PREVIEW / futures_30min / 2022-04-08

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-08.parquet
  size:    93 KB
  rows:    3,087

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
2022-04-08 00:00:00	ES	Futures	5097.67	5097.96	5093.99	5095.69	1581.0
2022-04-08 00:30:00	ES	Futures	5095.97	5097.39	5092.57	5094.55	1977.0
2022-04-08 01:00:00	ES	Futures	5094.84	5101.07	5092.85	5099.37	2647.0
2022-04-08 01:30:00	ES	Futures	5099.66	5104.19	5097.96	5103.06	2670.0
2022-04-08 02:00:00	ES	Futures	5103.06	5110.71	5101.07	5107.59	5957.0
2022-04-08 02:30:00	ES	Futures	5107.88	5115.25	5105.89	5112.41	5262.0
2022-04-08 03:00:00	ES	Futures	5112.41	5114.11	5104.76	5110.99	10662.0
2022-04-08 03:30:00	ES	Futures	5110.71	5119.78	5107.59	5118.65	7750.0
2022-04-08 04:00:00	ES	Futures	5118.65	5124.32	5118.08	5122.9	9149.0
2022-04-08 04:30:00	ES	Futures	5122.9	5124.03	5110.71	5112.41	5873.0
2022-04-08 05:00:00	ES	Futures	5112.41	5112.41	5106.18	5108.44	5870.0
2022-04-08 05:30:00	ES	Futures	5108.44	5110.71	5105.61	5109.86	4703.0
2022-04-08 06:00:00	ES	Futures	5109.86	5111.56	5102.77	5104.47	6944.0
2022-04-08 06:30:00	ES	Futures	5104.19	5114.11	5102.77	5113.83	5789.0
2022-04-08 07:00:00	ES	Futures	5113.54	5115.81	5111.28	5115.25	6887.0
2022-04-08 07:30:00	ES	Futures	5115.25	5118.93	5111.84	5114.68	8491.0
2022-04-08 08:00:00	ES	Futures	5114.96	5115.81	5108.73	5110.99	8254.0
2022-04-08 08:30:00	ES	Futures	5110.99	5111.84	5097.96	5099.94	18035.0
2022-04-08 09:00:00	ES	Futures	5099.94	5099.94	5088.32	5089.74	28726.0
2022-04-08 09:30:00	ES	Futures	5089.74	5092.57	5066.78	5068.48	154296.0
2022-04-08 10:00:00	ES	Futures	5068.19	5084.92	5066.49	5083.5	102340.0
2022-04-08 10:30:00	ES	Futures	5083.22	5110.99	5080.1	5110.43	114746.0
2022-04-08 11:00:00	ES	Futures	5110.43	5115.81	5101.07	5105.33	89611.0
2022-04-08 11:30:00	ES	Futures	5105.33	5111.28	5099.37	5107.88	62542.0
2022-04-08 12:00:00	ES	Futures	5107.88	5120.06	5102.21	5117.51	57948.0
2022-04-08 12:30:00	ES	Futures	5117.51	5117.8	5106.74	5114.96	47602.0
2022-04-08 13:00:00	ES	Futures	5114.96	5115.25	5103.34	5104.19	40208.0
2022-04-08 13:30:00	ES	Futures	5104.47	5104.47	5096.82	5099.66	47062.0
2022-04-08 14:00:00	ES	Futures	5099.37	5105.33	5087.47	5090.3	62755.0
2022-04-08 14:30:00	ES	Futures	5090.59	5103.06	5086.05	5097.11	57410.0
2022-04-08 15:00:00	ES	Futures	5097.39	5106.18	5091.72	5100.51	67221.0
2022-04-08 15:30:00	ES	Futures	5100.51	5103.34	5075.56	5087.18	156311.0
2022-04-08 16:00:00	ES	Futures	5087.18	5091.15	5081.8	5084.92	48766.0
2022-04-08 16:30:00	ES	Futures	5084.92	5085.48	5081.23	5083.22	4322.0
2022-04-08 00:00:00	NQ	Futures	16869.59	16871.04	16854.51	16862.63	764.0
2022-04-08 00:30:00	NQ	Futures	16863.21	16865.24	16848.13	16856.83	823.0
2022-04-08 01:00:00	NQ	Futures	16856.54	16885.25	16850.16	16882.64	1807.0
2022-04-08 01:30:00	NQ	Futures	16882.64	16902.07	16875.1	16900.04	1564.0
2022-04-08 02:00:00	NQ	Futures	16899.46	16933.38	16889.31	16918.3	3163.0
2022-04-08 02:30:00	NQ	Futures	16919.17	16946.14	16913.95	16938.89	2533.0
2022-04-08 03:00:00	NQ	Futures	16938.02	16949.91	16906.13	16938.02	5521.0
2022-04-08 03:30:00	NQ	Futures	16937.73	16962.96	16925.26	16957.16	3690.0
2022-04-08 04:00:00	NQ	Futures	16956.58	16983.55	16953.68	16967.6	6172.0
2022-04-08 04:30:00	NQ	Futures	16967.6	16972.53	16909.6	16918.88	4203.0
2022-04-08 05:00:00	NQ	Futures	16918.01	16918.88	16890.76	16907.86	3754.0
2022-04-08 05:30:00	NQ	Futures	16908.15	16913.37	16886.41	16904.1	3131.0
2022-04-08 06:00:00	NQ	Futures	16904.39	16912.79	16864.95	16872.78	4792.0
2022-04-08 06:30:00	NQ	Futures	16873.36	16921.2	16866.4	16918.01	3923.0
2022-04-08 07:00:00	NQ	Futures	16917.72	16927.87	16904.97	16919.17	3899.0
2022-04-08 07:30:00	NQ	Futures	16919.46	16934.54	16905.55	16915.98	4081.0

> showing 50 of 3,087 rows — these rows as CSV

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