PREVIEW / futures_30min / 2022-09-20

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-20.parquet
  size:    111 KB
  rows:    3,827

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
2022-09-20 00:00:00	ES	Futures	4427.14	4428.27	4426.01	4426.58	2020.0
2022-09-20 00:30:00	ES	Futures	4426.58	4428.55	4425.73	4427.14	1424.0
2022-09-20 01:00:00	ES	Futures	4426.86	4430.52	4425.45	4430.52	2218.0
2022-09-20 01:30:00	ES	Futures	4430.24	4431.37	4428.55	4429.68	3001.0
2022-09-20 02:00:00	ES	Futures	4429.68	4429.96	4422.91	4425.73	6057.0
2022-09-20 02:30:00	ES	Futures	4425.45	4428.83	4422.35	4426.01	4190.0
2022-09-20 03:00:00	ES	Futures	4426.01	4438.41	4423.76	4431.37	15503.0
2022-09-20 03:30:00	ES	Futures	4431.09	4433.06	4411.35	4414.74	13882.0
2022-09-20 04:00:00	ES	Futures	4414.45	4414.74	4404.59	4409.94	12621.0
2022-09-20 04:30:00	ES	Futures	4409.66	4416.15	4408.82	4410.23	10630.0
2022-09-20 05:00:00	ES	Futures	4410.23	4411.63	4398.67	4402.9	11463.0
2022-09-20 05:30:00	ES	Futures	4402.9	4406.56	4394.44	4398.95	14424.0
2022-09-20 06:00:00	ES	Futures	4398.95	4399.8	4392.18	4398.95	11034.0
2022-09-20 06:30:00	ES	Futures	4398.95	4400.64	4394.72	4400.08	6949.0
2022-09-20 07:00:00	ES	Futures	4400.08	4405.15	4396.69	4401.77	14186.0
2022-09-20 07:30:00	ES	Futures	4401.49	4402.05	4395.85	4395.85	13588.0
2022-09-20 08:00:00	ES	Futures	4395.85	4398.1	4380.91	4382.32	25137.0
2022-09-20 08:30:00	ES	Futures	4382.6	4391.62	4382.6	4387.11	34974.0
2022-09-20 09:00:00	ES	Futures	4387.11	4390.77	4377.81	4378.09	38030.0
2022-09-20 09:30:00	ES	Futures	4378.09	4380.63	4358.64	4364.28	242835.0
2022-09-20 10:00:00	ES	Futures	4364.28	4370.48	4355.26	4365.69	202568.0
2022-09-20 10:30:00	ES	Futures	4365.69	4374.42	4351.31	4373.02	160128.0
2022-09-20 11:00:00	ES	Futures	4373.3	4379.5	4367.1	4372.73	122531.0
2022-09-20 11:30:00	ES	Futures	4372.45	4386.83	4368.22	4385.14	116595.0
2022-09-20 12:00:00	ES	Futures	4385.14	4389.93	4372.17	4372.45	92115.0
2022-09-20 12:30:00	ES	Futures	4372.45	4373.3	4363.71	4367.94	89436.0
2022-09-20 13:00:00	ES	Futures	4368.22	4369.35	4348.77	4350.18	105875.0
2022-09-20 13:30:00	ES	Futures	4350.18	4351.31	4333.55	4336.09	135767.0
2022-09-20 14:00:00	ES	Futures	4336.09	4355.26	4335.52	4351.03	130459.0
2022-09-20 14:30:00	ES	Futures	4351.03	4362.02	4337.21	4358.36	155503.0
2022-09-20 15:00:00	ES	Futures	4358.36	4371.61	4352.72	4367.66	144020.0
2022-09-20 15:30:00	ES	Futures	4367.94	4383.45	4360.05	4368.22	239679.0
2022-09-20 16:00:00	ES	Futures	4367.94	4377.53	4367.94	4371.32	53324.0
2022-09-20 16:30:00	ES	Futures	4371.61	4374.99	4369.35	4374.71	5882.0
2022-09-20 18:00:00	ES	Futures	4373.58	4374.42	4366.53	4367.94	3490.0
2022-09-20 18:30:00	ES	Futures	4367.94	4371.32	4367.94	4371.32	1570.0
2022-09-20 19:00:00	ES	Futures	4371.04	4372.45	4363.99	4366.53	4560.0
2022-09-20 19:30:00	ES	Futures	4366.81	4371.32	4365.97	4369.91	3072.0
2022-09-20 20:00:00	ES	Futures	4369.91	4374.99	4367.38	4373.86	6228.0
2022-09-20 20:30:00	ES	Futures	4374.14	4376.12	4371.89	4372.73	3413.0
2022-09-20 21:00:00	ES	Futures	4372.73	4374.14	4365.12	4366.53	4858.0
2022-09-20 21:30:00	ES	Futures	4366.53	4369.07	4364.28	4366.81	4062.0
2022-09-20 22:00:00	ES	Futures	4366.81	4373.86	4365.69	4372.45	4360.0
2022-09-20 22:30:00	ES	Futures	4372.17	4375.27	4370.48	4373.58	2653.0
2022-09-20 23:00:00	ES	Futures	4373.3	4373.58	4369.91	4371.32	1400.0
2022-09-20 23:30:00	ES	Futures	4371.32	4374.71	4370.48	4374.42	1369.0
2022-09-20 00:00:00	NQ	Futures	13856.29	13861.46	13852.27	13855.72	1045.0
2022-09-20 00:30:00	NQ	Futures	13856.29	13862.9	13850.26	13854.85	872.0
2022-09-20 01:00:00	NQ	Futures	13854.57	13868.07	13850.26	13867.78	1336.0
2022-09-20 01:30:00	NQ	Futures	13867.78	13870.37	13858.59	13862.9	1288.0

> showing 50 of 3,827 rows — these rows as CSV

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