PREVIEW / futures_30min / 2022-09-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-09.parquet
  size:    92 KB
  rows:    3,074

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
2022-09-09 00:00:00	ES	Futures	4553.87	4556.71	4553.59	4555.29	2158.0
2022-09-09 00:30:00	ES	Futures	4555.57	4563.22	4554.72	4560.1	4269.0
2022-09-09 01:00:00	ES	Futures	4559.82	4560.67	4555.57	4558.12	2544.0
2022-09-09 01:30:00	ES	Futures	4558.12	4559.25	4553.02	4555.01	3619.0
2022-09-09 02:00:00	ES	Futures	4555.29	4555.29	4548.21	4548.77	5167.0
2022-09-09 02:30:00	ES	Futures	4549.06	4552.46	4544.81	4550.76	4904.0
2022-09-09 03:00:00	ES	Futures	4551.04	4573.13	4549.91	4572.57	18686.0
2022-09-09 03:30:00	ES	Futures	4572.57	4573.42	4559.54	4563.22	11386.0
2022-09-09 04:00:00	ES	Futures	4563.22	4576.25	4560.39	4575.4	14307.0
2022-09-09 04:30:00	ES	Futures	4575.68	4577.1	4569.17	4576.53	10066.0
2022-09-09 05:00:00	ES	Futures	4576.53	4577.1	4572.57	4575.97	7587.0
2022-09-09 05:30:00	ES	Futures	4575.68	4577.38	4569.45	4574.27	7913.0
2022-09-09 06:00:00	ES	Futures	4573.98	4576.53	4569.45	4575.68	7220.0
2022-09-09 06:30:00	ES	Futures	4575.4	4582.77	4574.55	4578.8	10860.0
2022-09-09 07:00:00	ES	Futures	4579.08	4579.08	4573.7	4575.12	6522.0
2022-09-09 07:30:00	ES	Futures	4574.83	4575.12	4569.74	4572.57	8371.0
2022-09-09 08:00:00	ES	Futures	4572.85	4576.53	4568.04	4573.7	15298.0
2022-09-09 08:30:00	ES	Futures	4573.7	4583.33	4572.29	4572.85	21527.0
2022-09-09 09:00:00	ES	Futures	4572.85	4575.12	4562.65	4565.2	27861.0
2022-09-09 09:30:00	ES	Futures	4565.49	4583.05	4562.09	4582.48	143599.0
2022-09-09 10:00:00	ES	Futures	4582.77	4598.06	4581.07	4592.96	118923.0
2022-09-09 10:30:00	ES	Futures	4593.25	4605.14	4590.13	4602.31	72939.0
2022-09-09 11:00:00	ES	Futures	4602.31	4604.86	4589.28	4597.21	74686.0
2022-09-09 11:30:00	ES	Futures	4597.21	4603.73	4592.11	4598.63	43759.0
2022-09-09 12:00:00	ES	Futures	4598.63	4600.33	4583.62	4589.0	66450.0
2022-09-09 12:30:00	ES	Futures	4589.0	4602.88	4585.88	4602.31	41420.0
2022-09-09 13:00:00	ES	Futures	4602.31	4609.39	4596.36	4605.71	46909.0
2022-09-09 13:30:00	ES	Futures	4605.99	4611.66	4603.73	4609.11	32329.0
2022-09-09 14:00:00	ES	Futures	4608.83	4613.36	4602.31	4613.08	43144.0
2022-09-09 14:30:00	ES	Futures	4612.79	4613.36	4604.29	4611.09	50324.0
2022-09-09 15:00:00	ES	Futures	4611.09	4617.89	4609.11	4615.63	49756.0
2022-09-09 15:30:00	ES	Futures	4615.63	4619.87	4607.13	4607.98	106785.0
2022-09-09 16:00:00	ES	Futures	4607.98	4608.54	4603.16	4606.56	30877.0
2022-09-09 16:30:00	ES	Futures	4606.56	4607.69	4605.43	4607.41	6052.0
2022-09-09 00:00:00	NQ	Futures	14331.79	14343.08	14331.79	14341.05	1412.0
2022-09-09 00:30:00	NQ	Futures	14341.05	14363.61	14337.87	14355.22	2491.0
2022-09-09 01:00:00	NQ	Futures	14354.36	14357.54	14337.87	14345.39	1541.0
2022-09-09 01:30:00	NQ	Futures	14346.26	14349.73	14329.48	14334.69	1891.0
2022-09-09 02:00:00	NQ	Futures	14336.13	14336.13	14308.08	14310.97	2373.0
2022-09-09 02:30:00	NQ	Futures	14310.1	14328.03	14295.35	14323.41	2579.0
2022-09-09 03:00:00	NQ	Futures	14323.99	14409.89	14319.65	14409.02	10371.0
2022-09-09 03:30:00	NQ	Futures	14408.15	14409.6	14355.22	14368.53	5426.0
2022-09-09 04:00:00	NQ	Futures	14368.82	14405.84	14355.51	14404.39	6649.0
2022-09-09 04:30:00	NQ	Futures	14404.1	14409.02	14375.18	14405.26	4815.0
2022-09-09 05:00:00	NQ	Futures	14404.97	14409.02	14392.54	14404.68	4028.0
2022-09-09 05:30:00	NQ	Futures	14404.97	14420.3	14390.8	14407.0	4858.0
2022-09-09 06:00:00	NQ	Futures	14406.71	14408.15	14387.04	14407.29	3290.0
2022-09-09 06:30:00	NQ	Futures	14406.42	14440.84	14402.66	14420.3	4874.0
2022-09-09 07:00:00	NQ	Futures	14420.3	14421.17	14400.06	14405.26	3354.0
2022-09-09 07:30:00	NQ	Futures	14404.68	14405.26	14387.04	14399.19	3349.0

> showing 50 of 3,074 rows — these rows as CSV

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