PREVIEW / futures_30min / 2022-07-26

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-26.parquet
  size:    111 KB
  rows:    3,885

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
2022-07-26 00:00:00	ES	Futures	4486.45	4487.02	4482.49	4483.05	1096.0
2022-07-26 00:30:00	ES	Futures	4483.34	4486.45	4483.34	4485.6	906.0
2022-07-26 01:00:00	ES	Futures	4485.6	4487.87	4481.92	4484.75	2204.0
2022-07-26 01:30:00	ES	Futures	4484.75	4487.59	4483.05	4486.17	1654.0
2022-07-26 02:00:00	ES	Futures	4486.17	4489.0	4482.77	4485.6	2726.0
2022-07-26 02:30:00	ES	Futures	4485.89	4486.74	4481.64	4484.47	2732.0
2022-07-26 03:00:00	ES	Futures	4484.47	4489.29	4481.07	4486.74	7829.0
2022-07-26 03:30:00	ES	Futures	4486.45	4491.27	4484.19	4489.57	4650.0
2022-07-26 04:00:00	ES	Futures	4489.57	4490.42	4482.2	4486.17	6034.0
2022-07-26 04:30:00	ES	Futures	4486.17	4489.0	4485.32	4486.74	3341.0
2022-07-26 05:00:00	ES	Futures	4486.74	4492.12	4484.47	4485.04	5566.0
2022-07-26 05:30:00	ES	Futures	4485.04	4489.29	4482.2	4487.87	3473.0
2022-07-26 06:00:00	ES	Futures	4487.87	4490.42	4476.26	4479.94	7987.0
2022-07-26 06:30:00	ES	Futures	4479.66	4483.62	4475.69	4481.64	9964.0
2022-07-26 07:00:00	ES	Futures	4481.92	4484.19	4477.39	4482.49	9341.0
2022-07-26 07:30:00	ES	Futures	4482.2	4485.6	4479.94	4480.22	7770.0
2022-07-26 08:00:00	ES	Futures	4480.22	4484.47	4478.24	4482.77	9919.0
2022-07-26 08:30:00	ES	Futures	4482.77	4486.74	4475.69	4480.22	18979.0
2022-07-26 09:00:00	ES	Futures	4480.22	4483.34	4470.31	4478.81	38888.0
2022-07-26 09:30:00	ES	Futures	4478.81	4481.35	4463.79	4471.44	169317.0
2022-07-26 10:00:00	ES	Futures	4472.01	4477.67	4460.68	4463.51	136464.0
2022-07-26 10:30:00	ES	Futures	4463.51	4468.04	4458.69	4467.19	103762.0
2022-07-26 11:00:00	ES	Futures	4467.47	4469.74	4449.06	4450.2	106354.0
2022-07-26 11:30:00	ES	Futures	4449.91	4451.89	4440.28	4441.13	111113.0
2022-07-26 12:00:00	ES	Futures	4441.41	4449.63	4438.86	4448.5	72327.0
2022-07-26 12:30:00	ES	Futures	4448.5	4455.01	4444.53	4453.03	75412.0
2022-07-26 13:00:00	ES	Futures	4453.03	4461.81	4451.33	4459.26	77509.0
2022-07-26 13:30:00	ES	Futures	4459.54	4460.68	4449.06	4449.35	50674.0
2022-07-26 14:00:00	ES	Futures	4449.35	4461.53	4440.56	4441.13	75835.0
2022-07-26 14:30:00	ES	Futures	4441.13	4443.68	4437.16	4442.83	57129.0
2022-07-26 15:00:00	ES	Futures	4442.83	4445.66	4434.05	4443.4	77754.0
2022-07-26 15:30:00	ES	Futures	4443.68	4451.89	4438.01	4445.1	154520.0
2022-07-26 16:00:00	ES	Futures	4445.1	4462.09	4436.03	4456.14	84644.0
2022-07-26 16:30:00	ES	Futures	4455.86	4463.79	4455.58	4463.51	9537.0
2022-07-26 18:00:00	ES	Futures	4463.51	4485.89	4462.94	4476.54	13209.0
2022-07-26 18:30:00	ES	Futures	4476.54	4479.66	4468.89	4471.44	5771.0
2022-07-26 19:00:00	ES	Futures	4471.16	4475.97	4470.02	4475.69	3734.0
2022-07-26 19:30:00	ES	Futures	4475.97	4483.05	4475.97	4480.22	4796.0
2022-07-26 20:00:00	ES	Futures	4479.94	4483.05	4475.69	4480.51	5786.0
2022-07-26 20:30:00	ES	Futures	4480.51	4481.35	4477.67	4478.52	3080.0
2022-07-26 21:00:00	ES	Futures	4478.52	4480.22	4472.57	4473.42	3373.0
2022-07-26 21:30:00	ES	Futures	4473.71	4477.39	4472.86	4476.26	3662.0
2022-07-26 22:00:00	ES	Futures	4476.26	4478.52	4474.27	4475.41	2552.0
2022-07-26 22:30:00	ES	Futures	4475.12	4478.81	4475.12	4477.39	1443.0
2022-07-26 23:00:00	ES	Futures	4477.67	4481.07	4477.11	4479.09	1875.0
2022-07-26 23:30:00	ES	Futures	4479.09	4479.37	4477.67	4478.24	1383.0
2022-07-26 00:00:00	NQ	Futures	14242.71	14244.16	14231.43	14233.45	551.0
2022-07-26 00:30:00	NQ	Futures	14234.32	14243.58	14234.03	14240.97	534.0
2022-07-26 01:00:00	NQ	Futures	14240.4	14247.05	14228.25	14239.53	1100.0
2022-07-26 01:30:00	NQ	Futures	14239.24	14249.36	14234.32	14243.87	772.0

> showing 50 of 3,885 rows — these rows as CSV

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