PREVIEW / futures_30min / 2022-10-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-18.parquet
  size:    115 KB
  rows:    3,969

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
2022-10-18 00:00:00	ES	Futures	4219.95	4244.19	4219.38	4240.81	21253.0
2022-10-18 00:30:00	ES	Futures	4240.53	4245.04	4231.22	4232.63	15541.0
2022-10-18 01:00:00	ES	Futures	4232.63	4235.17	4226.43	4227.84	8314.0
2022-10-18 01:30:00	ES	Futures	4227.56	4231.79	4221.64	4223.89	8725.0
2022-10-18 02:00:00	ES	Futures	4224.18	4231.22	4219.38	4230.1	12429.0
2022-10-18 02:30:00	ES	Futures	4230.38	4239.96	4225.87	4227.56	15910.0
2022-10-18 03:00:00	ES	Futures	4227.28	4227.28	4209.8	4220.51	26031.0
2022-10-18 03:30:00	ES	Futures	4220.51	4234.89	4219.95	4231.79	14968.0
2022-10-18 04:00:00	ES	Futures	4231.79	4233.2	4222.2	4225.02	15080.0
2022-10-18 04:30:00	ES	Futures	4225.3	4227.84	4205.57	4206.42	16621.0
2022-10-18 05:00:00	ES	Futures	4206.7	4210.93	4199.65	4205.29	21794.0
2022-10-18 05:30:00	ES	Futures	4205.57	4214.31	4198.52	4213.75	13988.0
2022-10-18 06:00:00	ES	Futures	4213.46	4223.89	4210.93	4219.38	16935.0
2022-10-18 06:30:00	ES	Futures	4219.38	4231.22	4213.75	4216.56	16559.0
2022-10-18 07:00:00	ES	Futures	4216.56	4230.1	4214.87	4227.28	16413.0
2022-10-18 07:30:00	ES	Futures	4226.99	4241.93	4226.43	4236.86	26198.0
2022-10-18 08:00:00	ES	Futures	4237.14	4251.8	4235.73	4245.04	38001.0
2022-10-18 08:30:00	ES	Futures	4245.04	4257.72	4244.75	4254.9	40895.0
2022-10-18 09:00:00	ES	Futures	4254.9	4256.88	4240.24	4254.9	57460.0
2022-10-18 09:30:00	ES	Futures	4254.9	4259.13	4225.02	4232.35	289988.0
2022-10-18 10:00:00	ES	Futures	4232.35	4246.73	4218.82	4219.38	195039.0
2022-10-18 10:30:00	ES	Futures	4219.38	4225.87	4208.11	4214.31	169670.0
2022-10-18 11:00:00	ES	Futures	4214.31	4219.67	4175.69	4182.46	210519.0
2022-10-18 11:30:00	ES	Futures	4182.46	4188.94	4168.92	4187.81	175671.0
2022-10-18 12:00:00	ES	Futures	4188.09	4205.85	4180.48	4196.27	132375.0
2022-10-18 12:30:00	ES	Futures	4196.55	4213.46	4192.04	4201.91	84724.0
2022-10-18 13:00:00	ES	Futures	4201.91	4211.77	4187.53	4210.93	111246.0
2022-10-18 13:30:00	ES	Futures	4210.93	4224.46	4208.11	4219.95	92251.0
2022-10-18 14:00:00	ES	Futures	4220.23	4223.05	4208.39	4219.1	91337.0
2022-10-18 14:30:00	ES	Futures	4219.1	4219.67	4175.69	4190.35	170523.0
2022-10-18 15:00:00	ES	Futures	4190.35	4194.86	4178.79	4193.17	126703.0
2022-10-18 15:30:00	ES	Futures	4193.45	4212.05	4190.91	4210.08	222197.0
2022-10-18 16:00:00	ES	Futures	4210.08	4235.73	4198.52	4234.61	116344.0
2022-10-18 16:30:00	ES	Futures	4234.89	4241.65	4232.63	4237.42	15317.0
2022-10-18 18:00:00	ES	Futures	4239.4	4241.65	4230.38	4234.32	6609.0
2022-10-18 18:30:00	ES	Futures	4234.32	4240.24	4233.2	4239.4	4479.0
2022-10-18 19:00:00	ES	Futures	4239.68	4254.62	4239.12	4248.14	11127.0
2022-10-18 19:30:00	ES	Futures	4248.14	4252.36	4241.93	4243.63	10611.0
2022-10-18 20:00:00	ES	Futures	4243.34	4249.83	4236.58	4243.91	13412.0
2022-10-18 20:30:00	ES	Futures	4243.91	4249.55	4240.53	4247.01	9136.0
2022-10-18 21:00:00	ES	Futures	4247.01	4247.85	4242.5	4243.63	6218.0
2022-10-18 21:30:00	ES	Futures	4243.91	4255.75	4243.06	4251.24	8285.0
2022-10-18 22:00:00	ES	Futures	4251.24	4251.52	4245.6	4248.42	6711.0
2022-10-18 22:30:00	ES	Futures	4248.14	4248.7	4239.12	4243.63	5645.0
2022-10-18 23:00:00	ES	Futures	4243.63	4245.32	4237.42	4241.37	4586.0
2022-10-18 23:30:00	ES	Futures	4241.37	4245.32	4240.53	4241.93	3007.0
2022-10-18 00:00:00	NQ	Futures	12983.97	13059.54	12979.37	13045.74	9283.0
2022-10-18 00:30:00	NQ	Futures	13045.74	13056.09	13017.59	13023.91	5047.0
2022-10-18 01:00:00	NQ	Futures	13023.33	13032.53	13000.92	13005.23	3852.0
2022-10-18 01:30:00	NQ	Futures	13004.66	13017.87	12984.83	12994.6	2998.0

> showing 50 of 3,969 rows — these rows as CSV

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