PREVIEW / futures_30min / 2022-09-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-19.parquet
  size:    106 KB
  rows:    3,646

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
2022-09-19 00:00:00	ES	Futures	4377.24	4379.22	4373.86	4376.96	1693.0
2022-09-19 00:30:00	ES	Futures	4376.96	4378.94	4376.4	4378.09	1581.0
2022-09-19 01:00:00	ES	Futures	4378.09	4380.63	4375.83	4377.53	2822.0
2022-09-19 01:30:00	ES	Futures	4377.53	4378.37	4369.35	4369.63	3559.0
2022-09-19 02:00:00	ES	Futures	4369.63	4369.63	4358.36	4367.38	11398.0
2022-09-19 02:30:00	ES	Futures	4367.38	4370.2	4364.28	4368.79	4471.0
2022-09-19 03:00:00	ES	Futures	4368.51	4368.51	4353.28	4356.1	13489.0
2022-09-19 03:30:00	ES	Futures	4356.38	4362.02	4353.28	4353.85	9850.0
2022-09-19 04:00:00	ES	Futures	4354.13	4363.15	4350.46	4360.89	10454.0
2022-09-19 04:30:00	ES	Futures	4360.89	4361.74	4347.08	4348.49	8714.0
2022-09-19 05:00:00	ES	Futures	4348.49	4354.13	4343.98	4347.08	8148.0
2022-09-19 05:30:00	ES	Futures	4347.08	4347.93	4341.44	4345.95	8127.0
2022-09-19 06:00:00	ES	Futures	4345.95	4346.8	4336.93	4343.98	10965.0
2022-09-19 06:30:00	ES	Futures	4344.26	4349.9	4342.85	4349.62	10010.0
2022-09-19 07:00:00	ES	Futures	4349.62	4355.82	4345.67	4345.95	11877.0
2022-09-19 07:30:00	ES	Futures	4345.95	4351.03	4342.29	4342.85	9024.0
2022-09-19 08:00:00	ES	Futures	4343.13	4352.72	4342.29	4348.77	16489.0
2022-09-19 08:30:00	ES	Futures	4348.77	4360.61	4346.52	4355.54	21282.0
2022-09-19 09:00:00	ES	Futures	4355.54	4358.07	4345.39	4345.67	26033.0
2022-09-19 09:30:00	ES	Futures	4345.67	4382.6	4344.83	4375.27	205527.0
2022-09-19 10:00:00	ES	Futures	4375.55	4387.67	4365.97	4385.42	168091.0
2022-09-19 10:30:00	ES	Futures	4385.14	4401.77	4379.5	4390.77	167718.0
2022-09-19 11:00:00	ES	Futures	4391.06	4400.64	4378.94	4379.5	137376.0
2022-09-19 11:30:00	ES	Futures	4379.22	4380.34	4367.66	4371.61	123901.0
2022-09-19 12:00:00	ES	Futures	4371.61	4379.22	4364.28	4371.89	106426.0
2022-09-19 12:30:00	ES	Futures	4372.17	4392.47	4371.04	4389.93	86206.0
2022-09-19 13:00:00	ES	Futures	4390.21	4391.62	4379.22	4389.37	71249.0
2022-09-19 13:30:00	ES	Futures	4389.37	4389.65	4377.24	4382.32	92116.0
2022-09-19 14:00:00	ES	Futures	4382.32	4384.85	4373.58	4379.5	109664.0
2022-09-19 14:30:00	ES	Futures	4379.5	4387.96	4378.09	4387.11	110665.0
2022-09-19 15:00:00	ES	Futures	4387.39	4415.58	4387.11	4411.35	157499.0
2022-09-19 15:30:00	ES	Futures	4411.35	4418.68	4405.71	4418.68	198998.0
2022-09-19 16:00:00	ES	Futures	4418.4	4427.98	4416.15	4419.53	56746.0
2022-09-19 16:30:00	ES	Futures	4419.53	4425.17	4418.68	4423.19	7778.0
2022-09-19 18:00:00	ES	Futures	4423.47	4429.39	4421.78	4425.73	4406.0
2022-09-19 18:30:00	ES	Futures	4425.45	4427.42	4424.32	4424.88	1466.0
2022-09-19 19:00:00	ES	Futures	4424.88	4426.86	4424.04	4426.86	1605.0
2022-09-19 19:30:00	ES	Futures	4426.86	4432.78	4426.86	4432.78	5009.0
2022-09-19 20:00:00	ES	Futures	4432.49	4436.44	4431.09	4432.49	7830.0
2022-09-19 20:30:00	ES	Futures	4432.21	4433.34	4423.76	4426.29	5595.0
2022-09-19 21:00:00	ES	Futures	4426.29	4426.29	4419.81	4421.78	5677.0
2022-09-19 21:30:00	ES	Futures	4421.78	4425.73	4419.25	4423.76	5603.0
2022-09-19 22:00:00	ES	Futures	4423.76	4426.01	4421.5	4425.73	2751.0
2022-09-19 22:30:00	ES	Futures	4426.01	4426.29	4422.35	4425.45	1784.0
2022-09-19 23:00:00	ES	Futures	4425.45	4426.86	4423.76	4424.88	1720.0
2022-09-19 23:30:00	ES	Futures	4424.88	4427.98	4424.32	4427.14	2512.0
2022-09-19 00:00:00	NQ	Futures	13657.75	13662.35	13642.23	13654.01	1504.0
2022-09-19 00:30:00	NQ	Futures	13653.73	13660.91	13649.7	13654.01	1217.0
2022-09-19 01:00:00	NQ	Futures	13654.88	13666.37	13646.54	13654.59	1530.0
2022-09-19 01:30:00	NQ	Futures	13654.59	13658.32	13625.86	13627.29	2004.0

> showing 50 of 3,646 rows — these rows as CSV

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