PREVIEW / futures_30min / 2022-08-31

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-08-31.parquet
  size:    114 KB
  rows:    3,881

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
2022-08-31 00:00:00	ES	Futures	4543.67	4545.66	4543.67	4543.96	3231.0
2022-08-31 00:30:00	ES	Futures	4543.96	4553.02	4543.11	4547.64	6476.0
2022-08-31 01:00:00	ES	Futures	4547.64	4552.46	4544.24	4547.92	3728.0
2022-08-31 01:30:00	ES	Futures	4547.92	4548.49	4540.84	4546.22	5129.0
2022-08-31 02:00:00	ES	Futures	4546.22	4550.19	4541.41	4542.54	6985.0
2022-08-31 02:30:00	ES	Futures	4542.54	4543.67	4539.14	4542.82	4953.0
2022-08-31 03:00:00	ES	Futures	4542.82	4546.51	4535.74	4538.58	11655.0
2022-08-31 03:30:00	ES	Futures	4538.29	4538.29	4524.41	4526.4	13389.0
2022-08-31 04:00:00	ES	Futures	4526.11	4531.78	4516.2	4520.73	15104.0
2022-08-31 04:30:00	ES	Futures	4520.45	4529.23	4516.2	4522.15	10357.0
2022-08-31 05:00:00	ES	Futures	4522.15	4522.15	4510.25	4511.38	14552.0
2022-08-31 05:30:00	ES	Futures	4511.1	4517.05	4508.83	4513.36	11508.0
2022-08-31 06:00:00	ES	Futures	4513.36	4527.53	4510.25	4525.26	12634.0
2022-08-31 06:30:00	ES	Futures	4525.26	4537.16	4519.03	4528.66	15843.0
2022-08-31 07:00:00	ES	Futures	4528.38	4536.03	4526.11	4529.79	11825.0
2022-08-31 07:30:00	ES	Futures	4529.79	4531.78	4523.0	4529.79	10800.0
2022-08-31 08:00:00	ES	Futures	4529.51	4540.56	4526.68	4534.89	25020.0
2022-08-31 08:30:00	ES	Futures	4534.61	4540.28	4527.81	4537.16	25317.0
2022-08-31 09:00:00	ES	Futures	4537.16	4546.51	4536.03	4536.88	43772.0
2022-08-31 09:30:00	ES	Futures	4536.88	4551.61	4516.76	4533.19	243215.0
2022-08-31 10:00:00	ES	Futures	4533.19	4534.61	4512.8	4516.2	193912.0
2022-08-31 10:30:00	ES	Futures	4515.91	4533.19	4509.68	4517.9	164285.0
2022-08-31 11:00:00	ES	Futures	4517.9	4518.46	4500.33	4509.4	140285.0
2022-08-31 11:30:00	ES	Futures	4509.68	4529.51	4504.58	4526.11	106058.0
2022-08-31 12:00:00	ES	Futures	4526.11	4528.66	4512.23	4515.35	70775.0
2022-08-31 12:30:00	ES	Futures	4515.63	4519.31	4506.28	4511.1	60124.0
2022-08-31 13:00:00	ES	Futures	4510.82	4519.03	4498.92	4504.3	69269.0
2022-08-31 13:30:00	ES	Futures	4504.3	4506.85	4493.54	4500.33	78054.0
2022-08-31 14:00:00	ES	Futures	4500.33	4506.57	4494.39	4498.35	86703.0
2022-08-31 14:30:00	ES	Futures	4498.63	4499.77	4483.05	4490.7	107251.0
2022-08-31 15:00:00	ES	Futures	4490.7	4514.21	4487.02	4499.77	136292.0
2022-08-31 15:30:00	ES	Futures	4499.77	4513.65	4481.07	4482.2	414463.0
2022-08-31 16:00:00	ES	Futures	4482.2	4488.15	4479.09	4487.87	82596.0
2022-08-31 16:30:00	ES	Futures	4488.15	4489.0	4485.04	4487.59	6365.0
2022-08-31 18:00:00	ES	Futures	4484.75	4488.15	4470.31	4472.01	10581.0
2022-08-31 18:30:00	ES	Futures	4472.29	4473.14	4466.34	4471.72	6737.0
2022-08-31 19:00:00	ES	Futures	4471.72	4472.01	4455.58	4455.58	8859.0
2022-08-31 19:30:00	ES	Futures	4455.86	4461.81	4452.18	4459.54	9503.0
2022-08-31 20:00:00	ES	Futures	4459.83	4463.23	4454.73	4459.54	10105.0
2022-08-31 20:30:00	ES	Futures	4459.54	4460.39	4446.23	4453.88	13082.0
2022-08-31 21:00:00	ES	Futures	4453.88	4460.39	4453.03	4457.28	6846.0
2022-08-31 21:30:00	ES	Futures	4457.56	4459.26	4452.46	4457.84	6521.0
2022-08-31 22:00:00	ES	Futures	4457.56	4462.38	4456.71	4459.54	6783.0
2022-08-31 22:30:00	ES	Futures	4459.54	4459.54	4454.73	4457.28	4368.0
2022-08-31 23:00:00	ES	Futures	4457.56	4459.26	4455.01	4456.43	3368.0
2022-08-31 23:30:00	ES	Futures	4456.43	4458.13	4448.5	4449.91	5770.0
2022-08-31 00:00:00	NQ	Futures	14392.25	14397.16	14385.88	14387.62	1137.0
2022-08-31 00:30:00	NQ	Futures	14386.75	14451.54	14383.86	14407.58	3380.0
2022-08-31 01:00:00	NQ	Futures	14408.15	14433.03	14397.16	14414.23	1941.0
2022-08-31 01:30:00	NQ	Futures	14415.38	14415.38	14384.73	14404.97	2434.0

> showing 50 of 3,881 rows — these rows as CSV

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