PREVIEW / futures_30min / 2022-10-26

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-26.parquet
  size:    118 KB
  rows:    4,022

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
2022-10-26 00:00:00	ES	Futures	4325.38	4326.22	4323.68	4325.94	1524.0
2022-10-26 00:30:00	ES	Futures	4325.94	4328.19	4324.25	4324.81	1973.0
2022-10-26 01:00:00	ES	Futures	4324.53	4328.19	4320.02	4323.4	4528.0
2022-10-26 01:30:00	ES	Futures	4323.4	4324.53	4320.02	4320.58	4112.0
2022-10-26 02:00:00	ES	Futures	4320.58	4329.04	4318.89	4320.3	9771.0
2022-10-26 02:30:00	ES	Futures	4320.3	4325.09	4318.89	4323.4	5950.0
2022-10-26 03:00:00	ES	Futures	4323.4	4333.83	4321.99	4332.42	15889.0
2022-10-26 03:30:00	ES	Futures	4332.14	4337.5	4329.6	4334.11	14419.0
2022-10-26 04:00:00	ES	Futures	4334.11	4341.73	4332.7	4338.91	16966.0
2022-10-26 04:30:00	ES	Futures	4338.91	4345.11	4336.09	4343.13	10887.0
2022-10-26 05:00:00	ES	Futures	4342.85	4342.85	4330.73	4331.01	9284.0
2022-10-26 05:30:00	ES	Futures	4331.3	4335.52	4328.76	4329.04	9266.0
2022-10-26 06:00:00	ES	Futures	4329.04	4334.4	4325.09	4332.7	10444.0
2022-10-26 06:30:00	ES	Futures	4332.7	4339.19	4331.58	4337.21	8492.0
2022-10-26 07:00:00	ES	Futures	4337.21	4343.42	4332.99	4340.88	14727.0
2022-10-26 07:30:00	ES	Futures	4340.6	4345.67	4327.63	4331.01	21486.0
2022-10-26 08:00:00	ES	Futures	4331.01	4337.78	4325.94	4327.91	19189.0
2022-10-26 08:30:00	ES	Futures	4327.91	4329.32	4320.3	4327.63	28102.0
2022-10-26 09:00:00	ES	Futures	4327.63	4334.4	4323.97	4326.5	39786.0
2022-10-26 09:30:00	ES	Futures	4326.78	4344.26	4323.4	4327.63	224975.0
2022-10-26 10:00:00	ES	Futures	4328.19	4363.99	4328.19	4361.18	240560.0
2022-10-26 10:30:00	ES	Futures	4360.89	4376.12	4354.69	4365.97	133937.0
2022-10-26 11:00:00	ES	Futures	4365.69	4389.65	4365.69	4386.26	125872.0
2022-10-26 11:30:00	ES	Futures	4386.26	4394.72	4382.04	4385.98	96652.0
2022-10-26 12:00:00	ES	Futures	4385.7	4390.77	4376.96	4379.22	76950.0
2022-10-26 12:30:00	ES	Futures	4379.22	4385.42	4354.69	4358.07	90775.0
2022-10-26 13:00:00	ES	Futures	4358.07	4359.2	4344.54	4345.39	117238.0
2022-10-26 13:30:00	ES	Futures	4345.11	4353.28	4339.47	4351.31	85225.0
2022-10-26 14:00:00	ES	Futures	4351.59	4358.07	4338.91	4340.03	72362.0
2022-10-26 14:30:00	ES	Futures	4339.75	4345.11	4331.01	4335.81	84452.0
2022-10-26 15:00:00	ES	Futures	4335.81	4338.62	4325.66	4334.68	91219.0
2022-10-26 15:30:00	ES	Futures	4334.68	4343.13	4328.19	4332.14	166928.0
2022-10-26 16:00:00	ES	Futures	4332.14	4348.21	4330.45	4339.47	76117.0
2022-10-26 16:30:00	ES	Futures	4339.19	4349.9	4338.91	4345.39	11122.0
2022-10-26 18:00:00	ES	Futures	4334.68	4342.85	4332.14	4342.57	7047.0
2022-10-26 18:30:00	ES	Futures	4342.57	4344.83	4340.03	4343.7	3181.0
2022-10-26 19:00:00	ES	Futures	4343.7	4353.28	4343.7	4348.49	5789.0
2022-10-26 19:30:00	ES	Futures	4348.49	4355.54	4347.64	4353.28	5458.0
2022-10-26 20:00:00	ES	Futures	4353.0	4361.46	4346.8	4353.85	9336.0
2022-10-26 20:30:00	ES	Futures	4353.85	4353.85	4345.95	4349.34	6778.0
2022-10-26 21:00:00	ES	Futures	4349.34	4358.07	4348.21	4351.03	8089.0
2022-10-26 21:30:00	ES	Futures	4351.31	4355.82	4349.62	4352.72	5455.0
2022-10-26 22:00:00	ES	Futures	4352.44	4352.72	4342.29	4343.13	5918.0
2022-10-26 22:30:00	ES	Futures	4343.13	4347.36	4341.73	4345.95	5458.0
2022-10-26 23:00:00	ES	Futures	4346.24	4352.44	4346.24	4347.93	5310.0
2022-10-26 23:30:00	ES	Futures	4347.93	4354.41	4347.64	4354.41	3327.0
2022-10-26 00:00:00	NQ	Futures	13209.81	13212.68	13203.49	13212.39	949.0
2022-10-26 00:30:00	NQ	Futures	13212.39	13220.73	13206.36	13208.37	1106.0
2022-10-26 01:00:00	NQ	Futures	13206.65	13219.29	13189.41	13203.77	2331.0
2022-10-26 01:30:00	NQ	Futures	13203.77	13208.95	13191.42	13195.15	1872.0

> showing 50 of 4,022 rows — these rows as CSV

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