PREVIEW / futures_30min / 2022-10-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-06.parquet
  size:    114 KB
  rows:    3,906

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
2022-10-06 00:00:00	ES	Futures	4299.16	4300.29	4294.93	4297.75	3175.0
2022-10-06 00:30:00	ES	Futures	4297.75	4301.13	4295.78	4300.57	2212.0
2022-10-06 01:00:00	ES	Futures	4300.85	4303.11	4298.6	4303.11	3118.0
2022-10-06 01:30:00	ES	Futures	4302.82	4305.08	4301.7	4302.54	3885.0
2022-10-06 02:00:00	ES	Futures	4302.54	4302.54	4287.32	4287.88	10274.0
2022-10-06 02:30:00	ES	Futures	4287.6	4293.8	4276.61	4277.45	9420.0
2022-10-06 03:00:00	ES	Futures	4277.45	4289.01	4272.66	4286.19	18046.0
2022-10-06 03:30:00	ES	Futures	4285.91	4286.76	4269.84	4278.3	11405.0
2022-10-06 04:00:00	ES	Futures	4278.02	4283.37	4263.64	4265.9	14700.0
2022-10-06 04:30:00	ES	Futures	4265.9	4269.56	4259.13	4263.08	11184.0
2022-10-06 05:00:00	ES	Futures	4263.36	4265.05	4256.88	4261.1	9372.0
2022-10-06 05:30:00	ES	Futures	4261.1	4261.95	4249.26	4250.39	8262.0
2022-10-06 06:00:00	ES	Futures	4250.39	4251.52	4243.91	4247.57	10766.0
2022-10-06 06:30:00	ES	Futures	4247.85	4252.93	4246.45	4249.26	12672.0
2022-10-06 07:00:00	ES	Futures	4249.26	4258.85	4248.7	4254.06	19428.0
2022-10-06 07:30:00	ES	Futures	4253.77	4261.1	4253.77	4257.16	13801.0
2022-10-06 08:00:00	ES	Futures	4257.44	4267.31	4250.67	4263.08	22252.0
2022-10-06 08:30:00	ES	Futures	4263.36	4282.25	4263.36	4270.97	42946.0
2022-10-06 09:00:00	ES	Futures	4270.97	4270.97	4259.13	4262.79	40761.0
2022-10-06 09:30:00	ES	Futures	4262.79	4297.75	4259.41	4269.28	251172.0
2022-10-06 10:00:00	ES	Futures	4269.56	4269.84	4239.68	4240.24	221810.0
2022-10-06 10:30:00	ES	Futures	4240.24	4272.66	4237.42	4271.82	156428.0
2022-10-06 11:00:00	ES	Futures	4271.82	4276.61	4254.62	4272.66	141299.0
2022-10-06 11:30:00	ES	Futures	4272.66	4278.02	4250.67	4252.08	123278.0
2022-10-06 12:00:00	ES	Futures	4251.8	4259.98	4243.34	4259.13	88673.0
2022-10-06 12:30:00	ES	Futures	4259.13	4270.69	4252.36	4261.1	81322.0
2022-10-06 13:00:00	ES	Futures	4261.1	4266.74	4252.36	4264.49	78710.0
2022-10-06 13:30:00	ES	Futures	4264.49	4264.77	4252.36	4260.54	62926.0
2022-10-06 14:00:00	ES	Futures	4260.26	4260.82	4244.75	4248.98	79084.0
2022-10-06 14:30:00	ES	Futures	4248.98	4255.18	4229.25	4237.99	105284.0
2022-10-06 15:00:00	ES	Futures	4238.27	4250.11	4229.53	4249.83	105958.0
2022-10-06 15:30:00	ES	Futures	4249.55	4251.24	4232.07	4235.45	214983.0
2022-10-06 16:00:00	ES	Futures	4235.45	4240.81	4228.4	4230.1	51741.0
2022-10-06 16:30:00	ES	Futures	4230.38	4233.2	4228.69	4229.53	7793.0
2022-10-06 18:00:00	ES	Futures	4223.61	4230.38	4219.95	4226.71	6542.0
2022-10-06 18:30:00	ES	Futures	4226.43	4230.66	4222.77	4223.89	2504.0
2022-10-06 19:00:00	ES	Futures	4223.89	4232.63	4223.05	4231.79	3123.0
2022-10-06 19:30:00	ES	Futures	4232.07	4232.63	4221.07	4223.89	4498.0
2022-10-06 20:00:00	ES	Futures	4223.61	4233.2	4223.33	4230.1	5737.0
2022-10-06 20:30:00	ES	Futures	4230.1	4232.91	4226.43	4228.97	5236.0
2022-10-06 21:00:00	ES	Futures	4229.25	4234.32	4226.71	4232.91	4817.0
2022-10-06 21:30:00	ES	Futures	4232.63	4236.02	4230.1	4234.32	5494.0
2022-10-06 22:00:00	ES	Futures	4234.32	4238.55	4231.5	4234.04	4652.0
2022-10-06 22:30:00	ES	Futures	4234.32	4241.93	4233.48	4237.99	4494.0
2022-10-06 23:00:00	ES	Futures	4238.27	4239.68	4232.35	4232.35	3746.0
2022-10-06 23:30:00	ES	Futures	4232.63	4232.91	4228.69	4230.94	3486.0
2022-10-06 00:00:00	NQ	Futures	13440.24	13442.25	13423.87	13435.93	1665.0
2022-10-06 00:30:00	NQ	Futures	13435.07	13449.15	13429.32	13447.43	1318.0
2022-10-06 01:00:00	NQ	Futures	13448.0	13457.48	13439.09	13456.91	1612.0
2022-10-06 01:30:00	NQ	Futures	13457.48	13466.68	13452.6	13454.9	2388.0

> showing 50 of 3,906 rows — these rows as CSV

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