PREVIEW / futures_30min / 2022-08-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-04.parquet
  size:    111 KB
  rows:    3,862

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
2022-08-04 00:00:00	ES	Futures	4704.01	4705.71	4703.44	4704.01	1606.0
2022-08-04 00:30:00	ES	Futures	4704.01	4706.27	4704.01	4704.86	1297.0
2022-08-04 01:00:00	ES	Futures	4704.86	4706.84	4702.02	4704.86	2575.0
2022-08-04 01:30:00	ES	Futures	4705.14	4707.12	4702.31	4702.87	2339.0
2022-08-04 02:00:00	ES	Futures	4702.87	4705.42	4701.17	4703.44	3553.0
2022-08-04 02:30:00	ES	Futures	4703.16	4705.14	4701.17	4701.74	2727.0
2022-08-04 03:00:00	ES	Futures	4701.46	4710.8	4700.04	4710.52	9654.0
2022-08-04 03:30:00	ES	Futures	4710.52	4712.79	4706.27	4708.26	6028.0
2022-08-04 04:00:00	ES	Futures	4708.54	4710.24	4704.01	4706.84	5600.0
2022-08-04 04:30:00	ES	Futures	4707.12	4707.97	4703.72	4704.86	3864.0
2022-08-04 05:00:00	ES	Futures	4704.86	4715.05	4702.59	4714.2	4978.0
2022-08-04 05:30:00	ES	Futures	4713.92	4718.45	4710.24	4715.9	7021.0
2022-08-04 06:00:00	ES	Futures	4716.19	4724.4	4715.05	4723.27	11002.0
2022-08-04 06:30:00	ES	Futures	4723.27	4728.65	4721.29	4721.85	10241.0
2022-08-04 07:00:00	ES	Futures	4721.57	4723.55	4715.05	4715.34	8358.0
2022-08-04 07:30:00	ES	Futures	4715.34	4719.02	4709.11	4709.67	9527.0
2022-08-04 08:00:00	ES	Futures	4709.96	4715.05	4708.26	4714.2	14784.0
2022-08-04 08:30:00	ES	Futures	4714.2	4721.29	4711.09	4719.02	16586.0
2022-08-04 09:00:00	ES	Futures	4718.74	4719.02	4704.57	4708.54	25821.0
2022-08-04 09:30:00	ES	Futures	4708.82	4716.19	4697.77	4709.39	159317.0
2022-08-04 10:00:00	ES	Futures	4709.67	4717.04	4696.07	4698.62	102705.0
2022-08-04 10:30:00	ES	Futures	4698.62	4707.41	4686.44	4704.29	128500.0
2022-08-04 11:00:00	ES	Futures	4704.29	4707.97	4692.68	4697.21	77379.0
2022-08-04 11:30:00	ES	Futures	4697.21	4709.67	4690.13	4707.69	74146.0
2022-08-04 12:00:00	ES	Futures	4707.97	4711.65	4702.59	4711.09	57584.0
2022-08-04 12:30:00	ES	Futures	4711.09	4711.09	4693.53	4694.66	54644.0
2022-08-04 13:00:00	ES	Futures	4694.94	4709.96	4694.38	4707.69	53301.0
2022-08-04 13:30:00	ES	Futures	4707.69	4711.94	4703.16	4706.27	41579.0
2022-08-04 14:00:00	ES	Futures	4706.27	4708.82	4699.47	4706.56	43892.0
2022-08-04 14:30:00	ES	Futures	4706.56	4710.24	4699.47	4706.84	48952.0
2022-08-04 15:00:00	ES	Futures	4706.84	4715.9	4704.57	4711.37	43862.0
2022-08-04 15:30:00	ES	Futures	4711.37	4711.65	4699.47	4705.99	93207.0
2022-08-04 16:00:00	ES	Futures	4705.71	4710.8	4703.16	4704.86	31603.0
2022-08-04 16:30:00	ES	Futures	4704.86	4706.56	4704.29	4704.29	4360.0
2022-08-04 18:00:00	ES	Futures	4704.57	4707.41	4702.31	4705.14	1639.0
2022-08-04 18:30:00	ES	Futures	4705.14	4707.41	4705.14	4705.71	701.0
2022-08-04 19:00:00	ES	Futures	4705.99	4710.8	4705.99	4708.26	1350.0
2022-08-04 19:30:00	ES	Futures	4708.26	4710.24	4706.56	4706.56	1530.0
2022-08-04 20:00:00	ES	Futures	4706.56	4711.37	4705.99	4710.52	2395.0
2022-08-04 20:30:00	ES	Futures	4710.24	4711.09	4707.97	4709.96	1372.0
2022-08-04 21:00:00	ES	Futures	4709.96	4715.9	4709.39	4713.35	2529.0
2022-08-04 21:30:00	ES	Futures	4713.64	4718.74	4710.8	4717.6	4416.0
2022-08-04 22:00:00	ES	Futures	4717.32	4718.17	4715.9	4717.6	1761.0
2022-08-04 22:30:00	ES	Futures	4717.6	4720.72	4717.6	4717.89	1627.0
2022-08-04 23:00:00	ES	Futures	4718.17	4718.74	4714.49	4716.75	1612.0
2022-08-04 23:30:00	ES	Futures	4716.75	4717.32	4715.05	4717.04	849.0
2022-08-04 00:00:00	NQ	Futures	15315.79	15324.75	15315.5	15320.12	1119.0
2022-08-04 00:30:00	NQ	Futures	15320.41	15330.83	15320.41	15323.02	997.0
2022-08-04 01:00:00	NQ	Futures	15322.73	15329.67	15313.18	15324.46	1198.0
2022-08-04 01:30:00	NQ	Futures	15324.17	15331.12	15314.92	15316.08	1469.0

> showing 50 of 3,862 rows — these rows as CSV

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