PREVIEW / futures_30min / 2022-03-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-21.parquet
  size:    112 KB
  rows:    3,850

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
2022-03-21 00:00:00	ES	Futures	5037.58	5038.43	5031.06	5035.32	2741.0
2022-03-21 00:30:00	ES	Futures	5035.32	5035.32	5031.63	5033.61	1258.0
2022-03-21 01:00:00	ES	Futures	5033.61	5034.18	5028.23	5033.33	3699.0
2022-03-21 01:30:00	ES	Futures	5033.33	5033.61	5023.41	5028.8	4876.0
2022-03-21 02:00:00	ES	Futures	5029.08	5034.46	5029.08	5029.93	3040.0
2022-03-21 02:30:00	ES	Futures	5030.21	5039.0	5029.36	5035.88	3315.0
2022-03-21 03:00:00	ES	Futures	5035.6	5039.0	5028.8	5029.36	6326.0
2022-03-21 03:30:00	ES	Futures	5029.36	5037.3	5025.11	5033.9	5688.0
2022-03-21 04:00:00	ES	Futures	5033.9	5044.67	5033.33	5039.85	10969.0
2022-03-21 04:30:00	ES	Futures	5039.85	5047.22	5037.87	5040.98	5448.0
2022-03-21 05:00:00	ES	Futures	5040.98	5046.65	5032.76	5045.24	7788.0
2022-03-21 05:30:00	ES	Futures	5045.24	5048.35	5040.42	5042.97	4896.0
2022-03-21 06:00:00	ES	Futures	5043.25	5043.82	5036.45	5037.58	7122.0
2022-03-21 06:30:00	ES	Futures	5037.3	5041.55	5035.32	5040.98	4848.0
2022-03-21 07:00:00	ES	Futures	5041.27	5055.16	5040.42	5052.61	11976.0
2022-03-21 07:30:00	ES	Futures	5052.32	5055.72	5048.07	5050.05	7785.0
2022-03-21 08:00:00	ES	Futures	5050.05	5051.75	5042.97	5044.39	10630.0
2022-03-21 08:30:00	ES	Futures	5044.67	5049.2	5042.68	5046.94	11711.0
2022-03-21 09:00:00	ES	Futures	5046.65	5051.75	5043.54	5046.65	16743.0
2022-03-21 09:30:00	ES	Futures	5046.94	5071.31	5041.27	5042.4	136018.0
2022-03-21 10:00:00	ES	Futures	5042.68	5046.37	5028.8	5031.91	101144.0
2022-03-21 10:30:00	ES	Futures	5031.91	5056.01	5029.08	5053.46	72378.0
2022-03-21 11:00:00	ES	Futures	5053.74	5063.09	5047.22	5059.97	69088.0
2022-03-21 11:30:00	ES	Futures	5060.26	5063.38	5050.9	5059.97	62817.0
2022-03-21 12:00:00	ES	Futures	5060.26	5064.51	5051.19	5060.54	46247.0
2022-03-21 12:30:00	ES	Futures	5060.54	5060.82	5022.56	5024.83	106032.0
2022-03-21 13:00:00	ES	Futures	5024.83	5026.25	5005.55	5012.64	89504.0
2022-03-21 13:30:00	ES	Futures	5012.64	5027.95	5011.22	5026.53	63019.0
2022-03-21 14:00:00	ES	Futures	5026.53	5039.28	5017.46	5037.87	63003.0
2022-03-21 14:30:00	ES	Futures	5037.58	5043.54	5018.31	5019.16	75371.0
2022-03-21 15:00:00	ES	Futures	5018.88	5038.15	5017.46	5037.87	71975.0
2022-03-21 15:30:00	ES	Futures	5037.58	5049.2	5021.71	5048.64	133689.0
2022-03-21 16:00:00	ES	Futures	5048.64	5055.16	5045.8	5053.46	51317.0
2022-03-21 16:30:00	ES	Futures	5053.46	5057.42	5053.17	5054.87	6232.0
2022-03-21 18:00:00	ES	Futures	5052.89	5053.74	5048.07	5048.64	2450.0
2022-03-21 18:30:00	ES	Futures	5048.64	5049.2	5046.65	5047.5	1883.0
2022-03-21 19:00:00	ES	Futures	5047.22	5047.79	5044.1	5046.65	2318.0
2022-03-21 19:30:00	ES	Futures	5046.65	5046.94	5039.85	5040.13	2363.0
2022-03-21 20:00:00	ES	Futures	5039.85	5039.85	5036.73	5036.73	4656.0
2022-03-21 20:30:00	ES	Futures	5036.73	5037.3	5030.78	5031.06	4490.0
2022-03-21 21:00:00	ES	Futures	5031.35	5034.75	5025.96	5033.9	6313.0
2022-03-21 21:30:00	ES	Futures	5033.9	5035.03	5029.36	5032.2	3829.0
2022-03-21 22:00:00	ES	Futures	5032.48	5033.9	5029.93	5030.5	3335.0
2022-03-21 22:30:00	ES	Futures	5030.5	5041.83	5029.93	5037.58	5568.0
2022-03-21 23:00:00	ES	Futures	5037.87	5040.42	5033.05	5039.57	3377.0
2022-03-21 23:30:00	ES	Futures	5039.57	5040.98	5035.03	5036.17	2371.0
2022-03-21 00:00:00	NQ	Futures	16669.8	16671.83	16645.73	16660.23	1218.0
2022-03-21 00:30:00	NQ	Futures	16659.65	16661.97	16648.05	16656.46	649.0
2022-03-21 01:00:00	NQ	Futures	16654.72	16657.33	16622.24	16636.45	2041.0
2022-03-21 01:30:00	NQ	Futures	16636.45	16637.32	16594.69	16619.63	2620.0

> showing 50 of 3,850 rows — these rows as CSV

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