PREVIEW / futures_30min / 2022-09-30

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-09-30.parquet
  size:    98 KB
  rows:    3,130

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
2022-09-30 00:00:00	ES	Futures	4109.44	4113.39	4104.65	4108.32	4935.0
2022-09-30 00:30:00	ES	Futures	4108.6	4117.34	4107.75	4114.24	4699.0
2022-09-30 01:00:00	ES	Futures	4114.24	4125.79	4113.39	4124.39	6652.0
2022-09-30 01:30:00	ES	Futures	4124.67	4127.49	4117.06	4117.34	8451.0
2022-09-30 02:00:00	ES	Futures	4117.34	4129.74	4117.34	4128.61	12421.0
2022-09-30 02:30:00	ES	Futures	4128.61	4136.79	4124.67	4132.56	15458.0
2022-09-30 03:00:00	ES	Futures	4132.56	4156.24	4132.28	4151.73	31271.0
2022-09-30 03:30:00	ES	Futures	4152.01	4157.65	4148.35	4156.52	18058.0
2022-09-30 04:00:00	ES	Futures	4156.24	4158.78	4149.47	4152.57	17382.0
2022-09-30 04:30:00	ES	Futures	4152.57	4164.98	4149.76	4162.72	16331.0
2022-09-30 05:00:00	ES	Futures	4163.0	4163.29	4146.09	4150.04	14052.0
2022-09-30 05:30:00	ES	Futures	4150.04	4153.98	4142.99	4146.65	14452.0
2022-09-30 06:00:00	ES	Futures	4146.37	4160.47	4145.25	4157.08	15398.0
2022-09-30 06:30:00	ES	Futures	4157.08	4158.49	4137.07	4140.74	13766.0
2022-09-30 07:00:00	ES	Futures	4140.74	4142.43	4129.46	4138.76	16661.0
2022-09-30 07:30:00	ES	Futures	4138.76	4138.76	4121.85	4129.74	22113.0
2022-09-30 08:00:00	ES	Futures	4129.74	4146.09	4125.51	4142.99	43834.0
2022-09-30 08:30:00	ES	Futures	4142.99	4143.55	4105.22	4128.33	89704.0
2022-09-30 09:00:00	ES	Futures	4128.05	4133.41	4107.75	4108.88	66902.0
2022-09-30 09:30:00	ES	Futures	4108.88	4129.18	4089.15	4122.13	267212.0
2022-09-30 10:00:00	ES	Futures	4122.41	4126.92	4105.5	4121.85	209482.0
2022-09-30 10:30:00	ES	Futures	4121.85	4139.89	4120.16	4134.53	162222.0
2022-09-30 11:00:00	ES	Futures	4134.53	4154.55	4127.77	4147.5	151575.0
2022-09-30 11:30:00	ES	Futures	4147.5	4151.45	4118.18	4120.72	142438.0
2022-09-30 12:00:00	ES	Futures	4121.0	4121.28	4107.75	4115.08	120395.0
2022-09-30 12:30:00	ES	Futures	4115.08	4125.79	4114.24	4117.62	81213.0
2022-09-30 13:00:00	ES	Futures	4117.34	4121.28	4110.57	4117.9	79175.0
2022-09-30 13:30:00	ES	Futures	4117.9	4120.44	4094.79	4098.17	115901.0
2022-09-30 14:00:00	ES	Futures	4098.45	4107.47	4091.12	4095.63	121138.0
2022-09-30 14:30:00	ES	Futures	4095.63	4101.27	4077.31	4079.56	138147.0
2022-09-30 15:00:00	ES	Futures	4079.85	4095.91	4074.49	4088.3	156987.0
2022-09-30 15:30:00	ES	Futures	4088.02	4095.35	4055.32	4056.17	437148.0
2022-09-30 16:00:00	ES	Futures	4056.17	4073.64	4053.91	4068.29	115261.0
2022-09-30 16:30:00	ES	Futures	4068.29	4068.29	4061.52	4064.06	12641.0
2022-09-30 00:00:00	NQ	Futures	12866.17	12883.12	12849.21	12865.02	3528.0
2022-09-30 00:30:00	NQ	Futures	12864.15	12898.63	12863.01	12888.58	2488.0
2022-09-30 01:00:00	NQ	Futures	12888.58	12932.54	12885.42	12926.22	4556.0
2022-09-30 01:30:00	NQ	Futures	12927.37	12938.86	12900.36	12902.37	4070.0
2022-09-30 02:00:00	NQ	Futures	12902.08	12952.36	12902.08	12947.19	6292.0
2022-09-30 02:30:00	NQ	Futures	12948.92	12980.52	12933.97	12966.16	7184.0
2022-09-30 03:00:00	NQ	Futures	12966.44	13045.74	12965.29	13021.61	14192.0
2022-09-30 03:30:00	NQ	Futures	13021.32	13034.83	13007.24	13028.22	8406.0
2022-09-30 04:00:00	NQ	Futures	13027.93	13032.24	12994.03	13003.22	9397.0
2022-09-30 04:30:00	NQ	Futures	13003.22	13042.87	12990.58	13036.26	7772.0
2022-09-30 05:00:00	NQ	Futures	13036.84	13037.99	12973.63	12988.85	7794.0
2022-09-30 05:30:00	NQ	Futures	12987.99	13000.92	12965.01	12978.22	6754.0
2022-09-30 06:00:00	NQ	Futures	12977.65	13021.9	12974.2	13012.7	6373.0
2022-09-30 06:30:00	NQ	Futures	13011.84	13017.59	12945.76	12958.97	7463.0
2022-09-30 07:00:00	NQ	Futures	12959.26	12965.58	12915.01	12955.81	9157.0
2022-09-30 07:30:00	NQ	Futures	12956.1	12956.96	12899.5	12927.08	10507.0

> showing 50 of 3,130 rows — these rows as CSV

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