PREVIEW / futures_30min / 2022-10-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-14.parquet
  size:    99 KB
  rows:    3,141

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
2022-10-14 00:00:00	ES	Futures	4183.02	4184.15	4179.64	4180.2	5615.0
2022-10-14 00:30:00	ES	Futures	4180.2	4180.76	4176.25	4177.66	4744.0
2022-10-14 01:00:00	ES	Futures	4177.38	4179.35	4174.28	4175.41	4799.0
2022-10-14 01:30:00	ES	Futures	4175.41	4181.61	4173.15	4176.54	6366.0
2022-10-14 02:00:00	ES	Futures	4176.54	4183.86	4170.9	4182.74	10718.0
2022-10-14 02:30:00	ES	Futures	4182.46	4187.25	4175.69	4177.38	11177.0
2022-10-14 03:00:00	ES	Futures	4177.1	4178.51	4156.8	4161.6	21767.0
2022-10-14 03:30:00	ES	Futures	4161.6	4166.67	4151.45	4161.88	19646.0
2022-10-14 04:00:00	ES	Futures	4161.88	4162.16	4141.58	4143.27	18303.0
2022-10-14 04:30:00	ES	Futures	4143.27	4146.65	4132.56	4135.1	15213.0
2022-10-14 05:00:00	ES	Futures	4135.1	4141.58	4132.56	4132.84	14763.0
2022-10-14 05:30:00	ES	Futures	4132.84	4145.25	4127.2	4143.84	25841.0
2022-10-14 06:00:00	ES	Futures	4143.84	4176.54	4141.86	4164.98	24638.0
2022-10-14 06:30:00	ES	Futures	4165.26	4170.62	4157.08	4170.05	18750.0
2022-10-14 07:00:00	ES	Futures	4170.05	4174.84	4163.57	4166.95	14597.0
2022-10-14 07:30:00	ES	Futures	4166.95	4166.95	4141.3	4142.14	26264.0
2022-10-14 08:00:00	ES	Futures	4142.43	4161.03	4141.02	4154.27	25981.0
2022-10-14 08:30:00	ES	Futures	4154.27	4210.08	4143.55	4198.52	89804.0
2022-10-14 09:00:00	ES	Futures	4198.52	4201.62	4177.66	4180.48	70362.0
2022-10-14 09:30:00	ES	Futures	4180.48	4200.5	4151.45	4158.49	328424.0
2022-10-14 10:00:00	ES	Futures	4159.06	4159.62	4090.84	4106.06	351853.0
2022-10-14 10:30:00	ES	Futures	4106.06	4116.21	4087.46	4106.63	194055.0
2022-10-14 11:00:00	ES	Futures	4106.91	4123.26	4090.56	4107.75	139812.0
2022-10-14 11:30:00	ES	Futures	4108.04	4108.04	4075.05	4079.85	141275.0
2022-10-14 12:00:00	ES	Futures	4080.13	4095.35	4065.47	4079.56	144530.0
2022-10-14 12:30:00	ES	Futures	4079.56	4092.25	4072.8	4075.62	83749.0
2022-10-14 13:00:00	ES	Futures	4075.9	4085.77	4066.03	4076.18	80756.0
2022-10-14 13:30:00	ES	Futures	4076.46	4085.2	4073.36	4084.64	70003.0
2022-10-14 14:00:00	ES	Futures	4084.92	4084.92	4057.86	4064.62	76767.0
2022-10-14 14:30:00	ES	Futures	4064.62	4066.32	4055.32	4065.75	83537.0
2022-10-14 15:00:00	ES	Futures	4065.75	4076.18	4053.63	4068.29	106563.0
2022-10-14 15:30:00	ES	Futures	4068.57	4077.03	4049.4	4058.42	254278.0
2022-10-14 16:00:00	ES	Futures	4058.42	4060.96	4055.6	4056.45	69193.0
2022-10-14 16:30:00	ES	Futures	4056.45	4059.83	4055.32	4055.32	7405.0
2022-10-14 00:00:00	NQ	Futures	12834.56	12835.71	12817.61	12819.91	1817.0
2022-10-14 00:30:00	NQ	Futures	12820.48	12823.35	12805.25	12812.44	6690.0
2022-10-14 01:00:00	NQ	Futures	12810.71	12817.32	12798.64	12801.8	3443.0
2022-10-14 01:30:00	NQ	Futures	12803.53	12825.65	12794.05	12806.98	2950.0
2022-10-14 02:00:00	NQ	Futures	12806.11	12831.4	12787.15	12825.94	4511.0
2022-10-14 02:30:00	NQ	Futures	12825.65	12852.66	12811.57	12819.04	6167.0
2022-10-14 03:00:00	NQ	Futures	12818.18	12821.92	12740.89	12758.71	9574.0
2022-10-14 03:30:00	NQ	Futures	12757.27	12781.69	12722.5	12766.46	8875.0
2022-10-14 04:00:00	NQ	Futures	12765.89	12767.9	12680.27	12691.76	10405.0
2022-10-14 04:30:00	NQ	Futures	12690.61	12703.83	12648.66	12655.84	7368.0
2022-10-14 05:00:00	NQ	Futures	12655.56	12682.28	12643.2	12651.25	7101.0
2022-10-14 05:30:00	NQ	Futures	12651.82	12696.64	12628.83	12690.9	9809.0
2022-10-14 06:00:00	NQ	Futures	12691.18	12789.16	12685.73	12758.13	11307.0
2022-10-14 06:30:00	NQ	Futures	12759.57	12780.26	12735.15	12771.06	9144.0
2022-10-14 07:00:00	NQ	Futures	12771.64	12786.0	12745.2	12759.28	6927.0
2022-10-14 07:30:00	NQ	Futures	12758.99	12759.86	12673.66	12674.52	11826.0

> showing 50 of 3,141 rows — these rows as CSV

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