PREVIEW / futures_30min / 2022-09-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-06.parquet
  size:    115 KB
  rows:    3,867

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
2022-09-06 00:00:00	ES	Futures	4464.08	4467.76	4463.51	4467.19	2097.0
2022-09-06 00:30:00	ES	Futures	4467.47	4467.76	4460.96	4462.09	3196.0
2022-09-06 01:00:00	ES	Futures	4462.09	4462.94	4459.26	4461.53	3703.0
2022-09-06 01:30:00	ES	Futures	4461.81	4466.06	4459.54	4461.24	3281.0
2022-09-06 02:00:00	ES	Futures	4461.53	4468.61	4458.69	4468.04	6301.0
2022-09-06 02:30:00	ES	Futures	4468.32	4472.01	4466.62	4470.02	5482.0
2022-09-06 03:00:00	ES	Futures	4470.02	4488.44	4467.47	4487.3	20876.0
2022-09-06 03:30:00	ES	Futures	4487.87	4487.87	4475.97	4477.96	9235.0
2022-09-06 04:00:00	ES	Futures	4477.96	4478.81	4466.06	4470.31	10630.0
2022-09-06 04:30:00	ES	Futures	4470.31	4476.26	4466.91	4475.97	7621.0
2022-09-06 05:00:00	ES	Futures	4476.26	4476.26	4464.08	4472.57	7203.0
2022-09-06 05:30:00	ES	Futures	4472.57	4476.82	4470.31	4475.12	6817.0
2022-09-06 06:00:00	ES	Futures	4475.41	4490.7	4472.86	4485.6	12533.0
2022-09-06 06:30:00	ES	Futures	4485.89	4485.89	4476.54	4478.24	7386.0
2022-09-06 07:00:00	ES	Futures	4478.24	4479.94	4472.29	4474.27	9566.0
2022-09-06 07:30:00	ES	Futures	4474.27	4475.41	4465.78	4474.27	15166.0
2022-09-06 08:00:00	ES	Futures	4474.27	4483.05	4472.29	4472.29	16536.0
2022-09-06 08:30:00	ES	Futures	4472.29	4477.39	4470.59	4472.57	12902.0
2022-09-06 09:00:00	ES	Futures	4472.86	4477.39	4455.86	4457.28	33789.0
2022-09-06 09:30:00	ES	Futures	4457.56	4469.46	4428.1	4440.85	180452.0
2022-09-06 10:00:00	ES	Futures	4440.56	4440.56	4404.02	4426.97	215529.0
2022-09-06 10:30:00	ES	Futures	4426.68	4464.64	4418.19	4457.84	188265.0
2022-09-06 11:00:00	ES	Futures	4457.84	4468.04	4443.11	4445.1	150767.0
2022-09-06 11:30:00	ES	Futures	4445.1	4466.91	4442.83	4460.39	120629.0
2022-09-06 12:00:00	ES	Futures	4460.68	4464.36	4426.68	4434.62	108069.0
2022-09-06 12:30:00	ES	Futures	4434.9	4445.38	4429.52	4440.85	74838.0
2022-09-06 13:00:00	ES	Futures	4440.56	4441.13	4411.95	4416.49	104636.0
2022-09-06 13:30:00	ES	Futures	4416.77	4427.25	4411.95	4426.12	89886.0
2022-09-06 14:00:00	ES	Futures	4426.12	4441.98	4424.13	4433.77	94173.0
2022-09-06 14:30:00	ES	Futures	4434.05	4437.16	4421.3	4426.68	85780.0
2022-09-06 15:00:00	ES	Futures	4426.97	4442.55	4420.73	4432.63	111246.0
2022-09-06 15:30:00	ES	Futures	4432.63	4436.31	4418.75	4431.5	223679.0
2022-09-06 16:00:00	ES	Futures	4431.5	4432.92	4424.42	4425.55	46598.0
2022-09-06 16:30:00	ES	Futures	4425.55	4429.52	4423.85	4428.38	5319.0
2022-09-06 18:00:00	ES	Futures	4427.53	4432.35	4426.12	4431.22	3830.0
2022-09-06 18:30:00	ES	Futures	4431.22	4431.78	4428.38	4429.8	1972.0
2022-09-06 19:00:00	ES	Futures	4430.08	4430.93	4423.85	4426.12	2349.0
2022-09-06 19:30:00	ES	Futures	4426.4	4429.8	4424.98	4425.83	2949.0
2022-09-06 20:00:00	ES	Futures	4425.55	4428.1	4400.34	4405.72	18106.0
2022-09-06 20:30:00	ES	Futures	4406.0	4408.84	4400.91	4407.42	9799.0
2022-09-06 21:00:00	ES	Futures	4407.14	4408.27	4401.47	4406.29	6531.0
2022-09-06 21:30:00	ES	Futures	4406.29	4412.8	4403.74	4410.54	7179.0
2022-09-06 22:00:00	ES	Futures	4410.54	4413.37	4407.42	4412.8	4935.0
2022-09-06 22:30:00	ES	Futures	4412.52	4416.2	4407.7	4408.55	4487.0
2022-09-06 23:00:00	ES	Futures	4408.84	4409.97	4403.17	4409.12	5242.0
2022-09-06 23:30:00	ES	Futures	4409.12	4410.82	4404.31	4410.54	3433.0
2022-09-06 00:00:00	NQ	Futures	14074.66	14092.3	14072.93	14091.15	1496.0
2022-09-06 00:30:00	NQ	Futures	14090.86	14094.62	14063.09	14067.43	2014.0
2022-09-06 01:00:00	NQ	Futures	14067.43	14070.9	14053.26	14067.43	2490.0
2022-09-06 01:30:00	NQ	Futures	14067.72	14089.7	14059.91	14072.35	2245.0

> showing 50 of 3,867 rows — these rows as CSV

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