PREVIEW / futures_30min / 2022-07-07

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-07.parquet
  size:    113 KB
  rows:    3,902

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
2022-07-07 00:00:00	ES	Futures	4362.1	4366.06	4360.96	4363.23	2205.0
2022-07-07 00:30:00	ES	Futures	4363.23	4368.05	4362.95	4367.76	2463.0
2022-07-07 01:00:00	ES	Futures	4367.76	4380.51	4366.35	4375.41	7024.0
2022-07-07 01:30:00	ES	Futures	4375.69	4376.54	4370.03	4372.58	3814.0
2022-07-07 02:00:00	ES	Futures	4372.58	4376.83	4369.46	4371.45	4566.0
2022-07-07 02:30:00	ES	Futures	4371.73	4372.86	4366.91	4370.03	3978.0
2022-07-07 03:00:00	ES	Futures	4369.75	4373.71	4364.93	4371.73	9467.0
2022-07-07 03:30:00	ES	Futures	4372.01	4379.38	4372.01	4376.26	10687.0
2022-07-07 04:00:00	ES	Futures	4376.26	4381.36	4375.13	4378.53	8354.0
2022-07-07 04:30:00	ES	Futures	4378.81	4382.21	4365.78	4372.01	17341.0
2022-07-07 05:00:00	ES	Futures	4372.01	4378.53	4366.91	4372.3	16467.0
2022-07-07 05:30:00	ES	Futures	4372.3	4375.98	4367.76	4368.33	7617.0
2022-07-07 06:00:00	ES	Futures	4368.05	4371.16	4361.81	4369.75	7445.0
2022-07-07 06:30:00	ES	Futures	4370.03	4374.28	4369.18	4374.0	7377.0
2022-07-07 07:00:00	ES	Futures	4374.0	4374.28	4366.63	4367.48	6003.0
2022-07-07 07:30:00	ES	Futures	4367.48	4379.94	4367.2	4378.81	8646.0
2022-07-07 08:00:00	ES	Futures	4378.81	4381.36	4372.58	4375.41	12854.0
2022-07-07 08:30:00	ES	Futures	4374.84	4383.34	4371.16	4379.38	16167.0
2022-07-07 09:00:00	ES	Futures	4379.38	4384.19	4376.83	4381.64	18573.0
2022-07-07 09:30:00	ES	Futures	4381.64	4409.69	4381.08	4407.42	157056.0
2022-07-07 10:00:00	ES	Futures	4407.42	4407.7	4392.12	4401.47	112001.0
2022-07-07 10:30:00	ES	Futures	4401.47	4412.24	4397.79	4407.14	78812.0
2022-07-07 11:00:00	ES	Futures	4407.14	4414.79	4403.17	4404.59	66524.0
2022-07-07 11:30:00	ES	Futures	4404.59	4413.94	4402.61	4412.8	57252.0
2022-07-07 12:00:00	ES	Futures	4413.09	4415.92	4410.25	4414.22	46065.0
2022-07-07 12:30:00	ES	Futures	4414.5	4419.04	4410.54	4414.79	61751.0
2022-07-07 13:00:00	ES	Futures	4414.79	4416.49	4407.7	4408.27	42032.0
2022-07-07 13:30:00	ES	Futures	4408.55	4419.89	4406.85	4419.04	44717.0
2022-07-07 14:00:00	ES	Futures	4419.04	4425.55	4418.19	4425.27	47004.0
2022-07-07 14:30:00	ES	Futures	4425.27	4425.27	4417.9	4423.85	44495.0
2022-07-07 15:00:00	ES	Futures	4424.13	4435.18	4423.0	4426.12	75402.0
2022-07-07 15:30:00	ES	Futures	4426.12	4431.78	4420.45	4424.42	170148.0
2022-07-07 16:00:00	ES	Futures	4424.42	4424.42	4416.49	4419.04	43789.0
2022-07-07 16:30:00	ES	Futures	4419.04	4419.89	4416.77	4418.19	4538.0
2022-07-07 18:00:00	ES	Futures	4415.64	4420.17	4414.79	4419.04	2937.0
2022-07-07 18:30:00	ES	Futures	4418.75	4420.17	4415.07	4419.04	1962.0
2022-07-07 19:00:00	ES	Futures	4418.75	4419.6	4413.37	4416.49	2645.0
2022-07-07 19:30:00	ES	Futures	4416.49	4418.47	4414.79	4415.92	2257.0
2022-07-07 20:00:00	ES	Futures	4415.64	4422.15	4411.67	4414.79	4660.0
2022-07-07 20:30:00	ES	Futures	4415.07	4422.72	4413.65	4421.3	3491.0
2022-07-07 21:00:00	ES	Futures	4421.3	4424.7	4418.19	4422.43	3133.0
2022-07-07 21:30:00	ES	Futures	4422.43	4423.85	4415.64	4417.34	3745.0
2022-07-07 22:00:00	ES	Futures	4417.62	4420.45	4415.64	4420.45	2234.0
2022-07-07 22:30:00	ES	Futures	4420.17	4422.72	4405.44	4407.7	7684.0
2022-07-07 23:00:00	ES	Futures	4407.42	4413.37	4405.15	4410.25	6528.0
2022-07-07 23:30:00	ES	Futures	4410.54	4415.35	4405.44	4406.29	5162.0
2022-07-07 00:00:00	NQ	Futures	13758.52	13775.59	13758.52	13765.46	1271.0
2022-07-07 00:30:00	NQ	Futures	13766.04	13786.87	13763.73	13785.42	1903.0
2022-07-07 01:00:00	NQ	Futures	13786.29	13826.49	13779.35	13810.01	4353.0
2022-07-07 01:30:00	NQ	Futures	13810.01	13813.48	13790.63	13795.83	2452.0

> showing 50 of 3,902 rows — these rows as CSV

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