PREVIEW / futures_30min / 2022-08-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-09.parquet
  size:    106 KB
  rows:    3,859

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
2022-08-09 00:00:00	ES	Futures	4706.27	4706.84	4702.31	4702.59	1393.0
2022-08-09 00:30:00	ES	Futures	4702.87	4704.29	4702.59	4704.01	853.0
2022-08-09 01:00:00	ES	Futures	4704.01	4704.29	4700.61	4703.16	1723.0
2022-08-09 01:30:00	ES	Futures	4702.87	4705.14	4701.46	4702.02	1948.0
2022-08-09 02:00:00	ES	Futures	4702.02	4702.31	4697.21	4697.77	2741.0
2022-08-09 02:30:00	ES	Futures	4697.77	4700.32	4695.51	4699.76	2741.0
2022-08-09 03:00:00	ES	Futures	4699.76	4705.14	4691.54	4695.22	8235.0
2022-08-09 03:30:00	ES	Futures	4695.22	4699.47	4693.53	4698.06	4571.0
2022-08-09 04:00:00	ES	Futures	4698.06	4700.61	4692.68	4700.61	4157.0
2022-08-09 04:30:00	ES	Futures	4700.61	4702.02	4697.49	4700.04	2914.0
2022-08-09 05:00:00	ES	Futures	4700.32	4702.59	4697.49	4697.77	3192.0
2022-08-09 05:30:00	ES	Futures	4697.77	4700.04	4694.38	4695.22	3447.0
2022-08-09 06:00:00	ES	Futures	4694.94	4696.64	4683.33	4684.18	8985.0
2022-08-09 06:30:00	ES	Futures	4684.46	4686.16	4680.78	4685.03	8632.0
2022-08-09 07:00:00	ES	Futures	4685.03	4688.43	4680.78	4682.19	7940.0
2022-08-09 07:30:00	ES	Futures	4682.19	4685.59	4673.98	4675.96	12136.0
2022-08-09 08:00:00	ES	Futures	4675.68	4683.33	4672.28	4681.06	11823.0
2022-08-09 08:30:00	ES	Futures	4681.06	4684.46	4678.23	4681.63	10345.0
2022-08-09 09:00:00	ES	Futures	4681.63	4684.18	4677.1	4683.61	20147.0
2022-08-09 09:30:00	ES	Futures	4683.61	4689.56	4668.6	4670.86	165253.0
2022-08-09 10:00:00	ES	Futures	4671.15	4678.23	4666.33	4677.66	100358.0
2022-08-09 10:30:00	ES	Futures	4677.66	4682.48	4671.15	4673.13	77446.0
2022-08-09 11:00:00	ES	Futures	4673.13	4684.74	4661.8	4679.93	98543.0
2022-08-09 11:30:00	ES	Futures	4680.21	4681.34	4671.71	4673.13	60092.0
2022-08-09 12:00:00	ES	Futures	4673.13	4675.96	4663.5	4664.63	61756.0
2022-08-09 12:30:00	ES	Futures	4664.63	4668.6	4663.22	4668.03	52873.0
2022-08-09 13:00:00	ES	Futures	4668.31	4673.13	4664.35	4671.71	53781.0
2022-08-09 13:30:00	ES	Futures	4671.71	4675.11	4661.52	4672.85	55806.0
2022-08-09 14:00:00	ES	Futures	4672.85	4675.96	4660.67	4661.52	63232.0
2022-08-09 14:30:00	ES	Futures	4661.52	4674.26	4660.38	4669.73	64584.0
2022-08-09 15:00:00	ES	Futures	4669.73	4678.23	4666.9	4675.4	65808.0
2022-08-09 15:30:00	ES	Futures	4675.11	4677.1	4667.18	4673.98	125907.0
2022-08-09 16:00:00	ES	Futures	4673.7	4678.51	4673.41	4677.1	34244.0
2022-08-09 16:30:00	ES	Futures	4677.1	4679.36	4676.53	4678.8	3323.0
2022-08-09 18:00:00	ES	Futures	4678.23	4679.08	4675.4	4678.51	1669.0
2022-08-09 18:30:00	ES	Futures	4678.51	4678.51	4675.68	4676.53	1785.0
2022-08-09 19:00:00	ES	Futures	4676.53	4679.36	4675.4	4677.1	1270.0
2022-08-09 19:30:00	ES	Futures	4676.81	4679.08	4675.96	4678.51	1464.0
2022-08-09 20:00:00	ES	Futures	4678.51	4679.93	4669.16	4669.73	5768.0
2022-08-09 20:30:00	ES	Futures	4669.73	4671.71	4668.88	4668.88	1735.0
2022-08-09 21:00:00	ES	Futures	4668.88	4677.38	4668.88	4675.96	5122.0
2022-08-09 21:30:00	ES	Futures	4675.96	4677.38	4673.7	4673.7	1892.0
2022-08-09 22:00:00	ES	Futures	4673.98	4675.11	4669.73	4672.56	3463.0
2022-08-09 22:30:00	ES	Futures	4672.56	4672.85	4668.03	4671.71	3442.0
2022-08-09 23:00:00	ES	Futures	4672.0	4673.41	4670.3	4670.86	1137.0
2022-08-09 23:30:00	ES	Futures	4670.86	4673.13	4669.73	4670.3	1050.0
2022-08-09 00:00:00	NQ	Futures	15297.56	15299.88	15282.52	15285.13	839.0
2022-08-09 00:30:00	NQ	Futures	15285.42	15293.8	15283.39	15291.78	555.0
2022-08-09 01:00:00	NQ	Futures	15291.2	15291.78	15276.74	15285.13	776.0
2022-08-09 01:30:00	NQ	Futures	15284.55	15292.65	15277.61	15280.21	1074.0

> showing 50 of 3,859 rows — these rows as CSV

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