PREVIEW / futures_30min / 2022-04-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-04.parquet
  size:    109 KB
  rows:    3,850

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
2022-04-04 00:00:00	ES	Futures	5146.42	5149.54	5146.42	5149.54	1658.0
2022-04-04 00:30:00	ES	Futures	5149.26	5151.53	5148.12	5150.96	1537.0
2022-04-04 01:00:00	ES	Futures	5150.96	5151.24	5147.27	5150.68	2222.0
2022-04-04 01:30:00	ES	Futures	5150.68	5157.19	5150.68	5157.19	3811.0
2022-04-04 02:00:00	ES	Futures	5157.19	5160.03	5154.64	5156.34	4426.0
2022-04-04 02:30:00	ES	Futures	5156.34	5157.76	5150.96	5153.79	2760.0
2022-04-04 03:00:00	ES	Futures	5154.08	5154.93	5135.94	5139.34	14259.0
2022-04-04 03:30:00	ES	Futures	5139.34	5145.01	5139.05	5141.32	7302.0
2022-04-04 04:00:00	ES	Futures	5141.32	5145.01	5136.79	5145.01	9285.0
2022-04-04 04:30:00	ES	Futures	5145.01	5147.56	5139.34	5143.31	7261.0
2022-04-04 05:00:00	ES	Futures	5143.59	5154.93	5143.02	5152.66	7089.0
2022-04-04 05:30:00	ES	Futures	5152.66	5157.19	5149.54	5155.21	4595.0
2022-04-04 06:00:00	ES	Futures	5155.49	5159.75	5154.08	5154.93	6102.0
2022-04-04 06:30:00	ES	Futures	5154.93	5155.21	5150.39	5151.53	5221.0
2022-04-04 07:00:00	ES	Futures	5151.53	5157.48	5150.68	5155.78	4875.0
2022-04-04 07:30:00	ES	Futures	5155.78	5158.9	5151.81	5157.19	5100.0
2022-04-04 08:00:00	ES	Futures	5157.19	5158.9	5153.23	5155.21	6921.0
2022-04-04 08:30:00	ES	Futures	5155.49	5157.48	5145.57	5146.71	13013.0
2022-04-04 09:00:00	ES	Futures	5146.99	5154.08	5146.42	5148.69	13348.0
2022-04-04 09:30:00	ES	Futures	5148.69	5166.83	5139.05	5164.56	120308.0
2022-04-04 10:00:00	ES	Futures	5164.28	5168.53	5152.38	5168.25	104178.0
2022-04-04 10:30:00	ES	Futures	5168.25	5169.38	5159.46	5164.28	61849.0
2022-04-04 11:00:00	ES	Futures	5164.0	5173.63	5162.58	5172.5	55288.0
2022-04-04 11:30:00	ES	Futures	5172.5	5178.45	5168.82	5175.9	49765.0
2022-04-04 12:00:00	ES	Futures	5176.19	5177.6	5173.63	5176.75	33781.0
2022-04-04 12:30:00	ES	Futures	5176.75	5178.17	5168.25	5169.1	33198.0
2022-04-04 13:00:00	ES	Futures	5169.1	5173.63	5166.26	5173.07	30101.0
2022-04-04 13:30:00	ES	Futures	5173.07	5179.02	5171.08	5178.17	30914.0
2022-04-04 14:00:00	ES	Futures	5178.45	5180.44	5169.95	5179.87	38949.0
2022-04-04 14:30:00	ES	Futures	5179.87	5184.12	5177.32	5181.85	38544.0
2022-04-04 15:00:00	ES	Futures	5181.85	5185.26	5179.3	5182.7	47023.0
2022-04-04 15:30:00	ES	Futures	5182.42	5191.21	5178.45	5190.36	148672.0
2022-04-04 16:00:00	ES	Futures	5190.07	5192.62	5187.24	5190.36	44547.0
2022-04-04 16:30:00	ES	Futures	5190.07	5192.34	5187.52	5188.09	4062.0
2022-04-04 18:00:00	ES	Futures	5188.37	5189.22	5186.11	5187.81	1462.0
2022-04-04 18:30:00	ES	Futures	5187.81	5187.81	5185.54	5187.24	905.0
2022-04-04 19:00:00	ES	Futures	5186.96	5187.24	5186.39	5186.67	793.0
2022-04-04 19:30:00	ES	Futures	5186.96	5188.66	5184.97	5184.97	1633.0
2022-04-04 20:00:00	ES	Futures	5184.97	5185.26	5181.85	5182.99	3048.0
2022-04-04 20:30:00	ES	Futures	5182.99	5184.97	5182.42	5184.69	1687.0
2022-04-04 21:00:00	ES	Futures	5184.97	5185.54	5183.27	5183.84	1356.0
2022-04-04 21:30:00	ES	Futures	5183.55	5186.39	5182.99	5185.82	1244.0
2022-04-04 22:00:00	ES	Futures	5186.11	5186.39	5183.55	5184.97	951.0
2022-04-04 22:30:00	ES	Futures	5184.97	5186.11	5183.84	5184.4	709.0
2022-04-04 23:00:00	ES	Futures	5184.4	5185.54	5183.27	5183.27	957.0
2022-04-04 23:30:00	ES	Futures	5183.55	5184.4	5182.7	5184.12	1228.0
2022-04-04 00:00:00	NQ	Futures	17223.36	17233.8	17222.2	17233.22	1126.0
2022-04-04 00:30:00	NQ	Futures	17233.22	17239.6	17226.26	17236.99	1075.0
2022-04-04 01:00:00	NQ	Futures	17236.99	17237.86	17220.17	17235.25	1795.0
2022-04-04 01:30:00	NQ	Futures	17235.83	17272.07	17235.54	17269.17	2544.0

> showing 50 of 3,850 rows — these rows as CSV

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