PREVIEW / futures_30min / 2022-09-05

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-05.parquet
  size:    86 KB
  rows:    3,007

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
2022-09-05 00:00:00	ES	Futures	4456.71	4457.84	4453.31	4457.56	2207.0
2022-09-05 00:30:00	ES	Futures	4457.56	4458.98	4454.73	4455.58	1829.0
2022-09-05 01:00:00	ES	Futures	4455.86	4456.14	4448.5	4449.06	3429.0
2022-09-05 01:30:00	ES	Futures	4448.78	4450.48	4446.23	4447.36	3245.0
2022-09-05 02:00:00	ES	Futures	4447.65	4458.69	4445.66	4457.56	5836.0
2022-09-05 02:30:00	ES	Futures	4457.84	4464.08	4451.61	4460.39	5967.0
2022-09-05 03:00:00	ES	Futures	4460.68	4466.91	4451.04	4453.59	11153.0
2022-09-05 03:30:00	ES	Futures	4454.16	4458.98	4443.11	4449.91	8471.0
2022-09-05 04:00:00	ES	Futures	4449.63	4451.89	4443.4	4451.33	5185.0
2022-09-05 04:30:00	ES	Futures	4451.33	4455.86	4451.04	4454.44	3855.0
2022-09-05 05:00:00	ES	Futures	4454.73	4462.38	4445.38	4449.91	10779.0
2022-09-05 05:30:00	ES	Futures	4450.2	4459.26	4449.63	4456.99	5632.0
2022-09-05 06:00:00	ES	Futures	4457.28	4460.68	4453.59	4456.14	4997.0
2022-09-05 06:30:00	ES	Futures	4456.14	4456.43	4449.06	4449.35	4366.0
2022-09-05 07:00:00	ES	Futures	4449.06	4455.29	4444.53	4444.81	5775.0
2022-09-05 07:30:00	ES	Futures	4444.53	4451.04	4442.83	4445.1	5295.0
2022-09-05 08:00:00	ES	Futures	4445.1	4447.08	4440.0	4443.96	6721.0
2022-09-05 08:30:00	ES	Futures	4443.68	4452.18	4443.4	4450.76	6838.0
2022-09-05 09:00:00	ES	Futures	4450.76	4458.98	4450.2	4454.73	7582.0
2022-09-05 09:30:00	ES	Futures	4455.01	4457.28	4451.04	4454.73	11009.0
2022-09-05 10:00:00	ES	Futures	4454.44	4459.26	4453.31	4458.69	5575.0
2022-09-05 10:30:00	ES	Futures	4458.98	4461.81	4458.41	4460.96	6625.0
2022-09-05 11:00:00	ES	Futures	4460.68	4462.94	4456.43	4456.71	6122.0
2022-09-05 11:30:00	ES	Futures	4456.99	4459.54	4456.14	4458.13	4193.0
2022-09-05 12:00:00	ES	Futures	4458.13	4464.93	4457.84	4462.94	4293.0
2022-09-05 12:30:00	ES	Futures	4462.66	4463.51	4457.56	4460.11	3286.0
2022-09-05 18:00:00	ES	Futures	4460.11	4466.62	4455.29	4464.64	4337.0
2022-09-05 18:30:00	ES	Futures	4464.36	4471.44	4463.23	4467.76	4402.0
2022-09-05 19:00:00	ES	Futures	4467.47	4468.61	4463.79	4464.93	2846.0
2022-09-05 19:30:00	ES	Futures	4464.64	4467.47	4461.24	4463.51	3581.0
2022-09-05 20:00:00	ES	Futures	4463.23	4473.42	4457.28	4472.01	8856.0
2022-09-05 20:30:00	ES	Futures	4472.01	4483.9	4471.72	4480.79	11800.0
2022-09-05 21:00:00	ES	Futures	4480.79	4483.62	4476.82	4477.67	6554.0
2022-09-05 21:30:00	ES	Futures	4477.67	4478.81	4468.89	4469.46	5931.0
2022-09-05 22:00:00	ES	Futures	4469.74	4472.01	4464.93	4467.76	6118.0
2022-09-05 22:30:00	ES	Futures	4467.76	4473.42	4464.93	4471.72	4711.0
2022-09-05 23:00:00	ES	Futures	4472.01	4472.29	4466.06	4469.17	2928.0
2022-09-05 23:30:00	ES	Futures	4469.46	4469.46	4461.81	4464.36	3337.0
2022-09-05 00:00:00	NQ	Futures	14020.57	14026.07	14007.27	14024.62	1439.0
2022-09-05 00:30:00	NQ	Futures	14024.04	14032.14	14013.05	14017.97	1289.0
2022-09-05 01:00:00	NQ	Futures	14017.97	14018.84	13983.55	13987.02	2143.0
2022-09-05 01:30:00	NQ	Futures	13986.73	13998.01	13973.72	13981.24	2014.0
2022-09-05 02:00:00	NQ	Futures	13981.82	14020.0	13973.72	14015.08	3296.0
2022-09-05 02:30:00	NQ	Futures	14015.66	14033.59	13989.63	14026.07	3759.0
2022-09-05 03:00:00	NQ	Futures	14026.65	14046.89	13988.18	13999.17	6667.0
2022-09-05 03:30:00	NQ	Futures	14000.04	14016.81	13962.15	13981.53	5559.0
2022-09-05 04:00:00	NQ	Futures	13982.68	13992.81	13961.28	13990.2	3855.0
2022-09-05 04:30:00	NQ	Futures	13990.49	14006.11	13985.29	14000.91	3010.0
2022-09-05 05:00:00	NQ	Futures	14000.62	14025.2	13971.4	13992.52	4930.0
2022-09-05 05:30:00	NQ	Futures	13993.96	14023.18	13991.36	14014.79	3029.0

> showing 50 of 3,007 rows — these rows as CSV

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