PREVIEW / futures_30min / 2022-03-17

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-17.parquet
  size:    113 KB
  rows:    3,858

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
2022-03-17 00:00:00	ES	Futures	4922.79	4923.92	4917.69	4921.09	2150.0
2022-03-17 00:30:00	ES	Futures	4921.09	4929.59	4920.52	4927.89	3804.0
2022-03-17 01:00:00	ES	Futures	4927.61	4932.43	4923.64	4925.06	3715.0
2022-03-17 01:30:00	ES	Futures	4924.77	4929.03	4923.07	4926.19	3113.0
2022-03-17 02:00:00	ES	Futures	4926.19	4932.71	4924.49	4931.29	3751.0
2022-03-17 02:30:00	ES	Futures	4931.29	4941.78	4928.74	4939.23	3176.0
2022-03-17 03:00:00	ES	Futures	4939.23	4947.17	4930.16	4930.44	6011.0
2022-03-17 03:30:00	ES	Futures	4930.44	4937.53	4921.09	4936.68	7490.0
2022-03-17 04:00:00	ES	Futures	4936.68	4938.95	4927.61	4934.41	10152.0
2022-03-17 04:30:00	ES	Futures	4934.41	4936.96	4921.66	4926.47	7000.0
2022-03-17 05:00:00	ES	Futures	4926.47	4929.88	4919.1	4925.91	9055.0
2022-03-17 05:30:00	ES	Futures	4926.19	4926.47	4915.99	4923.07	6082.0
2022-03-17 06:00:00	ES	Futures	4922.79	4923.92	4898.13	4912.02	25064.0
2022-03-17 06:30:00	ES	Futures	4912.02	4921.66	4910.03	4920.52	9479.0
2022-03-17 07:00:00	ES	Futures	4920.81	4925.91	4913.72	4916.27	7985.0
2022-03-17 07:30:00	ES	Futures	4916.27	4919.67	4909.75	4916.27	7808.0
2022-03-17 08:00:00	ES	Futures	4916.27	4925.06	4910.89	4912.87	15774.0
2022-03-17 08:30:00	ES	Futures	4913.44	4917.69	4903.8	4910.32	14337.0
2022-03-17 09:00:00	ES	Futures	4910.32	4911.74	4906.92	4909.18	15464.0
2022-03-17 09:30:00	ES	Futures	4909.18	4939.23	4904.37	4938.38	142160.0
2022-03-17 10:00:00	ES	Futures	4938.38	4947.73	4935.26	4940.93	95458.0
2022-03-17 10:30:00	ES	Futures	4940.93	4942.63	4913.72	4922.79	76063.0
2022-03-17 11:00:00	ES	Futures	4922.51	4934.98	4917.4	4931.58	51105.0
2022-03-17 11:30:00	ES	Futures	4931.86	4942.06	4927.04	4938.38	50246.0
2022-03-17 12:00:00	ES	Futures	4938.66	4955.95	4933.84	4954.53	53127.0
2022-03-17 12:30:00	ES	Futures	4954.25	4958.79	4950.0	4956.8	38310.0
2022-03-17 13:00:00	ES	Futures	4957.09	4968.14	4948.3	4967.57	45330.0
2022-03-17 13:30:00	ES	Futures	4967.57	4980.89	4965.87	4976.08	43611.0
2022-03-17 14:00:00	ES	Futures	4976.36	4979.19	4962.47	4963.32	54003.0
2022-03-17 14:30:00	ES	Futures	4963.32	4977.49	4963.32	4975.51	44267.0
2022-03-17 15:00:00	ES	Futures	4975.23	4980.04	4960.49	4972.39	58765.0
2022-03-17 15:30:00	ES	Futures	4972.11	4995.92	4969.56	4994.22	171532.0
2022-03-17 16:00:00	ES	Futures	4994.5	4996.2	4966.44	4977.78	72015.0
2022-03-17 16:30:00	ES	Futures	4977.49	4978.91	4966.16	4970.69	12406.0
2022-03-17 18:00:00	ES	Futures	4970.69	4977.21	4964.17	4967.57	5864.0
2022-03-17 18:30:00	ES	Futures	4967.57	4968.71	4961.9	4965.02	3624.0
2022-03-17 19:00:00	ES	Futures	4965.02	4967.57	4962.19	4966.16	2805.0
2022-03-17 19:30:00	ES	Futures	4966.44	4968.99	4965.02	4965.31	2712.0
2022-03-17 20:00:00	ES	Futures	4965.59	4974.66	4963.6	4966.72	5414.0
2022-03-17 20:30:00	ES	Futures	4967.01	4969.56	4956.8	4959.64	5989.0
2022-03-17 21:00:00	ES	Futures	4959.64	4960.2	4953.97	4957.94	4463.0
2022-03-17 21:30:00	ES	Futures	4957.94	4962.19	4955.95	4961.34	4247.0
2022-03-17 22:00:00	ES	Futures	4961.34	4962.75	4955.1	4957.09	4043.0
2022-03-17 22:30:00	ES	Futures	4957.37	4958.22	4955.39	4957.09	2201.0
2022-03-17 23:00:00	ES	Futures	4957.37	4958.22	4952.27	4953.97	2917.0
2022-03-17 23:30:00	ES	Futures	4953.97	4958.22	4953.4	4957.65	1894.0
2022-03-17 00:00:00	NQ	Futures	16167.85	16171.62	16145.23	16162.63	970.0
2022-03-17 00:30:00	NQ	Futures	16160.6	16209.32	16160.6	16199.75	2322.0
2022-03-17 01:00:00	NQ	Futures	16200.04	16223.52	16182.06	16191.63	1803.0
2022-03-17 01:30:00	NQ	Futures	16192.21	16209.32	16184.67	16190.47	1238.0

> showing 50 of 3,858 rows — these rows as CSV

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