PREVIEW / futures_30min / 2022-09-29

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-29.parquet
  size:    119 KB
  rows:    3,952

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
2022-09-29 00:00:00	ES	Futures	4205.85	4210.64	4204.44	4210.36	5157.0
2022-09-29 00:30:00	ES	Futures	4210.08	4212.62	4208.67	4209.52	5744.0
2022-09-29 01:00:00	ES	Futures	4209.8	4211.49	4205.57	4208.67	5704.0
2022-09-29 01:30:00	ES	Futures	4208.39	4210.08	4190.91	4197.96	16310.0
2022-09-29 02:00:00	ES	Futures	4197.96	4198.24	4170.9	4177.94	23188.0
2022-09-29 02:30:00	ES	Futures	4177.94	4190.07	4175.13	4183.86	11234.0
2022-09-29 03:00:00	ES	Futures	4184.43	4187.81	4155.39	4161.03	30107.0
2022-09-29 03:30:00	ES	Futures	4161.03	4161.03	4146.37	4156.24	25498.0
2022-09-29 04:00:00	ES	Futures	4156.24	4166.11	4150.04	4158.78	20661.0
2022-09-29 04:30:00	ES	Futures	4158.78	4165.26	4153.98	4158.21	14236.0
2022-09-29 05:00:00	ES	Futures	4157.93	4176.25	4156.52	4169.21	18603.0
2022-09-29 05:30:00	ES	Futures	4169.49	4183.02	4168.36	4175.41	15323.0
2022-09-29 06:00:00	ES	Futures	4175.41	4176.54	4161.03	4164.7	15725.0
2022-09-29 06:30:00	ES	Futures	4164.7	4175.97	4163.29	4168.08	11238.0
2022-09-29 07:00:00	ES	Futures	4168.36	4184.99	4168.36	4183.02	17035.0
2022-09-29 07:30:00	ES	Futures	4183.02	4184.43	4170.9	4171.18	18311.0
2022-09-29 08:00:00	ES	Futures	4171.46	4175.69	4160.75	4173.15	30022.0
2022-09-29 08:30:00	ES	Futures	4173.15	4173.43	4142.14	4153.98	70052.0
2022-09-29 09:00:00	ES	Futures	4153.98	4172.03	4150.6	4165.54	59999.0
2022-09-29 09:30:00	ES	Futures	4165.54	4169.21	4120.16	4124.1	292074.0
2022-09-29 10:00:00	ES	Futures	4124.39	4125.79	4094.5	4108.32	280139.0
2022-09-29 10:30:00	ES	Futures	4108.32	4122.69	4096.2	4116.77	192416.0
2022-09-29 11:00:00	ES	Futures	4116.77	4132.28	4111.98	4119.31	178366.0
2022-09-29 11:30:00	ES	Futures	4119.59	4141.02	4113.96	4133.69	151391.0
2022-09-29 12:00:00	ES	Futures	4133.69	4138.2	4115.65	4119.87	126140.0
2022-09-29 12:30:00	ES	Futures	4119.87	4126.92	4112.26	4113.39	92363.0
2022-09-29 13:00:00	ES	Futures	4113.67	4114.24	4103.81	4107.19	99184.0
2022-09-29 13:30:00	ES	Futures	4107.47	4115.65	4092.53	4093.38	108676.0
2022-09-29 14:00:00	ES	Futures	4093.66	4098.73	4084.07	4096.2	132047.0
2022-09-29 14:30:00	ES	Futures	4096.2	4105.78	4086.61	4086.89	119386.0
2022-09-29 15:00:00	ES	Futures	4086.89	4110.57	4086.33	4102.4	141132.0
2022-09-29 15:30:00	ES	Futures	4102.4	4125.51	4100.71	4120.72	320105.0
2022-09-29 16:00:00	ES	Futures	4121.0	4129.74	4119.59	4123.82	72417.0
2022-09-29 16:30:00	ES	Futures	4123.82	4126.08	4122.13	4125.51	8645.0
2022-09-29 18:00:00	ES	Futures	4122.98	4135.66	4120.16	4128.61	9725.0
2022-09-29 18:30:00	ES	Futures	4128.61	4133.12	4124.95	4130.87	5182.0
2022-09-29 19:00:00	ES	Futures	4131.15	4135.1	4130.02	4135.1	4145.0
2022-09-29 19:30:00	ES	Futures	4134.82	4139.04	4133.69	4136.22	5659.0
2022-09-29 20:00:00	ES	Futures	4136.51	4138.2	4127.49	4129.18	7837.0
2022-09-29 20:30:00	ES	Futures	4129.18	4131.15	4116.49	4125.23	9674.0
2022-09-29 21:00:00	ES	Futures	4125.23	4130.3	4121.0	4123.82	7405.0
2022-09-29 21:30:00	ES	Futures	4123.54	4134.53	4121.0	4129.74	7299.0
2022-09-29 22:00:00	ES	Futures	4129.74	4132.28	4111.42	4116.21	9297.0
2022-09-29 22:30:00	ES	Futures	4115.93	4125.51	4114.52	4120.16	6371.0
2022-09-29 23:00:00	ES	Futures	4120.16	4122.41	4114.52	4115.08	5325.0
2022-09-29 23:30:00	ES	Futures	4115.36	4119.03	4107.47	4109.73	6187.0
2022-09-29 00:00:00	NQ	Futures	13259.23	13278.77	13253.77	13275.32	2445.0
2022-09-29 00:30:00	NQ	Futures	13275.32	13283.65	13263.25	13269.86	2623.0
2022-09-29 01:00:00	NQ	Futures	13269.86	13275.03	13252.04	13263.25	1937.0
2022-09-29 01:30:00	NQ	Futures	13261.53	13267.27	13197.74	13218.71	7042.0

> showing 50 of 3,952 rows — these rows as CSV

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