PREVIEW / futures_30min / 2022-10-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-21.parquet
  size:    100 KB
  rows:    3,173

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
2022-10-21 00:00:00	ES	Futures	4132.84	4135.1	4128.61	4133.69	3605.0
2022-10-21 00:30:00	ES	Futures	4133.69	4134.25	4128.9	4132.84	2306.0
2022-10-21 01:00:00	ES	Futures	4132.84	4133.69	4126.92	4128.05	3484.0
2022-10-21 01:30:00	ES	Futures	4128.05	4132.84	4127.2	4129.18	3299.0
2022-10-21 02:00:00	ES	Futures	4129.18	4137.07	4126.36	4130.02	8087.0
2022-10-21 02:30:00	ES	Futures	4129.74	4140.45	4128.9	4135.94	6680.0
2022-10-21 03:00:00	ES	Futures	4136.22	4149.19	4125.79	4143.84	16803.0
2022-10-21 03:30:00	ES	Futures	4143.55	4144.96	4128.61	4128.9	9807.0
2022-10-21 04:00:00	ES	Futures	4128.61	4129.46	4118.18	4120.72	18712.0
2022-10-21 04:30:00	ES	Futures	4121.0	4121.0	4116.49	4118.18	12975.0
2022-10-21 05:00:00	ES	Futures	4118.47	4121.85	4112.26	4119.31	15426.0
2022-10-21 05:30:00	ES	Futures	4119.31	4124.95	4114.24	4122.98	9501.0
2022-10-21 06:00:00	ES	Futures	4122.98	4125.51	4117.06	4119.59	6939.0
2022-10-21 06:30:00	ES	Futures	4119.59	4128.33	4116.77	4126.36	10079.0
2022-10-21 07:00:00	ES	Futures	4126.08	4132.28	4120.72	4129.46	12226.0
2022-10-21 07:30:00	ES	Futures	4129.46	4132.56	4119.03	4119.59	14273.0
2022-10-21 08:00:00	ES	Futures	4119.59	4121.57	4106.91	4111.14	36398.0
2022-10-21 08:30:00	ES	Futures	4110.85	4124.39	4106.06	4122.13	50530.0
2022-10-21 09:00:00	ES	Futures	4121.85	4159.9	4121.28	4139.89	182654.0
2022-10-21 09:30:00	ES	Futures	4139.89	4184.99	4121.85	4184.99	363559.0
2022-10-21 10:00:00	ES	Futures	4184.99	4202.75	4164.41	4164.98	226736.0
2022-10-21 10:30:00	ES	Futures	4165.26	4177.94	4152.86	4158.78	241375.0
2022-10-21 11:00:00	ES	Futures	4158.78	4173.43	4146.94	4169.49	182289.0
2022-10-21 11:30:00	ES	Futures	4169.77	4195.99	4168.08	4195.7	159668.0
2022-10-21 12:00:00	ES	Futures	4195.99	4208.95	4186.68	4188.38	153011.0
2022-10-21 12:30:00	ES	Futures	4188.66	4217.13	4186.68	4210.36	104684.0
2022-10-21 13:00:00	ES	Futures	4210.36	4218.26	4203.32	4210.93	86522.0
2022-10-21 13:30:00	ES	Futures	4210.93	4226.15	4209.24	4225.3	74578.0
2022-10-21 14:00:00	ES	Futures	4225.58	4233.76	4218.54	4225.02	79360.0
2022-10-21 14:30:00	ES	Futures	4225.02	4230.1	4219.38	4228.4	66646.0
2022-10-21 15:00:00	ES	Futures	4228.69	4248.7	4226.71	4248.14	91096.0
2022-10-21 15:30:00	ES	Futures	4248.14	4250.39	4239.4	4243.91	178681.0
2022-10-21 16:00:00	ES	Futures	4243.91	4253.21	4242.22	4252.36	68383.0
2022-10-21 16:30:00	ES	Futures	4252.65	4254.62	4251.8	4253.21	12209.0
2022-10-21 00:00:00	NQ	Futures	12670.78	12676.82	12653.83	12669.64	2415.0
2022-10-21 00:30:00	NQ	Futures	12669.92	12671.36	12649.23	12665.61	1942.0
2022-10-21 01:00:00	NQ	Futures	12665.33	12669.92	12646.07	12650.96	2403.0
2022-10-21 01:30:00	NQ	Futures	12650.67	12671.65	12648.09	12662.16	2953.0
2022-10-21 02:00:00	NQ	Futures	12661.02	12689.75	12649.23	12664.75	3664.0
2022-10-21 02:30:00	NQ	Futures	12663.6	12702.39	12657.57	12686.87	3773.0
2022-10-21 03:00:00	NQ	Futures	12687.45	12741.47	12648.37	12720.78	9505.0
2022-10-21 03:30:00	NQ	Futures	12720.49	12726.81	12660.73	12661.88	6057.0
2022-10-21 04:00:00	NQ	Futures	12661.02	12667.91	12630.85	12641.19	10001.0
2022-10-21 04:30:00	NQ	Futures	12641.48	12641.76	12614.76	12628.26	7469.0
2022-10-21 05:00:00	NQ	Futures	12628.26	12642.05	12604.12	12631.42	7254.0
2022-10-21 05:30:00	NQ	Futures	12631.42	12651.25	12614.76	12643.78	5572.0
2022-10-21 06:00:00	NQ	Futures	12642.34	12652.11	12621.08	12629.7	4191.0
2022-10-21 06:30:00	NQ	Futures	12629.98	12652.4	12616.77	12645.5	4926.0
2022-10-21 07:00:00	NQ	Futures	12644.35	12673.66	12627.69	12663.03	5709.0
2022-10-21 07:30:00	NQ	Futures	12662.45	12674.52	12620.79	12622.51	7035.0

> showing 50 of 3,173 rows — these rows as CSV

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