PREVIEW / futures_30min / 2022-09-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-15.parquet
  size:    110 KB
  rows:    3,847

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
2022-09-15 00:00:00	ES	Futures	4475.06	4476.19	4473.37	4473.37	1983.0
2022-09-15 00:30:00	ES	Futures	4473.37	4475.62	4471.4	4473.65	1925.0
2022-09-15 01:00:00	ES	Futures	4473.65	4474.22	4469.99	4471.4	2284.0
2022-09-15 01:30:00	ES	Futures	4471.68	4474.5	4468.3	4471.4	3821.0
2022-09-15 02:00:00	ES	Futures	4471.4	4475.91	4467.73	4475.91	4567.0
2022-09-15 02:30:00	ES	Futures	4475.62	4475.62	4469.42	4471.96	3137.0
2022-09-15 03:00:00	ES	Futures	4471.96	4481.54	4469.7	4479.29	6967.0
2022-09-15 03:30:00	ES	Futures	4479.29	4482.95	4475.34	4480.98	5965.0
2022-09-15 04:00:00	ES	Futures	4480.98	4484.36	4471.68	4473.09	7972.0
2022-09-15 04:30:00	ES	Futures	4473.09	4474.78	4468.86	4474.5	6141.0
2022-09-15 05:00:00	ES	Futures	4474.5	4477.32	4470.55	4475.06	8090.0
2022-09-15 05:30:00	ES	Futures	4475.06	4480.98	4474.78	4477.88	6225.0
2022-09-15 06:00:00	ES	Futures	4477.88	4479.85	4473.65	4474.78	6132.0
2022-09-15 06:30:00	ES	Futures	4474.78	4474.78	4455.61	4462.66	17597.0
2022-09-15 07:00:00	ES	Futures	4462.38	4473.65	4461.25	4473.09	11165.0
2022-09-15 07:30:00	ES	Futures	4472.81	4473.09	4460.68	4463.5	10617.0
2022-09-15 08:00:00	ES	Futures	4463.22	4463.5	4454.48	4457.02	20456.0
2022-09-15 08:30:00	ES	Futures	4457.02	4471.4	4452.23	4464.35	55418.0
2022-09-15 09:00:00	ES	Futures	4464.35	4465.19	4448.56	4450.54	40800.0
2022-09-15 09:30:00	ES	Futures	4450.54	4477.88	4443.21	4475.62	230861.0
2022-09-15 10:00:00	ES	Futures	4475.91	4484.93	4449.13	4450.25	178168.0
2022-09-15 10:30:00	ES	Futures	4450.25	4458.71	4429.68	4432.21	189421.0
2022-09-15 11:00:00	ES	Futures	4432.21	4446.03	4423.19	4442.64	167073.0
2022-09-15 11:30:00	ES	Futures	4442.64	4446.59	4421.22	4427.98	122998.0
2022-09-15 12:00:00	ES	Futures	4427.98	4432.78	4419.53	4424.04	117326.0
2022-09-15 12:30:00	ES	Futures	4424.04	4441.52	4423.47	4441.23	89950.0
2022-09-15 13:00:00	ES	Futures	4441.23	4469.14	4441.23	4463.5	153256.0
2022-09-15 13:30:00	ES	Futures	4463.22	4464.07	4445.46	4449.97	100834.0
2022-09-15 14:00:00	ES	Futures	4449.97	4450.54	4431.37	4442.64	119700.0
2022-09-15 14:30:00	ES	Futures	4442.64	4447.72	4425.45	4428.83	107587.0
2022-09-15 15:00:00	ES	Futures	4428.83	4430.24	4403.18	4406.84	146853.0
2022-09-15 15:30:00	ES	Futures	4406.84	4428.27	4404.31	4418.68	238777.0
2022-09-15 16:00:00	ES	Futures	4418.68	4429.39	4418.4	4423.47	56105.0
2022-09-15 16:30:00	ES	Futures	4423.76	4423.76	4403.74	4408.82	20215.0
2022-09-15 18:00:00	ES	Futures	4402.05	4403.18	4383.45	4390.21	15240.0
2022-09-15 18:30:00	ES	Futures	4390.49	4395.28	4389.65	4394.44	4010.0
2022-09-15 19:00:00	ES	Futures	4394.72	4395.0	4385.7	4387.39	4395.0
2022-09-15 19:30:00	ES	Futures	4387.39	4393.59	4386.83	4390.77	4356.0
2022-09-15 20:00:00	ES	Futures	4391.06	4396.69	4389.65	4395.0	6844.0
2022-09-15 20:30:00	ES	Futures	4395.0	4396.98	4390.77	4390.77	5116.0
2022-09-15 21:00:00	ES	Futures	4391.06	4393.59	4389.93	4391.62	4791.0
2022-09-15 21:30:00	ES	Futures	4391.9	4395.0	4389.93	4390.77	4224.0
2022-09-15 22:00:00	ES	Futures	4390.49	4394.72	4389.65	4389.65	4008.0
2022-09-15 22:30:00	ES	Futures	4389.65	4392.47	4388.8	4391.9	3642.0
2022-09-15 23:00:00	ES	Futures	4391.9	4392.47	4388.24	4389.37	3579.0
2022-09-15 23:30:00	ES	Futures	4389.37	4391.34	4387.39	4387.67	3073.0
2022-09-15 00:00:00	NQ	Futures	14054.83	14059.43	14047.36	14047.94	1161.0
2022-09-15 00:30:00	NQ	Futures	14048.22	14056.27	14037.31	14047.94	1648.0
2022-09-15 01:00:00	NQ	Futures	14048.8	14050.24	14033.28	14040.18	1439.0
2022-09-15 01:30:00	NQ	Futures	14041.04	14052.82	14026.68	14037.31	2067.0

> showing 50 of 3,847 rows — these rows as CSV

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