PREVIEW / futures_30min / 2022-07-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-28.parquet
  size:    116 KB
  rows:    3,900

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
2022-07-28 00:00:00	ES	Futures	4549.62	4550.76	4549.06	4549.91	1730.0
2022-07-28 00:30:00	ES	Futures	4550.19	4551.32	4547.92	4550.19	2225.0
2022-07-28 01:00:00	ES	Futures	4550.19	4550.47	4547.64	4548.21	1646.0
2022-07-28 01:30:00	ES	Futures	4548.21	4552.46	4548.21	4552.17	2888.0
2022-07-28 02:00:00	ES	Futures	4552.17	4557.56	4552.17	4555.01	5642.0
2022-07-28 02:30:00	ES	Futures	4554.72	4557.27	4551.61	4552.74	6238.0
2022-07-28 03:00:00	ES	Futures	4552.74	4557.56	4548.49	4551.32	13082.0
2022-07-28 03:30:00	ES	Futures	4551.32	4552.46	4547.64	4549.62	10402.0
2022-07-28 04:00:00	ES	Futures	4549.34	4551.61	4544.52	4546.79	15695.0
2022-07-28 04:30:00	ES	Futures	4546.79	4547.07	4541.41	4542.54	10973.0
2022-07-28 05:00:00	ES	Futures	4542.54	4544.52	4536.88	4539.71	8333.0
2022-07-28 05:30:00	ES	Futures	4539.14	4546.51	4538.86	4546.51	6418.0
2022-07-28 06:00:00	ES	Futures	4546.51	4548.77	4543.67	4548.49	6150.0
2022-07-28 06:30:00	ES	Futures	4548.49	4549.91	4544.81	4547.36	4807.0
2022-07-28 07:00:00	ES	Futures	4547.64	4551.89	4547.36	4550.19	6793.0
2022-07-28 07:30:00	ES	Futures	4550.19	4550.47	4547.07	4548.21	7680.0
2022-07-28 08:00:00	ES	Futures	4548.49	4549.06	4544.24	4547.36	10590.0
2022-07-28 08:30:00	ES	Futures	4547.07	4566.34	4536.31	4556.42	61807.0
2022-07-28 09:00:00	ES	Futures	4556.14	4570.59	4552.46	4568.6	37457.0
2022-07-28 09:30:00	ES	Futures	4568.32	4578.8	4528.09	4540.28	244956.0
2022-07-28 10:00:00	ES	Futures	4540.56	4547.64	4526.11	4532.91	181413.0
2022-07-28 10:30:00	ES	Futures	4532.91	4565.2	4528.09	4564.64	141471.0
2022-07-28 11:00:00	ES	Futures	4564.64	4590.98	4562.94	4590.7	165261.0
2022-07-28 11:30:00	ES	Futures	4590.7	4598.06	4582.48	4588.71	134139.0
2022-07-28 12:00:00	ES	Futures	4588.71	4596.65	4584.75	4595.23	98121.0
2022-07-28 12:30:00	ES	Futures	4595.51	4597.78	4588.43	4593.25	66297.0
2022-07-28 13:00:00	ES	Futures	4593.53	4605.14	4588.15	4604.86	70184.0
2022-07-28 13:30:00	ES	Futures	4604.86	4620.16	4603.73	4617.04	90334.0
2022-07-28 14:00:00	ES	Futures	4617.33	4617.61	4608.54	4613.36	73236.0
2022-07-28 14:30:00	ES	Futures	4613.64	4619.31	4610.53	4617.61	59252.0
2022-07-28 15:00:00	ES	Futures	4617.61	4624.41	4613.36	4620.72	87293.0
2022-07-28 15:30:00	ES	Futures	4620.44	4621.01	4609.68	4615.34	184360.0
2022-07-28 16:00:00	ES	Futures	4615.06	4632.34	4613.93	4628.94	66428.0
2022-07-28 16:30:00	ES	Futures	4628.94	4658.12	4620.44	4651.32	38390.0
2022-07-28 18:00:00	ES	Futures	4651.32	4651.32	4639.99	4643.95	6501.0
2022-07-28 18:30:00	ES	Futures	4643.67	4644.52	4636.87	4639.14	3480.0
2022-07-28 19:00:00	ES	Futures	4639.42	4640.84	4635.74	4640.55	2979.0
2022-07-28 19:30:00	ES	Futures	4640.27	4642.54	4638.57	4640.84	2757.0
2022-07-28 20:00:00	ES	Futures	4640.84	4642.25	4637.15	4637.44	5090.0
2022-07-28 20:30:00	ES	Futures	4637.44	4639.7	4636.02	4637.72	3847.0
2022-07-28 21:00:00	ES	Futures	4637.44	4641.97	4636.3	4640.84	4178.0
2022-07-28 21:30:00	ES	Futures	4640.84	4646.5	4639.42	4646.22	4090.0
2022-07-28 22:00:00	ES	Futures	4646.22	4647.35	4644.8	4646.22	3460.0
2022-07-28 22:30:00	ES	Futures	4646.5	4649.62	4645.37	4646.22	3043.0
2022-07-28 23:00:00	ES	Futures	4645.94	4647.07	4644.24	4645.37	2532.0
2022-07-28 23:30:00	ES	Futures	4645.37	4645.37	4640.27	4640.55	3470.0
2022-07-28 00:00:00	NQ	Futures	14532.82	14540.05	14531.66	14539.18	659.0
2022-07-28 00:30:00	NQ	Futures	14539.47	14542.07	14527.61	14540.05	1136.0
2022-07-28 01:00:00	NQ	Futures	14540.05	14541.78	14527.9	14533.39	899.0
2022-07-28 01:30:00	NQ	Futures	14533.39	14542.65	14532.24	14541.49	1040.0

> showing 50 of 3,900 rows — these rows as CSV

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