PREVIEW / futures_30min / 2022-03-24

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-24.parquet
  size:    110 KB
  rows:    3,849

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
2022-03-24 00:00:00	ES	Futures	5056.86	5058.27	5055.16	5055.16	2100.0
2022-03-24 00:30:00	ES	Futures	5055.44	5059.97	5055.44	5056.29	1901.0
2022-03-24 01:00:00	ES	Futures	5056.57	5059.97	5056.57	5058.56	2639.0
2022-03-24 01:30:00	ES	Futures	5058.84	5067.91	5057.99	5066.78	4402.0
2022-03-24 02:00:00	ES	Futures	5066.78	5069.61	5061.11	5061.96	3375.0
2022-03-24 02:30:00	ES	Futures	5061.96	5062.81	5057.99	5058.84	2172.0
2022-03-24 03:00:00	ES	Futures	5058.56	5067.63	5057.99	5062.53	4255.0
2022-03-24 03:30:00	ES	Futures	5062.24	5063.09	5058.27	5059.41	3261.0
2022-03-24 04:00:00	ES	Futures	5059.69	5074.15	5059.12	5071.88	12037.0
2022-03-24 04:30:00	ES	Futures	5071.88	5078.11	5071.31	5073.3	8480.0
2022-03-24 05:00:00	ES	Futures	5073.58	5077.26	5071.88	5072.16	5811.0
2022-03-24 05:30:00	ES	Futures	5072.16	5075.0	5070.18	5070.46	6027.0
2022-03-24 06:00:00	ES	Futures	5070.75	5070.75	5061.39	5065.08	9954.0
2022-03-24 06:30:00	ES	Futures	5065.36	5067.34	5062.53	5065.08	5690.0
2022-03-24 07:00:00	ES	Futures	5064.79	5080.67	5064.51	5073.86	10857.0
2022-03-24 07:30:00	ES	Futures	5074.15	5077.26	5059.41	5066.21	19444.0
2022-03-24 08:00:00	ES	Futures	5066.49	5070.18	5061.96	5064.23	8637.0
2022-03-24 08:30:00	ES	Futures	5064.23	5069.61	5059.41	5066.78	10363.0
2022-03-24 09:00:00	ES	Futures	5066.78	5069.89	5063.66	5065.36	14283.0
2022-03-24 09:30:00	ES	Futures	5065.64	5070.18	5052.04	5061.11	122556.0
2022-03-24 10:00:00	ES	Futures	5061.11	5077.26	5058.27	5059.97	98612.0
2022-03-24 10:30:00	ES	Futures	5059.97	5076.98	5057.42	5070.75	77304.0
2022-03-24 11:00:00	ES	Futures	5070.46	5092.85	5069.04	5091.72	101246.0
2022-03-24 11:30:00	ES	Futures	5091.72	5100.22	5089.45	5094.27	64803.0
2022-03-24 12:00:00	ES	Futures	5093.99	5095.97	5077.83	5080.38	55710.0
2022-03-24 12:30:00	ES	Futures	5080.38	5087.18	5075.28	5086.33	45027.0
2022-03-24 13:00:00	ES	Futures	5086.05	5093.7	5082.08	5091.15	43013.0
2022-03-24 13:30:00	ES	Futures	5090.87	5095.4	5086.9	5092.0	29916.0
2022-03-24 14:00:00	ES	Futures	5092.0	5099.09	5086.9	5090.59	41396.0
2022-03-24 14:30:00	ES	Futures	5090.59	5092.57	5082.65	5090.87	43173.0
2022-03-24 15:00:00	ES	Futures	5090.87	5110.14	5086.33	5107.59	63358.0
2022-03-24 15:30:00	ES	Futures	5107.31	5117.23	5098.81	5116.95	154558.0
2022-03-24 16:00:00	ES	Futures	5116.66	5121.2	5114.11	5120.35	63898.0
2022-03-24 16:30:00	ES	Futures	5120.35	5121.76	5120.06	5120.35	6921.0
2022-03-24 18:00:00	ES	Futures	5120.35	5121.48	5115.53	5116.66	3060.0
2022-03-24 18:30:00	ES	Futures	5116.66	5116.95	5113.54	5113.54	1729.0
2022-03-24 19:00:00	ES	Futures	5113.54	5116.66	5111.28	5114.68	3675.0
2022-03-24 19:30:00	ES	Futures	5114.68	5115.53	5112.69	5113.26	2741.0
2022-03-24 20:00:00	ES	Futures	5113.26	5114.11	5105.61	5107.88	5555.0
2022-03-24 20:30:00	ES	Futures	5107.88	5110.43	5107.31	5108.16	2222.0
2022-03-24 21:00:00	ES	Futures	5107.88	5112.13	5106.46	5111.28	3508.0
2022-03-24 21:30:00	ES	Futures	5110.99	5128.0	5109.29	5123.75	8150.0
2022-03-24 22:00:00	ES	Futures	5124.03	5124.03	5117.8	5118.65	4165.0
2022-03-24 22:30:00	ES	Futures	5118.65	5121.48	5116.1	5120.63	3257.0
2022-03-24 23:00:00	ES	Futures	5120.63	5122.61	5115.81	5116.66	2763.0
2022-03-24 23:30:00	ES	Futures	5116.38	5118.65	5113.54	5116.95	2436.0
2022-03-24 00:00:00	NQ	Futures	16840.3	16846.39	16831.6	16833.34	1205.0
2022-03-24 00:30:00	NQ	Futures	16833.34	16846.39	16831.31	16834.79	1057.0
2022-03-24 01:00:00	NQ	Futures	16836.24	16846.39	16831.6	16833.92	1236.0
2022-03-24 01:30:00	NQ	Futures	16834.79	16870.46	16831.02	16862.34	2059.0

> showing 50 of 3,849 rows — these rows as CSV

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