PREVIEW / futures_30min / 2022-07-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-15.parquet
  size:    94 KB
  rows:    3,089

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
2022-07-15 00:00:00	ES	Futures	4314.51	4315.36	4310.26	4311.68	2239.0
2022-07-15 00:30:00	ES	Futures	4311.68	4313.09	4309.13	4309.98	1873.0
2022-07-15 01:00:00	ES	Futures	4310.26	4311.39	4303.18	4303.46	3487.0
2022-07-15 01:30:00	ES	Futures	4303.18	4306.58	4298.64	4304.59	5230.0
2022-07-15 02:00:00	ES	Futures	4304.88	4308.28	4300.06	4302.33	5608.0
2022-07-15 02:30:00	ES	Futures	4302.33	4304.88	4291.85	4292.41	6356.0
2022-07-15 03:00:00	ES	Futures	4292.41	4306.29	4283.35	4302.61	13752.0
2022-07-15 03:30:00	ES	Futures	4302.89	4305.73	4296.1	4299.49	6604.0
2022-07-15 04:00:00	ES	Futures	4299.78	4300.91	4293.26	4300.63	6589.0
2022-07-15 04:30:00	ES	Futures	4300.63	4315.36	4299.49	4308.28	9413.0
2022-07-15 05:00:00	ES	Futures	4308.56	4315.64	4306.58	4308.56	6390.0
2022-07-15 05:30:00	ES	Futures	4308.28	4311.68	4303.46	4306.01	7640.0
2022-07-15 06:00:00	ES	Futures	4306.29	4310.26	4302.61	4309.41	6402.0
2022-07-15 06:30:00	ES	Futures	4309.41	4310.83	4305.73	4308.84	5092.0
2022-07-15 07:00:00	ES	Futures	4309.13	4316.77	4308.56	4314.22	7801.0
2022-07-15 07:30:00	ES	Futures	4314.22	4316.49	4306.86	4307.43	8060.0
2022-07-15 08:00:00	ES	Futures	4307.43	4309.98	4299.21	4302.89	13258.0
2022-07-15 08:30:00	ES	Futures	4302.33	4343.12	4290.71	4337.45	74721.0
2022-07-15 09:00:00	ES	Futures	4337.45	4353.32	4336.32	4351.05	63153.0
2022-07-15 09:30:00	ES	Futures	4351.05	4360.11	4328.11	4338.02	198698.0
2022-07-15 10:00:00	ES	Futures	4338.02	4371.16	4338.02	4370.03	179873.0
2022-07-15 10:30:00	ES	Futures	4370.03	4371.73	4355.02	4364.36	89492.0
2022-07-15 11:00:00	ES	Futures	4364.08	4377.68	4362.66	4372.86	79212.0
2022-07-15 11:30:00	ES	Futures	4372.86	4377.68	4367.48	4367.76	62666.0
2022-07-15 12:00:00	ES	Futures	4367.76	4371.45	4360.68	4365.78	57500.0
2022-07-15 12:30:00	ES	Futures	4365.78	4367.76	4358.98	4365.21	43713.0
2022-07-15 13:00:00	ES	Futures	4365.21	4374.84	4364.93	4374.56	41865.0
2022-07-15 13:30:00	ES	Futures	4374.56	4376.54	4366.91	4370.03	41874.0
2022-07-15 14:00:00	ES	Futures	4370.03	4372.58	4364.65	4370.88	44520.0
2022-07-15 14:30:00	ES	Futures	4371.16	4376.54	4368.9	4371.73	32414.0
2022-07-15 15:00:00	ES	Futures	4371.73	4374.84	4367.76	4369.46	41245.0
2022-07-15 15:30:00	ES	Futures	4369.46	4381.64	4362.66	4379.94	157352.0
2022-07-15 16:00:00	ES	Futures	4379.94	4381.36	4376.26	4380.79	56638.0
2022-07-15 16:30:00	ES	Futures	4380.79	4383.06	4379.66	4381.36	7282.0
2022-07-15 00:00:00	NQ	Futures	13713.98	13715.72	13697.78	13702.99	1150.0
2022-07-15 00:30:00	NQ	Futures	13702.99	13708.77	13690.26	13697.2	1011.0
2022-07-15 01:00:00	NQ	Futures	13697.78	13702.12	13675.8	13676.96	1582.0
2022-07-15 01:30:00	NQ	Futures	13676.67	13686.5	13660.18	13681.3	2470.0
2022-07-15 02:00:00	NQ	Futures	13680.43	13696.34	13670.31	13673.49	2632.0
2022-07-15 02:30:00	NQ	Futures	13676.09	13682.16	13638.78	13639.94	3014.0
2022-07-15 03:00:00	NQ	Futures	13639.94	13684.48	13610.14	13670.88	7620.0
2022-07-15 03:30:00	NQ	Futures	13672.33	13678.98	13642.83	13657.87	3840.0
2022-07-15 04:00:00	NQ	Futures	13658.45	13667.41	13634.73	13665.1	3785.0
2022-07-15 04:30:00	NQ	Futures	13666.26	13713.11	13660.47	13689.11	4666.0
2022-07-15 05:00:00	NQ	Futures	13688.82	13709.93	13674.93	13683.03	3296.0
2022-07-15 05:30:00	NQ	Futures	13682.16	13696.63	13667.12	13671.17	3333.0
2022-07-15 06:00:00	NQ	Futures	13672.04	13684.19	13658.45	13681.87	3462.0
2022-07-15 06:30:00	NQ	Futures	13681.01	13685.06	13666.83	13678.4	2578.0
2022-07-15 07:00:00	NQ	Futures	13678.11	13700.39	13675.51	13691.42	3083.0
2022-07-15 07:30:00	NQ	Futures	13690.84	13698.36	13656.13	13658.45	3349.0

> showing 50 of 3,089 rows — these rows as CSV

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