PREVIEW / futures_30min / 2022-07-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-22.parquet
  size:    97 KB
  rows:    3,128

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
2022-07-22 00:00:00	ES	Futures	4517.05	4518.46	4516.2	4516.48	1079.0
2022-07-22 00:30:00	ES	Futures	4516.76	4517.05	4513.93	4513.93	960.0
2022-07-22 01:00:00	ES	Futures	4514.21	4517.33	4509.97	4515.35	2741.0
2022-07-22 01:30:00	ES	Futures	4515.35	4515.35	4510.25	4510.82	1579.0
2022-07-22 02:00:00	ES	Futures	4511.1	4516.2	4511.1	4515.91	3920.0
2022-07-22 02:30:00	ES	Futures	4516.2	4521.86	4515.35	4519.88	4677.0
2022-07-22 03:00:00	ES	Futures	4519.88	4527.81	4514.21	4519.88	11849.0
2022-07-22 03:30:00	ES	Futures	4519.6	4521.58	4509.68	4516.2	11757.0
2022-07-22 04:00:00	ES	Futures	4516.2	4520.16	4510.82	4518.75	8611.0
2022-07-22 04:30:00	ES	Futures	4518.46	4523.85	4515.35	4519.6	4384.0
2022-07-22 05:00:00	ES	Futures	4519.6	4526.4	4518.75	4521.01	5669.0
2022-07-22 05:30:00	ES	Futures	4521.3	4523.85	4518.46	4519.31	4254.0
2022-07-22 06:00:00	ES	Futures	4519.6	4525.26	4518.75	4521.3	3615.0
2022-07-22 06:30:00	ES	Futures	4521.3	4528.38	4520.45	4523.28	7556.0
2022-07-22 07:00:00	ES	Futures	4523.0	4524.41	4519.31	4523.56	9925.0
2022-07-22 07:30:00	ES	Futures	4523.56	4530.08	4520.73	4529.23	8121.0
2022-07-22 08:00:00	ES	Futures	4529.23	4531.78	4524.98	4528.38	11219.0
2022-07-22 08:30:00	ES	Futures	4528.38	4530.93	4525.83	4528.09	13609.0
2022-07-22 09:00:00	ES	Futures	4528.09	4536.59	4527.53	4536.31	27970.0
2022-07-22 09:30:00	ES	Futures	4536.03	4550.76	4524.98	4525.55	239461.0
2022-07-22 10:00:00	ES	Futures	4525.55	4537.16	4517.05	4532.06	149641.0
2022-07-22 10:30:00	ES	Futures	4532.06	4539.99	4525.55	4534.04	103966.0
2022-07-22 11:00:00	ES	Futures	4534.04	4535.46	4510.82	4511.38	104121.0
2022-07-22 11:30:00	ES	Futures	4511.38	4513.65	4495.24	4506.0	121753.0
2022-07-22 12:00:00	ES	Futures	4506.28	4510.25	4490.7	4497.78	104338.0
2022-07-22 12:30:00	ES	Futures	4498.07	4506.57	4492.69	4494.39	71659.0
2022-07-22 13:00:00	ES	Futures	4494.67	4494.67	4479.37	4482.77	81699.0
2022-07-22 13:30:00	ES	Futures	4482.77	4482.77	4471.72	4480.22	89167.0
2022-07-22 14:00:00	ES	Futures	4480.51	4481.92	4466.06	4472.29	75927.0
2022-07-22 14:30:00	ES	Futures	4472.57	4480.51	4466.34	4476.54	69143.0
2022-07-22 15:00:00	ES	Futures	4476.82	4490.7	4472.86	4490.14	83142.0
2022-07-22 15:30:00	ES	Futures	4490.14	4494.1	4476.26	4493.25	168645.0
2022-07-22 16:00:00	ES	Futures	4492.97	4493.25	4485.04	4491.27	45854.0
2022-07-22 16:30:00	ES	Futures	4491.27	4491.84	4489.0	4490.7	4641.0
2022-07-22 00:00:00	NQ	Futures	14518.06	14522.4	14512.57	14517.49	547.0
2022-07-22 00:30:00	NQ	Futures	14518.06	14518.64	14505.63	14505.63	595.0
2022-07-22 01:00:00	NQ	Futures	14507.65	14518.64	14488.85	14510.54	1902.0
2022-07-22 01:30:00	NQ	Futures	14510.26	14510.26	14490.3	14494.93	1244.0
2022-07-22 02:00:00	NQ	Futures	14495.5	14513.73	14493.19	14511.99	1755.0
2022-07-22 02:30:00	NQ	Futures	14512.28	14531.08	14505.92	14521.25	2093.0
2022-07-22 03:00:00	NQ	Futures	14521.25	14549.88	14505.34	14522.11	5852.0
2022-07-22 03:30:00	NQ	Futures	14522.69	14537.15	14498.11	14525.3	5194.0
2022-07-22 04:00:00	NQ	Futures	14525.58	14539.47	14503.02	14538.6	4681.0
2022-07-22 04:30:00	NQ	Futures	14537.15	14551.33	14526.16	14541.2	3436.0
2022-07-22 05:00:00	NQ	Futures	14540.63	14565.79	14538.02	14549.88	3549.0
2022-07-22 05:30:00	NQ	Futures	14548.72	14557.11	14539.47	14540.34	2113.0
2022-07-22 06:00:00	NQ	Futures	14540.05	14555.67	14534.26	14544.1	2036.0
2022-07-22 06:30:00	NQ	Futures	14543.23	14579.96	14541.78	14561.45	4167.0
2022-07-22 07:00:00	NQ	Futures	14561.16	14563.19	14537.73	14560.29	4564.0
2022-07-22 07:30:00	NQ	Futures	14560.29	14597.03	14552.77	14595.87	4895.0

> showing 50 of 3,128 rows — these rows as CSV

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