PREVIEW / futures_30min / 2022-10-07

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-07.parquet
  size:    98 KB
  rows:    3,140

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
2022-10-07 00:00:00	ES	Futures	4230.94	4232.91	4229.53	4232.07	1865.0
2022-10-07 00:30:00	ES	Futures	4232.35	4232.91	4224.18	4225.02	3542.0
2022-10-07 01:00:00	ES	Futures	4225.02	4227.28	4221.64	4224.46	4230.0
2022-10-07 01:30:00	ES	Futures	4224.46	4231.79	4221.64	4226.99	5035.0
2022-10-07 02:00:00	ES	Futures	4226.71	4230.1	4208.39	4212.05	11096.0
2022-10-07 02:30:00	ES	Futures	4211.77	4217.69	4211.21	4216.28	9457.0
2022-10-07 03:00:00	ES	Futures	4216.28	4233.48	4213.75	4228.4	19215.0
2022-10-07 03:30:00	ES	Futures	4228.4	4231.79	4221.36	4223.89	8650.0
2022-10-07 04:00:00	ES	Futures	4223.61	4228.97	4217.97	4224.74	11417.0
2022-10-07 04:30:00	ES	Futures	4224.74	4231.22	4223.05	4230.94	5376.0
2022-10-07 05:00:00	ES	Futures	4230.66	4239.12	4229.53	4236.3	6392.0
2022-10-07 05:30:00	ES	Futures	4236.02	4240.53	4234.89	4237.71	6298.0
2022-10-07 06:00:00	ES	Futures	4237.71	4238.83	4227.84	4229.53	6534.0
2022-10-07 06:30:00	ES	Futures	4229.25	4235.45	4227.56	4234.04	6228.0
2022-10-07 07:00:00	ES	Futures	4234.04	4239.12	4232.35	4234.32	13588.0
2022-10-07 07:30:00	ES	Futures	4234.04	4238.27	4230.94	4234.89	19679.0
2022-10-07 08:00:00	ES	Futures	4234.89	4251.52	4232.91	4251.52	24164.0
2022-10-07 08:30:00	ES	Futures	4248.98	4249.83	4172.31	4188.38	147471.0
2022-10-07 09:00:00	ES	Futures	4188.38	4197.96	4179.07	4187.53	78054.0
2022-10-07 09:30:00	ES	Futures	4187.53	4191.76	4145.53	4147.5	256812.0
2022-10-07 10:00:00	ES	Futures	4147.5	4163.57	4139.04	4155.39	185907.0
2022-10-07 10:30:00	ES	Futures	4155.68	4166.11	4147.78	4158.21	136091.0
2022-10-07 11:00:00	ES	Futures	4158.21	4165.54	4142.71	4151.17	103014.0
2022-10-07 11:30:00	ES	Futures	4151.17	4154.55	4139.89	4144.68	95317.0
2022-10-07 12:00:00	ES	Futures	4144.68	4150.88	4132.56	4133.69	82740.0
2022-10-07 12:30:00	ES	Futures	4133.97	4133.97	4123.82	4128.05	90555.0
2022-10-07 13:00:00	ES	Futures	4128.33	4132.84	4120.16	4128.33	74217.0
2022-10-07 13:30:00	ES	Futures	4128.33	4134.53	4121.57	4123.82	63074.0
2022-10-07 14:00:00	ES	Futures	4123.82	4128.61	4114.52	4115.36	77283.0
2022-10-07 14:30:00	ES	Futures	4115.36	4120.44	4110.85	4116.49	75751.0
2022-10-07 15:00:00	ES	Futures	4116.49	4124.95	4099.58	4103.53	104593.0
2022-10-07 15:30:00	ES	Futures	4103.53	4122.13	4095.91	4117.06	295405.0
2022-10-07 16:00:00	ES	Futures	4116.77	4118.75	4111.7	4113.67	59171.0
2022-10-07 16:30:00	ES	Futures	4113.67	4117.62	4113.11	4116.49	8074.0
2022-10-07 00:00:00	NQ	Futures	13251.18	13258.65	13246.3	13257.79	903.0
2022-10-07 00:30:00	NQ	Futures	13257.79	13260.38	13223.02	13227.05	2317.0
2022-10-07 01:00:00	NQ	Futures	13226.76	13233.08	13214.69	13224.46	2180.0
2022-10-07 01:30:00	NQ	Futures	13223.89	13248.6	13215.84	13233.08	2569.0
2022-10-07 02:00:00	NQ	Futures	13232.22	13242.28	13162.69	13175.33	6507.0
2022-10-07 02:30:00	NQ	Futures	13174.47	13197.74	13171.59	13194.29	4526.0
2022-10-07 03:00:00	NQ	Futures	13193.43	13245.72	13184.24	13223.02	8331.0
2022-10-07 03:30:00	NQ	Futures	13222.45	13233.08	13191.42	13199.18	5658.0
2022-10-07 04:00:00	NQ	Futures	13200.04	13219.86	13177.63	13198.6	6283.0
2022-10-07 04:30:00	NQ	Futures	13199.75	13221.88	13194.29	13218.14	3593.0
2022-10-07 05:00:00	NQ	Futures	13218.14	13244.57	13212.68	13232.51	3850.0
2022-10-07 05:30:00	NQ	Futures	13231.93	13249.75	13226.76	13235.09	2986.0
2022-10-07 06:00:00	NQ	Futures	13234.23	13237.97	13199.75	13204.06	4391.0
2022-10-07 06:30:00	NQ	Futures	13204.35	13226.19	13196.3	13218.43	3089.0
2022-10-07 07:00:00	NQ	Futures	13217.85	13235.38	13211.24	13219.29	3170.0
2022-10-07 07:30:00	NQ	Futures	13219.29	13235.95	13209.81	13219.0	4499.0

> showing 50 of 3,140 rows — these rows as CSV

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