PREVIEW / futures_30min / 2022-08-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-18.parquet
  size:    111 KB
  rows:    3,842

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
2022-08-18 00:00:00	ES	Futures	4841.11	4843.38	4840.26	4843.09	982.0
2022-08-18 00:30:00	ES	Futures	4843.09	4843.66	4837.43	4837.71	1769.0
2022-08-18 01:00:00	ES	Futures	4837.71	4842.81	4837.43	4842.81	1672.0
2022-08-18 01:30:00	ES	Futures	4842.81	4842.81	4833.74	4834.03	3159.0
2022-08-18 02:00:00	ES	Futures	4833.74	4838.28	4830.91	4833.18	4659.0
2022-08-18 02:30:00	ES	Futures	4833.18	4833.18	4825.25	4826.66	5597.0
2022-08-18 03:00:00	ES	Futures	4826.66	4833.74	4824.68	4832.33	7803.0
2022-08-18 03:30:00	ES	Futures	4832.05	4835.73	4830.06	4832.89	3629.0
2022-08-18 04:00:00	ES	Futures	4833.18	4837.43	4830.35	4832.05	4327.0
2022-08-18 04:30:00	ES	Futures	4832.05	4842.53	4831.2	4842.24	6054.0
2022-08-18 05:00:00	ES	Futures	4842.53	4848.76	4841.11	4846.49	5896.0
2022-08-18 05:30:00	ES	Futures	4846.78	4853.01	4845.08	4851.87	5778.0
2022-08-18 06:00:00	ES	Futures	4851.87	4858.67	4851.02	4852.44	7580.0
2022-08-18 06:30:00	ES	Futures	4852.72	4855.56	4848.76	4849.89	5546.0
2022-08-18 07:00:00	ES	Futures	4850.17	4853.29	4847.91	4847.91	4890.0
2022-08-18 07:30:00	ES	Futures	4848.19	4856.97	4847.63	4856.69	7165.0
2022-08-18 08:00:00	ES	Futures	4856.69	4864.05	4853.86	4854.14	17390.0
2022-08-18 08:30:00	ES	Futures	4854.71	4855.27	4847.63	4854.14	18179.0
2022-08-18 09:00:00	ES	Futures	4854.14	4855.27	4845.36	4847.06	20974.0
2022-08-18 09:30:00	ES	Futures	4846.78	4849.32	4835.16	4837.71	148560.0
2022-08-18 10:00:00	ES	Futures	4837.43	4844.51	4831.48	4838.56	106832.0
2022-08-18 10:30:00	ES	Futures	4838.84	4852.72	4834.59	4845.64	96046.0
2022-08-18 11:00:00	ES	Futures	4845.64	4856.12	4838.84	4854.71	84407.0
2022-08-18 11:30:00	ES	Futures	4854.42	4861.79	4852.16	4855.84	75021.0
2022-08-18 12:00:00	ES	Futures	4855.84	4858.96	4841.96	4843.94	67343.0
2022-08-18 12:30:00	ES	Futures	4843.94	4845.64	4835.44	4841.39	67165.0
2022-08-18 13:00:00	ES	Futures	4841.39	4850.17	4839.13	4848.47	76661.0
2022-08-18 13:30:00	ES	Futures	4848.76	4853.01	4845.64	4848.19	56431.0
2022-08-18 14:00:00	ES	Futures	4848.19	4854.71	4845.64	4853.29	55163.0
2022-08-18 14:30:00	ES	Futures	4853.29	4858.39	4847.91	4855.84	54723.0
2022-08-18 15:00:00	ES	Futures	4856.12	4865.75	4854.42	4864.34	68084.0
2022-08-18 15:30:00	ES	Futures	4864.05	4867.17	4852.16	4859.24	146184.0
2022-08-18 16:00:00	ES	Futures	4858.96	4860.94	4854.71	4858.39	41944.0
2022-08-18 16:30:00	ES	Futures	4858.11	4859.81	4857.82	4858.96	4599.0
2022-08-18 18:00:00	ES	Futures	4857.54	4858.67	4853.86	4856.69	2510.0
2022-08-18 18:30:00	ES	Futures	4856.69	4857.26	4855.56	4855.56	854.0
2022-08-18 19:00:00	ES	Futures	4855.56	4856.41	4854.14	4856.12	888.0
2022-08-18 19:30:00	ES	Futures	4856.41	4856.97	4853.86	4856.69	1863.0
2022-08-18 20:00:00	ES	Futures	4856.69	4858.67	4848.76	4849.32	6097.0
2022-08-18 20:30:00	ES	Futures	4849.32	4851.59	4848.47	4850.46	3305.0
2022-08-18 21:00:00	ES	Futures	4850.46	4852.72	4849.32	4850.17	2730.0
2022-08-18 21:30:00	ES	Futures	4850.46	4851.59	4846.21	4851.02	4220.0
2022-08-18 22:00:00	ES	Futures	4851.02	4851.87	4849.04	4850.46	2162.0
2022-08-18 22:30:00	ES	Futures	4850.46	4855.27	4850.46	4854.99	2723.0
2022-08-18 23:00:00	ES	Futures	4855.27	4855.56	4852.72	4852.72	1666.0
2022-08-18 23:30:00	ES	Futures	4852.72	4853.01	4848.19	4848.47	2869.0
2022-08-18 00:00:00	NQ	Futures	15587.09	15593.46	15582.46	15592.01	454.0
2022-08-18 00:30:00	NQ	Futures	15591.14	15594.32	15575.52	15576.97	669.0
2022-08-18 01:00:00	NQ	Futures	15577.26	15596.06	15574.94	15594.9	1055.0
2022-08-18 01:30:00	NQ	Futures	15594.61	15595.77	15561.64	15562.8	1734.0

> showing 50 of 3,842 rows — these rows as CSV

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