PREVIEW / futures_30min / 2022-07-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-06.parquet
  size:    117 KB
  rows:    3,932

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
2022-07-06 00:00:00	ES	Futures	4346.23	4346.23	4340.29	4341.14	2696.0
2022-07-06 00:30:00	ES	Futures	4340.85	4341.42	4336.04	4338.02	2839.0
2022-07-06 01:00:00	ES	Futures	4338.02	4339.44	4332.92	4335.47	2485.0
2022-07-06 01:30:00	ES	Futures	4335.75	4337.74	4325.84	4326.12	6176.0
2022-07-06 02:00:00	ES	Futures	4326.12	4326.97	4315.64	4324.99	11803.0
2022-07-06 02:30:00	ES	Futures	4324.99	4338.02	4321.87	4337.17	7948.0
2022-07-06 03:00:00	ES	Futures	4336.89	4360.68	4336.6	4353.88	23941.0
2022-07-06 03:30:00	ES	Futures	4354.17	4357.57	4348.22	4349.35	10849.0
2022-07-06 04:00:00	ES	Futures	4349.07	4352.47	4337.45	4337.74	11172.0
2022-07-06 04:30:00	ES	Futures	4338.02	4338.02	4328.39	4330.37	9831.0
2022-07-06 05:00:00	ES	Futures	4330.37	4339.72	4325.27	4338.87	7770.0
2022-07-06 05:30:00	ES	Futures	4339.15	4344.53	4332.35	4342.27	6895.0
2022-07-06 06:00:00	ES	Futures	4342.55	4347.65	4340.85	4346.52	5323.0
2022-07-06 06:30:00	ES	Futures	4346.8	4348.5	4336.04	4339.15	5763.0
2022-07-06 07:00:00	ES	Futures	4338.87	4338.87	4333.49	4334.05	6192.0
2022-07-06 07:30:00	ES	Futures	4334.05	4336.04	4324.99	4330.09	10074.0
2022-07-06 08:00:00	ES	Futures	4330.09	4332.92	4322.44	4330.65	16025.0
2022-07-06 08:30:00	ES	Futures	4330.37	4348.5	4330.37	4341.7	23139.0
2022-07-06 09:00:00	ES	Futures	4341.7	4350.2	4340.0	4347.37	21878.0
2022-07-06 09:30:00	ES	Futures	4347.37	4364.93	4332.35	4347.08	191484.0
2022-07-06 10:00:00	ES	Futures	4347.65	4362.95	4330.65	4348.22	164100.0
2022-07-06 10:30:00	ES	Futures	4348.22	4352.18	4333.2	4341.42	95683.0
2022-07-06 11:00:00	ES	Futures	4341.7	4342.84	4325.27	4329.52	86188.0
2022-07-06 11:30:00	ES	Futures	4329.8	4333.2	4318.76	4331.5	80642.0
2022-07-06 12:00:00	ES	Futures	4331.5	4333.77	4321.87	4330.37	54839.0
2022-07-06 12:30:00	ES	Futures	4330.65	4335.75	4327.26	4334.34	37765.0
2022-07-06 13:00:00	ES	Futures	4334.34	4346.23	4333.77	4339.15	44629.0
2022-07-06 13:30:00	ES	Futures	4338.87	4347.37	4337.45	4345.1	30584.0
2022-07-06 14:00:00	ES	Futures	4345.1	4360.68	4330.94	4358.98	143116.0
2022-07-06 14:30:00	ES	Futures	4359.26	4381.64	4355.02	4375.41	139492.0
2022-07-06 15:00:00	ES	Futures	4375.69	4385.04	4363.51	4383.63	94227.0
2022-07-06 15:30:00	ES	Futures	4383.91	4390.71	4352.18	4361.81	174297.0
2022-07-06 16:00:00	ES	Futures	4361.53	4366.63	4360.11	4365.21	40540.0
2022-07-06 16:30:00	ES	Futures	4365.21	4366.91	4363.51	4366.91	5540.0
2022-07-06 18:00:00	ES	Futures	4366.63	4368.05	4363.51	4365.21	2717.0
2022-07-06 18:30:00	ES	Futures	4365.5	4366.06	4361.81	4362.66	1594.0
2022-07-06 19:00:00	ES	Futures	4362.95	4365.21	4360.96	4362.38	1675.0
2022-07-06 19:30:00	ES	Futures	4362.1	4367.48	4361.81	4364.65	2204.0
2022-07-06 20:00:00	ES	Futures	4364.65	4364.65	4352.47	4357.57	7249.0
2022-07-06 20:30:00	ES	Futures	4357.57	4364.08	4355.3	4358.42	3867.0
2022-07-06 21:00:00	ES	Futures	4358.42	4358.7	4347.37	4351.9	6239.0
2022-07-06 21:30:00	ES	Futures	4351.9	4353.03	4342.55	4350.2	7227.0
2022-07-06 22:00:00	ES	Futures	4350.2	4359.26	4350.2	4355.02	4747.0
2022-07-06 22:30:00	ES	Futures	4354.73	4367.2	4354.17	4366.63	4309.0
2022-07-06 23:00:00	ES	Futures	4366.63	4368.05	4362.38	4365.5	3667.0
2022-07-06 23:30:00	ES	Futures	4365.78	4367.76	4361.53	4361.81	3103.0
2022-07-06 00:00:00	NQ	Futures	13679.27	13680.72	13658.74	13661.34	1632.0
2022-07-06 00:30:00	NQ	Futures	13661.63	13663.07	13644.56	13649.48	1618.0
2022-07-06 01:00:00	NQ	Futures	13650.64	13657.29	13633.28	13641.67	1790.0
2022-07-06 01:30:00	NQ	Futures	13642.83	13653.53	13608.12	13609.28	3116.0

> showing 50 of 3,932 rows — these rows as CSV

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