PREVIEW / futures_30min / 2022-09-01

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-01.parquet
  size:    111 KB
  rows:    3,894

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
2022-09-01 00:00:00	ES	Futures	4450.2	4453.88	4449.91	4452.18	2691.0
2022-09-01 00:30:00	ES	Futures	4452.46	4458.98	4451.61	4458.41	3713.0
2022-09-01 01:00:00	ES	Futures	4458.13	4460.39	4454.73	4460.11	3585.0
2022-09-01 01:30:00	ES	Futures	4460.39	4460.39	4452.46	4455.01	6623.0
2022-09-01 02:00:00	ES	Futures	4455.29	4457.84	4443.96	4450.48	14320.0
2022-09-01 02:30:00	ES	Futures	4450.76	4460.68	4449.63	4456.99	12387.0
2022-09-01 03:00:00	ES	Futures	4456.71	4464.36	4448.5	4448.5	16707.0
2022-09-01 03:30:00	ES	Futures	4448.5	4456.14	4446.23	4453.59	10997.0
2022-09-01 04:00:00	ES	Futures	4453.31	4457.28	4447.93	4448.21	10933.0
2022-09-01 04:30:00	ES	Futures	4448.21	4449.63	4442.83	4447.36	12149.0
2022-09-01 05:00:00	ES	Futures	4447.08	4451.89	4442.83	4447.65	9450.0
2022-09-01 05:30:00	ES	Futures	4447.36	4456.14	4444.25	4452.74	9985.0
2022-09-01 06:00:00	ES	Futures	4453.03	4454.16	4449.35	4452.74	8056.0
2022-09-01 06:30:00	ES	Futures	4452.74	4454.44	4448.21	4452.46	7099.0
2022-09-01 07:00:00	ES	Futures	4452.18	4464.08	4452.18	4461.24	12375.0
2022-09-01 07:30:00	ES	Futures	4460.96	4473.71	4459.26	4466.34	15947.0
2022-09-01 08:00:00	ES	Futures	4466.62	4470.59	4459.83	4462.38	17758.0
2022-09-01 08:30:00	ES	Futures	4462.66	4465.78	4450.48	4452.18	34709.0
2022-09-01 09:00:00	ES	Futures	4452.18	4457.56	4447.93	4455.01	36813.0
2022-09-01 09:30:00	ES	Futures	4455.29	4462.09	4444.81	4454.73	209704.0
2022-09-01 10:00:00	ES	Futures	4454.73	4459.83	4428.95	4452.46	212002.0
2022-09-01 10:30:00	ES	Futures	4452.74	4452.74	4423.85	4426.4	169330.0
2022-09-01 11:00:00	ES	Futures	4426.12	4445.66	4423.0	4432.35	150411.0
2022-09-01 11:30:00	ES	Futures	4432.63	4452.46	4430.08	4436.03	114627.0
2022-09-01 12:00:00	ES	Futures	4435.75	4449.06	4435.18	4442.26	81788.0
2022-09-01 12:30:00	ES	Futures	4442.26	4443.96	4425.83	4431.22	69461.0
2022-09-01 13:00:00	ES	Futures	4431.22	4457.84	4428.38	4456.71	104227.0
2022-09-01 13:30:00	ES	Futures	4456.43	4458.69	4443.68	4446.8	70711.0
2022-09-01 14:00:00	ES	Futures	4447.08	4473.14	4443.4	4470.02	111651.0
2022-09-01 14:30:00	ES	Futures	4469.74	4479.66	4462.66	4470.87	127853.0
2022-09-01 15:00:00	ES	Futures	4470.87	4485.32	4467.76	4468.04	122920.0
2022-09-01 15:30:00	ES	Futures	4468.04	4499.77	4463.51	4495.52	199381.0
2022-09-01 16:00:00	ES	Futures	4495.52	4496.37	4486.74	4495.52	58421.0
2022-09-01 16:30:00	ES	Futures	4495.52	4498.35	4493.82	4496.09	6041.0
2022-09-01 18:00:00	ES	Futures	4495.52	4503.17	4495.52	4499.77	5510.0
2022-09-01 18:30:00	ES	Futures	4499.48	4499.48	4492.4	4495.52	3617.0
2022-09-01 19:00:00	ES	Futures	4495.8	4495.8	4492.97	4495.24	1689.0
2022-09-01 19:30:00	ES	Futures	4494.95	4498.35	4491.84	4497.78	3402.0
2022-09-01 20:00:00	ES	Futures	4497.5	4498.63	4490.42	4495.24	5689.0
2022-09-01 20:30:00	ES	Futures	4495.52	4496.09	4491.27	4493.82	2912.0
2022-09-01 21:00:00	ES	Futures	4493.54	4496.09	4490.7	4492.69	3338.0
2022-09-01 21:30:00	ES	Futures	4492.97	4494.67	4489.29	4492.69	3700.0
2022-09-01 22:00:00	ES	Futures	4492.69	4492.69	4484.75	4486.17	3806.0
2022-09-01 22:30:00	ES	Futures	4486.17	4490.42	4485.89	4489.57	2434.0
2022-09-01 23:00:00	ES	Futures	4489.57	4494.1	4489.0	4491.55	2723.0
2022-09-01 23:30:00	ES	Futures	4491.55	4493.25	4491.55	4492.4	1351.0
2022-09-01 00:00:00	NQ	Futures	14041.11	14053.55	14038.51	14047.76	2371.0
2022-09-01 00:30:00	NQ	Futures	14048.34	14075.24	14045.16	14070.32	2421.0
2022-09-01 01:00:00	NQ	Futures	14070.03	14077.84	14058.17	14076.98	2304.0
2022-09-01 01:30:00	NQ	Futures	14076.98	14076.98	14048.92	14058.17	3006.0

> showing 50 of 3,894 rows — these rows as CSV

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