PREVIEW / futures_30min / 2022-03-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-28.parquet
  size:    116 KB
  rows:    3,921

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
2022-03-28 00:00:00	ES	Futures	5126.87	5128.0	5125.73	5125.73	1168.0
2022-03-28 00:30:00	ES	Futures	5126.02	5131.12	5126.02	5127.15	1898.0
2022-03-28 01:00:00	ES	Futures	5127.15	5128.85	5123.75	5126.3	2449.0
2022-03-28 01:30:00	ES	Futures	5126.3	5127.72	5119.5	5122.05	4119.0
2022-03-28 02:00:00	ES	Futures	5122.05	5124.32	5117.8	5120.91	5438.0
2022-03-28 02:30:00	ES	Futures	5121.2	5124.88	5119.21	5121.2	3578.0
2022-03-28 03:00:00	ES	Futures	5121.2	5137.07	5119.5	5135.09	9798.0
2022-03-28 03:30:00	ES	Futures	5134.8	5138.77	5129.7	5133.67	5386.0
2022-03-28 04:00:00	ES	Futures	5133.39	5136.79	5126.02	5134.8	7139.0
2022-03-28 04:30:00	ES	Futures	5135.09	5146.14	5131.12	5145.29	8013.0
2022-03-28 05:00:00	ES	Futures	5145.29	5145.57	5132.54	5137.64	6279.0
2022-03-28 05:30:00	ES	Futures	5137.64	5142.17	5136.79	5138.49	3725.0
2022-03-28 06:00:00	ES	Futures	5138.49	5144.44	5135.94	5139.9	5070.0
2022-03-28 06:30:00	ES	Futures	5139.9	5146.42	5138.2	5143.59	5496.0
2022-03-28 07:00:00	ES	Futures	5143.87	5152.94	5143.87	5152.94	14963.0
2022-03-28 07:30:00	ES	Futures	5152.66	5156.91	5152.38	5155.49	10416.0
2022-03-28 08:00:00	ES	Futures	5155.49	5156.34	5144.16	5146.71	10742.0
2022-03-28 08:30:00	ES	Futures	5146.71	5147.84	5137.64	5139.34	11090.0
2022-03-28 09:00:00	ES	Futures	5139.62	5142.17	5133.1	5135.37	19687.0
2022-03-28 09:30:00	ES	Futures	5135.37	5154.08	5131.12	5152.94	115357.0
2022-03-28 10:00:00	ES	Futures	5152.66	5153.51	5136.22	5145.57	91120.0
2022-03-28 10:30:00	ES	Futures	5145.86	5150.39	5135.37	5150.11	62572.0
2022-03-28 11:00:00	ES	Futures	5149.83	5151.53	5133.39	5140.19	82369.0
2022-03-28 11:30:00	ES	Futures	5140.19	5140.47	5115.53	5117.8	73732.0
2022-03-28 12:00:00	ES	Futures	5117.51	5126.58	5112.98	5119.21	57377.0
2022-03-28 12:30:00	ES	Futures	5119.21	5132.54	5118.08	5131.12	41700.0
2022-03-28 13:00:00	ES	Futures	5131.4	5141.32	5128.57	5139.05	43306.0
2022-03-28 13:30:00	ES	Futures	5139.05	5141.32	5136.79	5139.9	27664.0
2022-03-28 14:00:00	ES	Futures	5140.19	5146.42	5137.35	5145.57	40054.0
2022-03-28 14:30:00	ES	Futures	5145.57	5162.86	5143.87	5162.58	65160.0
2022-03-28 15:00:00	ES	Futures	5162.58	5165.13	5156.91	5163.71	53449.0
2022-03-28 15:30:00	ES	Futures	5163.71	5180.15	5162.3	5180.15	147366.0
2022-03-28 16:00:00	ES	Futures	5180.15	5183.84	5178.17	5181.29	56246.0
2022-03-28 16:30:00	ES	Futures	5181.57	5181.85	5181.29	5181.29	5592.0
2022-03-28 18:00:00	ES	Futures	5181.57	5181.85	5176.47	5177.89	2767.0
2022-03-28 18:30:00	ES	Futures	5177.89	5180.72	5177.89	5180.15	1704.0
2022-03-28 19:00:00	ES	Futures	5180.15	5181.29	5178.45	5181.0	1664.0
2022-03-28 19:30:00	ES	Futures	5181.29	5182.99	5178.45	5178.74	2856.0
2022-03-28 20:00:00	ES	Futures	5179.02	5179.87	5175.9	5177.04	4048.0
2022-03-28 20:30:00	ES	Futures	5177.32	5180.72	5176.75	5177.04	2784.0
2022-03-28 21:00:00	ES	Futures	5177.04	5181.57	5176.75	5180.44	2464.0
2022-03-28 21:30:00	ES	Futures	5180.72	5186.67	5180.72	5184.4	4115.0
2022-03-28 22:00:00	ES	Futures	5184.4	5184.97	5181.0	5181.29	2082.0
2022-03-28 22:30:00	ES	Futures	5181.57	5182.14	5179.3	5180.72	1959.0
2022-03-28 23:00:00	ES	Futures	5180.72	5182.42	5179.87	5181.57	1356.0
2022-03-28 23:30:00	ES	Futures	5181.57	5181.57	5180.15	5181.0	1173.0
2022-03-28 00:00:00	NQ	Futures	17042.99	17048.5	17035.16	17036.03	749.0
2022-03-28 00:30:00	NQ	Futures	17036.61	17056.33	17035.45	17046.18	1044.0
2022-03-28 01:00:00	NQ	Futures	17045.02	17052.27	17026.17	17040.38	1687.0
2022-03-28 01:30:00	NQ	Futures	17039.8	17046.18	17009.36	17020.38	2363.0

> showing 50 of 3,921 rows — these rows as CSV

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