PREVIEW / futures_30min / 2022-03-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-15.parquet
  size:    112 KB
  rows:    3,821

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
2022-03-15 00:00:00	ES	Futures	4732.6	4734.3	4729.48	4729.48	1777.0
2022-03-15 00:30:00	ES	Futures	4729.48	4733.73	4729.48	4732.88	1789.0
2022-03-15 01:00:00	ES	Futures	4733.17	4733.45	4723.81	4726.93	4579.0
2022-03-15 01:30:00	ES	Futures	4726.93	4730.62	4721.83	4725.23	3423.0
2022-03-15 02:00:00	ES	Futures	4724.95	4727.5	4719.0	4723.53	3921.0
2022-03-15 02:30:00	ES	Futures	4723.53	4725.8	4715.03	4718.15	4183.0
2022-03-15 03:00:00	ES	Futures	4718.43	4719.0	4689.52	4694.05	16883.0
2022-03-15 03:30:00	ES	Futures	4694.34	4706.52	4691.79	4705.67	9726.0
2022-03-15 04:00:00	ES	Futures	4705.67	4727.22	4696.6	4700.86	22030.0
2022-03-15 04:30:00	ES	Futures	4700.57	4703.97	4685.55	4689.23	11547.0
2022-03-15 05:00:00	ES	Futures	4689.23	4701.71	4681.87	4698.59	15227.0
2022-03-15 05:30:00	ES	Futures	4698.3	4712.48	4696.32	4701.71	15548.0
2022-03-15 06:00:00	ES	Futures	4701.99	4714.74	4700.57	4713.33	9754.0
2022-03-15 06:30:00	ES	Futures	4713.33	4732.03	4713.04	4724.1	9966.0
2022-03-15 07:00:00	ES	Futures	4723.81	4737.42	4723.25	4726.37	13278.0
2022-03-15 07:30:00	ES	Futures	4726.37	4732.03	4719.28	4724.95	9945.0
2022-03-15 08:00:00	ES	Futures	4724.95	4737.99	4721.26	4731.18	11634.0
2022-03-15 08:30:00	ES	Futures	4731.18	4755.56	4730.05	4746.49	28559.0
2022-03-15 09:00:00	ES	Futures	4746.49	4757.26	4744.22	4752.73	29521.0
2022-03-15 09:30:00	ES	Futures	4752.73	4770.87	4737.42	4759.81	156619.0
2022-03-15 10:00:00	ES	Futures	4759.81	4776.82	4745.92	4775.68	98555.0
2022-03-15 10:30:00	ES	Futures	4775.97	4788.44	4772.85	4776.25	90373.0
2022-03-15 11:00:00	ES	Futures	4776.25	4792.69	4775.4	4792.12	65006.0
2022-03-15 11:30:00	ES	Futures	4791.84	4804.31	4776.82	4785.04	101906.0
2022-03-15 12:00:00	ES	Futures	4785.04	4805.45	4773.98	4802.61	80882.0
2022-03-15 12:30:00	ES	Futures	4802.89	4806.3	4785.04	4797.23	53586.0
2022-03-15 13:00:00	ES	Futures	4796.94	4803.74	4779.65	4779.65	48479.0
2022-03-15 13:30:00	ES	Futures	4779.94	4794.39	4776.82	4792.41	41849.0
2022-03-15 14:00:00	ES	Futures	4792.12	4795.24	4770.87	4779.09	52448.0
2022-03-15 14:30:00	ES	Futures	4779.37	4809.7	4774.27	4808.28	60229.0
2022-03-15 15:00:00	ES	Futures	4808.0	4824.15	4805.16	4821.03	68980.0
2022-03-15 15:30:00	ES	Futures	4821.32	4833.51	4816.22	4825.57	157096.0
2022-03-15 16:00:00	ES	Futures	4825.57	4826.7	4815.08	4818.48	45045.0
2022-03-15 16:30:00	ES	Futures	4818.48	4823.02	4817.07	4818.48	5437.0
2022-03-15 18:00:00	ES	Futures	4818.2	4820.75	4813.38	4816.5	2983.0
2022-03-15 18:30:00	ES	Futures	4816.5	4817.35	4814.52	4816.22	1093.0
2022-03-15 19:00:00	ES	Futures	4816.5	4819.62	4813.95	4816.78	2083.0
2022-03-15 19:30:00	ES	Futures	4816.5	4827.84	4814.52	4816.78	6316.0
2022-03-15 20:00:00	ES	Futures	4816.78	4817.92	4806.01	4809.7	7627.0
2022-03-15 20:30:00	ES	Futures	4809.98	4813.95	4807.43	4811.11	3947.0
2022-03-15 21:00:00	ES	Futures	4811.11	4813.95	4808.0	4811.4	3800.0
2022-03-15 21:30:00	ES	Futures	4811.11	4815.93	4809.41	4815.08	3682.0
2022-03-15 22:00:00	ES	Futures	4815.37	4822.17	4814.8	4819.33	4586.0
2022-03-15 22:30:00	ES	Futures	4819.05	4821.88	4814.52	4815.65	2808.0
2022-03-15 23:00:00	ES	Futures	4815.65	4821.88	4811.11	4817.92	3365.0
2022-03-15 23:30:00	ES	Futures	4818.2	4821.03	4814.52	4816.22	1850.0
2022-03-15 00:00:00	NQ	Futures	15204.55	15227.75	15198.17	15208.9	775.0
2022-03-15 00:30:00	NQ	Futures	15207.74	15224.27	15206.29	15217.89	552.0
2022-03-15 01:00:00	NQ	Futures	15219.34	15219.63	15166.85	15191.21	1637.0
2022-03-15 01:30:00	NQ	Futures	15191.21	15208.61	15162.51	15175.26	1501.0

> showing 50 of 3,821 rows — these rows as CSV

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