PREVIEW / futures_30min / 2022-03-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-14.parquet
  size:    114 KB
  rows:    3,848

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
2022-03-14 00:00:00	ES	Futures	4773.42	4780.5	4773.42	4777.67	2069.0
2022-03-14 00:30:00	ES	Futures	4777.95	4781.92	4775.68	4779.65	1760.0
2022-03-14 01:00:00	ES	Futures	4779.65	4789.86	4775.12	4785.6	4577.0
2022-03-14 01:30:00	ES	Futures	4785.89	4786.74	4781.35	4781.92	1597.0
2022-03-14 02:00:00	ES	Futures	4781.64	4800.91	4775.68	4795.24	6862.0
2022-03-14 02:30:00	ES	Futures	4795.24	4796.66	4785.04	4792.12	4951.0
2022-03-14 03:00:00	ES	Futures	4791.84	4799.49	4785.32	4792.41	8755.0
2022-03-14 03:30:00	ES	Futures	4791.84	4797.51	4780.5	4786.45	7612.0
2022-03-14 04:00:00	ES	Futures	4786.17	4799.78	4778.52	4780.22	17026.0
2022-03-14 04:30:00	ES	Futures	4780.22	4789.86	4775.12	4783.34	7785.0
2022-03-14 05:00:00	ES	Futures	4783.62	4796.94	4779.94	4783.34	7548.0
2022-03-14 05:30:00	ES	Futures	4783.34	4812.53	4781.92	4806.86	13041.0
2022-03-14 06:00:00	ES	Futures	4807.15	4808.0	4792.97	4798.08	8288.0
2022-03-14 06:30:00	ES	Futures	4798.08	4804.59	4790.99	4801.48	7447.0
2022-03-14 07:00:00	ES	Futures	4801.19	4801.48	4773.7	4776.82	11344.0
2022-03-14 07:30:00	ES	Futures	4776.53	4780.79	4762.36	4764.06	16148.0
2022-03-14 08:00:00	ES	Futures	4763.78	4775.12	4761.23	4766.05	14669.0
2022-03-14 08:30:00	ES	Futures	4766.05	4782.77	4764.63	4780.79	17259.0
2022-03-14 09:00:00	ES	Futures	4780.79	4780.79	4764.91	4765.48	18863.0
2022-03-14 09:30:00	ES	Futures	4765.2	4777.67	4745.36	4770.58	120944.0
2022-03-14 10:00:00	ES	Futures	4770.3	4794.96	4760.95	4787.02	77336.0
2022-03-14 10:30:00	ES	Futures	4787.02	4804.59	4778.52	4804.31	69669.0
2022-03-14 11:00:00	ES	Futures	4804.31	4806.86	4779.09	4781.07	52725.0
2022-03-14 11:30:00	ES	Futures	4781.35	4783.05	4754.99	4760.66	59790.0
2022-03-14 12:00:00	ES	Futures	4760.66	4760.66	4741.95	4753.29	58571.0
2022-03-14 12:30:00	ES	Futures	4753.29	4756.98	4730.62	4731.47	64220.0
2022-03-14 13:00:00	ES	Futures	4731.18	4734.02	4724.66	4726.08	52873.0
2022-03-14 13:30:00	ES	Futures	4726.37	4728.92	4711.06	4717.86	77128.0
2022-03-14 14:00:00	ES	Futures	4717.86	4724.38	4707.66	4708.79	42202.0
2022-03-14 14:30:00	ES	Futures	4709.08	4724.66	4707.66	4722.68	41830.0
2022-03-14 15:00:00	ES	Futures	4722.68	4735.15	4717.01	4723.53	61295.0
2022-03-14 15:30:00	ES	Futures	4723.53	4729.77	4710.21	4722.11	139427.0
2022-03-14 16:00:00	ES	Futures	4722.11	4734.59	4719.56	4727.78	35062.0
2022-03-14 16:30:00	ES	Futures	4727.78	4730.05	4726.37	4729.2	4428.0
2022-03-14 18:00:00	ES	Futures	4729.2	4732.03	4724.38	4726.08	2455.0
2022-03-14 18:30:00	ES	Futures	4726.08	4739.12	4724.95	4734.87	3199.0
2022-03-14 19:00:00	ES	Futures	4734.87	4736.0	4729.2	4734.02	2482.0
2022-03-14 19:30:00	ES	Futures	4734.02	4736.57	4730.62	4731.47	2554.0
2022-03-14 20:00:00	ES	Futures	4731.47	4733.17	4722.68	4726.65	4577.0
2022-03-14 20:30:00	ES	Futures	4726.65	4734.87	4725.23	4727.22	3637.0
2022-03-14 21:00:00	ES	Futures	4727.22	4733.17	4721.55	4726.08	5547.0
2022-03-14 21:30:00	ES	Futures	4726.08	4727.78	4715.59	4721.26	9746.0
2022-03-14 22:00:00	ES	Futures	4720.98	4734.3	4720.98	4732.32	7789.0
2022-03-14 22:30:00	ES	Futures	4732.32	4742.24	4729.77	4735.15	5407.0
2022-03-14 23:00:00	ES	Futures	4735.44	4739.4	4732.32	4733.45	3325.0
2022-03-14 23:30:00	ES	Futures	4733.45	4736.0	4728.92	4732.32	2433.0
2022-03-14 00:00:00	NQ	Futures	15435.95	15475.1	15435.08	15458.57	1599.0
2022-03-14 00:30:00	NQ	Futures	15459.44	15473.36	15451.03	15466.69	849.0
2022-03-14 01:00:00	NQ	Futures	15466.4	15495.98	15438.85	15484.38	2467.0
2022-03-14 01:30:00	NQ	Futures	15483.8	15485.25	15463.21	15463.21	1051.0

> showing 50 of 3,848 rows — these rows as CSV

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