PREVIEW / futures_30min / 2022-09-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-21.parquet
  size:    118 KB
  rows:    3,901

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
2022-09-21 00:00:00	ES	Futures	4374.42	4374.71	4369.63	4370.48	1331.0
2022-09-21 00:30:00	ES	Futures	4370.48	4372.73	4369.35	4371.61	1761.0
2022-09-21 01:00:00	ES	Futures	4371.61	4375.83	4371.32	4375.83	3316.0
2022-09-21 01:30:00	ES	Futures	4375.55	4378.37	4362.02	4365.4	11155.0
2022-09-21 02:00:00	ES	Futures	4365.69	4374.99	4358.07	4360.33	25366.0
2022-09-21 02:30:00	ES	Futures	4360.61	4364.56	4352.72	4357.23	16962.0
2022-09-21 03:00:00	ES	Futures	4357.23	4369.63	4346.52	4367.38	20492.0
2022-09-21 03:30:00	ES	Futures	4367.38	4373.3	4362.3	4365.97	11401.0
2022-09-21 04:00:00	ES	Futures	4365.97	4373.86	4362.59	4369.63	13100.0
2022-09-21 04:30:00	ES	Futures	4369.63	4373.3	4368.79	4370.48	5894.0
2022-09-21 05:00:00	ES	Futures	4370.2	4371.32	4365.69	4370.76	5842.0
2022-09-21 05:30:00	ES	Futures	4370.48	4381.19	4370.2	4379.22	9904.0
2022-09-21 06:00:00	ES	Futures	4378.94	4380.63	4373.86	4377.53	4880.0
2022-09-21 06:30:00	ES	Futures	4377.24	4380.63	4367.94	4376.4	13433.0
2022-09-21 07:00:00	ES	Futures	4376.4	4378.65	4372.73	4374.14	7140.0
2022-09-21 07:30:00	ES	Futures	4374.14	4386.55	4373.3	4382.32	13323.0
2022-09-21 08:00:00	ES	Futures	4382.32	4387.11	4379.78	4386.55	12399.0
2022-09-21 08:30:00	ES	Futures	4386.55	4393.88	4385.7	4389.37	23692.0
2022-09-21 09:00:00	ES	Futures	4389.37	4393.59	4386.55	4389.93	30094.0
2022-09-21 09:30:00	ES	Futures	4389.65	4398.95	4381.75	4391.34	154707.0
2022-09-21 10:00:00	ES	Futures	4391.34	4402.61	4387.11	4401.77	116113.0
2022-09-21 10:30:00	ES	Futures	4402.05	4403.18	4383.73	4388.24	99523.0
2022-09-21 11:00:00	ES	Futures	4388.52	4391.34	4381.75	4386.83	80016.0
2022-09-21 11:30:00	ES	Futures	4387.11	4393.03	4385.7	4389.08	59218.0
2022-09-21 12:00:00	ES	Futures	4388.8	4394.44	4386.26	4394.16	45500.0
2022-09-21 12:30:00	ES	Futures	4394.16	4398.39	4387.11	4387.39	44414.0
2022-09-21 13:00:00	ES	Futures	4387.39	4390.21	4383.73	4388.52	53501.0
2022-09-21 13:30:00	ES	Futures	4388.52	4403.18	4387.96	4399.51	51532.0
2022-09-21 14:00:00	ES	Futures	4399.8	4402.05	4321.71	4340.03	331948.0
2022-09-21 14:30:00	ES	Futures	4339.75	4426.01	4328.76	4404.87	360050.0
2022-09-21 15:00:00	ES	Futures	4404.87	4411.63	4336.65	4337.21	259147.0
2022-09-21 15:30:00	ES	Futures	4336.93	4342.57	4289.29	4289.29	328070.0
2022-09-21 16:00:00	ES	Futures	4289.29	4293.24	4275.76	4276.33	94591.0
2022-09-21 16:30:00	ES	Futures	4276.33	4283.09	4275.76	4281.12	13060.0
2022-09-21 18:00:00	ES	Futures	4278.02	4285.63	4275.76	4281.12	8361.0
2022-09-21 18:30:00	ES	Futures	4281.12	4281.68	4265.33	4267.02	8251.0
2022-09-21 19:00:00	ES	Futures	4267.02	4269.84	4262.51	4265.61	7028.0
2022-09-21 19:30:00	ES	Futures	4265.33	4268.43	4262.23	4263.92	6768.0
2022-09-21 20:00:00	ES	Futures	4263.64	4269.28	4260.54	4265.05	8471.0
2022-09-21 20:30:00	ES	Futures	4265.05	4266.74	4252.93	4255.47	9526.0
2022-09-21 21:00:00	ES	Futures	4255.18	4257.72	4247.29	4251.24	10611.0
2022-09-21 21:30:00	ES	Futures	4251.24	4260.82	4250.11	4260.26	8010.0
2022-09-21 22:00:00	ES	Futures	4260.26	4263.36	4256.88	4259.13	6276.0
2022-09-21 22:30:00	ES	Futures	4259.13	4271.53	4258.0	4266.74	8371.0
2022-09-21 23:00:00	ES	Futures	4266.74	4267.02	4262.51	4264.77	3622.0
2022-09-21 23:30:00	ES	Futures	4264.77	4269.0	4264.2	4265.61	3322.0
2022-09-21 00:00:00	NQ	Futures	13723.55	13724.41	13708.32	13709.75	772.0
2022-09-21 00:30:00	NQ	Futures	13709.75	13717.23	13706.59	13712.34	984.0
2022-09-21 01:00:00	NQ	Futures	13712.34	13726.71	13711.77	13725.84	1686.0
2022-09-21 01:30:00	NQ	Futures	13726.13	13737.05	13682.17	13693.95	4239.0

> showing 50 of 3,901 rows — these rows as CSV

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