PREVIEW / futures_30min / 2022-08-26

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-26.parquet
  size:    95 KB
  rows:    3,114

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
2022-08-26 00:00:00	ES	Futures	4756.98	4757.26	4753.86	4755.0	2226.0
2022-08-26 00:30:00	ES	Futures	4755.28	4755.85	4753.01	4753.58	1377.0
2022-08-26 01:00:00	ES	Futures	4753.86	4755.0	4752.16	4753.86	2088.0
2022-08-26 01:30:00	ES	Futures	4753.58	4753.58	4749.9	4751.31	3666.0
2022-08-26 02:00:00	ES	Futures	4751.31	4751.6	4748.2	4751.03	4534.0
2022-08-26 02:30:00	ES	Futures	4751.31	4754.15	4751.03	4753.01	3872.0
2022-08-26 03:00:00	ES	Futures	4753.01	4757.83	4749.05	4756.41	9836.0
2022-08-26 03:30:00	ES	Futures	4756.41	4756.98	4745.65	4747.91	7589.0
2022-08-26 04:00:00	ES	Futures	4747.91	4748.2	4743.66	4743.95	7066.0
2022-08-26 04:30:00	ES	Futures	4743.66	4750.75	4741.4	4745.65	7658.0
2022-08-26 05:00:00	ES	Futures	4745.65	4747.35	4741.96	4743.38	6568.0
2022-08-26 05:30:00	ES	Futures	4743.66	4745.36	4739.98	4742.25	5556.0
2022-08-26 06:00:00	ES	Futures	4742.25	4745.36	4740.55	4743.38	4767.0
2022-08-26 06:30:00	ES	Futures	4743.1	4743.66	4738.85	4741.68	6055.0
2022-08-26 07:00:00	ES	Futures	4741.68	4742.81	4736.3	4741.4	7519.0
2022-08-26 07:30:00	ES	Futures	4741.11	4749.9	4740.55	4747.91	10004.0
2022-08-26 08:00:00	ES	Futures	4747.63	4749.9	4745.08	4746.21	14043.0
2022-08-26 08:30:00	ES	Futures	4746.21	4761.23	4742.53	4760.09	44764.0
2022-08-26 09:00:00	ES	Futures	4759.81	4778.51	4758.39	4759.53	50283.0
2022-08-26 09:30:00	ES	Futures	4759.81	4761.79	4744.23	4756.98	100736.0
2022-08-26 10:00:00	ES	Futures	4756.98	4766.04	4702.59	4707.97	262723.0
2022-08-26 10:30:00	ES	Futures	4708.26	4708.26	4674.83	4683.61	230622.0
2022-08-26 11:00:00	ES	Futures	4683.61	4685.03	4652.73	4665.76	178948.0
2022-08-26 11:30:00	ES	Futures	4665.76	4673.7	4658.4	4664.63	110915.0
2022-08-26 12:00:00	ES	Futures	4664.63	4664.63	4646.5	4651.88	93832.0
2022-08-26 12:30:00	ES	Futures	4651.88	4657.27	4644.8	4656.13	80262.0
2022-08-26 13:00:00	ES	Futures	4655.85	4659.82	4649.33	4653.02	71296.0
2022-08-26 13:30:00	ES	Futures	4653.02	4653.3	4639.42	4641.69	63225.0
2022-08-26 14:00:00	ES	Futures	4641.69	4644.52	4629.79	4634.89	81467.0
2022-08-26 14:30:00	ES	Futures	4634.89	4637.15	4621.86	4622.99	91565.0
2022-08-26 15:00:00	ES	Futures	4622.99	4628.66	4615.06	4619.31	115840.0
2022-08-26 15:30:00	ES	Futures	4619.31	4620.72	4598.35	4599.2	313613.0
2022-08-26 16:00:00	ES	Futures	4599.2	4599.76	4588.15	4594.95	85253.0
2022-08-26 16:30:00	ES	Futures	4594.66	4599.2	4580.78	4580.78	16188.0
2022-08-26 00:00:00	NQ	Futures	15215.42	15216.58	15205.01	15210.21	973.0
2022-08-26 00:30:00	NQ	Futures	15210.79	15213.11	15198.64	15200.67	770.0
2022-08-26 01:00:00	NQ	Futures	15201.25	15205.01	15192.28	15198.07	1134.0
2022-08-26 01:30:00	NQ	Futures	15196.91	15197.49	15174.35	15179.84	2351.0
2022-08-26 02:00:00	NQ	Futures	15179.27	15182.45	15166.83	15176.66	2138.0
2022-08-26 02:30:00	NQ	Futures	15176.37	15191.41	15176.37	15188.81	1578.0
2022-08-26 03:00:00	NQ	Futures	15188.23	15209.35	15175.22	15202.4	3823.0
2022-08-26 03:30:00	NQ	Futures	15202.4	15206.16	15161.91	15166.83	3670.0
2022-08-26 04:00:00	NQ	Futures	15167.41	15168.27	15144.56	15150.92	4464.0
2022-08-26 04:30:00	NQ	Futures	15150.34	15176.95	15141.09	15154.1	3485.0
2022-08-26 05:00:00	NQ	Futures	15153.81	15159.6	15138.77	15143.4	3523.0
2022-08-26 05:30:00	NQ	Futures	15143.69	15148.61	15127.78	15139.06	3459.0
2022-08-26 06:00:00	NQ	Futures	15139.06	15152.37	15130.67	15146.29	2336.0
2022-08-26 06:30:00	NQ	Futures	15146.0	15148.03	15130.67	15143.69	2169.0
2022-08-26 07:00:00	NQ	Futures	15143.69	15149.76	15119.68	15146.0	3945.0
2022-08-26 07:30:00	NQ	Futures	15144.27	15176.08	15141.95	15166.54	4818.0

> showing 50 of 3,114 rows — these rows as CSV

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