PREVIEW / futures_30min / 2022-04-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-11.parquet
  size:    113 KB
  rows:    3,890

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
2022-04-11 00:00:00	ES	Futures	5052.04	5055.16	5050.62	5051.75	2748.0
2022-04-11 00:30:00	ES	Futures	5051.75	5052.32	5048.07	5048.35	2348.0
2022-04-11 01:00:00	ES	Futures	5048.35	5052.04	5045.24	5047.5	3474.0
2022-04-11 01:30:00	ES	Futures	5047.5	5056.01	5047.22	5056.01	3842.0
2022-04-11 02:00:00	ES	Futures	5056.29	5065.08	5054.31	5062.81	6941.0
2022-04-11 02:30:00	ES	Futures	5063.09	5063.38	5056.57	5057.99	4300.0
2022-04-11 03:00:00	ES	Futures	5058.27	5077.55	5046.65	5077.26	18855.0
2022-04-11 03:30:00	ES	Futures	5076.98	5082.37	5070.46	5071.03	12439.0
2022-04-11 04:00:00	ES	Futures	5071.31	5074.15	5045.8	5049.2	17481.0
2022-04-11 04:30:00	ES	Futures	5049.2	5057.14	5046.65	5053.17	7795.0
2022-04-11 05:00:00	ES	Futures	5053.17	5059.69	5051.47	5058.84	6798.0
2022-04-11 05:30:00	ES	Futures	5058.56	5068.19	5056.01	5065.64	8396.0
2022-04-11 06:00:00	ES	Futures	5065.64	5071.88	5063.09	5064.51	6803.0
2022-04-11 06:30:00	ES	Futures	5064.23	5069.33	5057.71	5068.76	7027.0
2022-04-11 07:00:00	ES	Futures	5068.76	5069.61	5059.12	5062.24	7847.0
2022-04-11 07:30:00	ES	Futures	5062.24	5062.53	5049.49	5050.62	8708.0
2022-04-11 08:00:00	ES	Futures	5050.9	5053.74	5040.98	5043.25	17667.0
2022-04-11 08:30:00	ES	Futures	5042.97	5050.05	5041.55	5047.22	14453.0
2022-04-11 09:00:00	ES	Futures	5047.5	5051.47	5044.67	5045.8	21721.0
2022-04-11 09:30:00	ES	Futures	5045.8	5056.01	5031.63	5045.24	186702.0
2022-04-11 10:00:00	ES	Futures	5044.95	5050.05	5026.25	5030.5	114617.0
2022-04-11 10:30:00	ES	Futures	5030.21	5031.06	5021.14	5025.39	87082.0
2022-04-11 11:00:00	ES	Futures	5025.11	5029.08	5016.89	5021.43	64473.0
2022-04-11 11:30:00	ES	Futures	5021.43	5030.21	5019.73	5023.13	56262.0
2022-04-11 12:00:00	ES	Futures	5023.13	5025.39	5018.31	5018.31	36049.0
2022-04-11 12:30:00	ES	Futures	5018.59	5021.99	5014.34	5019.73	54005.0
2022-04-11 13:00:00	ES	Futures	5019.44	5028.23	5015.19	5018.59	62306.0
2022-04-11 13:30:00	ES	Futures	5018.59	5025.11	5016.89	5023.98	39870.0
2022-04-11 14:00:00	ES	Futures	5023.69	5028.23	5013.77	5016.32	52396.0
2022-04-11 14:30:00	ES	Futures	5016.04	5030.78	5012.36	5026.81	59923.0
2022-04-11 15:00:00	ES	Futures	5026.81	5033.05	5008.96	5009.81	73606.0
2022-04-11 15:30:00	ES	Futures	5009.81	5010.94	4992.52	4999.03	197553.0
2022-04-11 16:00:00	ES	Futures	4999.03	5001.3	4994.5	4995.63	53073.0
2022-04-11 16:30:00	ES	Futures	4995.63	4999.89	4994.5	4999.89	6292.0
2022-04-11 18:00:00	ES	Futures	5001.02	5003.29	4999.89	5001.87	2694.0
2022-04-11 18:30:00	ES	Futures	5001.87	5004.14	5001.87	5003.85	1494.0
2022-04-11 19:00:00	ES	Futures	5003.85	5004.14	4996.48	4998.18	3556.0
2022-04-11 19:30:00	ES	Futures	4997.9	5000.45	4992.8	4995.63	4073.0
2022-04-11 20:00:00	ES	Futures	4995.63	4999.03	4992.52	4995.35	5762.0
2022-04-11 20:30:00	ES	Futures	4995.35	4997.05	4980.33	4981.46	8459.0
2022-04-11 21:00:00	ES	Futures	4981.46	4983.16	4977.49	4978.91	6931.0
2022-04-11 21:30:00	ES	Futures	4978.91	4981.75	4974.09	4974.94	6535.0
2022-04-11 22:00:00	ES	Futures	4975.23	4978.91	4974.38	4976.64	5023.0
2022-04-11 22:30:00	ES	Futures	4976.64	4980.04	4976.36	4978.34	3834.0
2022-04-11 23:00:00	ES	Futures	4978.34	4980.61	4973.24	4974.94	3707.0
2022-04-11 23:30:00	ES	Futures	4974.94	4978.63	4973.53	4974.38	3294.0
2022-04-11 00:00:00	NQ	Futures	16505.09	16510.02	16491.17	16493.49	1632.0
2022-04-11 00:30:00	NQ	Futures	16493.78	16498.13	16474.93	16475.8	1546.0
2022-04-11 01:00:00	NQ	Futures	16475.8	16499.0	16474.35	16487.69	2184.0
2022-04-11 01:30:00	NQ	Futures	16487.4	16522.49	16486.53	16519.3	2714.0

> showing 50 of 3,890 rows — these rows as CSV

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