PREVIEW / futures_30min / 2022-09-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-22.parquet
  size:    113 KB
  rows:    3,871

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
2022-09-22 00:00:00	ES	Futures	4265.61	4271.53	4264.77	4270.97	2841.0
2022-09-22 00:30:00	ES	Futures	4270.69	4271.82	4267.31	4267.59	2609.0
2022-09-22 01:00:00	ES	Futures	4267.59	4271.53	4266.46	4270.69	3465.0
2022-09-22 01:30:00	ES	Futures	4270.69	4276.61	4269.0	4269.28	6146.0
2022-09-22 02:00:00	ES	Futures	4269.56	4277.45	4269.28	4276.04	8246.0
2022-09-22 02:30:00	ES	Futures	4276.04	4276.04	4258.57	4264.49	12903.0
2022-09-22 03:00:00	ES	Futures	4264.77	4277.74	4259.41	4274.92	16669.0
2022-09-22 03:30:00	ES	Futures	4274.63	4300.85	4272.94	4298.88	26094.0
2022-09-22 04:00:00	ES	Futures	4298.6	4310.15	4296.9	4306.49	27162.0
2022-09-22 04:30:00	ES	Futures	4306.49	4321.99	4306.21	4309.31	26551.0
2022-09-22 05:00:00	ES	Futures	4309.31	4310.43	4295.78	4299.44	17572.0
2022-09-22 05:30:00	ES	Futures	4299.44	4303.11	4287.88	4293.24	12997.0
2022-09-22 06:00:00	ES	Futures	4293.24	4297.19	4286.19	4297.19	8068.0
2022-09-22 06:30:00	ES	Futures	4297.19	4302.54	4293.52	4299.72	9077.0
2022-09-22 07:00:00	ES	Futures	4299.44	4302.26	4275.2	4276.04	23470.0
2022-09-22 07:30:00	ES	Futures	4275.76	4295.78	4275.48	4293.52	21119.0
2022-09-22 08:00:00	ES	Futures	4293.52	4304.52	4288.73	4294.65	28891.0
2022-09-22 08:30:00	ES	Futures	4294.93	4309.59	4285.06	4300.29	42324.0
2022-09-22 09:00:00	ES	Futures	4300.29	4301.13	4277.45	4279.99	68158.0
2022-09-22 09:30:00	ES	Futures	4279.99	4292.39	4254.9	4260.54	273995.0
2022-09-22 10:00:00	ES	Futures	4260.82	4279.14	4253.21	4268.71	216420.0
2022-09-22 10:30:00	ES	Futures	4268.71	4274.92	4249.55	4250.96	180493.0
2022-09-22 11:00:00	ES	Futures	4250.96	4258.85	4243.63	4253.49	148156.0
2022-09-22 11:30:00	ES	Futures	4253.49	4265.9	4250.67	4255.18	129839.0
2022-09-22 12:00:00	ES	Futures	4255.18	4273.22	4251.8	4261.95	119051.0
2022-09-22 12:30:00	ES	Futures	4262.23	4272.1	4256.88	4263.36	96127.0
2022-09-22 13:00:00	ES	Futures	4263.36	4266.18	4249.55	4260.82	79267.0
2022-09-22 13:30:00	ES	Futures	4260.82	4270.41	4257.72	4266.46	93535.0
2022-09-22 14:00:00	ES	Futures	4266.18	4269.0	4246.73	4252.93	94801.0
2022-09-22 14:30:00	ES	Futures	4252.93	4269.0	4249.83	4266.46	108157.0
2022-09-22 15:00:00	ES	Futures	4266.18	4284.78	4263.92	4273.79	180335.0
2022-09-22 15:30:00	ES	Futures	4273.79	4290.42	4251.52	4252.36	281220.0
2022-09-22 16:00:00	ES	Futures	4252.65	4260.26	4248.42	4254.62	72546.0
2022-09-22 16:30:00	ES	Futures	4254.62	4257.44	4250.96	4255.18	8855.0
2022-09-22 18:00:00	ES	Futures	4259.13	4261.67	4255.47	4260.26	3861.0
2022-09-22 18:30:00	ES	Futures	4260.54	4261.39	4252.93	4257.16	3197.0
2022-09-22 19:00:00	ES	Futures	4257.16	4260.82	4255.47	4258.85	2407.0
2022-09-22 19:30:00	ES	Futures	4258.85	4262.23	4257.72	4261.39	2674.0
2022-09-22 20:00:00	ES	Futures	4261.39	4265.9	4258.85	4262.23	6875.0
2022-09-22 20:30:00	ES	Futures	4261.95	4265.61	4260.54	4260.82	2478.0
2022-09-22 21:00:00	ES	Futures	4260.54	4262.51	4256.03	4256.59	4091.0
2022-09-22 21:30:00	ES	Futures	4256.31	4261.95	4255.18	4261.39	3180.0
2022-09-22 22:00:00	ES	Futures	4261.39	4261.67	4250.11	4250.39	5046.0
2022-09-22 22:30:00	ES	Futures	4250.39	4251.24	4245.04	4250.11	5342.0
2022-09-22 23:00:00	ES	Futures	4250.11	4253.77	4247.85	4251.24	2898.0
2022-09-22 23:30:00	ES	Futures	4250.96	4251.24	4244.47	4246.45	3561.0
2022-09-22 00:00:00	NQ	Futures	13343.7	13365.25	13340.25	13363.81	1555.0
2022-09-22 00:30:00	NQ	Futures	13362.67	13366.4	13350.6	13352.9	1383.0
2022-09-22 01:00:00	NQ	Futures	13351.17	13363.81	13345.71	13360.37	1943.0
2022-09-22 01:30:00	NQ	Futures	13360.08	13384.21	13355.19	13360.94	3556.0

> showing 50 of 3,871 rows — these rows as CSV

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