PREVIEW / futures_30min / 2022-09-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-27.parquet
  size:    121 KB
  rows:    4,002

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
2022-09-27 00:00:00	ES	Futures	4166.11	4169.21	4165.82	4168.36	2678.0
2022-09-27 00:30:00	ES	Futures	4168.36	4168.64	4164.7	4166.95	2395.0
2022-09-27 01:00:00	ES	Futures	4166.95	4169.49	4163.57	4166.95	2777.0
2022-09-27 01:30:00	ES	Futures	4167.23	4172.03	4161.31	4171.46	5344.0
2022-09-27 02:00:00	ES	Futures	4171.74	4185.56	4168.92	4184.43	18224.0
2022-09-27 02:30:00	ES	Futures	4184.71	4184.71	4176.25	4176.54	8378.0
2022-09-27 03:00:00	ES	Futures	4176.54	4200.21	4172.31	4199.93	26989.0
2022-09-27 03:30:00	ES	Futures	4199.93	4200.21	4194.01	4194.58	22955.0
2022-09-27 04:00:00	ES	Futures	4194.29	4197.4	4187.81	4191.48	15011.0
2022-09-27 04:30:00	ES	Futures	4191.19	4191.48	4181.89	4182.46	12858.0
2022-09-27 05:00:00	ES	Futures	4182.17	4183.3	4166.39	4168.36	17362.0
2022-09-27 05:30:00	ES	Futures	4168.64	4174.84	4166.39	4166.67	10791.0
2022-09-27 06:00:00	ES	Futures	4166.39	4186.97	4166.39	4185.56	16960.0
2022-09-27 06:30:00	ES	Futures	4185.56	4190.91	4179.07	4185.84	16469.0
2022-09-27 07:00:00	ES	Futures	4185.84	4190.35	4181.33	4186.97	15262.0
2022-09-27 07:30:00	ES	Futures	4186.68	4199.37	4186.12	4194.29	24698.0
2022-09-27 08:00:00	ES	Futures	4194.01	4199.37	4189.5	4193.17	22821.0
2022-09-27 08:30:00	ES	Futures	4192.6	4203.32	4184.15	4184.71	35812.0
2022-09-27 09:00:00	ES	Futures	4184.43	4190.07	4178.23	4181.61	65759.0
2022-09-27 09:30:00	ES	Futures	4181.61	4209.24	4176.25	4185.84	258174.0
2022-09-27 10:00:00	ES	Futures	4185.84	4187.53	4156.52	4167.23	261684.0
2022-09-27 10:30:00	ES	Futures	4167.23	4192.04	4167.23	4183.86	191508.0
2022-09-27 11:00:00	ES	Futures	4184.15	4186.97	4144.12	4147.78	174445.0
2022-09-27 11:30:00	ES	Futures	4148.06	4156.8	4135.1	4135.94	168779.0
2022-09-27 12:00:00	ES	Futures	4135.94	4137.07	4102.96	4114.8	245051.0
2022-09-27 12:30:00	ES	Futures	4114.8	4124.95	4108.32	4120.44	166200.0
2022-09-27 13:00:00	ES	Futures	4120.44	4120.44	4105.22	4110.85	171529.0
2022-09-27 13:30:00	ES	Futures	4110.85	4116.49	4099.01	4109.16	127824.0
2022-09-27 14:00:00	ES	Futures	4109.44	4120.16	4104.37	4113.96	116374.0
2022-09-27 14:30:00	ES	Futures	4113.96	4141.86	4108.6	4135.1	163660.0
2022-09-27 15:00:00	ES	Futures	4135.1	4135.66	4120.72	4124.67	144734.0
2022-09-27 15:30:00	ES	Futures	4124.67	4135.66	4113.11	4128.05	226021.0
2022-09-27 16:00:00	ES	Futures	4127.77	4133.41	4118.18	4129.46	54169.0
2022-09-27 16:30:00	ES	Futures	4129.46	4133.97	4125.51	4132.84	8301.0
2022-09-27 18:00:00	ES	Futures	4136.51	4139.04	4129.18	4129.74	7581.0
2022-09-27 18:30:00	ES	Futures	4129.74	4136.51	4128.05	4136.22	3517.0
2022-09-27 19:00:00	ES	Futures	4135.94	4137.63	4130.87	4132.84	2784.0
2022-09-27 19:30:00	ES	Futures	4133.12	4140.17	4129.18	4130.02	6862.0
2022-09-27 20:00:00	ES	Futures	4130.02	4143.55	4130.02	4138.48	9051.0
2022-09-27 20:30:00	ES	Futures	4138.76	4139.89	4129.74	4132.28	9405.0
2022-09-27 21:00:00	ES	Futures	4132.56	4138.2	4110.57	4113.11	22255.0
2022-09-27 21:30:00	ES	Futures	4112.83	4117.34	4104.65	4111.42	23919.0
2022-09-27 22:00:00	ES	Futures	4111.42	4111.7	4085.2	4094.22	27465.0
2022-09-27 22:30:00	ES	Futures	4093.94	4095.35	4089.99	4093.09	9344.0
2022-09-27 23:00:00	ES	Futures	4093.38	4106.06	4093.38	4103.53	11064.0
2022-09-27 23:30:00	ES	Futures	4103.53	4103.81	4096.2	4102.68	6423.0
2022-09-27 00:00:00	NQ	Futures	13102.64	13110.68	13100.05	13108.09	1180.0
2022-09-27 00:30:00	NQ	Futures	13106.95	13110.11	13094.3	13101.49	1113.0
2022-09-27 01:00:00	NQ	Futures	13101.2	13112.12	13089.71	13102.06	1791.0
2022-09-27 01:30:00	NQ	Futures	13104.07	13125.05	13085.97	13123.61	2734.0

> showing 50 of 4,002 rows — these rows as CSV

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