.4	12497.82	12464.54	12478.19	5284.0
2022-12-30 03:30:00	NQ	Futures	12477.91	12492.7	12457.14	12460.56	3653.0
2022-12-30 04:00:00	NQ	Futures	12460.56	12489.0	12453.16	12481.04	4058.0
2022-12-30 04:30:00	NQ	Futures	12480.47	12509.2	12477.91	12508.92	2847.0
2022-12-30 05:00:00	NQ	Futures	12509.2	12514.89	12496.97	12512.05	2864.0
2022-12-30 05:30:00	NQ	Futures	12512.05	12530.26	12508.63	12521.44	2866.0
2022-12-30 06:00:00	NQ	Futures	12522.01	12527.13	12501.24	12508.07	2287.0
2022-12-30 06:30:00	NQ	Futures	12508.35	12525.14	12497.54	12500.67	2343.0
2022-12-30 07:00:00	NQ	Futures	12500.38	12505.51	12461.41	12462.55	4731.0
2022-12-30 07:30:00	NQ	Futures	12462.26	12465.11	12433.53	12439.79	6473.0

> showing 50 of 2,985 rows — these rows as CSV

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