PREVIEW / futures_30min / 2022-04-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-21.parquet
  size:    118 KB
  rows:    3,950

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
2022-04-21 00:00:00	ES	Futures	5069.33	5072.16	5069.04	5071.03	1619.0
2022-04-21 00:30:00	ES	Futures	5071.03	5073.58	5071.03	5073.3	1136.0
2022-04-21 01:00:00	ES	Futures	5073.3	5081.8	5070.46	5078.68	4996.0
2022-04-21 01:30:00	ES	Futures	5078.68	5079.53	5073.86	5075.0	3373.0
2022-04-21 02:00:00	ES	Futures	5075.0	5075.56	5065.93	5070.46	6652.0
2022-04-21 02:30:00	ES	Futures	5070.46	5075.28	5067.63	5073.58	4272.0
2022-04-21 03:00:00	ES	Futures	5073.86	5078.97	5068.48	5078.68	9617.0
2022-04-21 03:30:00	ES	Futures	5078.97	5092.0	5075.28	5089.45	10886.0
2022-04-21 04:00:00	ES	Futures	5089.45	5094.84	5088.04	5090.59	10381.0
2022-04-21 04:30:00	ES	Futures	5090.02	5093.7	5088.89	5093.14	4908.0
2022-04-21 05:00:00	ES	Futures	5093.14	5093.99	5085.77	5090.59	6274.0
2022-04-21 05:30:00	ES	Futures	5090.3	5090.87	5084.07	5085.77	4909.0
2022-04-21 06:00:00	ES	Futures	5085.77	5090.59	5084.07	5090.3	4854.0
2022-04-21 06:30:00	ES	Futures	5090.3	5094.27	5089.74	5093.14	5515.0
2022-04-21 07:00:00	ES	Futures	5093.14	5097.96	5088.6	5097.11	8850.0
2022-04-21 07:30:00	ES	Futures	5097.11	5098.81	5092.85	5096.82	7831.0
2022-04-21 08:00:00	ES	Futures	5097.11	5099.37	5093.42	5093.7	8994.0
2022-04-21 08:30:00	ES	Futures	5093.7	5099.09	5089.74	5098.81	13714.0
2022-04-21 09:00:00	ES	Futures	5098.52	5099.94	5093.7	5095.69	19674.0
2022-04-21 09:30:00	ES	Futures	5095.69	5112.13	5095.4	5105.04	148035.0
2022-04-21 10:00:00	ES	Futures	5105.04	5105.61	5088.04	5097.67	112863.0
2022-04-21 10:30:00	ES	Futures	5097.67	5100.51	5077.26	5081.8	87696.0
2022-04-21 11:00:00	ES	Futures	5081.8	5085.2	5071.03	5074.43	81119.0
2022-04-21 11:30:00	ES	Futures	5074.15	5075.28	5051.47	5051.75	89186.0
2022-04-21 12:00:00	ES	Futures	5052.04	5056.01	5038.15	5039.57	86465.0
2022-04-21 12:30:00	ES	Futures	5039.57	5048.64	5028.23	5028.51	72497.0
2022-04-21 13:00:00	ES	Futures	5028.51	5036.73	5013.77	5035.32	125951.0
2022-04-21 13:30:00	ES	Futures	5035.6	5039.28	5016.04	5018.03	84737.0
2022-04-21 14:00:00	ES	Futures	5018.03	5018.03	5002.15	5006.12	104698.0
2022-04-21 14:30:00	ES	Futures	5006.12	5020.29	4985.15	4989.4	102912.0
2022-04-21 15:00:00	ES	Futures	4989.4	4995.35	4974.09	4992.23	120829.0
2022-04-21 15:30:00	ES	Futures	4992.23	4993.37	4965.87	4975.79	202562.0
2022-04-21 16:00:00	ES	Futures	4975.79	4978.06	4966.72	4971.26	53718.0
2022-04-21 16:30:00	ES	Futures	4971.54	4974.66	4969.56	4972.39	7453.0
2022-04-21 18:00:00	ES	Futures	4972.39	4975.79	4968.14	4973.53	4255.0
2022-04-21 18:30:00	ES	Futures	4974.09	4977.21	4972.11	4973.24	2012.0
2022-04-21 19:00:00	ES	Futures	4972.96	4975.23	4968.42	4971.26	2690.0
2022-04-21 19:30:00	ES	Futures	4971.26	4974.09	4961.9	4963.32	5837.0
2022-04-21 20:00:00	ES	Futures	4963.6	4970.41	4961.34	4963.6	6274.0
2022-04-21 20:30:00	ES	Futures	4963.32	4967.86	4945.46	4953.4	11652.0
2022-04-21 21:00:00	ES	Futures	4953.4	4959.92	4951.42	4953.68	6947.0
2022-04-21 21:30:00	ES	Futures	4953.68	4959.64	4950.28	4958.79	7136.0
2022-04-21 22:00:00	ES	Futures	4958.79	4963.6	4956.24	4959.92	5172.0
2022-04-21 22:30:00	ES	Futures	4960.2	4962.75	4957.09	4957.94	3588.0
2022-04-21 23:00:00	ES	Futures	4957.94	4961.62	4954.25	4960.2	3741.0
2022-04-21 23:30:00	ES	Futures	4960.2	4961.05	4958.22	4960.2	2338.0
2022-04-21 00:00:00	NQ	Futures	16334.87	16351.11	16334.58	16347.05	979.0
2022-04-21 00:30:00	NQ	Futures	16345.89	16352.56	16344.15	16348.5	629.0
2022-04-21 01:00:00	NQ	Futures	16348.21	16393.16	16330.23	16373.44	3935.0
2022-04-21 01:30:00	NQ	Futures	16371.99	16380.69	16344.15	16351.11	2381.0

> showing 50 of 3,950 rows — these rows as CSV

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