PREVIEW / futures_30min / 2022-08-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-19.parquet
  size:    93 KB
  rows:    3,077

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
2022-08-19 00:00:00	ES	Futures	4848.19	4849.32	4847.06	4848.47	1733.0
2022-08-19 00:30:00	ES	Futures	4848.76	4849.61	4846.21	4847.06	1338.0
2022-08-19 01:00:00	ES	Futures	4847.06	4847.63	4843.09	4844.51	3085.0
2022-08-19 01:30:00	ES	Futures	4844.51	4846.49	4840.83	4844.51	3454.0
2022-08-19 02:00:00	ES	Futures	4844.51	4844.79	4838.56	4839.41	4348.0
2022-08-19 02:30:00	ES	Futures	4839.41	4839.98	4828.08	4829.5	9117.0
2022-08-19 03:00:00	ES	Futures	4829.5	4836.01	4827.51	4835.16	10509.0
2022-08-19 03:30:00	ES	Futures	4834.88	4837.43	4831.76	4834.03	4493.0
2022-08-19 04:00:00	ES	Futures	4833.74	4836.58	4821.28	4822.7	10628.0
2022-08-19 04:30:00	ES	Futures	4822.7	4822.7	4815.62	4821.0	11700.0
2022-08-19 05:00:00	ES	Futures	4820.71	4823.55	4817.88	4821.28	8063.0
2022-08-19 05:30:00	ES	Futures	4821.28	4826.38	4817.88	4818.73	9991.0
2022-08-19 06:00:00	ES	Futures	4818.73	4821.28	4815.62	4818.73	7414.0
2022-08-19 06:30:00	ES	Futures	4818.73	4819.3	4805.42	4808.82	12879.0
2022-08-19 07:00:00	ES	Futures	4808.82	4813.07	4806.27	4810.23	9099.0
2022-08-19 07:30:00	ES	Futures	4810.8	4815.33	4806.55	4815.33	12304.0
2022-08-19 08:00:00	ES	Futures	4815.05	4817.88	4807.97	4811.37	18175.0
2022-08-19 08:30:00	ES	Futures	4811.08	4819.3	4808.53	4815.33	17036.0
2022-08-19 09:00:00	ES	Futures	4815.33	4826.95	4812.78	4826.1	42932.0
2022-08-19 09:30:00	ES	Futures	4825.81	4828.93	4800.32	4804.57	223773.0
2022-08-19 10:00:00	ES	Futures	4804.57	4808.82	4798.62	4805.13	138035.0
2022-08-19 10:30:00	ES	Futures	4805.13	4808.53	4796.07	4796.64	109631.0
2022-08-19 11:00:00	ES	Futures	4796.92	4799.47	4787.85	4794.37	116687.0
2022-08-19 11:30:00	ES	Futures	4794.37	4803.72	4789.84	4796.92	88185.0
2022-08-19 12:00:00	ES	Futures	4797.2	4803.43	4792.95	4798.05	61973.0
2022-08-19 12:30:00	ES	Futures	4798.05	4810.8	4796.35	4805.98	69920.0
2022-08-19 13:00:00	ES	Futures	4806.27	4810.23	4799.75	4800.32	57891.0
2022-08-19 13:30:00	ES	Futures	4800.32	4802.87	4791.54	4801.17	69185.0
2022-08-19 14:00:00	ES	Futures	4801.17	4802.3	4791.25	4795.79	57783.0
2022-08-19 14:30:00	ES	Futures	4795.79	4797.49	4786.16	4789.27	71689.0
2022-08-19 15:00:00	ES	Futures	4789.27	4796.07	4782.47	4794.94	100883.0
2022-08-19 15:30:00	ES	Futures	4794.94	4800.6	4790.4	4792.95	177641.0
2022-08-19 16:00:00	ES	Futures	4792.95	4794.65	4791.25	4791.82	46260.0
2022-08-19 16:30:00	ES	Futures	4792.1	4792.39	4790.69	4791.25	5846.0
2022-08-19 00:00:00	NQ	Futures	15618.62	15622.96	15613.7	15619.49	641.0
2022-08-19 00:30:00	NQ	Futures	15620.07	15622.38	15606.76	15610.52	890.0
2022-08-19 01:00:00	NQ	Futures	15610.81	15612.83	15592.59	15597.79	1729.0
2022-08-19 01:30:00	NQ	Futures	15596.93	15605.6	15582.46	15597.22	1879.0
2022-08-19 02:00:00	NQ	Futures	15598.37	15600.69	15575.52	15579.28	2138.0
2022-08-19 02:30:00	NQ	Futures	15578.42	15580.73	15534.16	15539.37	5397.0
2022-08-19 03:00:00	NQ	Futures	15538.5	15565.11	15532.14	15560.77	4893.0
2022-08-19 03:30:00	NQ	Futures	15559.9	15569.74	15546.31	15552.96	3217.0
2022-08-19 04:00:00	NQ	Futures	15553.25	15565.4	15492.8	15498.87	7403.0
2022-08-19 04:30:00	NQ	Futures	15498.87	15501.48	15469.95	15500.03	6047.0
2022-08-19 05:00:00	NQ	Futures	15499.45	15513.63	15492.22	15506.11	3549.0
2022-08-19 05:30:00	NQ	Futures	15506.97	15528.67	15494.54	15497.43	4158.0
2022-08-19 06:00:00	NQ	Futures	15495.98	15513.63	15483.54	15504.95	3661.0
2022-08-19 06:30:00	NQ	Futures	15504.95	15508.71	15454.91	15472.26	6099.0
2022-08-19 07:00:00	NQ	Futures	15471.69	15489.91	15460.12	15481.81	4837.0
2022-08-19 07:30:00	NQ	Futures	15482.39	15495.11	15464.45	15493.09	4736.0

> showing 50 of 3,077 rows — these rows as CSV

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