PREVIEW / futures_30min / 2022-10-24

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-24.parquet
  size:    115 KB
  rows:    3,986

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
2022-10-24 00:00:00	ES	Futures	4247.01	4250.11	4243.34	4249.26	5044.0
2022-10-24 00:30:00	ES	Futures	4249.26	4268.43	4249.26	4261.67	9303.0
2022-10-24 01:00:00	ES	Futures	4261.39	4262.79	4246.45	4249.55	6608.0
2022-10-24 01:30:00	ES	Futures	4249.26	4251.24	4241.93	4245.88	6546.0
2022-10-24 02:00:00	ES	Futures	4245.6	4255.47	4241.93	4253.77	10891.0
2022-10-24 02:30:00	ES	Futures	4254.06	4258.57	4242.78	4246.73	10236.0
2022-10-24 03:00:00	ES	Futures	4246.73	4262.79	4225.3	4228.69	26759.0
2022-10-24 03:30:00	ES	Futures	4228.69	4239.4	4225.58	4233.76	15388.0
2022-10-24 04:00:00	ES	Futures	4233.76	4236.86	4214.31	4216.85	20192.0
2022-10-24 04:30:00	ES	Futures	4216.56	4232.35	4213.18	4227.28	14076.0
2022-10-24 05:00:00	ES	Futures	4227.28	4231.5	4219.95	4220.23	8809.0
2022-10-24 05:30:00	ES	Futures	4220.23	4248.42	4218.82	4246.16	13236.0
2022-10-24 06:00:00	ES	Futures	4246.45	4258.57	4239.96	4252.93	16995.0
2022-10-24 06:30:00	ES	Futures	4253.21	4264.2	4249.26	4263.08	15265.0
2022-10-24 07:00:00	ES	Futures	4263.08	4269.0	4254.34	4266.74	16345.0
2022-10-24 07:30:00	ES	Futures	4266.74	4287.6	4265.05	4275.2	30425.0
2022-10-24 08:00:00	ES	Futures	4275.2	4279.14	4259.13	4263.36	26901.0
2022-10-24 08:30:00	ES	Futures	4263.64	4278.3	4257.72	4276.61	35766.0
2022-10-24 09:00:00	ES	Futures	4276.61	4276.89	4260.26	4261.67	44887.0
2022-10-24 09:30:00	ES	Futures	4261.67	4294.65	4252.93	4282.53	250350.0
2022-10-24 10:00:00	ES	Futures	4282.25	4283.09	4230.38	4247.29	204516.0
2022-10-24 10:30:00	ES	Futures	4247.57	4272.66	4242.22	4270.41	175574.0
2022-10-24 11:00:00	ES	Futures	4270.12	4274.92	4256.88	4271.82	119252.0
2022-10-24 11:30:00	ES	Futures	4271.82	4288.45	4265.33	4287.04	110581.0
2022-10-24 12:00:00	ES	Futures	4287.32	4293.8	4279.71	4287.32	86940.0
2022-10-24 12:30:00	ES	Futures	4287.32	4290.7	4279.71	4282.53	64467.0
2022-10-24 13:00:00	ES	Futures	4282.81	4283.94	4270.97	4274.92	76217.0
2022-10-24 13:30:00	ES	Futures	4274.92	4281.4	4270.41	4276.61	61828.0
2022-10-24 14:00:00	ES	Futures	4276.61	4288.73	4275.2	4286.47	58111.0
2022-10-24 14:30:00	ES	Futures	4286.47	4303.11	4285.91	4301.41	77797.0
2022-10-24 15:00:00	ES	Futures	4301.7	4309.59	4300.0	4304.8	87493.0
2022-10-24 15:30:00	ES	Futures	4304.8	4306.21	4287.6	4295.49	152759.0
2022-10-24 16:00:00	ES	Futures	4295.49	4296.34	4291.83	4293.52	41092.0
2022-10-24 16:30:00	ES	Futures	4293.52	4294.09	4288.45	4290.98	8601.0
2022-10-24 18:00:00	ES	Futures	4288.45	4294.65	4288.45	4292.96	3206.0
2022-10-24 18:30:00	ES	Futures	4292.96	4300.29	4291.55	4300.29	4348.0
2022-10-24 19:00:00	ES	Futures	4300.29	4302.82	4297.75	4298.31	4168.0
2022-10-24 19:30:00	ES	Futures	4298.31	4299.72	4293.8	4295.78	3166.0
2022-10-24 20:00:00	ES	Futures	4295.78	4301.13	4288.73	4298.6	7250.0
2022-10-24 20:30:00	ES	Futures	4298.6	4303.67	4296.62	4299.44	4969.0
2022-10-24 21:00:00	ES	Futures	4299.44	4300.85	4279.71	4287.04	12484.0
2022-10-24 21:30:00	ES	Futures	4287.32	4291.83	4280.84	4289.01	12324.0
2022-10-24 22:00:00	ES	Futures	4289.01	4290.14	4284.78	4288.17	5887.0
2022-10-24 22:30:00	ES	Futures	4288.17	4290.42	4283.09	4290.14	4297.0
2022-10-24 23:00:00	ES	Futures	4290.14	4299.16	4287.88	4297.47	6135.0
2022-10-24 23:30:00	ES	Futures	4297.75	4300.29	4294.93	4296.06	3894.0
2022-10-24 00:00:00	NQ	Futures	13075.34	13090.85	13061.83	13085.68	3010.0
2022-10-24 00:30:00	NQ	Futures	13085.4	13143.15	13084.53	13123.32	4730.0
2022-10-24 01:00:00	NQ	Futures	13122.17	13129.07	13069.88	13080.22	4041.0
2022-10-24 01:30:00	NQ	Futures	13079.36	13092.0	13054.36	13070.45	3829.0

> showing 50 of 3,986 rows — these rows as CSV

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