PREVIEW / futures_30min / 2022-10-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-27.parquet
  size:    120 KB
  rows:    4,023

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
2022-10-27 00:00:00	ES	Futures	4354.13	4355.26	4351.87	4354.97	2855.0
2022-10-27 00:30:00	ES	Futures	4354.97	4356.95	4351.31	4355.54	3160.0
2022-10-27 01:00:00	ES	Futures	4355.54	4356.1	4349.05	4349.9	4059.0
2022-10-27 01:30:00	ES	Futures	4349.9	4361.18	4349.34	4358.07	6386.0
2022-10-27 02:00:00	ES	Futures	4358.07	4360.05	4347.36	4352.72	7910.0
2022-10-27 02:30:00	ES	Futures	4352.72	4352.72	4341.73	4343.13	8504.0
2022-10-27 03:00:00	ES	Futures	4343.13	4348.77	4337.5	4338.34	16979.0
2022-10-27 03:30:00	ES	Futures	4338.34	4341.73	4336.65	4340.32	11316.0
2022-10-27 04:00:00	ES	Futures	4340.32	4352.44	4336.65	4345.67	13883.0
2022-10-27 04:30:00	ES	Futures	4345.67	4348.49	4341.73	4342.85	5761.0
2022-10-27 05:00:00	ES	Futures	4343.13	4343.7	4334.96	4338.91	8653.0
2022-10-27 05:30:00	ES	Futures	4338.91	4340.6	4331.01	4331.01	8977.0
2022-10-27 06:00:00	ES	Futures	4331.3	4335.81	4330.17	4331.58	6563.0
2022-10-27 06:30:00	ES	Futures	4331.58	4336.09	4327.35	4328.19	13951.0
2022-10-27 07:00:00	ES	Futures	4327.91	4337.21	4327.35	4334.96	14828.0
2022-10-27 07:30:00	ES	Futures	4334.68	4335.52	4323.68	4326.5	13085.0
2022-10-27 08:00:00	ES	Futures	4326.5	4337.21	4323.4	4334.11	34243.0
2022-10-27 08:30:00	ES	Futures	4334.4	4355.54	4329.89	4347.36	71868.0
2022-10-27 09:00:00	ES	Futures	4347.08	4358.92	4340.32	4342.01	72589.0
2022-10-27 09:30:00	ES	Futures	4342.01	4356.67	4313.54	4320.87	217911.0
2022-10-27 10:00:00	ES	Futures	4321.15	4360.89	4316.92	4359.2	171520.0
2022-10-27 10:30:00	ES	Futures	4359.2	4364.56	4332.14	4332.42	143331.0
2022-10-27 11:00:00	ES	Futures	4332.42	4346.8	4329.04	4335.24	130314.0
2022-10-27 11:30:00	ES	Futures	4335.24	4341.16	4317.48	4323.12	133204.0
2022-10-27 12:00:00	ES	Futures	4323.12	4334.96	4309.31	4309.87	101687.0
2022-10-27 12:30:00	ES	Futures	4309.87	4326.5	4309.03	4325.09	76537.0
2022-10-27 13:00:00	ES	Futures	4325.09	4339.19	4319.74	4326.22	96694.0
2022-10-27 13:30:00	ES	Futures	4326.22	4328.19	4315.79	4316.64	66269.0
2022-10-27 14:00:00	ES	Futures	4316.64	4319.46	4308.18	4314.38	66417.0
2022-10-27 14:30:00	ES	Futures	4314.38	4316.07	4305.36	4308.74	64498.0
2022-10-27 15:00:00	ES	Futures	4308.74	4316.92	4302.26	4315.79	92488.0
2022-10-27 15:30:00	ES	Futures	4316.07	4322.56	4300.0	4307.33	188452.0
2022-10-27 16:00:00	ES	Futures	4307.33	4311.28	4245.32	4253.77	140335.0
2022-10-27 16:30:00	ES	Futures	4253.77	4282.81	4236.86	4275.2	57963.0
2022-10-27 18:00:00	ES	Futures	4282.81	4293.8	4278.58	4284.5	14731.0
2022-10-27 18:30:00	ES	Futures	4284.5	4291.27	4282.53	4283.94	6180.0
2022-10-27 19:00:00	ES	Futures	4283.94	4287.6	4280.27	4283.66	4636.0
2022-10-27 19:30:00	ES	Futures	4283.66	4284.5	4277.17	4279.43	4720.0
2022-10-27 20:00:00	ES	Futures	4279.43	4281.4	4274.35	4279.43	6294.0
2022-10-27 20:30:00	ES	Futures	4279.14	4285.63	4278.3	4282.53	4591.0
2022-10-27 21:00:00	ES	Futures	4282.81	4295.21	4282.81	4293.52	7598.0
2022-10-27 21:30:00	ES	Futures	4293.52	4299.44	4289.29	4296.62	7507.0
2022-10-27 22:00:00	ES	Futures	4296.62	4297.75	4290.14	4291.55	4472.0
2022-10-27 22:30:00	ES	Futures	4291.55	4293.52	4287.04	4291.27	5225.0
2022-10-27 23:00:00	ES	Futures	4290.98	4293.8	4286.19	4287.32	3863.0
2022-10-27 23:30:00	ES	Futures	4287.32	4291.27	4285.91	4289.57	3014.0
2022-10-27 00:00:00	NQ	Futures	13214.98	13219.86	13208.95	13218.43	1711.0
2022-10-27 00:30:00	NQ	Futures	13218.14	13223.31	13204.35	13219.29	1631.0
2022-10-27 01:00:00	NQ	Futures	13219.29	13220.44	13195.44	13201.19	1859.0
2022-10-27 01:30:00	NQ	Futures	13200.33	13236.82	13198.03	13229.06	2637.0

> showing 50 of 4,023 rows — these rows as CSV

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