PREVIEW / futures_30min / 2022-07-29

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-07-29.parquet
  size:    96 KB
  rows:    3,132

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
2022-07-29 00:00:00	ES	Futures	4640.55	4645.37	4640.27	4644.52	1648.0
2022-07-29 00:30:00	ES	Futures	4644.52	4645.37	4641.97	4643.1	1257.0
2022-07-29 01:00:00	ES	Futures	4642.82	4646.22	4638.57	4645.65	3518.0
2022-07-29 01:30:00	ES	Futures	4645.65	4650.75	4644.8	4649.33	4784.0
2022-07-29 02:00:00	ES	Futures	4649.05	4653.02	4643.95	4652.73	5627.0
2022-07-29 02:30:00	ES	Futures	4652.45	4653.87	4648.2	4650.47	6451.0
2022-07-29 03:00:00	ES	Futures	4650.18	4655.57	4646.5	4652.73	11761.0
2022-07-29 03:30:00	ES	Futures	4652.73	4652.73	4642.82	4646.5	7907.0
2022-07-29 04:00:00	ES	Futures	4646.5	4652.17	4645.65	4650.18	8685.0
2022-07-29 04:30:00	ES	Futures	4650.18	4650.47	4641.4	4644.8	7939.0
2022-07-29 05:00:00	ES	Futures	4644.8	4645.94	4641.69	4645.94	6561.0
2022-07-29 05:30:00	ES	Futures	4645.94	4651.32	4645.94	4651.03	8357.0
2022-07-29 06:00:00	ES	Futures	4651.32	4652.45	4646.79	4648.77	8333.0
2022-07-29 06:30:00	ES	Futures	4648.77	4654.43	4648.77	4651.6	7514.0
2022-07-29 07:00:00	ES	Futures	4651.32	4652.45	4643.95	4644.24	12731.0
2022-07-29 07:30:00	ES	Futures	4644.24	4646.5	4641.97	4645.09	7931.0
2022-07-29 08:00:00	ES	Futures	4644.8	4647.35	4636.87	4641.4	15372.0
2022-07-29 08:30:00	ES	Futures	4641.4	4643.39	4629.51	4638.0	38025.0
2022-07-29 09:00:00	ES	Futures	4637.72	4638.29	4628.66	4633.19	29540.0
2022-07-29 09:30:00	ES	Futures	4633.19	4655.0	4624.12	4651.88	185334.0
2022-07-29 10:00:00	ES	Futures	4651.88	4672.0	4646.22	4667.46	159524.0
2022-07-29 10:30:00	ES	Futures	4667.46	4671.71	4653.87	4654.15	115501.0
2022-07-29 11:00:00	ES	Futures	4654.15	4656.98	4639.14	4641.4	142480.0
2022-07-29 11:30:00	ES	Futures	4641.69	4658.68	4638.29	4655.85	110072.0
2022-07-29 12:00:00	ES	Futures	4656.13	4659.53	4647.35	4656.42	96475.0
2022-07-29 12:30:00	ES	Futures	4656.42	4669.45	4653.58	4666.33	72431.0
2022-07-29 13:00:00	ES	Futures	4666.61	4667.18	4660.95	4661.8	52273.0
2022-07-29 13:30:00	ES	Futures	4661.8	4674.83	4661.52	4670.86	60896.0
2022-07-29 14:00:00	ES	Futures	4670.86	4679.36	4668.03	4678.8	69775.0
2022-07-29 14:30:00	ES	Futures	4678.8	4683.89	4676.25	4681.91	68715.0
2022-07-29 15:00:00	ES	Futures	4682.19	4691.26	4681.06	4690.69	93489.0
2022-07-29 15:30:00	ES	Futures	4690.69	4695.51	4680.78	4683.89	283114.0
2022-07-29 16:00:00	ES	Futures	4683.89	4686.44	4680.78	4682.19	63355.0
2022-07-29 16:30:00	ES	Futures	4682.19	4683.33	4681.91	4682.48	6930.0
2022-07-29 00:00:00	NQ	Futures	14912.88	14931.39	14910.85	14926.47	1417.0
2022-07-29 00:30:00	NQ	Futures	14926.18	14928.49	14919.82	14924.45	771.0
2022-07-29 01:00:00	NQ	Futures	14923.87	14938.91	14909.69	14936.02	2123.0
2022-07-29 01:30:00	NQ	Futures	14936.59	14953.66	14931.97	14949.03	2690.0
2022-07-29 02:00:00	NQ	Futures	14947.3	14959.44	14932.83	14958.0	2664.0
2022-07-29 02:30:00	NQ	Futures	14957.13	14971.01	14950.77	14958.29	3048.0
2022-07-29 03:00:00	NQ	Futures	14956.84	14971.01	14931.39	14955.68	6005.0
2022-07-29 03:30:00	NQ	Futures	14955.68	14956.55	14919.53	14926.47	3808.0
2022-07-29 04:00:00	NQ	Futures	14927.34	14943.82	14914.9	14934.57	5184.0
2022-07-29 04:30:00	NQ	Futures	14934.86	14934.86	14870.94	14893.21	5645.0
2022-07-29 05:00:00	NQ	Futures	14893.21	14909.41	14877.01	14908.25	3711.0
2022-07-29 05:30:00	NQ	Futures	14907.67	14920.97	14900.73	14919.24	3380.0
2022-07-29 06:00:00	NQ	Futures	14919.53	14922.42	14894.65	14898.41	3200.0
2022-07-29 06:30:00	NQ	Futures	14899.28	14920.97	14898.12	14899.57	3024.0
2022-07-29 07:00:00	NQ	Futures	14899.28	14906.22	14874.99	14877.3	4173.0
2022-07-29 07:30:00	NQ	Futures	14877.59	14885.98	14860.52	14881.64	4797.0

> showing 50 of 3,132 rows — these rows as CSV

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