PREVIEW / futures_30min / 2022-09-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-12.parquet
  size:    105 KB
  rows:    3,665

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
2022-09-12 00:00:00	ES	Futures	4607.13	4607.69	4602.88	4603.73	1325.0
2022-09-12 00:30:00	ES	Futures	4603.44	4608.54	4602.88	4605.71	1404.0
2022-09-12 01:00:00	ES	Futures	4605.71	4610.81	4605.71	4610.24	1207.0
2022-09-12 01:30:00	ES	Futures	4610.24	4613.93	4609.39	4613.93	1658.0
2022-09-12 02:00:00	ES	Futures	4613.93	4614.49	4604.86	4606.84	2938.0
2022-09-12 02:30:00	ES	Futures	4606.84	4619.87	4605.71	4619.02	3311.0
2022-09-12 03:00:00	ES	Futures	4618.74	4626.11	4615.06	4622.42	6506.0
2022-09-12 03:30:00	ES	Futures	4622.71	4628.37	4622.14	4624.12	4602.0
2022-09-12 04:00:00	ES	Futures	4624.12	4628.66	4620.72	4628.09	3774.0
2022-09-12 04:30:00	ES	Futures	4628.09	4639.42	4628.09	4638.85	6269.0
2022-09-12 05:00:00	ES	Futures	4638.85	4642.25	4637.15	4637.44	3868.0
2022-09-12 05:30:00	ES	Futures	4637.44	4637.72	4632.06	4632.34	3336.0
2022-09-12 06:00:00	ES	Futures	4632.34	4632.91	4626.96	4631.77	4077.0
2022-09-12 06:30:00	ES	Futures	4632.06	4633.76	4628.94	4628.94	2930.0
2022-09-12 07:00:00	ES	Futures	4628.94	4632.62	4625.82	4631.77	4253.0
2022-09-12 07:30:00	ES	Futures	4631.49	4636.87	4628.66	4635.45	5764.0
2022-09-12 08:00:00	ES	Futures	4635.17	4636.02	4620.16	4621.01	9053.0
2022-09-12 08:30:00	ES	Futures	4620.72	4631.21	4620.44	4629.79	7820.0
2022-09-12 09:00:00	ES	Futures	4629.79	4635.17	4625.54	4633.19	8716.0
2022-09-12 09:30:00	ES	Futures	4633.76	4659.82	4629.79	4659.25	73964.0
2022-09-12 10:00:00	ES	Futures	4659.53	4668.03	4654.72	4663.5	52900.0
2022-09-12 10:30:00	ES	Futures	4663.5	4665.2	4651.32	4653.87	49295.0
2022-09-12 11:00:00	ES	Futures	4653.87	4660.1	4645.94	4659.82	38645.0
2022-09-12 11:30:00	ES	Futures	4660.1	4661.52	4632.06	4638.85	37268.0
2022-09-12 12:00:00	ES	Futures	4638.57	4644.52	4630.07	4643.1	51954.0
2022-09-12 12:30:00	ES	Futures	4643.1	4650.75	4639.14	4650.47	31461.0
2022-09-12 13:00:00	ES	Futures	4650.47	4659.53	4641.69	4658.68	25308.0
2022-09-12 13:30:00	ES	Futures	4658.68	4659.82	4650.47	4658.12	18442.0
2022-09-12 14:00:00	ES	Futures	4658.12	4658.97	4644.8	4646.22	24728.0
2022-09-12 14:30:00	ES	Futures	4645.94	4654.43	4641.12	4651.03	21501.0
2022-09-12 15:00:00	ES	Futures	4651.03	4656.98	4647.64	4648.77	18448.0
2022-09-12 15:30:00	ES	Futures	4648.77	4660.38	4645.09	4658.4	69570.0
2022-09-12 16:00:00	ES	Futures	4658.4	4666.33	4657.55	4664.91	19578.0
2022-09-12 16:30:00	ES	Futures	4664.91	4667.18	4664.63	4666.33	3084.0
2022-09-12 18:00:00	ES	Futures	4666.33	4670.01	4662.65	4663.5	1205.0
2022-09-12 18:30:00	ES	Futures	4663.5	4663.5	4660.95	4662.65	701.0
2022-09-12 19:00:00	ES	Futures	4662.93	4665.48	4662.08	4664.91	491.0
2022-09-12 19:30:00	ES	Futures	4665.2	4665.2	4662.65	4662.93	2100.0
2022-09-12 20:00:00	ES	Futures	4662.93	4665.2	4660.1	4661.23	2020.0
2022-09-12 20:30:00	ES	Futures	4661.23	4666.61	4661.23	4663.22	1021.0
2022-09-12 21:00:00	ES	Futures	4662.93	4664.91	4660.38	4660.95	999.0
2022-09-12 21:30:00	ES	Futures	4661.23	4661.23	4656.7	4660.1	1656.0
2022-09-12 22:00:00	ES	Futures	4660.1	4660.38	4656.13	4658.12	1226.0
2022-09-12 22:30:00	ES	Futures	4658.4	4664.07	4657.83	4663.78	1211.0
2022-09-12 23:00:00	ES	Futures	4663.5	4665.48	4662.65	4663.22	632.0
2022-09-12 23:30:00	ES	Futures	4662.93	4663.78	4660.38	4660.95	810.0
2022-09-12 00:00:00	NQ	Futures	14560.29	14565.5	14546.7	14548.72	1127.0
2022-09-12 00:30:00	NQ	Futures	14548.72	14567.52	14547.28	14556.53	1097.0
2022-09-12 01:00:00	NQ	Futures	14556.82	14576.2	14555.96	14574.76	1239.0
2022-09-12 01:30:00	NQ	Futures	14573.02	14586.33	14566.95	14586.33	1543.0

> showing 50 of 3,665 rows — these rows as CSV

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