PREVIEW / futures_30min / 2022-01-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-03.parquet
  size:    104 KB
  rows:    3,690

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
2022-01-03 00:00:00	ES	Futures	5405.48	5406.61	5404.07	5404.63	1027.0
2022-01-03 00:30:00	ES	Futures	5404.63	5406.89	5404.35	5405.76	888.0
2022-01-03 01:00:00	ES	Futures	5405.76	5406.61	5399.54	5402.37	3939.0
2022-01-03 01:30:00	ES	Futures	5402.37	5403.78	5398.97	5403.22	3976.0
2022-01-03 02:00:00	ES	Futures	5403.5	5403.78	5397.28	5399.54	3256.0
2022-01-03 02:30:00	ES	Futures	5399.82	5404.63	5398.97	5403.5	3066.0
2022-01-03 03:00:00	ES	Futures	5403.5	5406.89	5402.09	5406.33	11542.0
2022-01-03 03:30:00	ES	Futures	5406.33	5407.18	5401.8	5402.65	6221.0
2022-01-03 04:00:00	ES	Futures	5402.65	5406.04	5400.11	5404.91	6240.0
2022-01-03 04:30:00	ES	Futures	5404.91	5410.29	5403.5	5409.72	3798.0
2022-01-03 05:00:00	ES	Futures	5410.0	5415.09	5408.31	5415.09	4075.0
2022-01-03 05:30:00	ES	Futures	5414.81	5415.94	5413.4	5415.66	2876.0
2022-01-03 06:00:00	ES	Futures	5415.66	5419.9	5415.38	5417.92	5951.0
2022-01-03 06:30:00	ES	Futures	5417.92	5419.62	5417.36	5419.05	2330.0
2022-01-03 07:00:00	ES	Futures	5419.05	5419.05	5415.09	5415.94	4640.0
2022-01-03 07:30:00	ES	Futures	5415.94	5415.94	5411.42	5411.98	6741.0
2022-01-03 08:00:00	ES	Futures	5412.27	5413.11	5410.57	5412.27	10425.0
2022-01-03 08:30:00	ES	Futures	5412.55	5413.11	5401.52	5402.09	15676.0
2022-01-03 09:00:00	ES	Futures	5402.09	5405.48	5398.41	5398.97	33048.0
2022-01-03 09:30:00	ES	Futures	5399.26	5414.53	5370.41	5382.86	235111.0
2022-01-03 10:00:00	ES	Futures	5383.14	5403.5	5381.16	5403.5	139975.0
2022-01-03 10:30:00	ES	Futures	5403.5	5404.07	5390.49	5396.43	84713.0
2022-01-03 11:00:00	ES	Futures	5396.43	5397.84	5383.99	5389.36	69150.0
2022-01-03 11:30:00	ES	Futures	5389.64	5393.04	5377.2	5387.38	75834.0
2022-01-03 12:00:00	ES	Futures	5387.38	5394.73	5383.7	5393.88	39222.0
2022-01-03 12:30:00	ES	Futures	5393.88	5394.17	5388.51	5389.93	31878.0
2022-01-03 13:00:00	ES	Futures	5389.93	5396.71	5386.81	5395.3	46059.0
2022-01-03 13:30:00	ES	Futures	5395.3	5403.22	5393.04	5402.93	43327.0
2022-01-03 14:00:00	ES	Futures	5402.93	5406.61	5401.24	5404.91	40462.0
2022-01-03 14:30:00	ES	Futures	5405.2	5413.68	5403.22	5408.59	51324.0
2022-01-03 15:00:00	ES	Futures	5408.31	5411.98	5405.76	5410.29	44939.0
2022-01-03 15:30:00	ES	Futures	5410.0	5415.38	5401.8	5414.53	149741.0
2022-01-03 16:00:00	ES	Futures	5414.53	5415.94	5411.7	5413.96	39610.0
2022-01-03 16:30:00	ES	Futures	5414.25	5415.94	5411.7	5412.27	4895.0
2022-01-03 18:00:00	ES	Futures	5413.11	5414.81	5412.27	5412.55	2677.0
2022-01-03 18:30:00	ES	Futures	5412.27	5413.4	5409.44	5410.29	3520.0
2022-01-03 19:00:00	ES	Futures	5410.57	5411.42	5408.31	5409.72	3637.0
2022-01-03 19:30:00	ES	Futures	5409.44	5413.68	5408.31	5411.98	2882.0
2022-01-03 20:00:00	ES	Futures	5411.98	5414.53	5409.72	5413.11	4140.0
2022-01-03 20:30:00	ES	Futures	5413.11	5414.81	5411.98	5412.27	3359.0
2022-01-03 21:00:00	ES	Futures	5411.98	5413.96	5411.42	5413.96	1586.0
2022-01-03 21:30:00	ES	Futures	5413.68	5417.64	5412.55	5417.07	2439.0
2022-01-03 22:00:00	ES	Futures	5417.36	5418.49	5414.81	5417.92	2692.0
2022-01-03 22:30:00	ES	Futures	5417.92	5419.34	5417.36	5418.49	1562.0
2022-01-03 23:00:00	ES	Futures	5418.49	5422.45	5417.92	5422.45	2305.0
2022-01-03 23:30:00	ES	Futures	5422.45	5424.14	5421.6	5423.3	2237.0
2022-01-03 00:00:00	NQ	Futures	19024.18	19025.63	19014.61	19020.7	935.0
2022-01-03 00:30:00	NQ	Futures	19020.41	19027.66	19017.8	19021.86	1140.0
2022-01-03 01:00:00	NQ	Futures	19022.15	19026.5	19002.15	19012.87	2398.0
2022-01-03 01:30:00	NQ	Futures	19014.03	19017.22	18992.88	19009.98	2591.0

> showing 50 of 3,690 rows — these rows as CSV

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