PREVIEW / futures_30min / 2022-08-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-23.parquet
  size:    110 KB
  rows:    3,797

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
2022-08-23 00:00:00	ES	Futures	4698.62	4700.32	4696.64	4697.21	2124.0
2022-08-23 00:30:00	ES	Futures	4697.21	4698.34	4691.54	4693.81	3111.0
2022-08-23 01:00:00	ES	Futures	4693.53	4694.66	4684.18	4685.31	6662.0
2022-08-23 01:30:00	ES	Futures	4685.31	4687.58	4681.34	4685.59	5121.0
2022-08-23 02:00:00	ES	Futures	4685.31	4689.84	4671.43	4672.56	12150.0
2022-08-23 02:30:00	ES	Futures	4672.28	4675.96	4666.05	4673.98	10226.0
2022-08-23 03:00:00	ES	Futures	4674.26	4696.92	4673.7	4693.24	15871.0
2022-08-23 03:30:00	ES	Futures	4693.24	4702.87	4687.86	4700.61	13931.0
2022-08-23 04:00:00	ES	Futures	4700.32	4710.24	4700.32	4703.44	10128.0
2022-08-23 04:30:00	ES	Futures	4703.16	4707.41	4700.32	4700.89	5982.0
2022-08-23 05:00:00	ES	Futures	4700.61	4704.57	4697.49	4697.77	5705.0
2022-08-23 05:30:00	ES	Futures	4697.77	4706.27	4696.07	4705.42	5307.0
2022-08-23 06:00:00	ES	Futures	4705.42	4705.42	4693.24	4693.81	6687.0
2022-08-23 06:30:00	ES	Futures	4693.53	4703.72	4693.53	4696.64	7844.0
2022-08-23 07:00:00	ES	Futures	4696.64	4699.47	4691.83	4694.09	7327.0
2022-08-23 07:30:00	ES	Futures	4694.09	4702.31	4693.24	4700.61	9802.0
2022-08-23 08:00:00	ES	Futures	4700.61	4701.74	4693.24	4697.49	13006.0
2022-08-23 08:30:00	ES	Futures	4697.77	4698.91	4687.01	4688.99	20698.0
2022-08-23 09:00:00	ES	Futures	4689.28	4690.98	4683.04	4687.58	24551.0
2022-08-23 09:30:00	ES	Futures	4687.58	4705.71	4681.06	4698.34	194076.0
2022-08-23 10:00:00	ES	Futures	4698.06	4715.62	4692.68	4699.76	168672.0
2022-08-23 10:30:00	ES	Futures	4700.04	4710.52	4685.31	4687.01	132802.0
2022-08-23 11:00:00	ES	Futures	4687.01	4694.38	4676.81	4685.88	118250.0
2022-08-23 11:30:00	ES	Futures	4685.59	4694.38	4684.18	4687.58	72064.0
2022-08-23 12:00:00	ES	Futures	4687.58	4688.14	4673.98	4674.83	74623.0
2022-08-23 12:30:00	ES	Futures	4674.55	4690.69	4674.26	4688.99	69742.0
2022-08-23 13:00:00	ES	Futures	4689.28	4693.53	4681.91	4691.83	66785.0
2022-08-23 13:30:00	ES	Futures	4692.11	4694.94	4677.1	4681.91	63793.0
2022-08-23 14:00:00	ES	Futures	4682.19	4690.98	4678.8	4689.56	56261.0
2022-08-23 14:30:00	ES	Futures	4689.28	4691.54	4681.91	4686.16	55930.0
2022-08-23 15:00:00	ES	Futures	4686.16	4694.09	4685.59	4689.28	62368.0
2022-08-23 15:30:00	ES	Futures	4689.28	4690.69	4678.51	4680.78	138554.0
2022-08-23 16:00:00	ES	Futures	4681.06	4683.33	4677.1	4679.65	36801.0
2022-08-23 16:30:00	ES	Futures	4679.65	4679.65	4676.81	4677.38	4576.0
2022-08-23 18:00:00	ES	Futures	4677.66	4681.34	4675.96	4680.49	2519.0
2022-08-23 18:30:00	ES	Futures	4680.21	4681.63	4678.51	4680.49	1268.0
2022-08-23 19:00:00	ES	Futures	4680.78	4683.04	4680.78	4681.06	1705.0
2022-08-23 19:30:00	ES	Futures	4681.06	4681.06	4676.81	4678.23	2812.0
2022-08-23 20:00:00	ES	Futures	4678.23	4681.34	4676.53	4677.66	4101.0
2022-08-23 20:30:00	ES	Futures	4677.66	4679.65	4673.98	4675.96	3505.0
2022-08-23 21:00:00	ES	Futures	4675.68	4676.81	4673.98	4673.98	3339.0
2022-08-23 21:30:00	ES	Futures	4673.98	4675.68	4663.5	4667.18	10743.0
2022-08-23 22:00:00	ES	Futures	4667.46	4669.16	4664.91	4668.03	3793.0
2022-08-23 22:30:00	ES	Futures	4667.75	4668.03	4661.52	4663.78	5147.0
2022-08-23 23:00:00	ES	Futures	4663.78	4665.48	4662.08	4663.22	2419.0
2022-08-23 23:30:00	ES	Futures	4663.22	4665.48	4663.22	4663.78	1649.0
2022-08-23 00:00:00	NQ	Futures	14963.49	14968.7	14956.84	14961.76	899.0
2022-08-23 00:30:00	NQ	Futures	14961.18	14967.83	14941.22	14946.72	1392.0
2022-08-23 01:00:00	NQ	Futures	14945.27	14948.45	14909.98	14914.61	3476.0
2022-08-23 01:30:00	NQ	Futures	14914.61	14925.02	14897.84	14916.93	2673.0

> showing 50 of 3,797 rows — these rows as CSV

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