PREVIEW / futures_30min / 2022-04-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-19.parquet
  size:    115 KB
  rows:    3,853

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
2022-04-19 00:00:00	ES	Futures	4993.37	4993.65	4991.1	4991.38	1747.0
2022-04-19 00:30:00	ES	Futures	4991.38	4994.78	4990.53	4994.22	1893.0
2022-04-19 01:00:00	ES	Futures	4993.93	4995.35	4987.98	4989.96	3298.0
2022-04-19 01:30:00	ES	Futures	4989.68	4991.67	4987.7	4988.26	2586.0
2022-04-19 02:00:00	ES	Futures	4987.98	4998.75	4985.43	4995.92	5846.0
2022-04-19 02:30:00	ES	Futures	4996.2	4996.2	4991.1	4992.8	3169.0
2022-04-19 03:00:00	ES	Futures	4992.52	4992.8	4977.49	4979.76	14867.0
2022-04-19 03:30:00	ES	Futures	4980.04	4988.55	4973.24	4986.0	9796.0
2022-04-19 04:00:00	ES	Futures	4986.0	4993.08	4985.71	4990.82	7253.0
2022-04-19 04:30:00	ES	Futures	4990.82	4993.93	4967.57	4969.56	12109.0
2022-04-19 05:00:00	ES	Futures	4969.27	4969.56	4958.22	4959.07	12334.0
2022-04-19 05:30:00	ES	Futures	4959.07	4963.89	4956.52	4962.19	9456.0
2022-04-19 06:00:00	ES	Futures	4962.19	4967.86	4957.37	4966.44	6800.0
2022-04-19 06:30:00	ES	Futures	4966.44	4970.97	4963.89	4970.69	6253.0
2022-04-19 07:00:00	ES	Futures	4970.69	4975.79	4969.84	4971.54	9043.0
2022-04-19 07:30:00	ES	Futures	4971.54	4978.34	4967.57	4976.36	8242.0
2022-04-19 08:00:00	ES	Futures	4976.36	4981.75	4974.09	4976.36	14394.0
2022-04-19 08:30:00	ES	Futures	4976.93	4980.33	4970.41	4972.39	19998.0
2022-04-19 09:00:00	ES	Futures	4972.11	4974.94	4962.47	4973.81	31238.0
2022-04-19 09:30:00	ES	Futures	4973.53	5014.62	4971.54	5014.34	185827.0
2022-04-19 10:00:00	ES	Futures	5014.06	5031.06	5011.22	5029.08	129773.0
2022-04-19 10:30:00	ES	Futures	5029.08	5042.4	5026.25	5034.18	92258.0
2022-04-19 11:00:00	ES	Futures	5034.18	5042.97	5029.65	5040.7	77008.0
2022-04-19 11:30:00	ES	Futures	5040.7	5047.22	5035.6	5040.98	59024.0
2022-04-19 12:00:00	ES	Futures	5040.98	5044.67	5037.02	5039.0	43453.0
2022-04-19 12:30:00	ES	Futures	5039.28	5041.27	5033.61	5036.73	41449.0
2022-04-19 13:00:00	ES	Futures	5037.02	5040.13	5028.51	5029.08	41116.0
2022-04-19 13:30:00	ES	Futures	5029.08	5042.68	5028.8	5039.0	42404.0
2022-04-19 14:00:00	ES	Futures	5039.0	5039.85	5025.96	5032.48	59965.0
2022-04-19 14:30:00	ES	Futures	5032.48	5042.4	5029.65	5041.55	49231.0
2022-04-19 15:00:00	ES	Futures	5041.55	5059.41	5038.72	5056.86	79763.0
2022-04-19 15:30:00	ES	Futures	5056.86	5064.51	5046.37	5055.44	215990.0
2022-04-19 16:00:00	ES	Futures	5055.44	5056.86	5026.53	5034.75	78285.0
2022-04-19 16:30:00	ES	Futures	5034.75	5037.02	5034.18	5035.03	6488.0
2022-04-19 18:00:00	ES	Futures	5035.03	5039.57	5031.63	5038.43	4651.0
2022-04-19 18:30:00	ES	Futures	5038.43	5043.25	5038.15	5039.28	3296.0
2022-04-19 19:00:00	ES	Futures	5039.0	5039.57	5033.9	5034.75	2525.0
2022-04-19 19:30:00	ES	Futures	5034.46	5039.0	5032.48	5037.58	3266.0
2022-04-19 20:00:00	ES	Futures	5037.58	5038.72	5032.76	5036.17	5092.0
2022-04-19 20:30:00	ES	Futures	5036.45	5038.72	5035.6	5038.15	2881.0
2022-04-19 21:00:00	ES	Futures	5037.87	5040.98	5025.68	5028.8	7689.0
2022-04-19 21:30:00	ES	Futures	5028.8	5031.06	5026.25	5029.36	4879.0
2022-04-19 22:00:00	ES	Futures	5029.65	5035.88	5027.66	5034.46	4847.0
2022-04-19 22:30:00	ES	Futures	5034.46	5035.32	5031.35	5035.03	2583.0
2022-04-19 23:00:00	ES	Futures	5035.32	5037.87	5031.91	5036.17	3846.0
2022-04-19 23:30:00	ES	Futures	5036.17	5040.13	5033.05	5039.85	3522.0
2022-04-19 00:00:00	NQ	Futures	16230.19	16232.8	16221.78	16225.26	903.0
2022-04-19 00:30:00	NQ	Futures	16224.1	16236.28	16221.2	16234.25	1161.0
2022-04-19 01:00:00	NQ	Futures	16234.25	16240.92	16210.18	16219.75	1829.0
2022-04-19 01:30:00	NQ	Futures	16218.01	16222.94	16200.04	16202.36	1827.0

> showing 50 of 3,853 rows — these rows as CSV

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