PREVIEW / futures_30min / 2022-04-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-22.parquet
  size:    98 KB
  rows:    3,151

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
2022-04-22 00:00:00	ES	Futures	4960.2	4965.02	4956.24	4963.89	2852.0
2022-04-22 00:30:00	ES	Futures	4963.89	4965.59	4959.64	4965.02	2058.0
2022-04-22 01:00:00	ES	Futures	4964.74	4973.53	4963.32	4968.99	5039.0
2022-04-22 01:30:00	ES	Futures	4968.71	4974.66	4965.87	4966.72	5508.0
2022-04-22 02:00:00	ES	Futures	4966.44	4972.96	4964.17	4972.39	4630.0
2022-04-22 02:30:00	ES	Futures	4972.67	4976.64	4969.56	4974.09	5213.0
2022-04-22 03:00:00	ES	Futures	4974.09	4980.89	4961.34	4961.62	13999.0
2022-04-22 03:30:00	ES	Futures	4961.62	4975.79	4959.64	4975.23	11940.0
2022-04-22 04:00:00	ES	Futures	4975.51	4979.76	4970.97	4975.51	9092.0
2022-04-22 04:30:00	ES	Futures	4975.23	4976.64	4966.72	4968.42	6558.0
2022-04-22 05:00:00	ES	Futures	4968.14	4973.53	4966.72	4970.69	7288.0
2022-04-22 05:30:00	ES	Futures	4970.41	4972.96	4955.67	4959.07	11514.0
2022-04-22 06:00:00	ES	Futures	4958.79	4963.6	4955.39	4956.8	8595.0
2022-04-22 06:30:00	ES	Futures	4956.8	4964.74	4953.97	4961.62	9076.0
2022-04-22 07:00:00	ES	Futures	4961.62	4972.11	4961.62	4970.97	11331.0
2022-04-22 07:30:00	ES	Futures	4970.97	4974.38	4965.87	4972.67	10567.0
2022-04-22 08:00:00	ES	Futures	4972.67	4979.19	4970.41	4977.21	14122.0
2022-04-22 08:30:00	ES	Futures	4977.21	4978.63	4961.9	4964.74	15880.0
2022-04-22 09:00:00	ES	Futures	4965.02	4967.57	4957.09	4962.75	24096.0
2022-04-22 09:30:00	ES	Futures	4962.75	4966.44	4927.32	4933.28	197798.0
2022-04-22 10:00:00	ES	Futures	4933.28	4951.98	4915.7	4917.4	154779.0
2022-04-22 10:30:00	ES	Futures	4917.4	4930.73	4908.33	4910.6	131274.0
2022-04-22 11:00:00	ES	Futures	4910.32	4923.92	4905.5	4914.57	98118.0
2022-04-22 11:30:00	ES	Futures	4914.57	4917.97	4887.64	4888.21	98225.0
2022-04-22 12:00:00	ES	Futures	4887.93	4898.98	4882.26	4894.16	88716.0
2022-04-22 12:30:00	ES	Futures	4894.16	4905.5	4887.36	4888.78	66420.0
2022-04-22 13:00:00	ES	Futures	4888.49	4892.18	4878.29	4884.81	62071.0
2022-04-22 13:30:00	ES	Futures	4884.53	4885.94	4869.22	4869.5	70124.0
2022-04-22 14:00:00	ES	Futures	4869.5	4883.67	4864.68	4871.2	85776.0
2022-04-22 14:30:00	ES	Futures	4871.2	4874.89	4847.39	4854.76	95336.0
2022-04-22 15:00:00	ES	Futures	4855.05	4877.16	4846.26	4867.52	138539.0
2022-04-22 15:30:00	ES	Futures	4867.24	4888.49	4832.37	4840.31	310444.0
2022-04-22 16:00:00	ES	Futures	4840.59	4842.01	4818.48	4818.77	103245.0
2022-04-22 16:30:00	ES	Futures	4818.48	4825.29	4815.65	4819.9	13154.0
2022-04-22 00:00:00	NQ	Futures	15870.04	15901.94	15852.36	15893.53	2469.0
2022-04-22 00:30:00	NQ	Futures	15894.69	15903.97	15873.81	15902.23	1725.0
2022-04-22 01:00:00	NQ	Futures	15900.78	15936.74	15892.08	15910.64	3308.0
2022-04-22 01:30:00	NQ	Futures	15910.06	15935.0	15888.31	15894.4	3518.0
2022-04-22 02:00:00	NQ	Futures	15894.4	15918.47	15885.12	15915.86	3042.0
2022-04-22 02:30:00	NQ	Futures	15914.7	15947.47	15905.13	15933.55	3163.0
2022-04-22 03:00:00	NQ	Futures	15932.68	15960.81	15851.49	15851.49	7958.0
2022-04-22 03:30:00	NQ	Futures	15852.65	15929.49	15848.59	15924.27	7403.0
2022-04-22 04:00:00	NQ	Futures	15923.4	15944.28	15897.59	15917.89	6154.0
2022-04-22 04:30:00	NQ	Futures	15917.31	15925.43	15893.53	15898.75	3357.0
2022-04-22 05:00:00	NQ	Futures	15898.17	15919.34	15887.15	15900.78	3395.0
2022-04-22 05:30:00	NQ	Futures	15900.78	15908.03	15835.54	15851.2	5247.0
2022-04-22 06:00:00	NQ	Futures	15851.2	15877.58	15844.24	15849.46	4462.0
2022-04-22 06:30:00	NQ	Futures	15849.46	15887.73	15834.96	15873.23	5579.0
2022-04-22 07:00:00	NQ	Futures	15872.65	15929.2	15868.59	15924.56	5917.0
2022-04-22 07:30:00	NQ	Futures	15923.98	15953.56	15907.74	15949.21	6915.0

> showing 50 of 3,151 rows — these rows as CSV

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