PREVIEW / futures_30min / 2022-07-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-27.parquet
  size:    116 KB
  rows:    3,937

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
2022-07-27 00:00:00	ES	Futures	4478.24	4481.35	4478.24	4480.51	1414.0
2022-07-27 00:30:00	ES	Futures	4480.51	4487.87	4479.66	4486.17	3913.0
2022-07-27 01:00:00	ES	Futures	4486.17	4487.87	4484.19	4487.3	2411.0
2022-07-27 01:30:00	ES	Futures	4487.59	4489.0	4482.77	4484.75	2869.0
2022-07-27 02:00:00	ES	Futures	4484.47	4487.87	4483.05	4484.19	4379.0
2022-07-27 02:30:00	ES	Futures	4484.19	4485.89	4480.51	4481.35	3824.0
2022-07-27 03:00:00	ES	Futures	4481.64	4490.99	4480.79	4489.85	8863.0
2022-07-27 03:30:00	ES	Futures	4489.85	4490.7	4483.9	4486.17	6903.0
2022-07-27 04:00:00	ES	Futures	4486.45	4496.65	4485.89	4489.0	8739.0
2022-07-27 04:30:00	ES	Futures	4489.0	4492.97	4488.44	4489.85	4175.0
2022-07-27 05:00:00	ES	Futures	4489.85	4492.4	4487.59	4489.85	4127.0
2022-07-27 05:30:00	ES	Futures	4490.14	4493.25	4485.04	4487.3	5223.0
2022-07-27 06:00:00	ES	Futures	4487.02	4487.59	4482.2	4482.49	4420.0
2022-07-27 06:30:00	ES	Futures	4482.49	4485.89	4479.66	4485.32	4959.0
2022-07-27 07:00:00	ES	Futures	4485.32	4485.32	4478.81	4482.49	6180.0
2022-07-27 07:30:00	ES	Futures	4482.49	4484.75	4479.66	4480.51	6999.0
2022-07-27 08:00:00	ES	Futures	4480.22	4487.02	4479.94	4483.62	9468.0
2022-07-27 08:30:00	ES	Futures	4483.62	4488.72	4479.66	4486.74	13907.0
2022-07-27 09:00:00	ES	Futures	4486.74	4490.42	4483.62	4483.9	24405.0
2022-07-27 09:30:00	ES	Futures	4484.19	4499.48	4480.79	4495.24	157181.0
2022-07-27 10:00:00	ES	Futures	4495.24	4502.88	4490.99	4499.77	118210.0
2022-07-27 10:30:00	ES	Futures	4499.77	4504.87	4494.67	4504.3	79599.0
2022-07-27 11:00:00	ES	Futures	4504.02	4511.95	4500.33	4504.02	78920.0
2022-07-27 11:30:00	ES	Futures	4504.02	4512.8	4504.02	4510.25	59092.0
2022-07-27 12:00:00	ES	Futures	4510.25	4514.78	4509.12	4511.95	61506.0
2022-07-27 12:30:00	ES	Futures	4511.95	4513.08	4502.6	4503.17	45499.0
2022-07-27 13:00:00	ES	Futures	4503.17	4505.43	4499.48	4505.15	56430.0
2022-07-27 13:30:00	ES	Futures	4505.15	4509.12	4502.32	4506.28	39699.0
2022-07-27 14:00:00	ES	Futures	4506.28	4520.16	4496.65	4509.4	105959.0
2022-07-27 14:30:00	ES	Futures	4509.68	4558.97	4496.65	4546.79	238523.0
2022-07-27 15:00:00	ES	Futures	4547.07	4579.93	4542.26	4579.93	158965.0
2022-07-27 15:30:00	ES	Futures	4579.93	4580.78	4557.84	4559.54	214199.0
2022-07-27 16:00:00	ES	Futures	4559.54	4559.82	4548.21	4555.29	70329.0
2022-07-27 16:30:00	ES	Futures	4555.29	4557.84	4555.01	4555.57	8976.0
2022-07-27 18:00:00	ES	Futures	4557.27	4557.27	4552.46	4553.31	2927.0
2022-07-27 18:30:00	ES	Futures	4553.59	4556.71	4553.02	4554.72	1814.0
2022-07-27 19:00:00	ES	Futures	4554.72	4557.84	4554.16	4556.14	1718.0
2022-07-27 19:30:00	ES	Futures	4555.57	4557.56	4552.46	4554.16	2592.0
2022-07-27 20:00:00	ES	Futures	4554.16	4556.42	4547.07	4547.36	4642.0
2022-07-27 20:30:00	ES	Futures	4547.36	4550.76	4546.79	4550.19	3386.0
2022-07-27 21:00:00	ES	Futures	4549.91	4552.17	4548.21	4549.34	4527.0
2022-07-27 21:30:00	ES	Futures	4549.34	4553.87	4548.77	4553.31	4058.0
2022-07-27 22:00:00	ES	Futures	4553.31	4553.59	4551.61	4552.74	2060.0
2022-07-27 22:30:00	ES	Futures	4552.74	4556.71	4551.89	4554.44	2651.0
2022-07-27 23:00:00	ES	Futures	4554.72	4554.72	4551.32	4552.17	1527.0
2022-07-27 23:30:00	ES	Futures	4552.46	4553.02	4548.49	4549.34	2313.0
2022-07-27 00:00:00	NQ	Futures	14204.82	14212.92	14203.37	14208.0	768.0
2022-07-27 00:30:00	NQ	Futures	14208.0	14236.06	14205.69	14228.54	2055.0
2022-07-27 01:00:00	NQ	Futures	14227.96	14229.98	14214.65	14225.35	1563.0
2022-07-27 01:30:00	NQ	Futures	14225.35	14231.72	14211.76	14218.7	1278.0

> showing 50 of 3,937 rows — these rows as CSV

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