PREVIEW / futures_30min / 2022-09-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-28.parquet
  size:    126 KB
  rows:    3,992

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
2022-09-28 00:00:00	ES	Futures	4102.68	4104.65	4096.76	4104.09	5010.0
2022-09-28 00:30:00	ES	Futures	4104.09	4113.11	4100.99	4102.96	9324.0
2022-09-28 01:00:00	ES	Futures	4102.96	4104.93	4095.07	4103.24	7188.0
2022-09-28 01:30:00	ES	Futures	4103.53	4112.55	4100.42	4112.55	10931.0
2022-09-28 02:00:00	ES	Futures	4112.83	4119.87	4104.65	4111.98	14915.0
2022-09-28 02:30:00	ES	Futures	4111.7	4112.26	4094.5	4095.91	11918.0
2022-09-28 03:00:00	ES	Futures	4095.91	4111.14	4085.2	4095.07	33337.0
2022-09-28 03:30:00	ES	Futures	4095.07	4114.52	4092.53	4108.32	22053.0
2022-09-28 04:00:00	ES	Futures	4108.32	4110.85	4093.66	4095.07	18122.0
2022-09-28 04:30:00	ES	Futures	4095.07	4105.78	4090.84	4100.42	14470.0
2022-09-28 05:00:00	ES	Futures	4100.42	4102.12	4073.93	4081.54	33616.0
2022-09-28 05:30:00	ES	Futures	4081.54	4086.05	4077.59	4078.72	20185.0
2022-09-28 06:00:00	ES	Futures	4078.44	4132.56	4075.62	4121.57	93821.0
2022-09-28 06:30:00	ES	Futures	4121.57	4132.84	4109.16	4114.52	43341.0
2022-09-28 07:00:00	ES	Futures	4114.8	4118.75	4096.2	4104.09	37468.0
2022-09-28 07:30:00	ES	Futures	4104.37	4114.8	4097.04	4103.53	23815.0
2022-09-28 08:00:00	ES	Futures	4103.53	4124.67	4102.68	4122.69	40993.0
2022-09-28 08:30:00	ES	Futures	4122.69	4150.6	4118.18	4138.76	70137.0
2022-09-28 09:00:00	ES	Futures	4139.04	4148.35	4123.26	4138.76	82130.0
2022-09-28 09:30:00	ES	Futures	4138.48	4145.81	4118.18	4138.2	253604.0
2022-09-28 10:00:00	ES	Futures	4138.48	4163.29	4124.95	4162.44	195973.0
2022-09-28 10:30:00	ES	Futures	4162.44	4174.84	4156.52	4163.57	167957.0
2022-09-28 11:00:00	ES	Futures	4163.85	4183.02	4159.06	4172.03	153304.0
2022-09-28 11:30:00	ES	Futures	4172.31	4185.56	4164.13	4184.43	136599.0
2022-09-28 12:00:00	ES	Futures	4184.43	4198.24	4182.17	4184.71	114003.0
2022-09-28 12:30:00	ES	Futures	4184.71	4195.99	4181.89	4190.91	96458.0
2022-09-28 13:00:00	ES	Futures	4191.19	4203.6	4185.27	4194.86	109046.0
2022-09-28 13:30:00	ES	Futures	4194.86	4197.68	4183.02	4188.66	75491.0
2022-09-28 14:00:00	ES	Futures	4188.66	4194.86	4184.99	4190.63	80839.0
2022-09-28 14:30:00	ES	Futures	4190.63	4201.34	4189.22	4197.68	90770.0
2022-09-28 15:00:00	ES	Futures	4197.68	4216.28	4196.27	4213.18	138910.0
2022-09-28 15:30:00	ES	Futures	4213.18	4229.81	4206.13	4208.67	258645.0
2022-09-28 16:00:00	ES	Futures	4208.67	4213.18	4205.85	4209.24	76636.0
2022-09-28 16:30:00	ES	Futures	4209.24	4210.36	4204.44	4205.57	7833.0
2022-09-28 18:00:00	ES	Futures	4206.13	4212.62	4206.13	4212.05	4728.0
2022-09-28 18:30:00	ES	Futures	4211.77	4212.05	4198.52	4201.62	5794.0
2022-09-28 19:00:00	ES	Futures	4201.62	4205.01	4200.21	4204.16	2925.0
2022-09-28 19:30:00	ES	Futures	4204.16	4204.72	4200.21	4203.32	3513.0
2022-09-28 20:00:00	ES	Futures	4203.6	4212.62	4201.34	4210.64	10918.0
2022-09-28 20:30:00	ES	Futures	4210.64	4211.49	4202.47	4206.13	4917.0
2022-09-28 21:00:00	ES	Futures	4205.85	4207.83	4202.19	4204.72	5718.0
2022-09-28 21:30:00	ES	Futures	4204.72	4207.83	4200.78	4201.34	6153.0
2022-09-28 22:00:00	ES	Futures	4201.62	4204.16	4193.17	4195.42	9666.0
2022-09-28 22:30:00	ES	Futures	4195.7	4200.21	4194.58	4197.96	4804.0
2022-09-28 23:00:00	ES	Futures	4197.68	4202.75	4196.55	4201.62	3965.0
2022-09-28 23:30:00	ES	Futures	4201.91	4207.54	4198.52	4205.85	6243.0
2022-09-28 00:00:00	NQ	Futures	12912.14	12919.03	12889.15	12917.02	2878.0
2022-09-28 00:30:00	NQ	Futures	12916.74	12945.47	12901.22	12910.7	4447.0
2022-09-28 01:00:00	NQ	Futures	12910.41	12922.48	12881.68	12910.13	4371.0
2022-09-28 01:30:00	NQ	Futures	12910.7	12941.45	12898.92	12940.58	4281.0

> showing 50 of 3,992 rows — these rows as CSV

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