PREVIEW / futures_30min / 2022-10-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-10-28.parquet
  size:    98 KB
  rows:    3,203

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
2022-10-28 00:00:00	ES	Futures	4289.57	4290.98	4283.09	4284.5	2714.0
2022-10-28 00:30:00	ES	Futures	4284.5	4285.63	4281.96	4284.22	2441.0
2022-10-28 01:00:00	ES	Futures	4284.5	4284.5	4277.74	4280.27	4250.0
2022-10-28 01:30:00	ES	Futures	4279.99	4281.4	4271.82	4274.35	8040.0
2022-10-28 02:00:00	ES	Futures	4274.35	4277.45	4268.71	4274.07	8048.0
2022-10-28 02:30:00	ES	Futures	4274.35	4275.76	4264.2	4266.46	10558.0
2022-10-28 03:00:00	ES	Futures	4266.74	4274.92	4261.1	4261.95	19372.0
2022-10-28 03:30:00	ES	Futures	4261.95	4267.59	4258.57	4264.49	14978.0
2022-10-28 04:00:00	ES	Futures	4264.77	4275.2	4260.82	4270.12	11439.0
2022-10-28 04:30:00	ES	Futures	4270.12	4279.14	4268.71	4275.48	7816.0
2022-10-28 05:00:00	ES	Futures	4275.48	4276.89	4267.02	4274.35	11212.0
2022-10-28 05:30:00	ES	Futures	4274.35	4281.12	4267.87	4280.55	11671.0
2022-10-28 06:00:00	ES	Futures	4280.55	4280.84	4274.63	4278.3	6543.0
2022-10-28 06:30:00	ES	Futures	4278.3	4283.94	4276.61	4281.12	6883.0
2022-10-28 07:00:00	ES	Futures	4281.12	4289.01	4274.07	4288.73	10483.0
2022-10-28 07:30:00	ES	Futures	4288.45	4290.98	4283.66	4284.22	14451.0
2022-10-28 08:00:00	ES	Futures	4284.5	4285.63	4278.02	4279.14	27734.0
2022-10-28 08:30:00	ES	Futures	4278.58	4316.35	4270.12	4291.83	100667.0
2022-10-28 09:00:00	ES	Futures	4291.55	4311.56	4288.45	4305.64	57922.0
2022-10-28 09:30:00	ES	Futures	4305.64	4345.67	4303.39	4336.65	217333.0
2022-10-28 10:00:00	ES	Futures	4336.65	4357.23	4318.05	4352.44	194384.0
2022-10-28 10:30:00	ES	Futures	4352.44	4373.86	4350.75	4372.45	129373.0
2022-10-28 11:00:00	ES	Futures	4372.45	4378.94	4365.12	4367.1	123385.0
2022-10-28 11:30:00	ES	Futures	4367.1	4378.65	4362.87	4373.02	90492.0
2022-10-28 12:00:00	ES	Futures	4373.02	4387.96	4364.56	4387.39	96958.0
2022-10-28 12:30:00	ES	Futures	4387.39	4391.9	4380.91	4388.8	88892.0
2022-10-28 13:00:00	ES	Futures	4389.08	4396.13	4387.67	4391.9	66875.0
2022-10-28 13:30:00	ES	Futures	4391.9	4399.8	4391.62	4393.31	58768.0
2022-10-28 14:00:00	ES	Futures	4393.31	4399.23	4389.37	4396.13	66202.0
2022-10-28 14:30:00	ES	Futures	4396.41	4410.79	4395.28	4408.25	72068.0
2022-10-28 15:00:00	ES	Futures	4408.53	4413.04	4402.05	4409.94	80692.0
2022-10-28 15:30:00	ES	Futures	4409.94	4416.15	4405.71	4409.66	200126.0
2022-10-28 16:00:00	ES	Futures	4409.66	4422.91	4408.53	4422.63	74071.0
2022-10-28 16:30:00	ES	Futures	4422.63	4424.88	4421.78	4423.47	20832.0
2022-10-28 00:00:00	NQ	Futures	12825.65	12829.96	12799.79	12806.11	1742.0
2022-10-28 00:30:00	NQ	Futures	12806.69	12812.72	12797.21	12810.14	1544.0
2022-10-28 01:00:00	NQ	Futures	12810.42	12811.29	12783.99	12794.91	3263.0
2022-10-28 01:30:00	NQ	Futures	12794.62	12797.78	12760.43	12771.92	5526.0
2022-10-28 02:00:00	NQ	Futures	12772.5	12785.43	12754.11	12777.67	4873.0
2022-10-28 02:30:00	NQ	Futures	12777.09	12782.55	12737.44	12747.5	5107.0
2022-10-28 03:00:00	NQ	Futures	12748.94	12785.43	12725.09	12731.41	9709.0
2022-10-28 03:30:00	NQ	Futures	12730.26	12746.64	12713.6	12731.7	7282.0
2022-10-28 04:00:00	NQ	Futures	12730.84	12767.61	12719.92	12752.96	5934.0
2022-10-28 04:30:00	NQ	Futures	12752.96	12781.12	12748.08	12768.48	3980.0
2022-10-28 05:00:00	NQ	Futures	12768.76	12769.05	12729.4	12751.24	5309.0
2022-10-28 05:30:00	NQ	Futures	12750.95	12779.11	12731.7	12775.95	5138.0
2022-10-28 06:00:00	NQ	Futures	12777.09	12779.68	12759.57	12769.34	3459.0
2022-10-28 06:30:00	NQ	Futures	12768.76	12791.17	12763.02	12779.39	3972.0
2022-10-28 07:00:00	NQ	Futures	12779.39	12812.44	12758.13	12811.29	5863.0
2022-10-28 07:30:00	NQ	Futures	12810.71	12819.04	12789.74	12791.17	6463.0

> showing 50 of 3,203 rows — these rows as CSV

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