PREVIEW / futures_30min / 2022-09-26

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-26.parquet
  size:    121 KB
  rows:    4,033

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
2022-09-26 00:00:00	ES	Futures	4159.34	4163.0	4154.27	4160.47	4606.0
2022-09-26 00:30:00	ES	Futures	4160.47	4160.47	4150.32	4151.73	4227.0
2022-09-26 01:00:00	ES	Futures	4151.45	4155.11	4143.27	4144.96	6829.0
2022-09-26 01:30:00	ES	Futures	4144.68	4150.32	4142.99	4145.81	7816.0
2022-09-26 02:00:00	ES	Futures	4145.53	4154.55	4141.02	4145.81	11597.0
2022-09-26 02:30:00	ES	Futures	4145.81	4151.45	4143.27	4146.65	8839.0
2022-09-26 03:00:00	ES	Futures	4146.65	4191.76	4144.68	4184.43	38406.0
2022-09-26 03:30:00	ES	Futures	4184.15	4192.6	4169.77	4170.62	21766.0
2022-09-26 04:00:00	ES	Futures	4170.9	4182.74	4164.7	4181.89	19871.0
2022-09-26 04:30:00	ES	Futures	4181.89	4184.15	4173.43	4175.13	13647.0
2022-09-26 05:00:00	ES	Futures	4175.13	4178.23	4155.68	4157.93	14228.0
2022-09-26 05:30:00	ES	Futures	4157.93	4159.34	4139.89	4145.81	19359.0
2022-09-26 06:00:00	ES	Futures	4146.09	4158.21	4140.17	4156.52	14607.0
2022-09-26 06:30:00	ES	Futures	4156.52	4159.34	4150.6	4150.6	12711.0
2022-09-26 07:00:00	ES	Futures	4150.6	4155.39	4144.68	4154.27	17312.0
2022-09-26 07:30:00	ES	Futures	4153.98	4158.78	4152.29	4155.96	15999.0
2022-09-26 08:00:00	ES	Futures	4155.96	4163.85	4146.37	4161.03	31541.0
2022-09-26 08:30:00	ES	Futures	4160.75	4174.84	4152.29	4172.87	41873.0
2022-09-26 09:00:00	ES	Futures	4172.87	4175.13	4162.16	4163.29	49860.0
2022-09-26 09:30:00	ES	Futures	4163.0	4188.38	4159.06	4186.12	244045.0
2022-09-26 10:00:00	ES	Futures	4186.12	4206.42	4174.0	4201.91	220522.0
2022-09-26 10:30:00	ES	Futures	4201.91	4203.03	4178.79	4186.4	178295.0
2022-09-26 11:00:00	ES	Futures	4186.4	4190.63	4157.37	4157.65	178045.0
2022-09-26 11:30:00	ES	Futures	4157.65	4171.46	4150.6	4167.8	159488.0
2022-09-26 12:00:00	ES	Futures	4167.8	4168.36	4140.17	4142.99	133755.0
2022-09-26 12:30:00	ES	Futures	4142.99	4157.37	4134.25	4153.42	136422.0
2022-09-26 13:00:00	ES	Futures	4153.42	4153.7	4124.1	4131.71	133997.0
2022-09-26 13:30:00	ES	Futures	4131.43	4143.84	4126.08	4127.77	128562.0
2022-09-26 14:00:00	ES	Futures	4127.77	4149.19	4126.08	4133.12	122029.0
2022-09-26 14:30:00	ES	Futures	4133.41	4157.93	4129.46	4152.86	159987.0
2022-09-26 15:00:00	ES	Futures	4152.86	4160.75	4144.68	4152.29	184412.0
2022-09-26 15:30:00	ES	Futures	4152.29	4168.64	4135.1	4139.33	291359.0
2022-09-26 16:00:00	ES	Futures	4139.33	4144.68	4129.18	4133.97	77761.0
2022-09-26 16:30:00	ES	Futures	4134.25	4137.07	4131.43	4135.1	6967.0
2022-09-26 18:00:00	ES	Futures	4135.94	4140.45	4131.15	4137.92	6217.0
2022-09-26 18:30:00	ES	Futures	4137.92	4141.58	4137.92	4141.02	2825.0
2022-09-26 19:00:00	ES	Futures	4141.3	4147.78	4140.74	4146.09	4939.0
2022-09-26 19:30:00	ES	Futures	4146.37	4151.73	4143.27	4148.63	4115.0
2022-09-26 20:00:00	ES	Futures	4148.91	4163.0	4148.35	4159.34	12049.0
2022-09-26 20:30:00	ES	Futures	4159.34	4169.49	4156.24	4166.67	8948.0
2022-09-26 21:00:00	ES	Futures	4166.39	4171.46	4162.16	4166.11	7961.0
2022-09-26 21:30:00	ES	Futures	4166.11	4172.03	4163.85	4164.7	8142.0
2022-09-26 22:00:00	ES	Futures	4164.98	4170.62	4161.6	4170.33	7068.0
2022-09-26 22:30:00	ES	Futures	4170.05	4170.05	4162.72	4165.26	4912.0
2022-09-26 23:00:00	ES	Futures	4165.26	4166.67	4157.65	4162.44	5150.0
2022-09-26 23:30:00	ES	Futures	4162.16	4169.21	4161.03	4166.11	4006.0
2022-09-26 00:00:00	NQ	Futures	13011.27	13020.46	12993.45	13012.41	2358.0
2022-09-26 00:30:00	NQ	Futures	13011.84	13012.99	12976.79	12982.25	2786.0
2022-09-26 01:00:00	NQ	Futures	12981.38	12996.04	12945.47	12953.51	4559.0
2022-09-26 01:30:00	NQ	Futures	12952.94	12969.32	12946.33	12954.95	4433.0

> showing 50 of 4,033 rows — these rows as CSV

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