PREVIEW / futures_30min / 2022-08-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-03.parquet
  size:    113 KB
  rows:    3,873

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
2022-08-03 00:00:00	ES	Futures	4644.8	4651.32	4643.95	4648.49	3643.0
2022-08-03 00:30:00	ES	Futures	4648.49	4650.47	4645.37	4646.22	1739.0
2022-08-03 01:00:00	ES	Futures	4646.22	4653.02	4645.94	4650.18	3161.0
2022-08-03 01:30:00	ES	Futures	4650.18	4653.3	4649.62	4650.47	2667.0
2022-08-03 02:00:00	ES	Futures	4650.18	4654.43	4649.62	4650.47	3088.0
2022-08-03 02:30:00	ES	Futures	4650.47	4651.03	4646.22	4648.77	2761.0
2022-08-03 03:00:00	ES	Futures	4648.49	4649.9	4639.14	4648.49	10318.0
2022-08-03 03:30:00	ES	Futures	4648.77	4649.9	4639.99	4642.54	6503.0
2022-08-03 04:00:00	ES	Futures	4642.82	4646.79	4637.15	4645.65	6733.0
2022-08-03 04:30:00	ES	Futures	4645.94	4651.32	4645.94	4647.92	4482.0
2022-08-03 05:00:00	ES	Futures	4647.64	4660.1	4646.5	4658.4	7813.0
2022-08-03 05:30:00	ES	Futures	4658.4	4660.67	4655.0	4655.85	5379.0
2022-08-03 06:00:00	ES	Futures	4655.57	4659.53	4653.3	4654.15	4040.0
2022-08-03 06:30:00	ES	Futures	4654.43	4656.42	4652.17	4655.85	4878.0
2022-08-03 07:00:00	ES	Futures	4655.85	4663.22	4653.87	4662.37	8298.0
2022-08-03 07:30:00	ES	Futures	4662.37	4663.22	4654.72	4660.67	8541.0
2022-08-03 08:00:00	ES	Futures	4660.1	4669.45	4657.55	4665.48	14679.0
2022-08-03 08:30:00	ES	Futures	4665.48	4671.15	4664.35	4666.9	12862.0
2022-08-03 09:00:00	ES	Futures	4667.18	4668.31	4662.65	4663.5	18192.0
2022-08-03 09:30:00	ES	Futures	4663.5	4679.36	4659.82	4677.38	167020.0
2022-08-03 10:00:00	ES	Futures	4677.1	4687.86	4668.31	4678.8	166804.0
2022-08-03 10:30:00	ES	Futures	4678.8	4681.63	4661.8	4677.95	124782.0
2022-08-03 11:00:00	ES	Futures	4677.95	4691.83	4675.96	4688.14	107532.0
2022-08-03 11:30:00	ES	Futures	4688.14	4699.76	4685.59	4698.62	90584.0
2022-08-03 12:00:00	ES	Futures	4698.62	4700.32	4690.69	4696.36	85691.0
2022-08-03 12:30:00	ES	Futures	4696.64	4713.35	4696.07	4709.67	91118.0
2022-08-03 13:00:00	ES	Futures	4709.67	4714.77	4705.42	4712.79	70285.0
2022-08-03 13:30:00	ES	Futures	4712.79	4715.05	4707.12	4711.94	49881.0
2022-08-03 14:00:00	ES	Futures	4712.22	4719.87	4708.54	4716.19	59946.0
2022-08-03 14:30:00	ES	Futures	4716.19	4718.74	4709.96	4715.34	70035.0
2022-08-03 15:00:00	ES	Futures	4715.05	4721.29	4712.22	4715.05	78641.0
2022-08-03 15:30:00	ES	Futures	4715.05	4724.97	4707.12	4710.24	224097.0
2022-08-03 16:00:00	ES	Futures	4709.96	4710.52	4702.59	4704.29	56424.0
2022-08-03 16:30:00	ES	Futures	4704.29	4707.12	4703.72	4705.14	6261.0
2022-08-03 18:00:00	ES	Futures	4702.59	4706.27	4701.46	4705.14	3254.0
2022-08-03 18:30:00	ES	Futures	4705.42	4706.56	4702.02	4705.99	2613.0
2022-08-03 19:00:00	ES	Futures	4705.71	4705.99	4703.72	4704.86	1231.0
2022-08-03 19:30:00	ES	Futures	4704.86	4705.42	4702.31	4702.59	1224.0
2022-08-03 20:00:00	ES	Futures	4702.31	4709.39	4700.04	4708.54	4574.0
2022-08-03 20:30:00	ES	Futures	4708.54	4710.8	4706.56	4710.8	3606.0
2022-08-03 21:00:00	ES	Futures	4710.8	4711.94	4706.84	4710.24	3218.0
2022-08-03 21:30:00	ES	Futures	4710.52	4713.07	4708.54	4709.11	3474.0
2022-08-03 22:00:00	ES	Futures	4709.11	4710.8	4704.86	4705.71	2700.0
2022-08-03 22:30:00	ES	Futures	4705.71	4707.97	4702.31	4707.69	2463.0
2022-08-03 23:00:00	ES	Futures	4707.69	4708.26	4705.42	4705.42	1934.0
2022-08-03 23:30:00	ES	Futures	4705.42	4705.99	4701.17	4703.72	3710.0
2022-08-03 00:00:00	NQ	Futures	14955.97	14979.11	14954.24	14967.83	2728.0
2022-08-03 00:30:00	NQ	Futures	14968.41	14971.3	14948.45	14951.06	1507.0
2022-08-03 01:00:00	NQ	Futures	14952.5	14984.32	14950.77	14972.46	2135.0
2022-08-03 01:30:00	NQ	Futures	14971.59	14982.58	14970.43	14973.33	1439.0

> showing 50 of 3,873 rows — these rows as CSV

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