PREVIEW / futures_30min / 2022-03-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-03.parquet
  size:    118 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
2022-03-03 00:00:00	ES	Futures	4957.52	4966.0	4954.69	4958.65	4734.0
2022-03-03 00:30:00	ES	Futures	4958.93	4965.44	4958.93	4962.05	2313.0
2022-03-03 01:00:00	ES	Futures	4962.05	4969.12	4961.48	4962.05	4115.0
2022-03-03 01:30:00	ES	Futures	4962.33	4968.83	4960.35	4967.42	1805.0
2022-03-03 02:00:00	ES	Futures	4967.7	4968.83	4959.5	4961.2	3655.0
2022-03-03 02:30:00	ES	Futures	4960.91	4960.91	4950.17	4954.69	9902.0
2022-03-03 03:00:00	ES	Futures	4954.69	4967.7	4948.47	4960.35	11576.0
2022-03-03 03:30:00	ES	Futures	4960.35	4960.91	4942.82	4950.45	12595.0
2022-03-03 04:00:00	ES	Futures	4950.73	4959.22	4944.23	4947.62	12331.0
2022-03-03 04:30:00	ES	Futures	4948.19	4956.96	4945.64	4951.3	8026.0
2022-03-03 05:00:00	ES	Futures	4951.3	4953.84	4942.82	4944.79	8037.0
2022-03-03 05:30:00	ES	Futures	4944.79	4951.3	4943.1	4948.47	6714.0
2022-03-03 06:00:00	ES	Futures	4948.47	4956.39	4943.66	4954.69	7281.0
2022-03-03 06:30:00	ES	Futures	4954.69	4956.96	4939.99	4944.79	9067.0
2022-03-03 07:00:00	ES	Futures	4944.79	4958.93	4944.79	4955.54	8480.0
2022-03-03 07:30:00	ES	Futures	4955.82	4958.37	4950.45	4952.43	9589.0
2022-03-03 08:00:00	ES	Futures	4952.71	4973.36	4952.71	4967.7	19217.0
2022-03-03 08:30:00	ES	Futures	4967.7	4987.78	4965.72	4986.93	31717.0
2022-03-03 09:00:00	ES	Futures	4986.65	4998.53	4984.39	4985.52	53304.0
2022-03-03 09:30:00	ES	Futures	4985.8	4993.15	4968.83	4977.32	131999.0
2022-03-03 10:00:00	ES	Futures	4976.75	4984.39	4947.62	4954.98	112221.0
2022-03-03 10:30:00	ES	Futures	4954.98	4959.5	4922.45	4922.74	112441.0
2022-03-03 11:00:00	ES	Futures	4923.02	4936.59	4910.58	4932.92	116177.0
2022-03-03 11:30:00	ES	Futures	4932.92	4945.08	4924.43	4938.29	87605.0
2022-03-03 12:00:00	ES	Futures	4938.57	4951.02	4928.11	4930.65	60947.0
2022-03-03 12:30:00	ES	Futures	4930.65	4972.51	4928.67	4956.11	121808.0
2022-03-03 13:00:00	ES	Futures	4955.82	4969.68	4951.3	4967.7	50903.0
2022-03-03 13:30:00	ES	Futures	4967.98	4967.98	4950.45	4958.09	51825.0
2022-03-03 14:00:00	ES	Futures	4957.8	4972.51	4952.71	4966.29	56202.0
2022-03-03 14:30:00	ES	Futures	4966.0	4966.29	4934.05	4938.29	54582.0
2022-03-03 15:00:00	ES	Futures	4938.29	4941.4	4921.04	4940.27	75641.0
2022-03-03 15:30:00	ES	Futures	4939.99	4940.27	4911.99	4932.63	158867.0
2022-03-03 16:00:00	ES	Futures	4932.63	4938.86	4929.52	4936.88	42251.0
2022-03-03 16:30:00	ES	Futures	4936.59	4938.86	4932.07	4938.01	5393.0
2022-03-03 18:00:00	ES	Futures	4939.42	4942.25	4935.46	4939.99	3454.0
2022-03-03 18:30:00	ES	Futures	4940.27	4947.34	4939.99	4945.36	3814.0
2022-03-03 19:00:00	ES	Futures	4945.36	4948.47	4898.13	4900.68	31555.0
2022-03-03 19:30:00	ES	Futures	4900.39	4904.64	4845.53	4859.39	45108.0
2022-03-03 20:00:00	ES	Futures	4859.39	4890.78	4845.81	4880.03	38547.0
2022-03-03 20:30:00	ES	Futures	4880.6	4914.25	4875.79	4905.49	32312.0
2022-03-03 21:00:00	ES	Futures	4905.77	4907.18	4890.21	4892.76	13762.0
2022-03-03 21:30:00	ES	Futures	4893.32	4908.88	4883.71	4891.35	11002.0
2022-03-03 22:00:00	ES	Futures	4890.78	4899.26	4885.12	4891.35	7232.0
2022-03-03 22:30:00	ES	Futures	4891.35	4896.44	4880.6	4884.84	7243.0
2022-03-03 23:00:00	ES	Futures	4885.12	4891.06	4881.16	4886.54	5398.0
2022-03-03 23:30:00	ES	Futures	4886.82	4894.46	4882.3	4892.76	4414.0
2022-03-03 00:00:00	NQ	Futures	16484.51	16513.78	16473.79	16495.52	2287.0
2022-03-03 00:30:00	NQ	Futures	16495.81	16517.55	16495.52	16506.83	1330.0
2022-03-03 01:00:00	NQ	Futures	16505.09	16524.79	16499.87	16501.9	1921.0
2022-03-03 01:30:00	NQ	Futures	16500.74	16520.45	16496.1	16516.1	1330.0

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

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