PREVIEW / futures_30min / 2022-03-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-22.parquet
  size:    114 KB
  rows:    3,895

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
2022-03-22 00:00:00	ES	Futures	5035.88	5039.85	5033.33	5034.75	2254.0
2022-03-22 00:30:00	ES	Futures	5034.75	5036.17	5032.2	5035.03	1744.0
2022-03-22 01:00:00	ES	Futures	5034.75	5035.6	5029.36	5032.48	2422.0
2022-03-22 01:30:00	ES	Futures	5032.48	5037.3	5032.48	5035.6	2945.0
2022-03-22 02:00:00	ES	Futures	5036.17	5042.4	5033.9	5037.87	3172.0
2022-03-22 02:30:00	ES	Futures	5038.15	5041.27	5036.17	5036.45	1815.0
2022-03-22 03:00:00	ES	Futures	5036.45	5046.65	5034.75	5044.95	4070.0
2022-03-22 03:30:00	ES	Futures	5044.95	5051.47	5043.25	5050.9	5009.0
2022-03-22 04:00:00	ES	Futures	5050.62	5062.81	5049.2	5062.24	10553.0
2022-03-22 04:30:00	ES	Futures	5061.96	5069.04	5061.96	5064.23	8748.0
2022-03-22 05:00:00	ES	Futures	5064.51	5070.75	5061.68	5062.24	7674.0
2022-03-22 05:30:00	ES	Futures	5061.96	5065.36	5060.82	5065.08	4795.0
2022-03-22 06:00:00	ES	Futures	5064.79	5065.08	5058.84	5063.94	6612.0
2022-03-22 06:30:00	ES	Futures	5063.94	5069.61	5063.66	5066.49	6893.0
2022-03-22 07:00:00	ES	Futures	5066.21	5067.06	5059.97	5064.23	6557.0
2022-03-22 07:30:00	ES	Futures	5064.51	5066.78	5059.69	5060.82	6052.0
2022-03-22 08:00:00	ES	Futures	5061.11	5061.39	5055.16	5058.27	10615.0
2022-03-22 08:30:00	ES	Futures	5058.27	5065.64	5056.01	5065.36	12446.0
2022-03-22 09:00:00	ES	Futures	5065.36	5067.34	5061.39	5065.08	17508.0
2022-03-22 09:30:00	ES	Futures	5064.79	5082.93	5064.51	5080.1	132805.0
2022-03-22 10:00:00	ES	Futures	5080.1	5098.24	5080.1	5095.4	105824.0
2022-03-22 10:30:00	ES	Futures	5095.4	5104.76	5095.4	5098.24	78329.0
2022-03-22 11:00:00	ES	Futures	5098.52	5108.73	5091.72	5105.04	67183.0
2022-03-22 11:30:00	ES	Futures	5105.04	5105.33	5094.55	5097.11	47712.0
2022-03-22 12:00:00	ES	Futures	5097.39	5102.77	5088.32	5090.59	57354.0
2022-03-22 12:30:00	ES	Futures	5090.3	5101.64	5086.62	5100.51	51816.0
2022-03-22 13:00:00	ES	Futures	5100.51	5107.03	5095.4	5100.79	44536.0
2022-03-22 13:30:00	ES	Futures	5100.79	5107.31	5099.94	5106.46	38096.0
2022-03-22 14:00:00	ES	Futures	5106.46	5107.31	5090.59	5095.97	51029.0
2022-03-22 14:30:00	ES	Futures	5095.97	5103.91	5091.15	5100.51	45279.0
2022-03-22 15:00:00	ES	Futures	5100.51	5110.71	5098.52	5101.07	55822.0
2022-03-22 15:30:00	ES	Futures	5101.36	5118.65	5099.37	5108.16	173581.0
2022-03-22 16:00:00	ES	Futures	5107.88	5110.71	5106.46	5107.88	52428.0
2022-03-22 16:30:00	ES	Futures	5107.88	5109.58	5107.59	5108.44	5087.0
2022-03-22 18:00:00	ES	Futures	5106.46	5109.86	5101.07	5109.01	3776.0
2022-03-22 18:30:00	ES	Futures	5109.01	5116.1	5107.88	5112.41	3790.0
2022-03-22 19:00:00	ES	Futures	5112.41	5113.83	5110.43	5110.43	1756.0
2022-03-22 19:30:00	ES	Futures	5110.71	5113.83	5109.86	5112.98	1915.0
2022-03-22 20:00:00	ES	Futures	5112.98	5116.66	5107.31	5108.16	4706.0
2022-03-22 20:30:00	ES	Futures	5108.44	5108.73	5105.33	5105.89	2865.0
2022-03-22 21:00:00	ES	Futures	5106.18	5109.86	5105.04	5108.73	3388.0
2022-03-22 21:30:00	ES	Futures	5109.01	5111.84	5105.61	5111.84	3222.0
2022-03-22 22:00:00	ES	Futures	5111.84	5113.54	5107.03	5110.99	3347.0
2022-03-22 22:30:00	ES	Futures	5110.99	5117.8	5110.43	5115.81	3311.0
2022-03-22 23:00:00	ES	Futures	5116.1	5117.23	5111.28	5112.13	1872.0
2022-03-22 23:30:00	ES	Futures	5112.41	5114.11	5110.71	5111.56	1601.0
2022-03-22 00:00:00	NQ	Futures	16614.99	16628.62	16601.07	16608.03	960.0
2022-03-22 00:30:00	NQ	Futures	16609.19	16615.28	16593.53	16604.55	932.0
2022-03-22 01:00:00	NQ	Futures	16604.55	16606.29	16587.73	16605.42	1185.0
2022-03-22 01:30:00	NQ	Futures	16606.0	16632.97	16602.81	16624.27	2078.0

> showing 50 of 3,895 rows — these rows as CSV

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