PREVIEW / futures_30min / 2022-04-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-14.parquet
  size:    95 KB
  rows:    3,094

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
2022-04-14 00:00:00	ES	Futures	5040.42	5047.79	5040.42	5047.22	3209.0
2022-04-14 00:30:00	ES	Futures	5046.94	5049.49	5046.94	5047.79	2080.0
2022-04-14 01:00:00	ES	Futures	5048.07	5049.49	5046.65	5047.79	1917.0
2022-04-14 01:30:00	ES	Futures	5047.5	5051.75	5046.65	5046.94	2733.0
2022-04-14 02:00:00	ES	Futures	5046.94	5048.92	5043.82	5046.09	4457.0
2022-04-14 02:30:00	ES	Futures	5045.8	5046.65	5040.7	5041.27	3534.0
2022-04-14 03:00:00	ES	Futures	5041.55	5042.68	5031.91	5039.28	12980.0
2022-04-14 03:30:00	ES	Futures	5039.28	5040.13	5034.18	5036.73	5729.0
2022-04-14 04:00:00	ES	Futures	5036.73	5038.72	5030.5	5032.48	7671.0
2022-04-14 04:30:00	ES	Futures	5032.2	5035.32	5030.5	5035.03	4379.0
2022-04-14 05:00:00	ES	Futures	5035.03	5035.88	5030.78	5034.18	4508.0
2022-04-14 05:30:00	ES	Futures	5034.18	5037.3	5029.65	5036.45	8469.0
2022-04-14 06:00:00	ES	Futures	5036.45	5039.0	5033.61	5035.32	9764.0
2022-04-14 06:30:00	ES	Futures	5035.6	5036.17	5030.21	5034.75	6130.0
2022-04-14 07:00:00	ES	Futures	5034.46	5040.42	5033.05	5033.33	7813.0
2022-04-14 07:30:00	ES	Futures	5033.61	5038.43	5025.39	5027.38	14890.0
2022-04-14 08:00:00	ES	Futures	5027.38	5035.88	5025.96	5033.33	12789.0
2022-04-14 08:30:00	ES	Futures	5033.33	5036.17	5022.56	5023.41	24765.0
2022-04-14 09:00:00	ES	Futures	5023.41	5039.0	5021.14	5038.43	43506.0
2022-04-14 09:30:00	ES	Futures	5038.43	5051.75	5016.89	5021.71	163919.0
2022-04-14 10:00:00	ES	Futures	5022.28	5031.35	5004.14	5012.64	134535.0
2022-04-14 10:30:00	ES	Futures	5012.92	5020.86	5007.54	5014.06	79331.0
2022-04-14 11:00:00	ES	Futures	5013.77	5023.98	5010.09	5021.14	74723.0
2022-04-14 11:30:00	ES	Futures	5021.43	5023.13	5004.42	5006.69	56104.0
2022-04-14 12:00:00	ES	Futures	5006.69	5011.79	4997.05	4999.03	54046.0
2022-04-14 12:30:00	ES	Futures	4998.75	5001.3	4991.95	4998.75	42497.0
2022-04-14 13:00:00	ES	Futures	4998.47	5001.02	4993.65	4997.62	48603.0
2022-04-14 13:30:00	ES	Futures	4997.62	5013.21	4996.77	5012.92	43354.0
2022-04-14 14:00:00	ES	Futures	5012.92	5019.44	5003.0	5008.39	50982.0
2022-04-14 14:30:00	ES	Futures	5008.39	5010.94	4990.25	4990.53	48496.0
2022-04-14 15:00:00	ES	Futures	4990.25	4998.18	4985.15	4989.68	76689.0
2022-04-14 15:30:00	ES	Futures	4989.4	4989.96	4971.82	4974.09	175519.0
2022-04-14 16:00:00	ES	Futures	4973.81	4976.08	4971.54	4972.67	57231.0
2022-04-14 16:30:00	ES	Futures	4972.96	4976.93	4972.11	4976.08	5764.0
2022-04-14 00:00:00	NQ	Futures	16539.6	16567.72	16537.86	16565.69	1878.0
2022-04-14 00:30:00	NQ	Futures	16565.69	16577.0	16564.53	16568.01	1717.0
2022-04-14 01:00:00	NQ	Futures	16568.3	16573.52	16557.58	16558.45	1525.0
2022-04-14 01:30:00	NQ	Futures	16558.16	16582.22	16552.94	16555.26	2214.0
2022-04-14 02:00:00	NQ	Futures	16556.13	16568.59	16535.83	16557.58	3554.0
2022-04-14 02:30:00	NQ	Futures	16557.0	16561.34	16537.28	16542.5	1801.0
2022-04-14 03:00:00	NQ	Futures	16543.37	16545.11	16492.91	16531.19	5925.0
2022-04-14 03:30:00	NQ	Futures	16531.77	16536.7	16506.54	16529.16	2668.0
2022-04-14 04:00:00	NQ	Futures	16528.29	16543.66	16504.51	16511.18	3807.0
2022-04-14 04:30:00	NQ	Futures	16510.6	16523.65	16498.13	16516.98	2397.0
2022-04-14 05:00:00	NQ	Futures	16516.69	16522.78	16496.68	16508.28	2365.0
2022-04-14 05:30:00	NQ	Futures	16508.57	16520.17	16485.95	16515.82	3097.0
2022-04-14 06:00:00	NQ	Futures	16514.95	16527.71	16492.04	16500.16	4750.0
2022-04-14 06:30:00	NQ	Futures	16501.9	16503.93	16472.32	16496.1	4227.0
2022-04-14 07:00:00	NQ	Futures	16494.65	16522.2	16486.53	16492.33	4032.0
2022-04-14 07:30:00	NQ	Futures	16492.33	16517.27	16460.14	16470.29	7415.0

> showing 50 of 3,094 rows — these rows as CSV

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