PREVIEW / futures_30min / 2022-02-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-15.parquet
  size:    110 KB
  rows:    3,946

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
2022-02-15 00:00:00	ES	Futures	4974.77	4975.34	4956.67	4967.14	6139.0
2022-02-15 00:30:00	ES	Futures	4966.85	4968.83	4962.05	4963.46	2790.0
2022-02-15 01:00:00	ES	Futures	4963.74	4971.94	4962.05	4970.81	3238.0
2022-02-15 01:30:00	ES	Futures	4970.81	4970.81	4966.0	4968.55	2020.0
2022-02-15 02:00:00	ES	Futures	4968.83	4977.32	4963.18	4970.53	5426.0
2022-02-15 02:30:00	ES	Futures	4970.25	4971.94	4959.78	4965.44	4311.0
2022-02-15 03:00:00	ES	Futures	4965.16	5019.45	4960.91	5018.32	43372.0
2022-02-15 03:30:00	ES	Futures	5018.32	5035.86	5018.04	5027.09	32617.0
2022-02-15 04:00:00	ES	Futures	5027.09	5038.12	5023.7	5033.03	16994.0
2022-02-15 04:30:00	ES	Futures	5033.31	5035.57	5028.22	5033.03	7364.0
2022-02-15 05:00:00	ES	Futures	5033.31	5041.8	5022.0	5029.64	18896.0
2022-02-15 05:30:00	ES	Futures	5029.07	5039.82	5026.52	5036.14	10592.0
2022-02-15 06:00:00	ES	Futures	5035.86	5046.6	5035.01	5039.25	9203.0
2022-02-15 06:30:00	ES	Futures	5039.25	5050.56	5038.68	5042.93	8616.0
2022-02-15 07:00:00	ES	Futures	5042.93	5054.24	5036.14	5050.56	22291.0
2022-02-15 07:30:00	ES	Futures	5050.28	5050.56	5041.51	5048.02	17840.0
2022-02-15 08:00:00	ES	Futures	5047.73	5049.71	5036.71	5040.66	18179.0
2022-02-15 08:30:00	ES	Futures	5040.95	5041.51	5026.81	5028.22	31014.0
2022-02-15 09:00:00	ES	Futures	5028.22	5032.75	5021.43	5024.26	37380.0
2022-02-15 09:30:00	ES	Futures	5024.26	5047.73	5021.15	5027.66	161848.0
2022-02-15 10:00:00	ES	Futures	5027.66	5038.4	5021.72	5038.12	106251.0
2022-02-15 10:30:00	ES	Futures	5038.4	5049.15	5034.16	5044.34	82275.0
2022-02-15 11:00:00	ES	Futures	5044.62	5050.0	5036.14	5038.4	72335.0
2022-02-15 11:30:00	ES	Futures	5038.68	5048.87	5038.4	5045.47	52950.0
2022-02-15 12:00:00	ES	Futures	5045.76	5049.15	5025.39	5031.33	58916.0
2022-02-15 12:30:00	ES	Futures	5031.33	5033.59	5018.04	5025.96	55353.0
2022-02-15 13:00:00	ES	Futures	5025.68	5044.06	5024.26	5042.93	47899.0
2022-02-15 13:30:00	ES	Futures	5043.21	5045.19	5040.1	5044.06	35385.0
2022-02-15 14:00:00	ES	Futures	5044.34	5045.19	5032.46	5042.64	53859.0
2022-02-15 14:30:00	ES	Futures	5042.36	5046.89	5034.44	5042.64	58066.0
2022-02-15 15:00:00	ES	Futures	5042.64	5049.43	5041.23	5045.19	51565.0
2022-02-15 15:30:00	ES	Futures	5044.91	5052.83	5025.11	5050.28	247592.0
2022-02-15 16:00:00	ES	Futures	5050.28	5050.56	5036.42	5045.47	50136.0
2022-02-15 16:30:00	ES	Futures	5045.76	5046.6	5038.4	5041.8	5813.0
2022-02-15 18:00:00	ES	Futures	5043.78	5045.19	5038.4	5039.53	3598.0
2022-02-15 18:30:00	ES	Futures	5039.53	5042.93	5035.01	5036.99	3741.0
2022-02-15 19:00:00	ES	Futures	5036.99	5038.68	5033.88	5034.44	4849.0
2022-02-15 19:30:00	ES	Futures	5034.44	5036.14	5033.88	5034.44	3385.0
2022-02-15 20:00:00	ES	Futures	5034.44	5037.84	5033.88	5034.73	3906.0
2022-02-15 20:30:00	ES	Futures	5035.01	5036.71	5033.88	5036.71	3181.0
2022-02-15 21:00:00	ES	Futures	5036.42	5040.1	5036.42	5038.12	2821.0
2022-02-15 21:30:00	ES	Futures	5038.12	5038.68	5035.01	5036.99	1846.0
2022-02-15 22:00:00	ES	Futures	5037.27	5038.68	5035.29	5036.71	1279.0
2022-02-15 22:30:00	ES	Futures	5036.99	5037.27	5033.88	5036.71	1728.0
2022-02-15 23:00:00	ES	Futures	5036.71	5037.84	5035.29	5035.57	1052.0
2022-02-15 23:30:00	ES	Futures	5035.86	5039.53	5035.01	5038.97	868.0
2022-02-15 00:00:00	NQ	Futures	16561.02	16562.18	16488.57	16529.72	4144.0
2022-02-15 00:30:00	NQ	Futures	16530.01	16532.33	16507.12	16515.23	2249.0
2022-02-15 01:00:00	NQ	Futures	16514.94	16550.3	16508.85	16547.11	2120.0
2022-02-15 01:30:00	NQ	Futures	16548.27	16548.85	16530.01	16539.86	1500.0

> showing 50 of 3,946 rows — these rows as CSV

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