PREVIEW / futures_30min / 2022-10-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-11.parquet
  size:    115 KB
  rows:    3,946

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
2022-10-11 00:00:00	ES	Futures	4066.88	4070.83	4061.24	4062.37	4835.0
2022-10-11 00:30:00	ES	Futures	4062.37	4066.03	4060.4	4064.62	4070.0
2022-10-11 01:00:00	ES	Futures	4064.62	4069.13	4061.8	4067.44	5192.0
2022-10-11 01:30:00	ES	Futures	4067.16	4069.7	4064.06	4065.47	5234.0
2022-10-11 02:00:00	ES	Futures	4065.19	4071.95	4062.93	4069.42	8806.0
2022-10-11 02:30:00	ES	Futures	4069.7	4076.75	4051.94	4054.76	14114.0
2022-10-11 03:00:00	ES	Futures	4054.76	4073.93	4042.07	4068.01	31772.0
2022-10-11 03:30:00	ES	Futures	4068.29	4071.11	4049.12	4056.73	16961.0
2022-10-11 04:00:00	ES	Futures	4056.73	4069.7	4055.04	4061.52	17138.0
2022-10-11 04:30:00	ES	Futures	4061.24	4061.24	4045.45	4049.97	12836.0
2022-10-11 05:00:00	ES	Futures	4049.97	4057.29	4047.43	4053.35	10192.0
2022-10-11 05:30:00	ES	Futures	4053.35	4053.63	4044.89	4049.68	12011.0
2022-10-11 06:00:00	ES	Futures	4049.68	4058.7	4041.51	4051.66	18810.0
2022-10-11 06:30:00	ES	Futures	4051.94	4060.4	4050.25	4059.83	9964.0
2022-10-11 07:00:00	ES	Futures	4059.83	4071.11	4058.99	4066.32	22799.0
2022-10-11 07:30:00	ES	Futures	4066.32	4072.8	4061.52	4071.67	24356.0
2022-10-11 08:00:00	ES	Futures	4071.39	4086.61	4068.57	4085.77	31907.0
2022-10-11 08:30:00	ES	Futures	4085.48	4091.12	4075.05	4075.62	32389.0
2022-10-11 09:00:00	ES	Futures	4075.62	4079.56	4063.78	4064.34	44216.0
2022-10-11 09:30:00	ES	Futures	4064.62	4072.23	4044.89	4046.02	214871.0
2022-10-11 10:00:00	ES	Futures	4046.3	4055.89	4037.0	4048.27	180526.0
2022-10-11 10:30:00	ES	Futures	4047.99	4069.98	4042.35	4056.73	152324.0
2022-10-11 11:00:00	ES	Futures	4057.01	4079.85	4055.89	4077.31	128585.0
2022-10-11 11:30:00	ES	Futures	4077.59	4102.12	4075.62	4093.38	135763.0
2022-10-11 12:00:00	ES	Futures	4093.66	4104.93	4078.72	4099.3	108349.0
2022-10-11 12:30:00	ES	Futures	4099.58	4119.31	4098.45	4109.44	115062.0
2022-10-11 13:00:00	ES	Futures	4109.44	4111.98	4097.32	4100.71	91049.0
2022-10-11 13:30:00	ES	Futures	4100.99	4109.44	4094.5	4106.06	70448.0
2022-10-11 14:00:00	ES	Futures	4106.06	4108.88	4089.99	4099.58	87652.0
2022-10-11 14:30:00	ES	Futures	4099.86	4105.78	4052.22	4054.19	167534.0
2022-10-11 15:00:00	ES	Futures	4054.48	4057.58	4035.59	4051.94	201639.0
2022-10-11 15:30:00	ES	Futures	4051.66	4064.91	4044.05	4058.99	244022.0
2022-10-11 16:00:00	ES	Futures	4059.27	4064.06	4057.29	4063.21	42057.0
2022-10-11 16:30:00	ES	Futures	4063.21	4069.42	4060.68	4068.57	7055.0
2022-10-11 18:00:00	ES	Futures	4067.16	4068.29	4063.21	4063.5	4847.0
2022-10-11 18:30:00	ES	Futures	4063.5	4065.75	4060.4	4064.06	3220.0
2022-10-11 19:00:00	ES	Futures	4064.34	4067.44	4059.27	4060.11	3249.0
2022-10-11 19:30:00	ES	Futures	4060.11	4065.47	4059.83	4064.91	2784.0
2022-10-11 20:00:00	ES	Futures	4064.91	4070.26	4055.04	4063.21	11138.0
2022-10-11 20:30:00	ES	Futures	4063.5	4077.59	4062.65	4073.08	9543.0
2022-10-11 21:00:00	ES	Futures	4073.08	4075.05	4065.19	4065.75	6345.0
2022-10-11 21:30:00	ES	Futures	4065.75	4065.75	4056.45	4062.93	8513.0
2022-10-11 22:00:00	ES	Futures	4062.93	4067.16	4057.01	4063.21	7123.0
2022-10-11 22:30:00	ES	Futures	4063.21	4069.42	4060.4	4068.29	4613.0
2022-10-11 23:00:00	ES	Futures	4068.01	4070.54	4064.62	4068.85	3929.0
2022-10-11 23:30:00	ES	Futures	4068.57	4068.85	4062.65	4064.91	3237.0
2022-10-11 00:00:00	NQ	Futures	12569.36	12581.71	12544.07	12547.23	2477.0
2022-10-11 00:30:00	NQ	Futures	12547.52	12562.75	12542.64	12557.58	1813.0
2022-10-11 01:00:00	NQ	Futures	12557.87	12572.52	12546.66	12566.49	2049.0
2022-10-11 01:30:00	NQ	Futures	12565.05	12573.96	12556.43	12559.01	2242.0

> showing 50 of 3,946 rows — these rows as CSV

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