PREVIEW / futures_30min / 2022-09-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-23.parquet
  size:    101 KB
  rows:    3,148

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
2022-09-23 00:00:00	ES	Futures	4246.73	4247.85	4235.73	4241.37	8160.0
2022-09-23 00:30:00	ES	Futures	4241.09	4245.04	4237.99	4239.12	3562.0
2022-09-23 01:00:00	ES	Futures	4239.12	4251.8	4238.83	4249.26	6455.0
2022-09-23 01:30:00	ES	Futures	4249.55	4249.83	4242.78	4246.73	3619.0
2022-09-23 02:00:00	ES	Futures	4246.73	4254.34	4243.91	4244.19	7682.0
2022-09-23 02:30:00	ES	Futures	4244.47	4252.65	4242.5	4243.91	5681.0
2022-09-23 03:00:00	ES	Futures	4243.63	4244.75	4229.53	4236.58	20094.0
2022-09-23 03:30:00	ES	Futures	4236.58	4237.71	4230.66	4236.02	13843.0
2022-09-23 04:00:00	ES	Futures	4236.3	4241.65	4229.25	4230.1	15054.0
2022-09-23 04:30:00	ES	Futures	4230.1	4234.32	4225.02	4225.58	18005.0
2022-09-23 05:00:00	ES	Futures	4225.87	4227.28	4220.79	4221.07	14249.0
2022-09-23 05:30:00	ES	Futures	4221.07	4222.48	4208.11	4219.67	28148.0
2022-09-23 06:00:00	ES	Futures	4219.67	4219.95	4207.26	4208.11	19700.0
2022-09-23 06:30:00	ES	Futures	4207.83	4208.95	4192.32	4193.17	26533.0
2022-09-23 07:00:00	ES	Futures	4193.45	4198.52	4190.91	4197.68	37785.0
2022-09-23 07:30:00	ES	Futures	4197.68	4202.19	4191.19	4199.65	24518.0
2022-09-23 08:00:00	ES	Futures	4199.93	4204.44	4198.24	4202.75	28726.0
2022-09-23 08:30:00	ES	Futures	4202.75	4203.32	4188.94	4194.58	36937.0
2022-09-23 09:00:00	ES	Futures	4194.29	4216.56	4192.6	4211.21	75970.0
2022-09-23 09:30:00	ES	Futures	4211.21	4211.77	4178.23	4179.35	285153.0
2022-09-23 10:00:00	ES	Futures	4179.35	4190.91	4174.84	4189.78	225692.0
2022-09-23 10:30:00	ES	Futures	4189.78	4190.07	4174.0	4175.13	171535.0
2022-09-23 11:00:00	ES	Futures	4175.13	4190.91	4172.03	4178.79	160251.0
2022-09-23 11:30:00	ES	Futures	4178.79	4183.58	4159.9	4167.8	142434.0
2022-09-23 12:00:00	ES	Futures	4167.8	4168.92	4148.06	4148.63	129677.0
2022-09-23 12:30:00	ES	Futures	4148.35	4166.67	4144.96	4166.11	119725.0
2022-09-23 13:00:00	ES	Futures	4165.82	4171.74	4155.11	4155.68	119574.0
2022-09-23 13:30:00	ES	Futures	4155.96	4162.44	4152.57	4159.9	86092.0
2022-09-23 14:00:00	ES	Futures	4160.19	4165.82	4136.51	4144.68	143774.0
2022-09-23 14:30:00	ES	Futures	4144.68	4144.96	4127.2	4129.74	133619.0
2022-09-23 15:00:00	ES	Futures	4129.46	4163.85	4128.61	4160.47	200979.0
2022-09-23 15:30:00	ES	Futures	4160.75	4184.71	4158.21	4180.48	357715.0
2022-09-23 16:00:00	ES	Futures	4180.48	4187.53	4175.69	4185.84	80487.0
2022-09-23 16:30:00	ES	Futures	4185.56	4186.68	4183.02	4184.99	9057.0
2022-09-23 00:00:00	NQ	Futures	13258.37	13262.96	13216.99	13239.69	4751.0
2022-09-23 00:30:00	NQ	Futures	13239.98	13254.06	13227.05	13231.36	2108.0
2022-09-23 01:00:00	NQ	Futures	13231.07	13278.19	13229.92	13269.57	4179.0
2022-09-23 01:30:00	NQ	Futures	13270.72	13271.58	13244.57	13257.5	2498.0
2022-09-23 02:00:00	NQ	Futures	13257.22	13283.94	13247.16	13252.91	3845.0
2022-09-23 02:30:00	NQ	Futures	13253.77	13279.92	13248.6	13254.06	2924.0
2022-09-23 03:00:00	NQ	Futures	13254.34	13256.93	13200.33	13235.95	9293.0
2022-09-23 03:30:00	NQ	Futures	13236.53	13241.99	13214.69	13237.1	5534.0
2022-09-23 04:00:00	NQ	Futures	13237.68	13256.07	13202.05	13206.36	6734.0
2022-09-23 04:30:00	NQ	Futures	13206.36	13220.44	13183.37	13185.39	5960.0
2022-09-23 05:00:00	NQ	Futures	13185.67	13191.13	13167.0	13169.01	5677.0
2022-09-23 05:30:00	NQ	Futures	13169.58	13173.6	13123.32	13164.7	9332.0
2022-09-23 06:00:00	NQ	Futures	13164.7	13166.13	13124.18	13127.92	6440.0
2022-09-23 06:30:00	NQ	Futures	13128.78	13133.95	13083.1	13089.71	11212.0
2022-09-23 07:00:00	NQ	Futures	13089.42	13106.37	13078.5	13100.05	12929.0
2022-09-23 07:30:00	NQ	Futures	13099.47	13122.46	13079.65	13115.56	10192.0

> showing 50 of 3,148 rows — these rows as CSV

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