PREVIEW / futures_30min / 2022-10-25

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-25.parquet
  size:    116 KB
  rows:    3,987

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
2022-10-25 00:00:00	ES	Futures	4296.06	4302.26	4294.93	4300.29	3951.0
2022-10-25 00:30:00	ES	Futures	4300.0	4301.7	4296.9	4298.31	1947.0
2022-10-25 01:00:00	ES	Futures	4298.31	4300.0	4291.55	4292.96	4543.0
2022-10-25 01:30:00	ES	Futures	4293.24	4296.34	4290.98	4295.21	4289.0
2022-10-25 02:00:00	ES	Futures	4295.21	4304.8	4294.37	4303.95	7000.0
2022-10-25 02:30:00	ES	Futures	4303.95	4305.36	4295.49	4298.88	6375.0
2022-10-25 03:00:00	ES	Futures	4299.16	4304.52	4291.27	4291.55	13758.0
2022-10-25 03:30:00	ES	Futures	4291.55	4296.34	4289.57	4295.49	8027.0
2022-10-25 04:00:00	ES	Futures	4295.49	4300.29	4292.39	4292.68	10858.0
2022-10-25 04:30:00	ES	Futures	4292.39	4298.03	4286.19	4287.88	9888.0
2022-10-25 05:00:00	ES	Futures	4287.88	4288.17	4281.68	4281.68	9401.0
2022-10-25 05:30:00	ES	Futures	4281.96	4282.53	4274.07	4278.02	11614.0
2022-10-25 06:00:00	ES	Futures	4278.3	4282.81	4273.51	4279.99	9771.0
2022-10-25 06:30:00	ES	Futures	4279.99	4284.78	4278.02	4284.5	9956.0
2022-10-25 07:00:00	ES	Futures	4284.5	4289.86	4279.43	4289.01	10863.0
2022-10-25 07:30:00	ES	Futures	4288.73	4290.42	4280.27	4280.27	10832.0
2022-10-25 08:00:00	ES	Futures	4280.55	4281.68	4274.07	4279.14	20805.0
2022-10-25 08:30:00	ES	Futures	4279.14	4283.94	4273.79	4283.66	20097.0
2022-10-25 09:00:00	ES	Futures	4283.37	4298.31	4283.37	4294.37	50327.0
2022-10-25 09:30:00	ES	Futures	4294.65	4338.34	4292.68	4335.24	217413.0
2022-10-25 10:00:00	ES	Futures	4335.24	4340.03	4323.12	4340.03	151046.0
2022-10-25 10:30:00	ES	Futures	4340.03	4342.57	4328.76	4333.83	111985.0
2022-10-25 11:00:00	ES	Futures	4333.83	4347.08	4331.58	4345.39	98067.0
2022-10-25 11:30:00	ES	Futures	4345.39	4352.72	4343.13	4348.21	74071.0
2022-10-25 12:00:00	ES	Futures	4348.21	4356.38	4345.11	4350.46	77171.0
2022-10-25 12:30:00	ES	Futures	4350.46	4352.16	4342.01	4343.42	61604.0
2022-10-25 13:00:00	ES	Futures	4343.42	4348.21	4334.68	4342.57	82381.0
2022-10-25 13:30:00	ES	Futures	4342.29	4349.34	4336.65	4342.29	78744.0
2022-10-25 14:00:00	ES	Futures	4342.57	4354.41	4341.44	4354.13	67324.0
2022-10-25 14:30:00	ES	Futures	4354.13	4359.48	4348.21	4349.05	65168.0
2022-10-25 15:00:00	ES	Futures	4349.05	4363.15	4348.49	4362.87	80238.0
2022-10-25 15:30:00	ES	Futures	4362.59	4368.51	4359.2	4363.71	191865.0
2022-10-25 16:00:00	ES	Futures	4363.99	4365.97	4335.52	4340.03	124467.0
2022-10-25 16:30:00	ES	Futures	4340.03	4346.8	4339.19	4344.83	12168.0
2022-10-25 18:00:00	ES	Futures	4331.01	4332.42	4321.99	4330.45	17195.0
2022-10-25 18:30:00	ES	Futures	4330.17	4331.58	4321.99	4322.27	8427.0
2022-10-25 19:00:00	ES	Futures	4322.27	4322.84	4315.79	4318.89	8828.0
2022-10-25 19:30:00	ES	Futures	4319.17	4324.25	4318.33	4321.71	4584.0
2022-10-25 20:00:00	ES	Futures	4321.71	4324.25	4315.79	4320.58	7773.0
2022-10-25 20:30:00	ES	Futures	4320.87	4321.15	4312.97	4314.95	8193.0
2022-10-25 21:00:00	ES	Futures	4314.95	4320.3	4312.13	4316.64	9125.0
2022-10-25 21:30:00	ES	Futures	4316.64	4325.66	4316.64	4323.12	7753.0
2022-10-25 22:00:00	ES	Futures	4323.12	4328.19	4323.12	4325.94	5480.0
2022-10-25 22:30:00	ES	Futures	4325.66	4329.32	4324.25	4326.5	4997.0
2022-10-25 23:00:00	ES	Futures	4326.78	4327.91	4323.12	4327.07	3422.0
2022-10-25 23:30:00	ES	Futures	4327.07	4327.63	4322.84	4325.38	2635.0
2022-10-25 00:00:00	NQ	Futures	13197.17	13211.53	13193.43	13205.5	1570.0
2022-10-25 00:30:00	NQ	Futures	13205.5	13209.81	13195.44	13200.61	831.0
2022-10-25 01:00:00	NQ	Futures	13200.61	13206.65	13174.47	13183.95	2384.0
2022-10-25 01:30:00	NQ	Futures	13184.52	13194.29	13176.77	13190.84	1700.0

> showing 50 of 3,987 rows — these rows as CSV

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