PREVIEW / futures_30min / 2022-08-08

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-08.parquet
  size:    109 KB
  rows:    3,864

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
2022-08-08 00:00:00	ES	Futures	4690.41	4693.81	4690.13	4691.83	1317.0
2022-08-08 00:30:00	ES	Futures	4691.83	4695.79	4691.54	4694.94	1368.0
2022-08-08 01:00:00	ES	Futures	4694.94	4700.32	4694.38	4698.06	2698.0
2022-08-08 01:30:00	ES	Futures	4698.06	4701.46	4696.92	4700.04	2569.0
2022-08-08 02:00:00	ES	Futures	4700.04	4705.14	4698.91	4704.29	4730.0
2022-08-08 02:30:00	ES	Futures	4704.29	4709.39	4702.59	4707.97	5489.0
2022-08-08 03:00:00	ES	Futures	4708.26	4719.02	4707.41	4713.35	13730.0
2022-08-08 03:30:00	ES	Futures	4713.64	4715.34	4709.11	4712.79	6609.0
2022-08-08 04:00:00	ES	Futures	4712.79	4717.04	4706.56	4709.96	7260.0
2022-08-08 04:30:00	ES	Futures	4710.24	4712.79	4708.26	4709.67	3736.0
2022-08-08 05:00:00	ES	Futures	4709.67	4713.64	4705.99	4707.97	4736.0
2022-08-08 05:30:00	ES	Futures	4707.97	4710.52	4707.69	4709.96	3276.0
2022-08-08 06:00:00	ES	Futures	4709.96	4713.64	4709.11	4711.94	3874.0
2022-08-08 06:30:00	ES	Futures	4711.94	4724.4	4711.94	4724.12	10333.0
2022-08-08 07:00:00	ES	Futures	4724.12	4724.12	4716.47	4716.47	6837.0
2022-08-08 07:30:00	ES	Futures	4716.47	4727.52	4716.47	4724.97	8258.0
2022-08-08 08:00:00	ES	Futures	4724.97	4729.22	4722.99	4727.52	11431.0
2022-08-08 08:30:00	ES	Futures	4727.52	4733.47	4725.25	4733.18	16194.0
2022-08-08 09:00:00	ES	Futures	4733.47	4733.47	4713.64	4718.74	46392.0
2022-08-08 09:30:00	ES	Futures	4718.45	4745.08	4714.2	4740.27	196969.0
2022-08-08 10:00:00	ES	Futures	4740.27	4745.36	4729.22	4735.17	113557.0
2022-08-08 10:30:00	ES	Futures	4735.45	4741.96	4730.07	4732.62	92166.0
2022-08-08 11:00:00	ES	Futures	4732.9	4739.42	4721.57	4722.99	103981.0
2022-08-08 11:30:00	ES	Futures	4723.27	4726.38	4698.62	4713.64	144533.0
2022-08-08 12:00:00	ES	Futures	4713.64	4715.62	4686.16	4689.84	110717.0
2022-08-08 12:30:00	ES	Futures	4689.84	4701.17	4685.31	4696.36	67917.0
2022-08-08 13:00:00	ES	Futures	4696.36	4706.27	4692.11	4694.09	56127.0
2022-08-08 13:30:00	ES	Futures	4694.09	4703.72	4691.54	4702.87	48017.0
2022-08-08 14:00:00	ES	Futures	4702.87	4703.16	4686.73	4690.41	65588.0
2022-08-08 14:30:00	ES	Futures	4690.41	4692.39	4678.8	4686.44	76183.0
2022-08-08 15:00:00	ES	Futures	4686.73	4693.81	4681.91	4690.13	67246.0
2022-08-08 15:30:00	ES	Futures	4690.13	4696.92	4686.16	4692.68	105838.0
2022-08-08 16:00:00	ES	Futures	4692.68	4697.21	4691.54	4696.07	30085.0
2022-08-08 16:30:00	ES	Futures	4696.36	4704.01	4696.07	4703.16	10273.0
2022-08-08 18:00:00	ES	Futures	4700.61	4701.46	4698.06	4698.62	2704.0
2022-08-08 18:30:00	ES	Futures	4698.62	4699.19	4697.21	4698.34	1396.0
2022-08-08 19:00:00	ES	Futures	4698.06	4706.27	4696.07	4705.42	4359.0
2022-08-08 19:30:00	ES	Futures	4705.42	4707.97	4704.29	4705.42	4309.0
2022-08-08 20:00:00	ES	Futures	4705.14	4707.41	4701.46	4705.71	3668.0
2022-08-08 20:30:00	ES	Futures	4705.71	4706.27	4698.91	4698.91	3595.0
2022-08-08 21:00:00	ES	Futures	4699.19	4699.47	4692.68	4695.79	4318.0
2022-08-08 21:30:00	ES	Futures	4695.51	4696.36	4690.98	4692.11	3335.0
2022-08-08 22:00:00	ES	Futures	4692.11	4698.91	4692.11	4698.06	2498.0
2022-08-08 22:30:00	ES	Futures	4698.06	4698.91	4696.64	4698.34	1403.0
2022-08-08 23:00:00	ES	Futures	4698.62	4704.57	4698.06	4702.59	3021.0
2022-08-08 23:30:00	ES	Futures	4702.59	4706.84	4702.31	4705.99	2740.0
2022-08-08 00:00:00	NQ	Futures	15287.15	15302.77	15287.15	15294.96	813.0
2022-08-08 00:30:00	NQ	Futures	15295.25	15310.0	15293.8	15307.69	939.0
2022-08-08 01:00:00	NQ	Futures	15307.11	15329.09	15304.51	15317.52	2018.0
2022-08-08 01:30:00	NQ	Futures	15316.65	15347.02	15312.6	15330.83	2416.0

> showing 50 of 3,864 rows — these rows as CSV

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