PREVIEW / futures_30min / 2022-07-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-19.parquet
  size:    113 KB
  rows:    3,872

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
2022-07-19 00:00:00	ES	Futures	4352.18	4352.75	4348.5	4350.48	1944.0
2022-07-19 00:30:00	ES	Futures	4350.48	4353.03	4347.37	4348.5	2294.0
2022-07-19 01:00:00	ES	Futures	4348.5	4355.02	4346.52	4352.47	2774.0
2022-07-19 01:30:00	ES	Futures	4352.47	4357.57	4351.62	4354.45	2941.0
2022-07-19 02:00:00	ES	Futures	4354.45	4358.98	4351.62	4353.88	4357.0
2022-07-19 02:30:00	ES	Futures	4353.88	4355.87	4350.77	4353.88	3411.0
2022-07-19 03:00:00	ES	Futures	4354.17	4366.35	4350.2	4360.96	12798.0
2022-07-19 03:30:00	ES	Futures	4360.96	4361.25	4344.53	4350.48	11788.0
2022-07-19 04:00:00	ES	Futures	4350.77	4357.0	4350.2	4352.18	6712.0
2022-07-19 04:30:00	ES	Futures	4351.9	4364.93	4351.33	4361.81	6051.0
2022-07-19 05:00:00	ES	Futures	4361.81	4372.01	4360.96	4371.45	9779.0
2022-07-19 05:30:00	ES	Futures	4371.45	4377.68	4371.16	4373.43	8384.0
2022-07-19 06:00:00	ES	Futures	4373.15	4384.19	4372.01	4380.51	13991.0
2022-07-19 06:30:00	ES	Futures	4380.51	4387.03	4379.09	4381.36	10720.0
2022-07-19 07:00:00	ES	Futures	4381.08	4382.21	4375.98	4379.94	9133.0
2022-07-19 07:30:00	ES	Futures	4379.66	4382.21	4373.71	4379.66	9461.0
2022-07-19 08:00:00	ES	Futures	4379.94	4382.21	4368.9	4370.03	15957.0
2022-07-19 08:30:00	ES	Futures	4370.03	4388.16	4369.18	4385.04	21361.0
2022-07-19 09:00:00	ES	Futures	4385.04	4394.11	4383.34	4390.42	31336.0
2022-07-19 09:30:00	ES	Futures	4390.14	4400.34	4382.78	4399.77	177235.0
2022-07-19 10:00:00	ES	Futures	4400.06	4415.07	4392.41	4413.65	155640.0
2022-07-19 10:30:00	ES	Futures	4413.65	4424.13	4409.69	4422.43	105193.0
2022-07-19 11:00:00	ES	Futures	4422.43	4430.65	4421.3	4428.1	85027.0
2022-07-19 11:30:00	ES	Futures	4427.82	4434.9	4423.85	4432.35	68678.0
2022-07-19 12:00:00	ES	Futures	4432.35	4434.05	4422.15	4433.48	59003.0
2022-07-19 12:30:00	ES	Futures	4433.48	4441.7	4432.92	4441.7	63165.0
2022-07-19 13:00:00	ES	Futures	4441.7	4441.98	4433.48	4437.16	40652.0
2022-07-19 13:30:00	ES	Futures	4437.45	4454.73	4437.16	4454.44	56152.0
2022-07-19 14:00:00	ES	Futures	4454.16	4462.94	4451.33	4452.18	78714.0
2022-07-19 14:30:00	ES	Futures	4452.18	4456.99	4447.93	4455.86	60161.0
2022-07-19 15:00:00	ES	Futures	4455.86	4460.68	4451.04	4457.84	70318.0
2022-07-19 15:30:00	ES	Futures	4457.84	4468.04	4452.46	4460.39	221430.0
2022-07-19 16:00:00	ES	Futures	4460.11	4473.42	4458.69	4472.57	74979.0
2022-07-19 16:30:00	ES	Futures	4472.57	4473.42	4469.46	4470.31	6276.0
2022-07-19 18:00:00	ES	Futures	4472.29	4473.42	4467.47	4468.04	2711.0
2022-07-19 18:30:00	ES	Futures	4468.04	4470.31	4465.78	4470.31	2119.0
2022-07-19 19:00:00	ES	Futures	4470.59	4471.44	4466.62	4468.32	2122.0
2022-07-19 19:30:00	ES	Futures	4468.32	4469.74	4465.78	4468.61	2403.0
2022-07-19 20:00:00	ES	Futures	4468.32	4482.49	4464.36	4479.37	9817.0
2022-07-19 20:30:00	ES	Futures	4479.66	4482.77	4476.26	4479.37	7248.0
2022-07-19 21:00:00	ES	Futures	4479.66	4480.79	4475.12	4477.67	4501.0
2022-07-19 21:30:00	ES	Futures	4477.67	4486.17	4477.11	4483.34	6658.0
2022-07-19 22:00:00	ES	Futures	4483.05	4484.75	4480.79	4484.47	3004.0
2022-07-19 22:30:00	ES	Futures	4484.47	4491.84	4484.47	4489.0	6509.0
2022-07-19 23:00:00	ES	Futures	4489.0	4489.85	4487.02	4489.29	2185.0
2022-07-19 23:30:00	ES	Futures	4489.29	4489.85	4484.75	4487.87	3140.0
2022-07-19 00:00:00	NQ	Futures	13797.28	13799.02	13781.66	13791.21	1279.0
2022-07-19 00:30:00	NQ	Futures	13790.63	13800.17	13777.03	13781.08	1365.0
2022-07-19 01:00:00	NQ	Futures	13781.37	13809.43	13775.88	13797.86	1681.0
2022-07-19 01:30:00	NQ	Futures	13798.44	13817.82	13794.68	13805.67	1753.0

> showing 50 of 3,872 rows — these rows as CSV

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