PREVIEW / futures_30min / 2022-03-18

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-18.parquet
  size:    94 KB
  rows:    3,098

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
2022-03-18 00:00:00	ES	Futures	4957.37	4959.92	4955.67	4957.94	2702.0
2022-03-18 00:30:00	ES	Futures	4958.22	4960.49	4957.65	4958.5	1399.0
2022-03-18 01:00:00	ES	Futures	4958.22	4964.46	4956.52	4964.17	3976.0
2022-03-18 01:30:00	ES	Futures	4963.89	4970.41	4961.62	4968.42	4377.0
2022-03-18 02:00:00	ES	Futures	4968.14	4979.19	4967.57	4977.21	4633.0
2022-03-18 02:30:00	ES	Futures	4976.93	4982.03	4970.12	4972.67	3838.0
2022-03-18 03:00:00	ES	Futures	4972.67	4973.24	4962.75	4967.29	4299.0
2022-03-18 03:30:00	ES	Futures	4967.57	4976.08	4966.72	4975.23	5026.0
2022-03-18 04:00:00	ES	Futures	4975.23	4976.93	4967.57	4969.56	7743.0
2022-03-18 04:30:00	ES	Futures	4969.56	4971.26	4958.22	4965.59	9451.0
2022-03-18 05:00:00	ES	Futures	4965.59	4967.57	4954.82	4960.2	9066.0
2022-03-18 05:30:00	ES	Futures	4960.2	4968.71	4957.09	4962.47	10250.0
2022-03-18 06:00:00	ES	Futures	4962.47	4967.57	4957.09	4961.05	6314.0
2022-03-18 06:30:00	ES	Futures	4961.34	4962.19	4952.55	4958.22	8155.0
2022-03-18 07:00:00	ES	Futures	4958.5	4958.79	4948.3	4953.12	12004.0
2022-03-18 07:30:00	ES	Futures	4953.12	4961.34	4952.27	4952.55	10559.0
2022-03-18 08:00:00	ES	Futures	4952.27	4962.75	4951.7	4961.9	15654.0
2022-03-18 08:30:00	ES	Futures	4961.62	4965.59	4952.55	4959.35	19741.0
2022-03-18 09:00:00	ES	Futures	4959.07	4976.36	4953.68	4974.66	52712.0
2022-03-18 09:30:00	ES	Futures	4974.66	4987.98	4964.74	4986.85	138605.0
2022-03-18 10:00:00	ES	Futures	4986.85	5006.69	4983.16	4994.78	101396.0
2022-03-18 10:30:00	ES	Futures	4994.78	4999.89	4979.76	4991.95	67438.0
2022-03-18 11:00:00	ES	Futures	4992.23	5004.42	4989.68	4994.22	68066.0
2022-03-18 11:30:00	ES	Futures	4994.5	5008.67	4987.7	4997.33	76283.0
2022-03-18 12:00:00	ES	Futures	4997.62	5009.52	4992.52	5009.24	42491.0
2022-03-18 12:30:00	ES	Futures	5008.96	5017.46	5007.25	5014.34	49054.0
2022-03-18 13:00:00	ES	Futures	5014.34	5023.98	5011.51	5023.69	40871.0
2022-03-18 13:30:00	ES	Futures	5023.69	5027.1	5018.59	5021.14	40899.0
2022-03-18 14:00:00	ES	Futures	5021.14	5025.96	5015.19	5022.84	39240.0
2022-03-18 14:30:00	ES	Futures	5023.13	5028.8	5017.74	5027.1	39327.0
2022-03-18 15:00:00	ES	Futures	5027.1	5046.37	5024.83	5043.82	63843.0
2022-03-18 15:30:00	ES	Futures	5044.1	5053.17	5039.85	5048.35	203218.0
2022-03-18 16:00:00	ES	Futures	5048.64	5062.24	5046.09	5059.41	75617.0
2022-03-18 16:30:00	ES	Futures	5059.12	5063.09	5057.42	5062.24	12350.0
2022-03-18 00:00:00	NQ	Futures	16230.19	16232.8	16214.82	16222.36	1202.0
2022-03-18 00:30:00	NQ	Futures	16222.36	16229.61	16221.49	16226.71	635.0
2022-03-18 01:00:00	NQ	Futures	16225.26	16232.8	16215.4	16225.26	2203.0
2022-03-18 01:30:00	NQ	Futures	16225.26	16243.24	16220.33	16237.15	2487.0
2022-03-18 02:00:00	NQ	Futures	16234.54	16293.99	16234.54	16286.45	3192.0
2022-03-18 02:30:00	NQ	Futures	16285.87	16310.52	16260.64	16267.89	2638.0
2022-03-18 03:00:00	NQ	Futures	16264.7	16268.47	16231.06	16244.69	3211.0
2022-03-18 03:30:00	NQ	Futures	16244.98	16290.8	16243.24	16290.8	3497.0
2022-03-18 04:00:00	NQ	Futures	16290.22	16300.08	16264.12	16282.68	4029.0
2022-03-18 04:30:00	NQ	Futures	16281.81	16288.48	16240.05	16273.69	4421.0
2022-03-18 05:00:00	NQ	Futures	16274.56	16278.91	16235.99	16257.74	3555.0
2022-03-18 05:30:00	NQ	Futures	16256.87	16285.58	16245.85	16269.05	2919.0
2022-03-18 06:00:00	NQ	Futures	16268.18	16285.87	16250.2	16266.44	2649.0
2022-03-18 06:30:00	NQ	Futures	16266.73	16267.89	16233.09	16250.2	3631.0
2022-03-18 07:00:00	NQ	Futures	16250.78	16251.65	16211.92	16232.22	5492.0
2022-03-18 07:30:00	NQ	Futures	16232.22	16256.87	16228.16	16229.9	3782.0

> showing 50 of 3,098 rows — these rows as CSV

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