PREVIEW / futures_30min / 2022-09-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-14.parquet
  size:    108 KB
  rows:    3,809

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
2022-09-14 00:00:00	ES	Futures	4462.38	4464.07	4460.12	4461.81	2174.0
2022-09-14 00:30:00	ES	Futures	4462.09	4466.32	4461.81	4464.07	3140.0
2022-09-14 01:00:00	ES	Futures	4464.63	4466.04	4462.09	4464.63	3027.0
2022-09-14 01:30:00	ES	Futures	4464.35	4467.45	4453.64	4454.48	6948.0
2022-09-14 02:00:00	ES	Futures	4454.2	4466.04	4450.25	4464.91	12581.0
2022-09-14 02:30:00	ES	Futures	4464.91	4468.3	4462.09	4464.07	7617.0
2022-09-14 03:00:00	ES	Futures	4464.35	4477.88	4457.02	4458.71	20531.0
2022-09-14 03:30:00	ES	Futures	4458.43	4474.5	4458.15	4471.68	11140.0
2022-09-14 04:00:00	ES	Futures	4471.96	4480.13	4469.99	4476.19	13768.0
2022-09-14 04:30:00	ES	Futures	4476.19	4487.18	4476.19	4482.11	17534.0
2022-09-14 05:00:00	ES	Futures	4482.11	4483.52	4476.19	4482.95	11896.0
2022-09-14 05:30:00	ES	Futures	4483.24	4483.8	4471.4	4474.78	8334.0
2022-09-14 06:00:00	ES	Futures	4474.78	4480.42	4473.09	4477.03	6593.0
2022-09-14 06:30:00	ES	Futures	4477.03	4478.16	4468.86	4472.81	7761.0
2022-09-14 07:00:00	ES	Futures	4473.09	4473.65	4460.68	4461.25	12254.0
2022-09-14 07:30:00	ES	Futures	4460.97	4465.19	4445.74	4446.59	25093.0
2022-09-14 08:00:00	ES	Futures	4446.59	4464.07	4445.46	4463.5	32143.0
2022-09-14 08:30:00	ES	Futures	4463.22	4470.55	4453.36	4466.6	50059.0
2022-09-14 09:00:00	ES	Futures	4466.6	4470.55	4462.38	4469.42	43612.0
2022-09-14 09:30:00	ES	Futures	4469.42	4482.67	4453.07	4476.75	243697.0
2022-09-14 10:00:00	ES	Futures	4476.75	4477.6	4440.67	4441.52	191301.0
2022-09-14 10:30:00	ES	Futures	4441.52	4483.52	4438.7	4480.98	212176.0
2022-09-14 11:00:00	ES	Futures	4480.7	4489.16	4469.7	4469.99	128417.0
2022-09-14 11:30:00	ES	Futures	4469.99	4480.98	4467.17	4471.4	95603.0
2022-09-14 12:00:00	ES	Futures	4471.68	4474.78	4464.35	4468.3	80132.0
2022-09-14 12:30:00	ES	Futures	4468.3	4483.24	4464.91	4478.16	70567.0
2022-09-14 13:00:00	ES	Futures	4478.16	4483.24	4471.4	4474.78	58277.0
2022-09-14 13:30:00	ES	Futures	4474.78	4476.75	4449.41	4453.64	112124.0
2022-09-14 14:00:00	ES	Futures	4453.64	4456.74	4444.33	4453.36	97428.0
2022-09-14 14:30:00	ES	Futures	4453.36	4461.81	4445.18	4447.72	95409.0
2022-09-14 15:00:00	ES	Futures	4448.0	4456.17	4432.78	4440.95	132354.0
2022-09-14 15:30:00	ES	Futures	4440.95	4474.22	4430.24	4469.99	247673.0
2022-09-14 16:00:00	ES	Futures	4470.27	4479.57	4467.45	4479.01	56304.0
2022-09-14 16:30:00	ES	Futures	4478.73	4482.39	4477.6	4480.7	9982.0
2022-09-14 18:00:00	ES	Futures	4478.73	4481.83	4475.62	4478.44	4065.0
2022-09-14 18:30:00	ES	Futures	4478.44	4484.36	4477.32	4481.54	2530.0
2022-09-14 19:00:00	ES	Futures	4481.54	4481.83	4474.78	4476.47	2389.0
2022-09-14 19:30:00	ES	Futures	4476.19	4479.29	4474.78	4477.32	3410.0
2022-09-14 20:00:00	ES	Futures	4477.6	4477.6	4472.24	4474.5	4284.0
2022-09-14 20:30:00	ES	Futures	4474.78	4478.16	4472.52	4477.03	2716.0
2022-09-14 21:00:00	ES	Futures	4477.03	4477.03	4469.42	4473.37	4866.0
2022-09-14 21:30:00	ES	Futures	4473.37	4483.8	4472.52	4483.8	5736.0
2022-09-14 22:00:00	ES	Futures	4483.52	4484.36	4479.01	4480.98	4125.0
2022-09-14 22:30:00	ES	Futures	4480.7	4482.11	4476.75	4478.73	2540.0
2022-09-14 23:00:00	ES	Futures	4479.01	4481.26	4477.03	4479.85	2371.0
2022-09-14 23:30:00	ES	Futures	4479.85	4480.13	4474.22	4475.06	2844.0
2022-09-14 00:00:00	NQ	Futures	13943.93	13951.4	13935.31	13940.19	1314.0
2022-09-14 00:30:00	NQ	Futures	13940.19	13959.44	13940.19	13951.97	1472.0
2022-09-14 01:00:00	NQ	Futures	13953.12	13959.73	13943.64	13955.71	1298.0
2022-09-14 01:30:00	NQ	Futures	13956.86	13966.62	13910.31	13912.89	3645.0

> showing 50 of 3,809 rows — these rows as CSV

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