PREVIEW / futures_30min / 2022-03-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-04.parquet
  size:    99 KB
  rows:    3,131

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
2022-03-04 00:00:00	ES	Futures	4892.76	4903.79	4891.06	4900.11	5294.0
2022-03-04 00:30:00	ES	Futures	4899.55	4908.03	4895.87	4906.05	5480.0
2022-03-04 01:00:00	ES	Futures	4906.05	4919.34	4903.51	4915.38	8274.0
2022-03-04 01:30:00	ES	Futures	4914.82	4914.82	4905.49	4910.01	3564.0
2022-03-04 02:00:00	ES	Futures	4910.01	4924.43	4904.64	4916.8	9886.0
2022-03-04 02:30:00	ES	Futures	4916.8	4919.34	4908.88	4915.67	6239.0
2022-03-04 03:00:00	ES	Futures	4915.38	4933.48	4908.88	4921.6	20683.0
2022-03-04 03:30:00	ES	Futures	4921.6	4921.6	4897.57	4898.98	16485.0
2022-03-04 04:00:00	ES	Futures	4899.26	4901.24	4881.73	4895.3	18065.0
2022-03-04 04:30:00	ES	Futures	4895.02	4902.37	4882.86	4891.63	15446.0
2022-03-04 05:00:00	ES	Futures	4891.35	4908.6	4886.82	4908.6	13213.0
2022-03-04 05:30:00	ES	Futures	4908.6	4908.88	4887.95	4889.65	10297.0
2022-03-04 06:00:00	ES	Futures	4889.65	4895.3	4882.01	4893.32	12467.0
2022-03-04 06:30:00	ES	Futures	4893.04	4896.44	4886.82	4890.78	8552.0
2022-03-04 07:00:00	ES	Futures	4890.78	4894.17	4875.51	4876.36	12854.0
2022-03-04 07:30:00	ES	Futures	4876.07	4895.3	4875.79	4892.48	14322.0
2022-03-04 08:00:00	ES	Futures	4892.19	4896.72	4885.69	4889.93	15548.0
2022-03-04 08:30:00	ES	Futures	4890.78	4916.23	4880.03	4886.54	44214.0
2022-03-04 09:00:00	ES	Futures	4886.54	4893.32	4878.05	4886.82	27467.0
2022-03-04 09:30:00	ES	Futures	4886.82	4895.87	4859.67	4887.67	153928.0
2022-03-04 10:00:00	ES	Futures	4887.39	4894.74	4852.32	4864.76	139092.0
2022-03-04 10:30:00	ES	Futures	4865.04	4873.53	4848.92	4850.34	99841.0
2022-03-04 11:00:00	ES	Futures	4850.34	4861.09	4842.99	4855.43	91049.0
2022-03-04 11:30:00	ES	Futures	4855.43	4867.87	4844.4	4858.54	80292.0
2022-03-04 12:00:00	ES	Futures	4858.54	4889.08	4852.88	4884.28	86263.0
2022-03-04 12:30:00	ES	Futures	4883.99	4894.17	4873.25	4889.08	62690.0
2022-03-04 13:00:00	ES	Futures	4889.65	4906.05	4886.25	4888.23	70177.0
2022-03-04 13:30:00	ES	Futures	4887.95	4900.11	4870.98	4872.96	52982.0
2022-03-04 14:00:00	ES	Futures	4872.96	4888.8	4863.91	4881.16	78986.0
2022-03-04 14:30:00	ES	Futures	4881.45	4886.25	4858.26	4859.67	59885.0
2022-03-04 15:00:00	ES	Futures	4859.67	4883.71	4858.82	4875.79	70345.0
2022-03-04 15:30:00	ES	Futures	4875.51	4897.85	4862.78	4893.04	177511.0
2022-03-04 16:00:00	ES	Futures	4893.04	4893.89	4884.84	4887.67	59337.0
2022-03-04 16:30:00	ES	Futures	4887.39	4893.04	4885.12	4887.1	7504.0
2022-03-04 00:00:00	NQ	Futures	16130.93	16166.87	16122.82	16143.97	3322.0
2022-03-04 00:30:00	NQ	Futures	16143.11	16174.99	16131.51	16169.48	2307.0
2022-03-04 01:00:00	NQ	Futures	16169.77	16221.07	16159.05	16199.04	3803.0
2022-03-04 01:30:00	NQ	Futures	16197.88	16201.07	16163.97	16179.33	2152.0
2022-03-04 02:00:00	NQ	Futures	16180.2	16228.6	16150.06	16190.35	5078.0
2022-03-04 02:30:00	NQ	Futures	16189.19	16200.78	16164.26	16191.79	2921.0
2022-03-04 03:00:00	NQ	Futures	16189.48	16299.61	16182.52	16252.95	11348.0
2022-03-04 03:30:00	NQ	Futures	16251.79	16251.79	16167.74	16173.54	9362.0
2022-03-04 04:00:00	NQ	Futures	16174.7	16175.85	16102.82	16144.26	9748.0
2022-03-04 04:30:00	NQ	Futures	16143.97	16165.71	16096.73	16128.61	7933.0
2022-03-04 05:00:00	NQ	Futures	16127.17	16212.37	16114.12	16210.05	7298.0
2022-03-04 05:30:00	NQ	Futures	16211.5	16212.95	16126.59	16129.48	6834.0
2022-03-04 06:00:00	NQ	Futures	16131.22	16162.23	16112.96	16144.55	6476.0
2022-03-04 06:30:00	NQ	Futures	16144.55	16167.74	16124.27	16141.37	3751.0
2022-03-04 07:00:00	NQ	Futures	16141.95	16159.91	16081.37	16088.91	5623.0
2022-03-04 07:30:00	NQ	Futures	16088.62	16161.36	16085.72	16151.51	6164.0

> showing 50 of 3,131 rows — these rows as CSV

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