PREVIEW / futures_30min / 2022-10-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-19.parquet
  size:    116 KB
  rows:    3,938

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
2022-10-19 00:00:00	ES	Futures	4241.65	4243.34	4237.42	4238.55	3868.0
2022-10-19 00:30:00	ES	Futures	4238.27	4240.53	4237.42	4238.83	2818.0
2022-10-19 01:00:00	ES	Futures	4238.83	4241.37	4232.63	4234.61	6242.0
2022-10-19 01:30:00	ES	Futures	4234.89	4236.58	4228.69	4231.5	5749.0
2022-10-19 02:00:00	ES	Futures	4231.22	4232.63	4220.23	4222.77	11771.0
2022-10-19 02:30:00	ES	Futures	4222.48	4224.74	4212.62	4215.15	12429.0
2022-10-19 03:00:00	ES	Futures	4214.87	4221.07	4209.52	4211.49	18359.0
2022-10-19 03:30:00	ES	Futures	4211.77	4221.64	4202.75	4219.95	16479.0
2022-10-19 04:00:00	ES	Futures	4220.23	4220.23	4196.27	4199.65	15582.0
2022-10-19 04:30:00	ES	Futures	4199.37	4208.11	4198.81	4206.7	9271.0
2022-10-19 05:00:00	ES	Futures	4206.7	4216.85	4205.01	4214.59	11578.0
2022-10-19 05:30:00	ES	Futures	4214.59	4231.22	4214.03	4231.22	13884.0
2022-10-19 06:00:00	ES	Futures	4230.94	4232.07	4216.28	4216.56	10835.0
2022-10-19 06:30:00	ES	Futures	4216.85	4219.95	4203.6	4210.64	17306.0
2022-10-19 07:00:00	ES	Futures	4210.64	4216.28	4186.68	4187.81	27684.0
2022-10-19 07:30:00	ES	Futures	4187.53	4196.83	4184.43	4195.7	22563.0
2022-10-19 08:00:00	ES	Futures	4195.7	4196.27	4177.1	4185.84	30452.0
2022-10-19 08:30:00	ES	Futures	4185.84	4187.81	4174.0	4183.58	43952.0
2022-10-19 09:00:00	ES	Futures	4183.58	4187.25	4175.69	4185.56	37672.0
2022-10-19 09:30:00	ES	Futures	4185.56	4207.83	4172.59	4181.05	260778.0
2022-10-19 10:00:00	ES	Futures	4180.76	4217.69	4176.82	4215.15	196430.0
2022-10-19 10:30:00	ES	Futures	4215.15	4217.97	4189.22	4193.17	148474.0
2022-10-19 11:00:00	ES	Futures	4193.17	4205.29	4187.53	4191.76	123854.0
2022-10-19 11:30:00	ES	Futures	4191.76	4200.78	4181.61	4193.73	118059.0
2022-10-19 12:00:00	ES	Futures	4194.01	4194.86	4174.28	4176.54	108898.0
2022-10-19 12:30:00	ES	Futures	4176.54	4184.71	4161.03	4165.54	120308.0
2022-10-19 13:00:00	ES	Futures	4165.54	4168.08	4145.81	4157.93	135656.0
2022-10-19 13:30:00	ES	Futures	4157.65	4162.44	4152.01	4161.6	84364.0
2022-10-19 14:00:00	ES	Futures	4161.6	4179.35	4157.65	4175.13	111799.0
2022-10-19 14:30:00	ES	Futures	4175.13	4177.38	4163.29	4164.41	88140.0
2022-10-19 15:00:00	ES	Futures	4164.7	4181.89	4161.31	4170.33	123872.0
2022-10-19 15:30:00	ES	Futures	4170.62	4181.61	4165.82	4179.92	179995.0
2022-10-19 16:00:00	ES	Futures	4180.2	4195.99	4172.59	4180.48	79263.0
2022-10-19 16:30:00	ES	Futures	4180.48	4187.81	4179.92	4183.58	10083.0
2022-10-19 18:00:00	ES	Futures	4181.05	4183.58	4174.56	4182.17	5168.0
2022-10-19 18:30:00	ES	Futures	4182.17	4183.3	4167.8	4170.05	4428.0
2022-10-19 19:00:00	ES	Futures	4170.05	4171.18	4164.13	4164.7	5214.0
2022-10-19 19:30:00	ES	Futures	4164.7	4169.49	4163.57	4168.36	3958.0
2022-10-19 20:00:00	ES	Futures	4168.36	4175.69	4164.7	4170.9	7879.0
2022-10-19 20:30:00	ES	Futures	4170.62	4175.97	4154.83	4161.6	11510.0
2022-10-19 21:00:00	ES	Futures	4161.31	4161.31	4149.76	4153.98	10631.0
2022-10-19 21:30:00	ES	Futures	4153.7	4157.93	4146.09	4153.98	10131.0
2022-10-19 22:00:00	ES	Futures	4153.98	4157.93	4151.17	4157.08	4789.0
2022-10-19 22:30:00	ES	Futures	4157.37	4161.88	4155.68	4160.19	5131.0
2022-10-19 23:00:00	ES	Futures	4160.19	4162.44	4153.7	4155.39	3843.0
2022-10-19 23:30:00	ES	Futures	4155.11	4155.11	4148.06	4153.14	5538.0
2022-10-19 00:00:00	NQ	Futures	13023.05	13029.08	13004.94	13008.97	2574.0
2022-10-19 00:30:00	NQ	Futures	13009.25	13012.7	12999.49	13004.08	1558.0
2022-10-19 01:00:00	NQ	Futures	13005.23	13014.71	12978.51	12984.83	2943.0
2022-10-19 01:30:00	NQ	Futures	12984.83	12993.74	12961.56	12974.49	3902.0

> showing 50 of 3,938 rows — these rows as CSV

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