PREVIEW / futures_30min / 2022-08-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-22.parquet
  size:    111 KB
  rows:    3,814

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
2022-08-22 00:00:00	ES	Futures	4776.24	4776.81	4773.97	4774.26	1897.0
2022-08-22 00:30:00	ES	Futures	4774.54	4774.82	4771.42	4771.42	1561.0
2022-08-22 01:00:00	ES	Futures	4771.71	4775.11	4769.73	4773.97	2987.0
2022-08-22 01:30:00	ES	Futures	4773.97	4774.54	4769.73	4770.01	2501.0
2022-08-22 02:00:00	ES	Futures	4770.29	4771.42	4763.21	4767.74	6623.0
2022-08-22 02:30:00	ES	Futures	4767.46	4768.03	4762.08	4767.46	5270.0
2022-08-22 03:00:00	ES	Futures	4767.46	4773.69	4754.15	4754.71	14012.0
2022-08-22 03:30:00	ES	Futures	4755.0	4755.85	4743.95	4746.5	14935.0
2022-08-22 04:00:00	ES	Futures	4746.5	4747.63	4737.72	4741.4	16882.0
2022-08-22 04:30:00	ES	Futures	4741.4	4743.1	4734.32	4741.68	13409.0
2022-08-22 05:00:00	ES	Futures	4741.4	4742.53	4736.87	4738.28	8253.0
2022-08-22 05:30:00	ES	Futures	4738.28	4739.98	4731.2	4738.0	11404.0
2022-08-22 06:00:00	ES	Futures	4738.28	4744.51	4737.15	4740.55	9860.0
2022-08-22 06:30:00	ES	Futures	4740.55	4744.51	4738.0	4741.68	6583.0
2022-08-22 07:00:00	ES	Futures	4741.96	4746.5	4739.42	4740.83	7992.0
2022-08-22 07:30:00	ES	Futures	4740.83	4742.81	4737.15	4741.96	7654.0
2022-08-22 08:00:00	ES	Futures	4741.68	4741.68	4734.88	4737.15	14019.0
2022-08-22 08:30:00	ES	Futures	4737.15	4740.27	4734.88	4735.17	15152.0
2022-08-22 09:00:00	ES	Futures	4735.17	4739.13	4733.75	4734.88	23307.0
2022-08-22 09:30:00	ES	Futures	4734.88	4736.87	4718.17	4724.97	190973.0
2022-08-22 10:00:00	ES	Futures	4724.97	4725.54	4707.69	4709.67	136191.0
2022-08-22 10:30:00	ES	Futures	4709.96	4716.47	4703.72	4703.72	122684.0
2022-08-22 11:00:00	ES	Futures	4703.72	4715.34	4703.44	4711.09	91920.0
2022-08-22 11:30:00	ES	Futures	4711.09	4719.59	4708.82	4716.47	84356.0
2022-08-22 12:00:00	ES	Futures	4716.47	4719.87	4710.24	4712.5	71491.0
2022-08-22 12:30:00	ES	Futures	4712.79	4717.6	4707.41	4713.07	64036.0
2022-08-22 13:00:00	ES	Futures	4712.79	4713.64	4700.32	4700.89	73621.0
2022-08-22 13:30:00	ES	Futures	4701.17	4701.46	4691.26	4692.68	73833.0
2022-08-22 14:00:00	ES	Futures	4692.39	4694.94	4689.28	4691.54	66678.0
2022-08-22 14:30:00	ES	Futures	4691.54	4692.96	4683.04	4686.73	69738.0
2022-08-22 15:00:00	ES	Futures	4686.73	4697.21	4686.44	4690.13	87138.0
2022-08-22 15:30:00	ES	Futures	4690.41	4695.79	4681.34	4694.09	243400.0
2022-08-22 16:00:00	ES	Futures	4694.09	4698.62	4692.96	4697.77	51811.0
2022-08-22 16:30:00	ES	Futures	4698.06	4699.19	4697.49	4698.34	5940.0
2022-08-22 18:00:00	ES	Futures	4698.91	4699.76	4695.22	4698.62	3307.0
2022-08-22 18:30:00	ES	Futures	4698.62	4702.59	4698.34	4701.17	2555.0
2022-08-22 19:00:00	ES	Futures	4700.89	4703.16	4700.04	4701.17	2481.0
2022-08-22 19:30:00	ES	Futures	4700.89	4705.99	4700.04	4704.86	3848.0
2022-08-22 20:00:00	ES	Futures	4705.14	4706.27	4701.17	4705.99	5213.0
2022-08-22 20:30:00	ES	Futures	4705.71	4705.99	4695.22	4696.36	5160.0
2022-08-22 21:00:00	ES	Futures	4696.07	4702.87	4694.66	4701.74	5385.0
2022-08-22 21:30:00	ES	Futures	4701.74	4702.59	4695.79	4696.64	5033.0
2022-08-22 22:00:00	ES	Futures	4696.36	4700.89	4696.36	4698.34	2031.0
2022-08-22 22:30:00	ES	Futures	4698.06	4704.29	4697.77	4703.16	3210.0
2022-08-22 23:00:00	ES	Futures	4703.16	4704.29	4700.89	4701.17	2230.0
2022-08-22 23:30:00	ES	Futures	4701.46	4701.46	4698.34	4698.91	2213.0
2022-08-22 00:00:00	NQ	Futures	15279.92	15280.5	15272.11	15273.56	696.0
2022-08-22 00:30:00	NQ	Futures	15274.14	15276.45	15260.25	15260.25	1078.0
2022-08-22 01:00:00	NQ	Futures	15261.12	15267.48	15245.79	15266.04	2132.0
2022-08-22 01:30:00	NQ	Futures	15265.75	15268.64	15252.15	15255.62	1052.0

> showing 50 of 3,814 rows — these rows as CSV

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