PREVIEW / futures_30min / 2022-08-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-12.parquet
  size:    93 KB
  rows:    3,118

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
2022-08-12 00:00:00	ES	Futures	4777.37	4778.51	4776.81	4777.37	1506.0
2022-08-12 00:30:00	ES	Futures	4777.37	4778.79	4775.96	4776.24	2352.0
2022-08-12 01:00:00	ES	Futures	4776.24	4779.64	4775.96	4778.51	2348.0
2022-08-12 01:30:00	ES	Futures	4778.51	4780.77	4777.09	4780.77	2398.0
2022-08-12 02:00:00	ES	Futures	4780.77	4784.74	4779.36	4780.77	4248.0
2022-08-12 02:30:00	ES	Futures	4780.77	4783.32	4779.36	4783.04	2219.0
2022-08-12 03:00:00	ES	Futures	4783.32	4791.25	4778.79	4790.97	8621.0
2022-08-12 03:30:00	ES	Futures	4790.69	4799.75	4789.27	4797.2	11042.0
2022-08-12 04:00:00	ES	Futures	4797.2	4798.34	4792.67	4797.49	7153.0
2022-08-12 04:30:00	ES	Futures	4797.49	4801.45	4793.52	4794.37	6670.0
2022-08-12 05:00:00	ES	Futures	4794.09	4796.64	4792.95	4793.24	4591.0
2022-08-12 05:30:00	ES	Futures	4793.52	4798.9	4792.95	4796.92	5172.0
2022-08-12 06:00:00	ES	Futures	4796.92	4797.2	4787.0	4788.99	7473.0
2022-08-12 06:30:00	ES	Futures	4788.99	4790.97	4786.16	4788.42	7866.0
2022-08-12 07:00:00	ES	Futures	4788.14	4788.14	4781.34	4785.87	11241.0
2022-08-12 07:30:00	ES	Futures	4785.59	4790.12	4784.17	4787.57	6127.0
2022-08-12 08:00:00	ES	Futures	4787.57	4794.37	4784.74	4790.69	14006.0
2022-08-12 08:30:00	ES	Futures	4790.97	4795.79	4789.84	4794.94	12904.0
2022-08-12 09:00:00	ES	Futures	4794.65	4800.32	4792.95	4793.8	17416.0
2022-08-12 09:30:00	ES	Futures	4794.09	4804.0	4787.57	4800.6	132370.0
2022-08-12 10:00:00	ES	Futures	4800.6	4804.0	4782.76	4799.75	128701.0
2022-08-12 10:30:00	ES	Futures	4799.75	4802.58	4790.12	4798.62	87669.0
2022-08-12 11:00:00	ES	Futures	4798.9	4813.63	4797.2	4809.95	93809.0
2022-08-12 11:30:00	ES	Futures	4809.95	4814.48	4808.25	4809.95	59325.0
2022-08-12 12:00:00	ES	Futures	4810.23	4820.15	4809.38	4819.01	50663.0
2022-08-12 12:30:00	ES	Futures	4819.3	4820.71	4816.75	4818.73	37947.0
2022-08-12 13:00:00	ES	Futures	4818.73	4824.4	4817.31	4822.98	41508.0
2022-08-12 13:30:00	ES	Futures	4823.26	4828.36	4821.85	4825.81	35210.0
2022-08-12 14:00:00	ES	Futures	4825.81	4830.63	4824.68	4830.35	33846.0
2022-08-12 14:30:00	ES	Futures	4830.06	4837.71	4830.06	4836.29	47488.0
2022-08-12 15:00:00	ES	Futures	4836.29	4845.64	4834.88	4843.09	73283.0
2022-08-12 15:30:00	ES	Futures	4843.09	4852.72	4840.54	4851.02	155818.0
2022-08-12 16:00:00	ES	Futures	4850.74	4851.31	4847.06	4849.32	71183.0
2022-08-12 16:30:00	ES	Futures	4849.32	4851.87	4848.76	4850.46	6438.0
2022-08-12 00:00:00	NQ	Futures	15437.84	15443.34	15433.8	15436.11	559.0
2022-08-12 00:30:00	NQ	Futures	15434.95	15443.05	15432.35	15435.24	852.0
2022-08-12 01:00:00	NQ	Futures	15434.95	15448.55	15433.22	15443.63	982.0
2022-08-12 01:30:00	NQ	Futures	15443.63	15449.99	15436.69	15449.13	909.0
2022-08-12 02:00:00	NQ	Futures	15449.99	15463.3	15445.08	15450.86	1542.0
2022-08-12 02:30:00	NQ	Futures	15450.28	15458.67	15442.47	15458.09	824.0
2022-08-12 03:00:00	NQ	Futures	15457.22	15478.34	15428.59	15477.47	4613.0
2022-08-12 03:30:00	NQ	Futures	15476.31	15508.13	15467.93	15491.64	4842.0
2022-08-12 04:00:00	NQ	Futures	15493.38	15507.84	15476.31	15499.74	3560.0
2022-08-12 04:30:00	NQ	Futures	15498.87	15512.47	15482.39	15485.28	2983.0
2022-08-12 05:00:00	NQ	Futures	15485.86	15496.27	15478.92	15484.99	2475.0
2022-08-12 05:30:00	NQ	Futures	15485.86	15509.29	15481.23	15497.43	2437.0
2022-08-12 06:00:00	NQ	Futures	15496.85	15497.43	15464.45	15474.0	3376.0
2022-08-12 06:30:00	NQ	Futures	15473.13	15486.15	15459.83	15467.06	2906.0
2022-08-12 07:00:00	NQ	Futures	15467.06	15467.35	15436.11	15450.86	3642.0
2022-08-12 07:30:00	NQ	Futures	15451.15	15470.53	15446.23	15462.14	3273.0

> showing 50 of 3,118 rows — these rows as CSV

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