PREVIEW / futures_30min / 2022-08-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-11.parquet
  size:    111 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
2022-08-11 00:00:00	ES	Futures	4784.17	4785.31	4782.47	4783.32	1701.0
2022-08-11 00:30:00	ES	Futures	4783.61	4784.74	4780.77	4781.06	1346.0
2022-08-11 01:00:00	ES	Futures	4780.77	4782.76	4780.21	4782.19	1576.0
2022-08-11 01:30:00	ES	Futures	4782.19	4784.46	4781.34	4783.32	1571.0
2022-08-11 02:00:00	ES	Futures	4783.32	4788.14	4778.51	4785.31	5679.0
2022-08-11 02:30:00	ES	Futures	4785.31	4795.5	4785.02	4789.55	10516.0
2022-08-11 03:00:00	ES	Futures	4789.55	4790.69	4782.76	4783.04	12328.0
2022-08-11 03:30:00	ES	Futures	4783.04	4785.31	4778.51	4782.19	6984.0
2022-08-11 04:00:00	ES	Futures	4782.19	4782.47	4776.81	4777.09	6370.0
2022-08-11 04:30:00	ES	Futures	4777.09	4780.49	4773.69	4779.92	9356.0
2022-08-11 05:00:00	ES	Futures	4780.21	4782.76	4777.94	4781.91	6414.0
2022-08-11 05:30:00	ES	Futures	4781.91	4788.7	4781.34	4785.31	7307.0
2022-08-11 06:00:00	ES	Futures	4785.59	4785.59	4780.77	4783.04	3742.0
2022-08-11 06:30:00	ES	Futures	4783.04	4785.87	4781.06	4784.46	11578.0
2022-08-11 07:00:00	ES	Futures	4784.46	4787.0	4783.04	4786.72	11470.0
2022-08-11 07:30:00	ES	Futures	4786.44	4792.67	4786.16	4791.25	10060.0
2022-08-11 08:00:00	ES	Futures	4791.25	4800.32	4790.97	4798.9	21083.0
2022-08-11 08:30:00	ES	Futures	4799.19	4812.22	4794.09	4809.1	45568.0
2022-08-11 09:00:00	ES	Futures	4809.1	4809.67	4800.89	4804.85	29883.0
2022-08-11 09:30:00	ES	Futures	4804.85	4811.08	4796.35	4809.1	131130.0
2022-08-11 10:00:00	ES	Futures	4809.1	4827.51	4809.1	4815.9	132047.0
2022-08-11 10:30:00	ES	Futures	4815.9	4825.25	4807.68	4812.22	117021.0
2022-08-11 11:00:00	ES	Futures	4812.22	4813.07	4786.16	4796.07	148984.0
2022-08-11 11:30:00	ES	Futures	4796.07	4798.9	4783.61	4789.55	97020.0
2022-08-11 12:00:00	ES	Futures	4789.84	4794.37	4783.89	4794.37	68161.0
2022-08-11 12:30:00	ES	Futures	4794.09	4799.75	4792.39	4798.05	51010.0
2022-08-11 13:00:00	ES	Futures	4798.05	4805.42	4793.52	4798.9	62271.0
2022-08-11 13:30:00	ES	Futures	4798.9	4801.17	4790.69	4792.95	53995.0
2022-08-11 14:00:00	ES	Futures	4793.24	4793.24	4779.92	4784.74	71367.0
2022-08-11 14:30:00	ES	Futures	4785.02	4785.59	4766.04	4772.56	102378.0
2022-08-11 15:00:00	ES	Futures	4772.56	4773.69	4762.08	4770.01	83143.0
2022-08-11 15:30:00	ES	Futures	4770.01	4775.11	4762.93	4771.99	135048.0
2022-08-11 16:00:00	ES	Futures	4771.99	4780.77	4771.71	4780.77	48708.0
2022-08-11 16:30:00	ES	Futures	4780.49	4781.06	4777.66	4780.21	5500.0
2022-08-11 18:00:00	ES	Futures	4780.77	4780.77	4775.11	4775.67	2968.0
2022-08-11 18:30:00	ES	Futures	4775.67	4776.52	4772.84	4775.11	2533.0
2022-08-11 19:00:00	ES	Futures	4774.82	4776.52	4773.41	4776.24	1724.0
2022-08-11 19:30:00	ES	Futures	4776.52	4776.81	4774.26	4775.67	1411.0
2022-08-11 20:00:00	ES	Futures	4775.96	4782.47	4772.56	4774.26	6091.0
2022-08-11 20:30:00	ES	Futures	4774.54	4774.82	4768.31	4769.16	4100.0
2022-08-11 21:00:00	ES	Futures	4769.44	4775.39	4768.88	4775.39	3434.0
2022-08-11 21:30:00	ES	Futures	4775.39	4775.96	4771.42	4772.56	2954.0
2022-08-11 22:00:00	ES	Futures	4772.27	4775.67	4771.99	4773.12	2177.0
2022-08-11 22:30:00	ES	Futures	4772.84	4777.09	4772.84	4776.52	1882.0
2022-08-11 23:00:00	ES	Futures	4776.52	4778.79	4775.39	4776.52	2224.0
2022-08-11 23:30:00	ES	Futures	4776.52	4777.94	4775.11	4777.37	1116.0
2022-08-11 00:00:00	NQ	Futures	15553.25	15560.19	15551.52	15555.85	727.0
2022-08-11 00:30:00	NQ	Futures	15555.85	15563.09	15543.71	15545.15	1106.0
2022-08-11 01:00:00	NQ	Futures	15544.86	15552.96	15541.97	15549.49	818.0
2022-08-11 01:30:00	NQ	Futures	15550.94	15557.01	15542.55	15550.65	1015.0

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

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