PREVIEW / futures_30min / 2022-10-17

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-17.parquet
  size:    114 KB
  rows:    3,928

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
2022-10-17 00:00:00	ES	Futures	4073.08	4073.36	4070.54	4070.83	3802.0
2022-10-17 00:30:00	ES	Futures	4071.11	4075.9	4070.83	4075.05	4874.0
2022-10-17 01:00:00	ES	Futures	4074.77	4084.36	4074.49	4082.1	6896.0
2022-10-17 01:30:00	ES	Futures	4082.1	4090.28	4079.28	4086.61	10731.0
2022-10-17 02:00:00	ES	Futures	4086.61	4091.97	4084.92	4087.74	15675.0
2022-10-17 02:30:00	ES	Futures	4087.46	4090.56	4083.51	4086.89	10141.0
2022-10-17 03:00:00	ES	Futures	4086.89	4102.96	4077.87	4089.15	25566.0
2022-10-17 03:30:00	ES	Futures	4089.15	4104.37	4083.51	4099.01	12267.0
2022-10-17 04:00:00	ES	Futures	4099.01	4100.42	4086.61	4086.61	8794.0
2022-10-17 04:30:00	ES	Futures	4086.61	4096.76	4085.48	4093.38	7122.0
2022-10-17 05:00:00	ES	Futures	4093.66	4099.3	4090.56	4098.73	5549.0
2022-10-17 05:30:00	ES	Futures	4099.01	4103.53	4098.17	4102.4	6114.0
2022-10-17 06:00:00	ES	Futures	4102.12	4113.67	4100.42	4104.65	11292.0
2022-10-17 06:30:00	ES	Futures	4104.37	4109.73	4099.58	4108.04	7464.0
2022-10-17 07:00:00	ES	Futures	4108.04	4110.57	4100.42	4104.65	10046.0
2022-10-17 07:30:00	ES	Futures	4104.37	4107.47	4101.27	4105.78	8254.0
2022-10-17 08:00:00	ES	Futures	4105.78	4108.6	4097.61	4105.5	24665.0
2022-10-17 08:30:00	ES	Futures	4105.5	4116.21	4101.55	4114.24	28848.0
2022-10-17 09:00:00	ES	Futures	4114.24	4130.59	4114.24	4129.74	45603.0
2022-10-17 09:30:00	ES	Futures	4129.46	4167.8	4128.61	4150.32	271574.0
2022-10-17 10:00:00	ES	Futures	4150.6	4174.84	4147.22	4160.47	184829.0
2022-10-17 10:30:00	ES	Futures	4160.47	4164.98	4139.33	4145.53	152491.0
2022-10-17 11:00:00	ES	Futures	4145.81	4157.37	4136.22	4156.24	104329.0
2022-10-17 11:30:00	ES	Futures	4156.24	4169.21	4152.86	4162.16	81311.0
2022-10-17 12:00:00	ES	Futures	4162.44	4170.33	4153.98	4161.6	76852.0
2022-10-17 12:30:00	ES	Futures	4161.88	4168.36	4151.17	4157.65	74160.0
2022-10-17 13:00:00	ES	Futures	4157.93	4167.23	4151.17	4163.85	69184.0
2022-10-17 13:30:00	ES	Futures	4164.13	4171.46	4162.16	4168.36	52358.0
2022-10-17 14:00:00	ES	Futures	4168.36	4174.56	4155.11	4160.75	79726.0
2022-10-17 14:30:00	ES	Futures	4160.47	4167.8	4156.52	4161.31	66198.0
2022-10-17 15:00:00	ES	Futures	4161.31	4164.13	4154.27	4163.29	88614.0
2022-10-17 15:30:00	ES	Futures	4163.29	4170.05	4155.39	4160.75	196577.0
2022-10-17 16:00:00	ES	Futures	4161.03	4172.31	4159.06	4170.05	54270.0
2022-10-17 16:30:00	ES	Futures	4170.33	4174.56	4169.49	4171.46	9566.0
2022-10-17 18:00:00	ES	Futures	4179.07	4191.19	4178.79	4188.66	11152.0
2022-10-17 18:30:00	ES	Futures	4188.38	4188.66	4183.58	4186.97	4016.0
2022-10-17 19:00:00	ES	Futures	4186.97	4193.45	4186.4	4192.89	5176.0
2022-10-17 19:30:00	ES	Futures	4192.89	4197.4	4190.63	4194.58	8529.0
2022-10-17 20:00:00	ES	Futures	4194.29	4195.14	4189.22	4193.45	8275.0
2022-10-17 20:30:00	ES	Futures	4193.17	4194.29	4188.38	4193.17	4520.0
2022-10-17 21:00:00	ES	Futures	4193.17	4194.86	4187.53	4189.5	5339.0
2022-10-17 21:30:00	ES	Futures	4189.5	4190.35	4185.84	4187.53	5718.0
2022-10-17 22:00:00	ES	Futures	4187.81	4187.81	4184.71	4186.97	4306.0
2022-10-17 22:30:00	ES	Futures	4186.97	4187.81	4184.15	4186.68	2770.0
2022-10-17 23:00:00	ES	Futures	4186.68	4193.17	4186.4	4192.6	4335.0
2022-10-17 23:30:00	ES	Futures	4192.6	4225.87	4191.76	4219.95	27354.0
2022-10-17 00:00:00	NQ	Futures	12394.66	12395.24	12385.18	12386.62	3229.0
2022-10-17 00:30:00	NQ	Futures	12386.62	12403.28	12384.9	12400.12	4603.0
2022-10-17 01:00:00	NQ	Futures	12398.69	12443.8	12397.25	12436.61	5596.0
2022-10-17 01:30:00	NQ	Futures	12436.9	12470.23	12425.98	12458.45	7254.0

> showing 50 of 3,928 rows — these rows as CSV

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