PREVIEW / futures_30min / 2022-09-02

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-02.parquet
  size:    96 KB
  rows:    3,124

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
2022-09-02 00:00:00	ES	Futures	4492.12	4498.63	4492.12	4498.07	2679.0
2022-09-02 00:30:00	ES	Futures	4498.35	4498.92	4493.54	4498.35	3169.0
2022-09-02 01:00:00	ES	Futures	4498.35	4499.2	4490.99	4491.84	2745.0
2022-09-02 01:30:00	ES	Futures	4491.55	4491.55	4485.6	4488.15	4072.0
2022-09-02 02:00:00	ES	Futures	4488.15	4492.69	4481.64	4492.69	7147.0
2022-09-02 02:30:00	ES	Futures	4492.69	4501.18	4491.84	4500.62	8309.0
2022-09-02 03:00:00	ES	Futures	4500.62	4501.47	4484.47	4491.55	13176.0
2022-09-02 03:30:00	ES	Futures	4491.84	4493.54	4485.89	4488.44	6161.0
2022-09-02 04:00:00	ES	Futures	4488.15	4500.9	4487.87	4498.63	6988.0
2022-09-02 04:30:00	ES	Futures	4498.63	4503.73	4496.37	4501.47	9100.0
2022-09-02 05:00:00	ES	Futures	4501.18	4501.18	4495.8	4498.35	4492.0
2022-09-02 05:30:00	ES	Futures	4498.63	4499.77	4494.39	4499.48	5083.0
2022-09-02 06:00:00	ES	Futures	4499.48	4501.18	4490.7	4490.7	6741.0
2022-09-02 06:30:00	ES	Futures	4490.99	4494.39	4487.02	4493.54	8362.0
2022-09-02 07:00:00	ES	Futures	4493.54	4495.8	4487.02	4489.0	11830.0
2022-09-02 07:30:00	ES	Futures	4489.0	4499.2	4488.72	4496.65	8864.0
2022-09-02 08:00:00	ES	Futures	4496.65	4504.3	4494.39	4501.47	16908.0
2022-09-02 08:30:00	ES	Futures	4501.18	4534.61	4492.97	4527.81	129452.0
2022-09-02 09:00:00	ES	Futures	4527.53	4542.82	4523.0	4539.71	56462.0
2022-09-02 09:30:00	ES	Futures	4539.43	4541.13	4509.12	4513.65	223523.0
2022-09-02 10:00:00	ES	Futures	4513.93	4540.28	4502.03	4539.99	178268.0
2022-09-02 10:30:00	ES	Futures	4540.28	4554.16	4534.33	4540.56	165484.0
2022-09-02 11:00:00	ES	Futures	4540.28	4550.47	4538.29	4545.94	105882.0
2022-09-02 11:30:00	ES	Futures	4546.22	4551.89	4536.88	4549.34	77543.0
2022-09-02 12:00:00	ES	Futures	4549.62	4552.17	4519.03	4519.88	124048.0
2022-09-02 12:30:00	ES	Futures	4519.6	4521.58	4488.44	4496.65	182568.0
2022-09-02 13:00:00	ES	Futures	4496.93	4496.93	4459.26	4461.81	200757.0
2022-09-02 13:30:00	ES	Futures	4461.81	4472.57	4447.36	4449.06	138894.0
2022-09-02 14:00:00	ES	Futures	4449.06	4465.78	4447.93	4464.64	118956.0
2022-09-02 14:30:00	ES	Futures	4464.64	4467.76	4449.91	4451.61	100175.0
2022-09-02 15:00:00	ES	Futures	4451.61	4468.04	4445.38	4452.18	117674.0
2022-09-02 15:30:00	ES	Futures	4452.18	4452.46	4425.83	4447.93	261947.0
2022-09-02 16:00:00	ES	Futures	4448.21	4455.29	4446.51	4454.73	78688.0
2022-09-02 16:30:00	ES	Futures	4454.44	4457.84	4453.88	4456.71	7047.0
2022-09-02 00:00:00	NQ	Futures	14203.66	14236.64	14203.66	14234.9	1935.0
2022-09-02 00:30:00	NQ	Futures	14235.19	14245.89	14217.55	14232.01	2216.0
2022-09-02 01:00:00	NQ	Futures	14232.01	14238.37	14205.69	14209.16	2036.0
2022-09-02 01:30:00	NQ	Futures	14208.58	14209.45	14181.39	14191.8	2742.0
2022-09-02 02:00:00	NQ	Futures	14192.38	14211.18	14166.06	14211.18	4361.0
2022-09-02 02:30:00	NQ	Futures	14210.89	14248.2	14207.42	14245.31	4523.0
2022-09-02 03:00:00	NQ	Futures	14245.31	14247.63	14181.97	14210.89	7616.0
2022-09-02 03:30:00	NQ	Futures	14212.05	14218.41	14186.31	14200.77	4027.0
2022-09-02 04:00:00	NQ	Futures	14199.9	14240.11	14198.17	14228.25	4219.0
2022-09-02 04:30:00	NQ	Futures	14228.54	14246.76	14218.12	14235.77	4648.0
2022-09-02 05:00:00	NQ	Futures	14234.9	14235.48	14209.74	14221.02	2881.0
2022-09-02 05:30:00	NQ	Futures	14221.88	14222.46	14199.9	14216.39	2391.0
2022-09-02 06:00:00	NQ	Futures	14216.97	14223.04	14175.61	14176.18	4094.0
2022-09-02 06:30:00	NQ	Futures	14176.76	14186.89	14161.72	14184.28	4749.0
2022-09-02 07:00:00	NQ	Futures	14183.7	14192.96	14162.3	14174.16	4865.0
2022-09-02 07:30:00	NQ	Futures	14174.16	14214.94	14173.87	14202.22	4467.0

> showing 50 of 3,124 rows — these rows as CSV

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