PREVIEW / futures_30min / 2022-10-13

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-13.parquet
  size:    121 KB
  rows:    3,978

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
2022-10-13 00:00:00	ES	Futures	4052.22	4053.91	4050.53	4051.66	2442.0
2022-10-13 00:30:00	ES	Futures	4051.66	4053.07	4049.12	4050.25	1858.0
2022-10-13 01:00:00	ES	Futures	4050.25	4050.81	4046.02	4049.68	3764.0
2022-10-13 01:30:00	ES	Futures	4049.68	4055.6	4045.74	4046.58	4802.0
2022-10-13 02:00:00	ES	Futures	4046.3	4050.25	4043.48	4044.89	9471.0
2022-10-13 02:30:00	ES	Futures	4044.89	4049.97	4043.76	4046.86	4605.0
2022-10-13 03:00:00	ES	Futures	4046.58	4055.6	4038.69	4055.32	17200.0
2022-10-13 03:30:00	ES	Futures	4055.04	4057.01	4048.27	4053.07	8983.0
2022-10-13 04:00:00	ES	Futures	4053.07	4054.19	4048.27	4053.63	7374.0
2022-10-13 04:30:00	ES	Futures	4053.63	4063.5	4052.5	4061.52	9395.0
2022-10-13 05:00:00	ES	Futures	4061.52	4071.95	4061.24	4068.29	11880.0
2022-10-13 05:30:00	ES	Futures	4068.01	4070.83	4062.65	4064.34	6202.0
2022-10-13 06:00:00	ES	Futures	4064.06	4066.88	4061.52	4064.91	6634.0
2022-10-13 06:30:00	ES	Futures	4065.19	4070.83	4063.78	4067.44	9259.0
2022-10-13 07:00:00	ES	Futures	4067.72	4073.93	4066.32	4072.52	15360.0
2022-10-13 07:30:00	ES	Futures	4072.23	4095.91	4071.39	4085.2	43607.0
2022-10-13 08:00:00	ES	Futures	4085.48	4109.73	4084.92	4086.61	41014.0
2022-10-13 08:30:00	ES	Futures	4086.33	4089.71	3954.12	3969.63	261008.0
2022-10-13 09:00:00	ES	Futures	3969.63	3975.26	3950.74	3961.45	109805.0
2022-10-13 09:30:00	ES	Futures	3961.45	3998.38	3948.77	3991.9	316227.0
2022-10-13 10:00:00	ES	Futures	3992.18	4016.98	3985.98	3992.46	237218.0
2022-10-13 10:30:00	ES	Futures	3992.46	4023.47	3989.92	4010.22	204605.0
2022-10-13 11:00:00	ES	Futures	4010.78	4113.96	4007.96	4086.61	362357.0
2022-10-13 11:30:00	ES	Futures	4086.61	4144.4	4080.97	4116.21	297611.0
2022-10-13 12:00:00	ES	Futures	4116.21	4129.18	4094.79	4099.01	164301.0
2022-10-13 12:30:00	ES	Futures	4099.3	4126.36	4096.48	4117.62	139630.0
2022-10-13 13:00:00	ES	Futures	4117.9	4149.47	4117.34	4144.4	108829.0
2022-10-13 13:30:00	ES	Futures	4144.68	4158.21	4139.33	4147.22	108764.0
2022-10-13 14:00:00	ES	Futures	4147.22	4148.91	4129.46	4131.15	96707.0
2022-10-13 14:30:00	ES	Futures	4131.15	4165.26	4130.87	4161.6	111040.0
2022-10-13 15:00:00	ES	Futures	4161.6	4169.49	4152.29	4153.42	124070.0
2022-10-13 15:30:00	ES	Futures	4153.14	4166.39	4141.58	4151.73	240660.0
2022-10-13 16:00:00	ES	Futures	4152.01	4158.78	4147.5	4152.57	56883.0
2022-10-13 16:30:00	ES	Futures	4152.29	4153.7	4149.47	4149.76	8405.0
2022-10-13 18:00:00	ES	Futures	4149.76	4156.24	4147.22	4149.19	4869.0
2022-10-13 18:30:00	ES	Futures	4149.19	4155.96	4148.91	4152.86	3536.0
2022-10-13 19:00:00	ES	Futures	4152.86	4153.98	4150.04	4152.57	3010.0
2022-10-13 19:30:00	ES	Futures	4152.86	4154.55	4148.91	4149.19	4094.0
2022-10-13 20:00:00	ES	Futures	4149.19	4150.6	4138.48	4147.5	12969.0
2022-10-13 20:30:00	ES	Futures	4147.5	4151.17	4145.25	4148.35	6858.0
2022-10-13 21:00:00	ES	Futures	4148.63	4153.14	4146.09	4148.06	5324.0
2022-10-13 21:30:00	ES	Futures	4148.35	4178.79	4148.35	4175.97	20191.0
2022-10-13 22:00:00	ES	Futures	4175.97	4176.54	4171.46	4175.41	7311.0
2022-10-13 22:30:00	ES	Futures	4175.41	4184.15	4172.03	4175.13	9161.0
2022-10-13 23:00:00	ES	Futures	4175.13	4177.66	4172.87	4177.38	4752.0
2022-10-13 23:30:00	ES	Futures	4177.66	4189.5	4176.54	4183.02	8153.0
2022-10-13 00:00:00	NQ	Futures	12470.52	12479.14	12463.62	12466.5	1340.0
2022-10-13 00:30:00	NQ	Futures	12466.21	12469.37	12455.0	12459.03	1068.0
2022-10-13 01:00:00	NQ	Futures	12460.75	12462.47	12441.21	12454.72	2105.0
2022-10-13 01:30:00	NQ	Futures	12453.57	12477.13	12443.51	12447.82	2836.0

> showing 50 of 3,978 rows — these rows as CSV

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