PREVIEW / futures_30min / 2022-04-13

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-13.parquet
  size:    115 KB
  rows:    3,904

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
2022-04-13 00:00:00	ES	Futures	5005.84	5006.4	5003.0	5003.57	1899.0
2022-04-13 00:30:00	ES	Futures	5003.29	5003.57	4999.03	5003.29	2623.0
2022-04-13 01:00:00	ES	Futures	5003.29	5006.69	5002.44	5004.7	3090.0
2022-04-13 01:30:00	ES	Futures	5004.99	5020.86	5004.99	5019.73	8446.0
2022-04-13 02:00:00	ES	Futures	5019.73	5020.29	5013.49	5013.77	5753.0
2022-04-13 02:30:00	ES	Futures	5013.77	5014.34	5006.97	5008.67	5640.0
2022-04-13 03:00:00	ES	Futures	5008.67	5011.79	4999.03	5006.12	13902.0
2022-04-13 03:30:00	ES	Futures	5006.12	5011.79	5002.15	5006.97	7539.0
2022-04-13 04:00:00	ES	Futures	5006.97	5015.76	5005.84	5008.11	6460.0
2022-04-13 04:30:00	ES	Futures	5007.82	5018.03	5006.4	5014.62	6799.0
2022-04-13 05:00:00	ES	Futures	5014.34	5015.47	5008.39	5009.24	4352.0
2022-04-13 05:30:00	ES	Futures	5009.24	5009.52	4993.37	4993.93	8272.0
2022-04-13 06:00:00	ES	Futures	4993.93	4999.6	4992.8	4996.77	7490.0
2022-04-13 06:30:00	ES	Futures	4996.77	5008.39	4996.48	5007.54	7951.0
2022-04-13 07:00:00	ES	Futures	5007.82	5013.21	5005.84	5009.52	8809.0
2022-04-13 07:30:00	ES	Futures	5009.52	5009.52	4985.15	4987.7	14676.0
2022-04-13 08:00:00	ES	Futures	4987.7	4989.96	4976.36	4980.33	23084.0
2022-04-13 08:30:00	ES	Futures	4980.61	4986.85	4971.82	4975.23	27724.0
2022-04-13 09:00:00	ES	Futures	4975.51	4983.45	4970.41	4976.08	27371.0
2022-04-13 09:30:00	ES	Futures	4976.36	5001.87	4973.81	4987.7	162667.0
2022-04-13 10:00:00	ES	Futures	4987.41	4997.05	4978.63	4990.25	93098.0
2022-04-13 10:30:00	ES	Futures	4990.25	4997.9	4984.3	4996.48	70192.0
2022-04-13 11:00:00	ES	Futures	4996.2	5018.59	4995.92	5015.76	79746.0
2022-04-13 11:30:00	ES	Futures	5015.76	5021.14	5007.54	5010.09	56592.0
2022-04-13 12:00:00	ES	Futures	5010.09	5022.28	5006.97	5016.04	51927.0
2022-04-13 12:30:00	ES	Futures	5016.32	5027.95	5016.04	5021.71	44757.0
2022-04-13 13:00:00	ES	Futures	5021.71	5030.5	5020.29	5025.11	40223.0
2022-04-13 13:30:00	ES	Futures	5025.11	5026.25	5015.47	5021.43	38154.0
2022-04-13 14:00:00	ES	Futures	5021.43	5027.1	5018.03	5023.13	50436.0
2022-04-13 14:30:00	ES	Futures	5023.13	5032.76	5021.43	5030.21	43936.0
2022-04-13 15:00:00	ES	Futures	5030.21	5039.0	5024.54	5038.15	58933.0
2022-04-13 15:30:00	ES	Futures	5038.15	5044.67	5032.48	5036.73	140302.0
2022-04-13 16:00:00	ES	Futures	5036.73	5037.58	5031.63	5032.76	40992.0
2022-04-13 16:30:00	ES	Futures	5033.05	5033.9	5031.91	5031.91	5138.0
2022-04-13 18:00:00	ES	Futures	5032.2	5033.9	5031.63	5032.2	1942.0
2022-04-13 18:30:00	ES	Futures	5032.2	5037.02	5032.2	5036.73	1720.0
2022-04-13 19:00:00	ES	Futures	5036.73	5037.02	5032.48	5033.05	1973.0
2022-04-13 19:30:00	ES	Futures	5033.05	5033.9	5031.63	5032.48	2624.0
2022-04-13 20:00:00	ES	Futures	5032.76	5040.42	5031.91	5039.28	5888.0
2022-04-13 20:30:00	ES	Futures	5039.57	5040.98	5037.3	5037.58	2689.0
2022-04-13 21:00:00	ES	Futures	5037.58	5038.15	5034.18	5035.88	3060.0
2022-04-13 21:30:00	ES	Futures	5035.6	5040.42	5033.33	5039.57	3177.0
2022-04-13 22:00:00	ES	Futures	5039.85	5043.25	5038.43	5041.27	3401.0
2022-04-13 22:30:00	ES	Futures	5041.27	5041.55	5039.28	5040.42	1828.0
2022-04-13 23:00:00	ES	Futures	5040.42	5042.4	5038.72	5040.42	1734.0
2022-04-13 23:30:00	ES	Futures	5040.7	5043.82	5038.15	5040.42	2548.0
2022-04-13 00:00:00	NQ	Futures	16285.29	16287.9	16267.6	16270.5	990.0
2022-04-13 00:30:00	NQ	Futures	16270.79	16275.72	16251.94	16274.56	1691.0
2022-04-13 01:00:00	NQ	Futures	16274.85	16290.8	16268.76	16282.1	1621.0
2022-04-13 01:30:00	NQ	Futures	16282.68	16353.14	16282.1	16350.82	4984.0

> showing 50 of 3,904 rows — these rows as CSV

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