PREVIEW / futures_30min / 2022-03-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-11.parquet
  size:    93 KB
  rows:    2,988

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
2022-03-11 00:00:00	ES	Futures	4795.48	4796.04	4790.38	4794.63	2870.0
2022-03-11 00:30:00	ES	Futures	4794.63	4816.12	4793.21	4812.44	3883.0
2022-03-11 01:00:00	ES	Futures	4812.44	4823.47	4809.9	4821.78	3739.0
2022-03-11 01:30:00	ES	Futures	4821.78	4823.76	4816.12	4821.78	3296.0
2022-03-11 02:00:00	ES	Futures	4822.06	4841.57	4822.06	4829.41	9792.0
2022-03-11 02:30:00	ES	Futures	4829.41	4829.41	4815.84	4822.06	6047.0
2022-03-11 03:00:00	ES	Futures	4822.06	4824.04	4801.98	4808.2	15111.0
2022-03-11 03:30:00	ES	Futures	4807.92	4823.47	4805.66	4815.27	9214.0
2022-03-11 04:00:00	ES	Futures	4814.99	4832.52	4814.71	4827.43	7534.0
2022-03-11 04:30:00	ES	Futures	4827.71	4836.76	4822.34	4832.81	8220.0
2022-03-11 05:00:00	ES	Futures	4833.09	4846.38	4833.09	4843.83	9828.0
2022-03-11 05:30:00	ES	Futures	4843.55	4844.4	4831.96	4838.18	8621.0
2022-03-11 06:00:00	ES	Futures	4838.18	4904.35	4830.54	4885.97	32338.0
2022-03-11 06:30:00	ES	Futures	4885.69	4892.48	4869.0	4882.86	34808.0
2022-03-11 07:00:00	ES	Futures	4882.86	4885.69	4872.68	4877.2	17060.0
2022-03-11 07:30:00	ES	Futures	4876.92	4885.41	4863.35	4867.87	12618.0
2022-03-11 08:00:00	ES	Futures	4868.16	4870.7	4857.41	4868.16	20855.0
2022-03-11 08:30:00	ES	Futures	4868.44	4870.13	4853.45	4854.3	19374.0
2022-03-11 09:00:00	ES	Futures	4854.3	4858.82	4846.38	4846.66	23496.0
2022-03-11 09:30:00	ES	Futures	4846.95	4853.73	4828.56	4834.78	89649.0
2022-03-11 10:00:00	ES	Futures	4835.35	4836.2	4809.05	4818.66	69648.0
2022-03-11 10:30:00	ES	Futures	4818.38	4834.78	4810.18	4833.37	46200.0
2022-03-11 11:00:00	ES	Futures	4833.37	4833.94	4812.16	4813.57	34703.0
2022-03-11 11:30:00	ES	Futures	4813.57	4814.14	4796.61	4804.24	48247.0
2022-03-11 12:00:00	ES	Futures	4803.68	4809.05	4792.93	4793.5	30701.0
2022-03-11 12:30:00	ES	Futures	4793.5	4803.68	4788.12	4799.43	20746.0
2022-03-11 13:00:00	ES	Futures	4799.43	4813.57	4796.61	4811.03	22085.0
2022-03-11 13:30:00	ES	Futures	4810.75	4817.25	4794.91	4796.04	28145.0
2022-03-11 14:00:00	ES	Futures	4796.04	4808.77	4791.8	4807.07	21688.0
2022-03-11 14:30:00	ES	Futures	4807.07	4808.2	4783.88	4789.54	27080.0
2022-03-11 15:00:00	ES	Futures	4789.54	4790.67	4776.53	4776.81	27018.0
2022-03-11 15:30:00	ES	Futures	4776.53	4776.53	4748.81	4755.03	103122.0
2022-03-11 16:00:00	ES	Futures	4755.6	4761.82	4752.77	4760.41	29778.0
2022-03-11 16:30:00	ES	Futures	4760.69	4762.95	4756.73	4757.58	3464.0
2022-03-11 00:00:00	NQ	Futures	15640.27	15648.39	15627.23	15644.33	1251.0
2022-03-11 00:30:00	NQ	Futures	15647.52	15728.09	15640.56	15716.49	2598.0
2022-03-11 01:00:00	NQ	Futures	15715.05	15765.47	15704.32	15750.69	2153.0
2022-03-11 01:30:00	NQ	Futures	15750.69	15763.44	15727.22	15752.43	1322.0
2022-03-11 02:00:00	NQ	Futures	15753.3	15837.93	15753.3	15796.48	4745.0
2022-03-11 02:30:00	NQ	Futures	15796.77	15798.22	15750.11	15772.14	2873.0
2022-03-11 03:00:00	NQ	Futures	15768.37	15778.23	15697.37	15719.39	6925.0
2022-03-11 03:30:00	NQ	Futures	15719.1	15781.99	15706.64	15744.9	4232.0
2022-03-11 04:00:00	NQ	Futures	15744.32	15813.58	15744.32	15789.24	3287.0
2022-03-11 04:30:00	NQ	Futures	15789.82	15830.39	15780.25	15812.71	2817.0
2022-03-11 05:00:00	NQ	Futures	15814.45	15863.43	15814.45	15847.78	3665.0
2022-03-11 05:30:00	NQ	Futures	15849.23	15852.13	15807.79	15829.23	2888.0
2022-03-11 06:00:00	NQ	Futures	15829.23	16068.33	15786.34	16006.89	10821.0
2022-03-11 06:30:00	NQ	Futures	16003.7	16050.07	15963.42	16012.98	14111.0
2022-03-11 07:00:00	NQ	Futures	16013.27	16020.8	15968.93	16000.23	6376.0
2022-03-11 07:30:00	NQ	Futures	15999.36	16028.92	15951.54	15966.03	4262.0

> showing 50 of 2,988 rows — these rows as CSV

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