PREVIEW / futures_30min / 2022-02-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-28.parquet
  size:    117 KB
  rows:    3,954

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
2022-02-28 00:00:00	ES	Futures	4836.76	4850.62	4836.48	4850.34	5086.0
2022-02-28 00:30:00	ES	Futures	4850.06	4855.15	4845.81	4848.64	6945.0
2022-02-28 01:00:00	ES	Futures	4849.21	4857.97	4843.27	4850.06	6529.0
2022-02-28 01:30:00	ES	Futures	4850.34	4856.28	4846.1	4847.51	5109.0
2022-02-28 02:00:00	ES	Futures	4847.51	4867.87	4844.4	4856.84	18219.0
2022-02-28 02:30:00	ES	Futures	4857.13	4888.8	4855.71	4878.62	25632.0
2022-02-28 03:00:00	ES	Futures	4878.9	4887.95	4870.13	4875.79	25150.0
2022-02-28 03:30:00	ES	Futures	4876.07	4876.64	4855.15	4864.2	16334.0
2022-02-28 04:00:00	ES	Futures	4864.48	4892.48	4862.78	4869.85	19874.0
2022-02-28 04:30:00	ES	Futures	4869.85	4884.28	4865.04	4877.49	11233.0
2022-02-28 05:00:00	ES	Futures	4877.49	4883.71	4869.85	4870.98	8193.0
2022-02-28 05:30:00	ES	Futures	4870.98	4890.5	4865.33	4889.65	11911.0
2022-02-28 06:00:00	ES	Futures	4889.65	4900.39	4880.03	4881.73	14149.0
2022-02-28 06:30:00	ES	Futures	4881.45	4889.93	4877.2	4883.71	7919.0
2022-02-28 07:00:00	ES	Futures	4883.43	4911.99	4883.43	4906.05	21735.0
2022-02-28 07:30:00	ES	Futures	4906.33	4911.42	4886.25	4891.91	26016.0
2022-02-28 08:00:00	ES	Futures	4891.91	4896.15	4884.56	4893.32	19577.0
2022-02-28 08:30:00	ES	Futures	4893.32	4898.13	4872.4	4882.86	32548.0
2022-02-28 09:00:00	ES	Futures	4882.86	4899.26	4878.9	4890.78	32920.0
2022-02-28 09:30:00	ES	Futures	4890.78	4918.21	4888.23	4915.67	187462.0
2022-02-28 10:00:00	ES	Futures	4915.67	4919.06	4888.52	4900.68	119728.0
2022-02-28 10:30:00	ES	Futures	4900.96	4938.86	4899.83	4934.9	121003.0
2022-02-28 11:00:00	ES	Futures	4934.61	4957.24	4929.81	4954.41	90504.0
2022-02-28 11:30:00	ES	Futures	4954.69	4960.91	4937.16	4951.02	85870.0
2022-02-28 12:00:00	ES	Futures	4951.02	4954.69	4915.1	4920.47	84764.0
2022-02-28 12:30:00	ES	Futures	4920.47	4923.87	4897.57	4908.03	79199.0
2022-02-28 13:00:00	ES	Futures	4908.03	4929.81	4899.83	4910.86	83276.0
2022-02-28 13:30:00	ES	Futures	4910.86	4925.28	4903.22	4919.63	57995.0
2022-02-28 14:00:00	ES	Futures	4919.34	4919.34	4875.51	4881.73	108850.0
2022-02-28 14:30:00	ES	Futures	4881.45	4905.77	4875.51	4900.39	76365.0
2022-02-28 15:00:00	ES	Futures	4900.39	4915.67	4885.69	4907.46	85081.0
2022-02-28 15:30:00	ES	Futures	4907.75	4946.49	4885.69	4942.82	312780.0
2022-02-28 16:00:00	ES	Futures	4942.82	4944.51	4935.46	4942.82	80529.0
2022-02-28 16:30:00	ES	Futures	4942.53	4945.08	4942.25	4943.66	6486.0
2022-02-28 18:00:00	ES	Futures	4940.55	4948.19	4939.7	4945.64	5418.0
2022-02-28 18:30:00	ES	Futures	4945.64	4956.96	4944.79	4951.86	6048.0
2022-02-28 19:00:00	ES	Futures	4951.86	4955.54	4944.51	4951.02	6724.0
2022-02-28 19:30:00	ES	Futures	4951.02	4952.15	4934.9	4942.82	8223.0
2022-02-28 20:00:00	ES	Futures	4943.1	4948.47	4938.86	4947.91	5546.0
2022-02-28 20:30:00	ES	Futures	4948.19	4951.3	4939.7	4939.7	5654.0
2022-02-28 21:00:00	ES	Futures	4939.99	4943.66	4934.9	4936.31	5061.0
2022-02-28 21:30:00	ES	Futures	4936.59	4941.12	4931.22	4940.84	3893.0
2022-02-28 22:00:00	ES	Futures	4940.84	4941.12	4935.75	4938.86	2911.0
2022-02-28 22:30:00	ES	Futures	4938.86	4941.4	4935.75	4937.72	2502.0
2022-02-28 23:00:00	ES	Futures	4938.29	4941.12	4936.03	4939.7	2475.0
2022-02-28 23:30:00	ES	Futures	4939.42	4945.36	4938.29	4943.95	2718.0
2022-02-28 00:00:00	NQ	Futures	16009.5	16077.9	16007.18	16074.42	4071.0
2022-02-28 00:30:00	NQ	Futures	16075.58	16092.68	16050.36	16066.88	4109.0
2022-02-28 01:00:00	NQ	Futures	16068.04	16099.63	16049.49	16065.14	4214.0
2022-02-28 01:30:00	NQ	Futures	16066.01	16097.31	16058.19	16068.62	2968.0

> showing 50 of 3,954 rows — these rows as CSV

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