PREVIEW / futures_30min / 2022-09-07

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-07.parquet
  size:    114 KB
  rows:    3,859

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
2022-09-07 00:00:00	ES	Futures	4410.54	4410.54	4406.29	4406.85	1715.0
2022-09-07 00:30:00	ES	Futures	4406.85	4417.05	4406.85	4414.5	3337.0
2022-09-07 01:00:00	ES	Futures	4414.79	4422.15	4413.37	4417.62	5188.0
2022-09-07 01:30:00	ES	Futures	4417.62	4420.73	4415.64	4416.77	3840.0
2022-09-07 02:00:00	ES	Futures	4416.77	4424.98	4411.1	4422.15	8952.0
2022-09-07 02:30:00	ES	Futures	4422.43	4428.1	4419.04	4422.43	6157.0
2022-09-07 03:00:00	ES	Futures	4422.15	4428.67	4413.65	4415.92	10486.0
2022-09-07 03:30:00	ES	Futures	4415.92	4434.9	4411.95	4433.2	13826.0
2022-09-07 04:00:00	ES	Futures	4432.92	4445.38	4430.65	4434.05	13998.0
2022-09-07 04:30:00	ES	Futures	4433.77	4441.7	4431.5	4440.85	6322.0
2022-09-07 05:00:00	ES	Futures	4440.85	4441.13	4432.35	4435.75	7911.0
2022-09-07 05:30:00	ES	Futures	4435.75	4440.0	4432.63	4439.71	5372.0
2022-09-07 06:00:00	ES	Futures	4439.71	4440.56	4432.63	4438.86	5190.0
2022-09-07 06:30:00	ES	Futures	4438.86	4440.28	4433.48	4436.03	5862.0
2022-09-07 07:00:00	ES	Futures	4436.31	4439.15	4434.05	4438.3	8079.0
2022-09-07 07:30:00	ES	Futures	4438.3	4439.15	4420.73	4427.53	26340.0
2022-09-07 08:00:00	ES	Futures	4427.82	4430.37	4414.79	4416.49	26418.0
2022-09-07 08:30:00	ES	Futures	4416.49	4426.4	4415.35	4423.28	18961.0
2022-09-07 09:00:00	ES	Futures	4423.0	4429.8	4419.89	4426.4	27966.0
2022-09-07 09:30:00	ES	Futures	4426.68	4453.03	4424.13	4441.7	191920.0
2022-09-07 10:00:00	ES	Futures	4441.7	4449.63	4430.65	4449.06	161414.0
2022-09-07 10:30:00	ES	Futures	4449.06	4460.39	4446.23	4453.88	141335.0
2022-09-07 11:00:00	ES	Futures	4453.88	4473.14	4448.78	4466.06	116560.0
2022-09-07 11:30:00	ES	Futures	4466.34	4472.57	4460.68	4466.91	73246.0
2022-09-07 12:00:00	ES	Futures	4467.19	4470.59	4454.16	4461.53	72058.0
2022-09-07 12:30:00	ES	Futures	4461.53	4480.22	4456.71	4475.41	100437.0
2022-09-07 13:00:00	ES	Futures	4475.41	4483.34	4473.71	4475.12	78030.0
2022-09-07 13:30:00	ES	Futures	4475.41	4496.93	4474.56	4495.52	90387.0
2022-09-07 14:00:00	ES	Futures	4495.52	4508.27	4492.12	4503.45	116261.0
2022-09-07 14:30:00	ES	Futures	4503.45	4511.95	4500.05	4510.53	90818.0
2022-09-07 15:00:00	ES	Futures	4510.53	4519.6	4507.42	4519.03	88793.0
2022-09-07 15:30:00	ES	Futures	4519.03	4519.31	4506.0	4510.25	188594.0
2022-09-07 16:00:00	ES	Futures	4510.25	4511.67	4504.87	4510.25	51766.0
2022-09-07 16:30:00	ES	Futures	4509.97	4511.1	4507.98	4507.98	5394.0
2022-09-07 18:00:00	ES	Futures	4509.68	4515.35	4509.68	4512.8	3743.0
2022-09-07 18:30:00	ES	Futures	4512.8	4513.08	4508.27	4511.1	2173.0
2022-09-07 19:00:00	ES	Futures	4510.82	4513.08	4507.98	4508.27	2510.0
2022-09-07 19:30:00	ES	Futures	4507.98	4508.83	4506.0	4506.57	4356.0
2022-09-07 20:00:00	ES	Futures	4506.57	4515.35	4504.87	4512.23	9513.0
2022-09-07 20:30:00	ES	Futures	4512.23	4513.08	4508.83	4512.23	3352.0
2022-09-07 21:00:00	ES	Futures	4511.95	4517.33	4511.38	4514.78	5109.0
2022-09-07 21:30:00	ES	Futures	4514.78	4515.35	4511.38	4512.23	4786.0
2022-09-07 22:00:00	ES	Futures	4511.95	4513.93	4511.38	4511.95	3813.0
2022-09-07 22:30:00	ES	Futures	4512.23	4513.08	4507.13	4507.7	4028.0
2022-09-07 23:00:00	ES	Futures	4507.7	4513.36	4507.7	4509.68	3670.0
2022-09-07 23:30:00	ES	Futures	4509.97	4512.23	4509.12	4510.25	2055.0
2022-09-07 00:00:00	NQ	Futures	13838.35	13840.38	13824.76	13829.68	1201.0
2022-09-07 00:30:00	NQ	Futures	13828.81	13869.59	13828.52	13862.94	2422.0
2022-09-07 01:00:00	NQ	Futures	13862.94	13896.49	13857.15	13875.66	3533.0
2022-09-07 01:30:00	NQ	Futures	13875.38	13883.76	13865.54	13871.33	2422.0

> showing 50 of 3,859 rows — these rows as CSV

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