PREVIEW / futures_30min / 2022-07-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-12.parquet
  size:    114 KB
  rows:    3,909

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
2022-07-12 00:00:00	ES	Futures	4348.22	4348.22	4342.55	4345.67	1969.0
2022-07-12 00:30:00	ES	Futures	4345.67	4346.23	4342.84	4345.67	1380.0
2022-07-12 01:00:00	ES	Futures	4345.67	4348.5	4343.12	4347.37	2207.0
2022-07-12 01:30:00	ES	Futures	4347.37	4347.93	4343.97	4343.97	2377.0
2022-07-12 02:00:00	ES	Futures	4343.97	4349.07	4336.89	4345.1	7736.0
2022-07-12 02:30:00	ES	Futures	4345.38	4346.8	4338.87	4345.1	5226.0
2022-07-12 03:00:00	ES	Futures	4344.82	4348.5	4332.92	4335.19	12045.0
2022-07-12 03:30:00	ES	Futures	4334.9	4341.99	4329.24	4341.99	10215.0
2022-07-12 04:00:00	ES	Futures	4341.99	4342.84	4337.74	4342.27	6544.0
2022-07-12 04:30:00	ES	Futures	4341.99	4348.22	4341.7	4344.82	5862.0
2022-07-12 05:00:00	ES	Futures	4344.82	4348.22	4340.57	4340.57	5715.0
2022-07-12 05:30:00	ES	Futures	4340.57	4341.42	4334.34	4337.74	8826.0
2022-07-12 06:00:00	ES	Futures	4337.74	4350.2	4337.45	4346.52	8517.0
2022-07-12 06:30:00	ES	Futures	4346.52	4347.37	4335.19	4335.75	7367.0
2022-07-12 07:00:00	ES	Futures	4335.47	4349.35	4334.62	4347.93	11190.0
2022-07-12 07:30:00	ES	Futures	4348.22	4356.43	4347.37	4348.78	13768.0
2022-07-12 08:00:00	ES	Futures	4348.78	4353.03	4344.25	4350.2	13196.0
2022-07-12 08:30:00	ES	Futures	4350.48	4359.55	4349.07	4355.3	17345.0
2022-07-12 09:00:00	ES	Futures	4355.58	4366.06	4353.03	4363.23	26631.0
2022-07-12 09:30:00	ES	Futures	4363.51	4392.41	4362.66	4364.93	198730.0
2022-07-12 10:00:00	ES	Futures	4364.65	4366.91	4351.05	4356.15	149160.0
2022-07-12 10:30:00	ES	Futures	4356.15	4370.88	4355.58	4368.61	103673.0
2022-07-12 11:00:00	ES	Futures	4368.61	4381.08	4362.1	4379.94	93550.0
2022-07-12 11:30:00	ES	Futures	4380.23	4383.34	4366.35	4371.73	73026.0
2022-07-12 12:00:00	ES	Futures	4371.45	4376.54	4367.2	4375.69	74051.0
2022-07-12 12:30:00	ES	Futures	4375.69	4382.21	4372.01	4377.39	52287.0
2022-07-12 13:00:00	ES	Futures	4377.68	4383.91	4364.36	4369.18	91609.0
2022-07-12 13:30:00	ES	Futures	4369.18	4375.13	4366.91	4372.86	41243.0
2022-07-12 14:00:00	ES	Futures	4372.86	4374.0	4364.65	4366.35	51400.0
2022-07-12 14:30:00	ES	Futures	4366.06	4367.76	4351.05	4351.05	65360.0
2022-07-12 15:00:00	ES	Futures	4351.33	4351.33	4323.86	4325.56	133048.0
2022-07-12 15:30:00	ES	Futures	4325.56	4334.62	4311.11	4332.92	212389.0
2022-07-12 16:00:00	ES	Futures	4333.2	4333.77	4326.41	4329.24	40621.0
2022-07-12 16:30:00	ES	Futures	4329.24	4332.64	4326.69	4332.35	5969.0
2022-07-12 18:00:00	ES	Futures	4334.05	4335.75	4329.52	4331.22	4846.0
2022-07-12 18:30:00	ES	Futures	4331.5	4334.05	4330.65	4331.5	2281.0
2022-07-12 19:00:00	ES	Futures	4331.5	4334.62	4326.97	4329.8	3551.0
2022-07-12 19:30:00	ES	Futures	4329.8	4337.45	4329.52	4330.65	4181.0
2022-07-12 20:00:00	ES	Futures	4330.94	4337.17	4329.24	4333.49	5606.0
2022-07-12 20:30:00	ES	Futures	4333.49	4339.72	4332.07	4337.45	5719.0
2022-07-12 21:00:00	ES	Futures	4337.74	4343.69	4334.05	4335.47	6262.0
2022-07-12 21:30:00	ES	Futures	4335.47	4336.89	4328.95	4332.07	5347.0
2022-07-12 22:00:00	ES	Futures	4332.07	4336.04	4330.09	4331.5	3998.0
2022-07-12 22:30:00	ES	Futures	4331.22	4340.29	4331.22	4338.87	4105.0
2022-07-12 23:00:00	ES	Futures	4339.44	4340.85	4337.17	4338.87	1940.0
2022-07-12 23:30:00	ES	Futures	4339.15	4342.84	4338.87	4339.72	3362.0
2022-07-12 00:00:00	NQ	Futures	13669.73	13671.46	13648.9	13660.47	1524.0
2022-07-12 00:30:00	NQ	Futures	13659.89	13662.5	13651.79	13660.76	928.0
2022-07-12 01:00:00	NQ	Futures	13660.76	13674.35	13650.64	13670.02	1719.0
2022-07-12 01:30:00	NQ	Futures	13670.02	13674.07	13658.16	13659.02	1556.0

> showing 50 of 3,909 rows — these rows as CSV

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