PREVIEW / futures_30min / 2022-04-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-06.parquet
  size:    114 KB
  rows:    3,911

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
2022-04-06 00:00:00	ES	Futures	5118.65	5123.47	5118.65	5121.48	2370.0
2022-04-06 00:30:00	ES	Futures	5121.48	5122.05	5119.5	5120.91	1581.0
2022-04-06 01:00:00	ES	Futures	5120.91	5128.85	5120.63	5128.85	3970.0
2022-04-06 01:30:00	ES	Futures	5128.57	5129.7	5123.75	5124.6	4484.0
2022-04-06 02:00:00	ES	Futures	5124.6	5129.13	5123.75	5127.43	5026.0
2022-04-06 02:30:00	ES	Futures	5127.72	5134.52	5127.15	5130.27	6463.0
2022-04-06 03:00:00	ES	Futures	5130.27	5133.39	5125.73	5127.15	8617.0
2022-04-06 03:30:00	ES	Futures	5127.15	5128.0	5102.21	5103.62	18258.0
2022-04-06 04:00:00	ES	Futures	5103.62	5109.01	5099.09	5103.06	12225.0
2022-04-06 04:30:00	ES	Futures	5102.77	5107.31	5097.96	5106.74	9458.0
2022-04-06 05:00:00	ES	Futures	5106.74	5109.01	5098.52	5099.37	5928.0
2022-04-06 05:30:00	ES	Futures	5099.37	5101.64	5089.17	5097.67	17527.0
2022-04-06 06:00:00	ES	Futures	5097.67	5098.52	5088.32	5093.14	8713.0
2022-04-06 06:30:00	ES	Futures	5093.14	5093.42	5086.05	5087.75	8986.0
2022-04-06 07:00:00	ES	Futures	5087.47	5089.74	5079.25	5079.82	15866.0
2022-04-06 07:30:00	ES	Futures	5079.82	5082.93	5073.01	5074.71	16132.0
2022-04-06 08:00:00	ES	Futures	5075.0	5080.38	5071.31	5080.1	21119.0
2022-04-06 08:30:00	ES	Futures	5080.1	5080.38	5073.58	5078.97	17978.0
2022-04-06 09:00:00	ES	Futures	5078.97	5082.65	5076.13	5076.7	24127.0
2022-04-06 09:30:00	ES	Futures	5076.7	5085.2	5061.39	5062.53	189933.0
2022-04-06 10:00:00	ES	Futures	5062.53	5065.36	5050.34	5055.44	132666.0
2022-04-06 10:30:00	ES	Futures	5055.44	5065.93	5053.17	5055.72	89712.0
2022-04-06 11:00:00	ES	Futures	5055.72	5064.23	5052.04	5061.11	81241.0
2022-04-06 11:30:00	ES	Futures	5061.39	5072.45	5055.16	5066.49	67316.0
2022-04-06 12:00:00	ES	Futures	5066.21	5068.76	5051.75	5055.16	53006.0
2022-04-06 12:30:00	ES	Futures	5054.87	5060.26	5053.17	5059.12	38777.0
2022-04-06 13:00:00	ES	Futures	5059.12	5066.78	5055.16	5065.64	40346.0
2022-04-06 13:30:00	ES	Futures	5065.64	5077.55	5063.66	5068.19	59049.0
2022-04-06 14:00:00	ES	Futures	5068.48	5096.54	5039.0	5051.47	203673.0
2022-04-06 14:30:00	ES	Futures	5051.19	5091.15	5050.05	5090.3	139276.0
2022-04-06 15:00:00	ES	Futures	5090.59	5101.36	5063.09	5063.94	129018.0
2022-04-06 15:30:00	ES	Futures	5063.94	5090.59	5059.97	5074.15	204263.0
2022-04-06 16:00:00	ES	Futures	5074.43	5076.41	5069.04	5072.73	47266.0
2022-04-06 16:30:00	ES	Futures	5073.01	5073.58	5069.04	5069.04	4204.0
2022-04-06 18:00:00	ES	Futures	5069.33	5075.85	5068.48	5073.86	2686.0
2022-04-06 18:30:00	ES	Futures	5073.86	5076.41	5072.45	5073.86	2456.0
2022-04-06 19:00:00	ES	Futures	5073.86	5075.28	5071.31	5072.45	1261.0
2022-04-06 19:30:00	ES	Futures	5072.45	5072.73	5057.42	5058.56	5695.0
2022-04-06 20:00:00	ES	Futures	5058.27	5061.11	5055.16	5058.84	6506.0
2022-04-06 20:30:00	ES	Futures	5058.84	5059.97	5055.72	5059.12	3300.0
2022-04-06 21:00:00	ES	Futures	5059.41	5063.09	5056.57	5058.56	4487.0
2022-04-06 21:30:00	ES	Futures	5058.27	5069.61	5057.14	5065.08	6361.0
2022-04-06 22:00:00	ES	Futures	5064.79	5065.64	5062.24	5062.81	2870.0
2022-04-06 22:30:00	ES	Futures	5062.81	5065.64	5059.97	5061.39	2906.0
2022-04-06 23:00:00	ES	Futures	5061.68	5062.53	5056.86	5058.27	2886.0
2022-04-06 23:30:00	ES	Futures	5057.99	5058.27	5052.61	5053.17	3443.0
2022-04-06 00:00:00	NQ	Futures	17158.98	17180.15	17158.98	17167.1	1630.0
2022-04-06 00:30:00	NQ	Futures	17167.97	17169.71	17159.56	17162.75	1012.0
2022-04-06 01:00:00	NQ	Futures	17163.62	17190.59	17160.43	17190.01	1664.0
2022-04-06 01:30:00	NQ	Futures	17189.72	17194.94	17178.41	17181.6	1520.0

> showing 50 of 3,911 rows — these rows as CSV

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