PREVIEW / futures_30min / 2022-09-16

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-16.parquet
  size:    94 KB
  rows:    3,128

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
2022-09-16 00:00:00	ES	Futures	4387.39	4388.8	4385.42	4385.98	2725.0
2022-09-16 00:30:00	ES	Futures	4386.26	4389.37	4385.98	4389.08	2370.0
2022-09-16 01:00:00	ES	Futures	4389.08	4391.34	4387.96	4390.49	3136.0
2022-09-16 01:30:00	ES	Futures	4390.77	4390.77	4385.42	4385.42	3704.0
2022-09-16 02:00:00	ES	Futures	4385.7	4391.34	4382.88	4385.98	10703.0
2022-09-16 02:30:00	ES	Futures	4385.98	4387.11	4379.5	4381.75	9121.0
2022-09-16 03:00:00	ES	Futures	4381.75	4388.24	4379.5	4384.01	15004.0
2022-09-16 03:30:00	ES	Futures	4383.73	4384.57	4377.53	4382.88	11580.0
2022-09-16 04:00:00	ES	Futures	4382.88	4383.73	4376.12	4376.96	13277.0
2022-09-16 04:30:00	ES	Futures	4376.96	4377.53	4372.73	4376.4	13074.0
2022-09-16 05:00:00	ES	Futures	4376.68	4381.75	4375.83	4377.24	11937.0
2022-09-16 05:30:00	ES	Futures	4377.24	4380.91	4373.86	4376.4	11082.0
2022-09-16 06:00:00	ES	Futures	4376.4	4380.63	4373.58	4380.06	8311.0
2022-09-16 06:30:00	ES	Futures	4379.78	4390.77	4379.22	4389.65	10522.0
2022-09-16 07:00:00	ES	Futures	4389.37	4389.37	4379.78	4384.29	10711.0
2022-09-16 07:30:00	ES	Futures	4384.01	4387.67	4379.5	4383.16	13153.0
2022-09-16 08:00:00	ES	Futures	4383.45	4384.01	4371.32	4373.3	21689.0
2022-09-16 08:30:00	ES	Futures	4373.02	4373.02	4357.23	4358.07	47561.0
2022-09-16 09:00:00	ES	Futures	4358.07	4369.63	4355.82	4368.22	105214.0
2022-09-16 09:30:00	ES	Futures	4367.94	4374.14	4345.11	4349.9	276067.0
2022-09-16 10:00:00	ES	Futures	4350.18	4382.04	4349.34	4370.2	249817.0
2022-09-16 10:30:00	ES	Futures	4369.91	4388.24	4360.61	4361.46	190112.0
2022-09-16 11:00:00	ES	Futures	4361.46	4374.14	4359.2	4360.33	128780.0
2022-09-16 11:30:00	ES	Futures	4360.33	4371.04	4353.28	4369.63	139688.0
2022-09-16 12:00:00	ES	Futures	4369.35	4370.76	4344.54	4347.64	114465.0
2022-09-16 12:30:00	ES	Futures	4347.64	4362.02	4345.95	4360.61	99029.0
2022-09-16 13:00:00	ES	Futures	4360.33	4362.87	4351.03	4354.41	71633.0
2022-09-16 13:30:00	ES	Futures	4354.13	4364.56	4348.49	4352.16	99039.0
2022-09-16 14:00:00	ES	Futures	4352.44	4373.3	4351.03	4369.91	107719.0
2022-09-16 14:30:00	ES	Futures	4370.2	4380.34	4362.59	4375.83	143488.0
2022-09-16 15:00:00	ES	Futures	4376.12	4391.06	4373.02	4376.68	186481.0
2022-09-16 15:30:00	ES	Futures	4376.68	4391.9	4367.94	4384.85	303334.0
2022-09-16 16:00:00	ES	Futures	4384.57	4393.59	4382.6	4390.21	73812.0
2022-09-16 16:30:00	ES	Futures	4389.93	4401.49	4389.08	4400.36	17095.0
2022-09-16 00:00:00	NQ	Futures	13679.87	13685.04	13670.1	13671.83	1705.0
2022-09-16 00:30:00	NQ	Futures	13672.12	13683.03	13671.83	13681.88	1187.0
2022-09-16 01:00:00	NQ	Futures	13681.88	13689.93	13677.29	13688.49	1513.0
2022-09-16 01:30:00	NQ	Futures	13688.49	13689.35	13668.09	13669.53	2083.0
2022-09-16 02:00:00	NQ	Futures	13669.24	13687.92	13657.75	13668.67	4453.0
2022-09-16 02:30:00	NQ	Futures	13668.67	13674.99	13648.84	13657.17	3668.0
2022-09-16 03:00:00	NQ	Futures	13657.46	13679.59	13654.3	13668.95	5516.0
2022-09-16 03:30:00	NQ	Futures	13668.67	13677.0	13650.28	13668.95	5137.0
2022-09-16 04:00:00	NQ	Futures	13669.53	13675.85	13631.31	13636.49	6007.0
2022-09-16 04:30:00	NQ	Futures	13637.06	13641.08	13619.82	13637.92	4785.0
2022-09-16 05:00:00	NQ	Futures	13637.92	13655.45	13635.62	13641.08	4417.0
2022-09-16 05:30:00	NQ	Futures	13641.66	13656.89	13629.3	13635.91	3850.0
2022-09-16 06:00:00	NQ	Futures	13636.77	13651.43	13625.86	13648.55	3907.0
2022-09-16 06:30:00	NQ	Futures	13648.27	13697.69	13646.54	13693.09	5437.0
2022-09-16 07:00:00	NQ	Futures	13692.23	13692.52	13649.7	13666.94	5247.0
2022-09-16 07:30:00	NQ	Futures	13665.79	13683.61	13650.28	13669.53	5705.0

> showing 50 of 3,128 rows — these rows as CSV

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