PREVIEW / futures_30min / 2022-03-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-23.parquet
  size:    113 KB
  rows:    3,874

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
2022-03-23 00:00:00	ES	Futures	5111.56	5112.98	5110.43	5112.69	960.0
2022-03-23 00:30:00	ES	Futures	5112.69	5115.81	5112.13	5115.25	1139.0
2022-03-23 01:00:00	ES	Futures	5115.25	5116.66	5111.56	5114.68	2037.0
2022-03-23 01:30:00	ES	Futures	5114.96	5117.51	5114.96	5116.38	1583.0
2022-03-23 02:00:00	ES	Futures	5116.66	5117.23	5113.83	5113.83	2775.0
2022-03-23 02:30:00	ES	Futures	5113.83	5114.96	5110.99	5112.98	2203.0
2022-03-23 03:00:00	ES	Futures	5113.26	5113.54	5108.16	5110.14	3042.0
2022-03-23 03:30:00	ES	Futures	5109.86	5110.14	5105.61	5107.31	3251.0
2022-03-23 04:00:00	ES	Futures	5107.31	5108.73	5096.25	5097.11	11423.0
2022-03-23 04:30:00	ES	Futures	5097.39	5103.62	5096.25	5101.07	6817.0
2022-03-23 05:00:00	ES	Futures	5101.36	5103.06	5097.67	5097.67	5213.0
2022-03-23 05:30:00	ES	Futures	5097.67	5097.96	5087.47	5089.74	14505.0
2022-03-23 06:00:00	ES	Futures	5089.74	5093.14	5088.32	5088.32	5199.0
2022-03-23 06:30:00	ES	Futures	5088.32	5092.29	5085.2	5090.02	6878.0
2022-03-23 07:00:00	ES	Futures	5090.02	5091.44	5085.2	5086.05	9614.0
2022-03-23 07:30:00	ES	Futures	5086.05	5088.89	5079.25	5084.63	12147.0
2022-03-23 08:00:00	ES	Futures	5084.35	5089.17	5082.65	5085.48	12927.0
2022-03-23 08:30:00	ES	Futures	5085.48	5086.33	5075.28	5078.68	14702.0
2022-03-23 09:00:00	ES	Futures	5078.4	5083.78	5075.28	5076.41	25271.0
2022-03-23 09:30:00	ES	Futures	5076.41	5081.23	5062.53	5067.34	140374.0
2022-03-23 10:00:00	ES	Futures	5067.34	5088.04	5063.09	5083.5	108100.0
2022-03-23 10:30:00	ES	Futures	5083.5	5088.89	5073.58	5080.67	72760.0
2022-03-23 11:00:00	ES	Futures	5080.67	5091.44	5079.53	5089.74	58836.0
2022-03-23 11:30:00	ES	Futures	5089.74	5090.3	5081.52	5086.62	43884.0
2022-03-23 12:00:00	ES	Futures	5086.62	5094.84	5070.75	5081.8	72965.0
2022-03-23 12:30:00	ES	Futures	5081.52	5085.48	5068.19	5075.85	56880.0
2022-03-23 13:00:00	ES	Futures	5075.85	5077.26	5054.02	5056.01	59130.0
2022-03-23 13:30:00	ES	Futures	5056.01	5065.08	5052.32	5063.94	62277.0
2022-03-23 14:00:00	ES	Futures	5063.94	5065.93	5051.75	5065.64	51381.0
2022-03-23 14:30:00	ES	Futures	5065.36	5070.18	5056.86	5058.84	53291.0
2022-03-23 15:00:00	ES	Futures	5058.84	5066.21	5054.02	5063.09	61387.0
2022-03-23 15:30:00	ES	Futures	5063.09	5065.36	5040.7	5041.55	172963.0
2022-03-23 16:00:00	ES	Futures	5041.27	5043.82	5039.28	5042.4	57032.0
2022-03-23 16:30:00	ES	Futures	5042.68	5044.95	5042.4	5044.1	5198.0
2022-03-23 18:00:00	ES	Futures	5044.39	5045.52	5041.55	5044.95	3211.0
2022-03-23 18:30:00	ES	Futures	5045.24	5047.5	5043.82	5045.8	1741.0
2022-03-23 19:00:00	ES	Futures	5046.09	5049.77	5044.67	5048.92	2093.0
2022-03-23 19:30:00	ES	Futures	5049.2	5049.49	5046.37	5048.07	1757.0
2022-03-23 20:00:00	ES	Futures	5048.07	5054.87	5047.79	5049.49	4965.0
2022-03-23 20:30:00	ES	Futures	5049.49	5049.77	5043.54	5048.07	3571.0
2022-03-23 21:00:00	ES	Futures	5048.07	5048.07	5040.98	5041.27	4702.0
2022-03-23 21:30:00	ES	Futures	5041.27	5049.77	5040.42	5047.5	4031.0
2022-03-23 22:00:00	ES	Futures	5047.5	5049.2	5045.8	5046.94	1747.0
2022-03-23 22:30:00	ES	Futures	5047.22	5053.17	5047.22	5050.9	2765.0
2022-03-23 23:00:00	ES	Futures	5051.19	5052.32	5048.35	5050.34	2116.0
2022-03-23 23:30:00	ES	Futures	5050.05	5056.86	5049.77	5056.86	2355.0
2022-03-23 00:00:00	NQ	Futures	16994.86	16999.5	16987.61	16998.34	918.0
2022-03-23 00:30:00	NQ	Futures	16997.76	17009.65	16997.76	17006.75	676.0
2022-03-23 01:00:00	NQ	Futures	17006.46	17013.42	16993.12	17004.43	985.0
2022-03-23 01:30:00	NQ	Futures	17005.59	17013.13	17004.14	17010.52	667.0

> showing 50 of 3,874 rows — these rows as CSV

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