PREVIEW / futures_30min / 2022-03-25

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-25.parquet
  size:    93 KB
  rows:    3,064

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
2022-03-25 00:00:00	ES	Futures	5116.66	5120.91	5115.81	5120.63	1778.0
2022-03-25 00:30:00	ES	Futures	5120.63	5132.82	5119.78	5129.42	3956.0
2022-03-25 01:00:00	ES	Futures	5129.13	5129.13	5122.61	5123.47	3798.0
2022-03-25 01:30:00	ES	Futures	5123.47	5124.03	5119.5	5121.76	2334.0
2022-03-25 02:00:00	ES	Futures	5122.33	5125.45	5121.2	5124.03	2191.0
2022-03-25 02:30:00	ES	Futures	5124.03	5126.58	5121.2	5126.02	2256.0
2022-03-25 03:00:00	ES	Futures	5125.73	5126.02	5117.23	5117.8	4408.0
2022-03-25 03:30:00	ES	Futures	5117.8	5123.18	5117.51	5122.9	3294.0
2022-03-25 04:00:00	ES	Futures	5122.9	5124.03	5102.21	5106.18	12113.0
2022-03-25 04:30:00	ES	Futures	5105.89	5112.98	5104.47	5111.84	4724.0
2022-03-25 05:00:00	ES	Futures	5111.84	5118.08	5104.76	5111.56	8475.0
2022-03-25 05:30:00	ES	Futures	5111.84	5118.93	5108.73	5118.65	5235.0
2022-03-25 06:00:00	ES	Futures	5118.65	5121.76	5116.66	5121.2	5131.0
2022-03-25 06:30:00	ES	Futures	5121.2	5127.43	5118.93	5127.15	6104.0
2022-03-25 07:00:00	ES	Futures	5127.15	5137.92	5120.91	5135.37	11346.0
2022-03-25 07:30:00	ES	Futures	5135.37	5136.79	5131.12	5134.8	9547.0
2022-03-25 08:00:00	ES	Futures	5134.8	5135.94	5132.54	5134.24	8596.0
2022-03-25 08:30:00	ES	Futures	5134.24	5134.24	5129.42	5133.67	10448.0
2022-03-25 09:00:00	ES	Futures	5133.67	5133.67	5123.18	5124.88	22457.0
2022-03-25 09:30:00	ES	Futures	5124.88	5130.55	5115.25	5122.33	124180.0
2022-03-25 10:00:00	ES	Futures	5122.33	5140.47	5117.23	5133.39	85111.0
2022-03-25 10:30:00	ES	Futures	5133.39	5146.14	5133.1	5138.49	70790.0
2022-03-25 11:00:00	ES	Futures	5138.77	5141.04	5094.27	5101.36	113286.0
2022-03-25 11:30:00	ES	Futures	5101.64	5112.98	5097.11	5103.91	80000.0
2022-03-25 12:00:00	ES	Futures	5104.19	5117.23	5100.22	5115.25	59733.0
2022-03-25 12:30:00	ES	Futures	5115.53	5117.8	5103.91	5112.98	53852.0
2022-03-25 13:00:00	ES	Futures	5112.98	5121.2	5107.03	5111.84	49471.0
2022-03-25 13:30:00	ES	Futures	5111.84	5128.57	5111.84	5127.72	43577.0
2022-03-25 14:00:00	ES	Futures	5127.72	5133.67	5125.17	5131.97	43062.0
2022-03-25 14:30:00	ES	Futures	5131.68	5137.35	5129.98	5133.67	41080.0
2022-03-25 15:00:00	ES	Futures	5133.95	5134.52	5112.41	5113.26	64266.0
2022-03-25 15:30:00	ES	Futures	5113.26	5144.72	5109.29	5142.74	138703.0
2022-03-25 16:00:00	ES	Futures	5143.02	5143.59	5138.49	5142.17	48387.0
2022-03-25 16:30:00	ES	Futures	5142.17	5143.31	5141.32	5142.74	6602.0
2022-03-25 00:00:00	NQ	Futures	17107.37	17125.93	17106.5	17123.9	1312.0
2022-03-25 00:30:00	NQ	Futures	17123.9	17182.76	17117.52	17170.29	3422.0
2022-03-25 01:00:00	NQ	Futures	17169.13	17172.9	17149.12	17150.28	2521.0
2022-03-25 01:30:00	NQ	Futures	17150.86	17150.86	17130.57	17142.45	1760.0
2022-03-25 02:00:00	NQ	Futures	17141.58	17160.14	17139.55	17151.73	1054.0
2022-03-25 02:30:00	NQ	Futures	17152.31	17159.85	17137.53	17159.85	1141.0
2022-03-25 03:00:00	NQ	Futures	17158.4	17159.27	17121.29	17127.67	1728.0
2022-03-25 03:30:00	NQ	Futures	17127.38	17154.34	17121.87	17149.7	1779.0
2022-03-25 04:00:00	NQ	Futures	17149.41	17151.44	17042.7	17065.32	8161.0
2022-03-25 04:30:00	NQ	Futures	17064.45	17092.0	17057.49	17085.91	3013.0
2022-03-25 05:00:00	NQ	Futures	17086.2	17112.3	17058.94	17095.19	4589.0
2022-03-25 05:30:00	NQ	Futures	17095.77	17127.67	17089.1	17123.32	3631.0
2022-03-25 06:00:00	NQ	Futures	17122.16	17140.42	17116.36	17137.24	3528.0
2022-03-25 06:30:00	NQ	Futures	17137.82	17164.49	17126.8	17159.56	3001.0
2022-03-25 07:00:00	NQ	Futures	17159.56	17213.5	17140.71	17202.77	5513.0
2022-03-25 07:30:00	NQ	Futures	17202.19	17213.5	17188.85	17198.42	5084.0

> showing 50 of 3,064 rows — these rows as CSV

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