PREVIEW / futures_30min / 2022-10-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-12.parquet
  size:    110 KB
  rows:    3,888

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
2022-10-12 00:00:00	ES	Futures	4065.19	4086.33	4063.21	4080.13	12147.0
2022-10-12 00:30:00	ES	Futures	4080.13	4080.69	4074.49	4078.15	4001.0
2022-10-12 01:00:00	ES	Futures	4078.15	4079.85	4070.54	4074.49	5243.0
2022-10-12 01:30:00	ES	Futures	4074.49	4085.77	4072.8	4083.51	5844.0
2022-10-12 02:00:00	ES	Futures	4083.51	4092.25	4078.44	4091.69	11442.0
2022-10-12 02:30:00	ES	Futures	4091.4	4099.01	4086.33	4086.89	13079.0
2022-10-12 03:00:00	ES	Futures	4086.61	4089.15	4068.01	4071.67	27182.0
2022-10-12 03:30:00	ES	Futures	4071.39	4079.56	4064.91	4072.8	19323.0
2022-10-12 04:00:00	ES	Futures	4072.8	4085.77	4070.83	4085.2	13868.0
2022-10-12 04:30:00	ES	Futures	4084.64	4085.48	4075.34	4080.41	8868.0
2022-10-12 05:00:00	ES	Futures	4080.13	4098.45	4076.46	4097.89	11827.0
2022-10-12 05:30:00	ES	Futures	4097.61	4098.45	4086.89	4090.28	11154.0
2022-10-12 06:00:00	ES	Futures	4090.56	4095.91	4080.69	4083.51	10709.0
2022-10-12 06:30:00	ES	Futures	4083.51	4084.07	4073.93	4082.95	15566.0
2022-10-12 07:00:00	ES	Futures	4082.95	4089.71	4080.41	4089.15	13275.0
2022-10-12 07:30:00	ES	Futures	4088.87	4092.81	4082.38	4083.51	13451.0
2022-10-12 08:00:00	ES	Futures	4083.79	4096.2	4082.1	4091.12	23522.0
2022-10-12 08:30:00	ES	Futures	4090.84	4090.84	4060.4	4068.85	71225.0
2022-10-12 09:00:00	ES	Futures	4068.57	4069.42	4055.32	4063.5	53894.0
2022-10-12 09:30:00	ES	Futures	4063.78	4082.66	4042.92	4071.11	245263.0
2022-10-12 10:00:00	ES	Futures	4071.39	4078.72	4050.81	4066.6	173637.0
2022-10-12 10:30:00	ES	Futures	4066.6	4075.34	4051.09	4060.4	123008.0
2022-10-12 11:00:00	ES	Futures	4060.4	4075.62	4058.99	4070.54	112861.0
2022-10-12 11:30:00	ES	Futures	4070.83	4078.44	4063.21	4075.62	108266.0
2022-10-12 12:00:00	ES	Futures	4075.62	4082.38	4062.09	4064.06	78985.0
2022-10-12 12:30:00	ES	Futures	4064.06	4069.98	4057.58	4068.29	60983.0
2022-10-12 13:00:00	ES	Futures	4068.29	4071.11	4060.96	4065.47	53136.0
2022-10-12 13:30:00	ES	Futures	4065.47	4065.75	4054.19	4057.01	47554.0
2022-10-12 14:00:00	ES	Futures	4057.01	4076.18	4051.09	4073.93	138500.0
2022-10-12 14:30:00	ES	Futures	4074.21	4077.59	4055.32	4057.86	76145.0
2022-10-12 15:00:00	ES	Futures	4058.14	4063.5	4051.94	4057.01	74520.0
2022-10-12 15:30:00	ES	Futures	4057.29	4064.91	4044.89	4045.17	140421.0
2022-10-12 16:00:00	ES	Futures	4045.17	4052.22	4044.89	4050.25	46644.0
2022-10-12 16:30:00	ES	Futures	4050.25	4052.5	4049.12	4051.66	6855.0
2022-10-12 18:00:00	ES	Futures	4055.04	4057.29	4052.22	4053.91	4106.0
2022-10-12 18:30:00	ES	Futures	4054.19	4054.48	4051.94	4053.35	1262.0
2022-10-12 19:00:00	ES	Futures	4053.35	4055.6	4051.66	4054.48	1810.0
2022-10-12 19:30:00	ES	Futures	4054.76	4058.99	4054.48	4057.29	2287.0
2022-10-12 20:00:00	ES	Futures	4057.01	4060.68	4052.78	4058.14	5894.0
2022-10-12 20:30:00	ES	Futures	4058.14	4061.8	4055.6	4060.4	3557.0
2022-10-12 21:00:00	ES	Futures	4060.4	4062.09	4055.04	4056.17	3202.0
2022-10-12 21:30:00	ES	Futures	4056.17	4059.55	4053.91	4055.32	4834.0
2022-10-12 22:00:00	ES	Futures	4055.04	4055.89	4048.27	4049.4	5615.0
2022-10-12 22:30:00	ES	Futures	4049.12	4055.32	4048.84	4052.22	3163.0
2022-10-12 23:00:00	ES	Futures	4052.5	4054.48	4051.66	4053.07	2727.0
2022-10-12 23:30:00	ES	Futures	4053.35	4054.19	4051.94	4052.22	1338.0
2022-10-12 00:00:00	NQ	Futures	12491.21	12561.03	12486.61	12544.36	6003.0
2022-10-12 00:30:00	NQ	Futures	12545.8	12549.82	12525.11	12533.44	2874.0
2022-10-12 01:00:00	NQ	Futures	12532.58	12538.9	12507.87	12525.97	3040.0
2022-10-12 01:30:00	NQ	Futures	12526.55	12570.22	12519.94	12564.76	4154.0

> showing 50 of 3,888 rows — these rows as CSV

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