PREVIEW / futures_30min / 2022-07-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-14.parquet
  size:    116 KB
  rows:    3,915

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
2022-07-14 00:00:00	ES	Futures	4307.14	4309.13	4304.31	4307.14	3787.0
2022-07-14 00:30:00	ES	Futures	4307.14	4310.83	4306.86	4308.28	3449.0
2022-07-14 01:00:00	ES	Futures	4308.28	4310.83	4303.74	4305.44	3935.0
2022-07-14 01:30:00	ES	Futures	4305.16	4306.58	4296.38	4297.8	4563.0
2022-07-14 02:00:00	ES	Futures	4298.08	4302.33	4291.28	4293.26	11023.0
2022-07-14 02:30:00	ES	Futures	4292.98	4296.1	4288.73	4293.26	8582.0
2022-07-14 03:00:00	ES	Futures	4293.55	4297.8	4280.8	4294.11	15355.0
2022-07-14 03:30:00	ES	Futures	4293.83	4296.38	4279.1	4280.23	11604.0
2022-07-14 04:00:00	ES	Futures	4280.23	4286.18	4272.58	4274.0	11570.0
2022-07-14 04:30:00	ES	Futures	4274.28	4274.28	4255.02	4259.27	18924.0
2022-07-14 05:00:00	ES	Futures	4259.27	4264.65	4255.02	4259.27	8861.0
2022-07-14 05:30:00	ES	Futures	4258.99	4269.75	4256.44	4268.9	7344.0
2022-07-14 06:00:00	ES	Futures	4268.9	4270.88	4262.95	4264.65	6644.0
2022-07-14 06:30:00	ES	Futures	4264.94	4268.62	4249.07	4254.17	16321.0
2022-07-14 07:00:00	ES	Futures	4253.89	4261.54	4251.06	4254.45	14331.0
2022-07-14 07:30:00	ES	Futures	4254.17	4260.4	4249.07	4250.49	23023.0
2022-07-14 08:00:00	ES	Futures	4250.49	4255.02	4241.42	4251.62	25658.0
2022-07-14 08:30:00	ES	Futures	4251.62	4264.65	4240.01	4252.75	43778.0
2022-07-14 09:00:00	ES	Futures	4253.04	4256.72	4244.26	4248.79	33240.0
2022-07-14 09:30:00	ES	Futures	4248.51	4257.85	4227.26	4234.06	220552.0
2022-07-14 10:00:00	ES	Futures	4234.34	4234.34	4219.33	4229.81	151401.0
2022-07-14 10:30:00	ES	Futures	4229.81	4242.27	4223.01	4234.34	113521.0
2022-07-14 11:00:00	ES	Futures	4234.63	4259.27	4232.93	4255.59	148914.0
2022-07-14 11:30:00	ES	Futures	4255.59	4276.83	4246.81	4273.15	128041.0
2022-07-14 12:00:00	ES	Futures	4272.87	4275.98	4255.02	4256.15	78369.0
2022-07-14 12:30:00	ES	Futures	4256.15	4262.39	4243.69	4252.75	64816.0
2022-07-14 13:00:00	ES	Futures	4253.04	4267.49	4244.54	4266.07	64367.0
2022-07-14 13:30:00	ES	Futures	4266.07	4274.28	4257.85	4272.02	71381.0
2022-07-14 14:00:00	ES	Futures	4272.02	4296.95	4270.6	4295.81	101540.0
2022-07-14 14:30:00	ES	Futures	4296.1	4303.18	4289.3	4296.66	82272.0
2022-07-14 15:00:00	ES	Futures	4296.95	4305.16	4289.01	4304.88	86581.0
2022-07-14 15:30:00	ES	Futures	4304.88	4305.73	4289.58	4299.21	152091.0
2022-07-14 16:00:00	ES	Futures	4299.21	4304.03	4298.36	4300.06	40006.0
2022-07-14 16:30:00	ES	Futures	4300.06	4304.03	4299.21	4301.19	4907.0
2022-07-14 18:00:00	ES	Futures	4303.18	4310.26	4302.33	4308.28	4337.0
2022-07-14 18:30:00	ES	Futures	4308.28	4315.07	4307.99	4310.54	4121.0
2022-07-14 19:00:00	ES	Futures	4310.54	4312.53	4309.41	4311.39	1509.0
2022-07-14 19:30:00	ES	Futures	4311.39	4318.76	4310.26	4317.62	3920.0
2022-07-14 20:00:00	ES	Futures	4317.62	4319.04	4301.76	4303.18	6990.0
2022-07-14 20:30:00	ES	Futures	4303.46	4307.99	4300.34	4301.76	5154.0
2022-07-14 21:00:00	ES	Futures	4301.48	4307.99	4298.93	4307.14	5122.0
2022-07-14 21:30:00	ES	Futures	4306.86	4312.81	4304.31	4312.53	4850.0
2022-07-14 22:00:00	ES	Futures	4312.53	4314.79	4310.26	4313.94	4078.0
2022-07-14 22:30:00	ES	Futures	4314.22	4314.79	4309.13	4314.22	3041.0
2022-07-14 23:00:00	ES	Futures	4314.22	4315.36	4306.86	4310.26	3352.0
2022-07-14 23:30:00	ES	Futures	4310.54	4315.36	4309.98	4314.79	3544.0
2022-07-14 00:00:00	NQ	Futures	13590.19	13594.81	13579.48	13590.19	1494.0
2022-07-14 00:30:00	NQ	Futures	13590.76	13605.23	13590.19	13594.24	1420.0
2022-07-14 01:00:00	NQ	Futures	13594.24	13607.54	13577.46	13584.69	2571.0
2022-07-14 01:30:00	NQ	Futures	13584.69	13589.32	13547.38	13556.92	3012.0

> showing 50 of 3,915 rows — these rows as CSV

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