PREVIEW / futures_30min / 2022-10-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-03.parquet
  size:    121 KB
  rows:    4,000

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
2022-10-03 00:00:00	ES	Futures	4058.7	4061.24	4052.22	4054.48	4852.0
2022-10-03 00:30:00	ES	Futures	4054.48	4056.45	4050.53	4054.48	3050.0
2022-10-03 01:00:00	ES	Futures	4054.19	4057.01	4047.15	4049.97	6048.0
2022-10-03 01:30:00	ES	Futures	4049.97	4072.8	4049.97	4065.19	10358.0
2022-10-03 02:00:00	ES	Futures	4065.19	4081.54	4060.96	4065.47	14362.0
2022-10-03 02:30:00	ES	Futures	4065.47	4066.32	4055.6	4065.47	11449.0
2022-10-03 03:00:00	ES	Futures	4065.47	4073.93	4050.81	4069.7	26273.0
2022-10-03 03:30:00	ES	Futures	4069.42	4071.39	4055.89	4060.68	15875.0
2022-10-03 04:00:00	ES	Futures	4060.4	4060.68	4049.12	4055.04	16596.0
2022-10-03 04:30:00	ES	Futures	4054.76	4060.68	4051.66	4057.86	8964.0
2022-10-03 05:00:00	ES	Futures	4057.86	4063.78	4045.17	4062.65	18128.0
2022-10-03 05:30:00	ES	Futures	4062.65	4068.01	4058.42	4064.91	11849.0
2022-10-03 06:00:00	ES	Futures	4065.19	4071.11	4063.5	4070.83	9613.0
2022-10-03 06:30:00	ES	Futures	4070.83	4077.87	4064.06	4077.59	16113.0
2022-10-03 07:00:00	ES	Futures	4077.59	4080.41	4072.52	4077.87	17916.0
2022-10-03 07:30:00	ES	Futures	4077.87	4087.74	4074.77	4087.18	16955.0
2022-10-03 08:00:00	ES	Futures	4087.18	4092.25	4080.97	4088.02	28202.0
2022-10-03 08:30:00	ES	Futures	4088.02	4106.34	4085.77	4099.86	46711.0
2022-10-03 09:00:00	ES	Futures	4100.14	4110.57	4099.3	4099.86	46087.0
2022-10-03 09:30:00	ES	Futures	4099.58	4106.06	4078.44	4095.35	223010.0
2022-10-03 10:00:00	ES	Futures	4095.35	4142.43	4095.07	4137.07	258224.0
2022-10-03 10:30:00	ES	Futures	4137.07	4143.84	4131.71	4136.79	163695.0
2022-10-03 11:00:00	ES	Futures	4136.79	4149.47	4133.97	4143.84	130080.0
2022-10-03 11:30:00	ES	Futures	4143.84	4146.94	4126.64	4130.3	103689.0
2022-10-03 12:00:00	ES	Futures	4130.59	4144.4	4129.18	4130.02	90003.0
2022-10-03 12:30:00	ES	Futures	4130.02	4136.79	4126.36	4136.22	69821.0
2022-10-03 13:00:00	ES	Futures	4136.51	4151.73	4135.1	4148.35	83730.0
2022-10-03 13:30:00	ES	Futures	4148.35	4158.21	4147.78	4152.01	69794.0
2022-10-03 14:00:00	ES	Futures	4152.29	4174.56	4152.29	4173.15	85466.0
2022-10-03 14:30:00	ES	Futures	4172.87	4185.27	4171.18	4180.2	93032.0
2022-10-03 15:00:00	ES	Futures	4180.2	4182.74	4170.05	4178.79	91877.0
2022-10-03 15:30:00	ES	Futures	4178.79	4181.61	4156.24	4162.16	245685.0
2022-10-03 16:00:00	ES	Futures	4162.44	4169.77	4161.31	4167.8	60456.0
2022-10-03 16:30:00	ES	Futures	4168.08	4168.64	4165.26	4165.82	5451.0
2022-10-03 18:00:00	ES	Futures	4168.08	4172.59	4163.0	4163.85	4120.0
2022-10-03 18:30:00	ES	Futures	4163.85	4164.41	4156.52	4161.6	8903.0
2022-10-03 19:00:00	ES	Futures	4161.03	4173.72	4160.75	4172.59	6509.0
2022-10-03 19:30:00	ES	Futures	4172.31	4176.25	4169.21	4174.84	5736.0
2022-10-03 20:00:00	ES	Futures	4174.84	4192.04	4172.31	4186.12	15527.0
2022-10-03 20:30:00	ES	Futures	4186.12	4188.09	4181.33	4187.25	6151.0
2022-10-03 21:00:00	ES	Futures	4187.25	4187.25	4180.76	4184.71	5482.0
2022-10-03 21:30:00	ES	Futures	4184.43	4187.53	4178.51	4179.35	4161.0
2022-10-03 22:00:00	ES	Futures	4179.35	4181.05	4173.15	4177.94	5541.0
2022-10-03 22:30:00	ES	Futures	4178.23	4184.15	4176.82	4184.15	5159.0
2022-10-03 23:00:00	ES	Futures	4184.15	4186.68	4181.61	4186.12	5699.0
2022-10-03 23:30:00	ES	Futures	4186.12	4197.68	4185.84	4196.27	12885.0
2022-10-03 00:00:00	NQ	Futures	12631.42	12642.34	12603.26	12613.03	3071.0
2022-10-03 00:30:00	NQ	Futures	12613.03	12622.8	12600.1	12613.61	2135.0
2022-10-03 01:00:00	NQ	Futures	12613.89	12625.96	12586.31	12602.4	4098.0
2022-10-03 01:30:00	NQ	Futures	12601.54	12682.56	12601.25	12653.83	6423.0

> showing 50 of 4,000 rows — these rows as CSV

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