PREVIEW / futures_30min / 2022-04-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-27.parquet
  size:    118 KB
  rows:    3,992

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
2022-04-27 00:00:00	ES	Futures	4752.16	4754.71	4749.61	4750.46	2650.0
2022-04-27 00:30:00	ES	Futures	4750.46	4753.01	4747.91	4752.16	2450.0
2022-04-27 01:00:00	ES	Futures	4752.16	4755.56	4747.62	4753.01	4946.0
2022-04-27 01:30:00	ES	Futures	4753.01	4757.54	4747.91	4750.74	5995.0
2022-04-27 02:00:00	ES	Futures	4751.02	4758.68	4744.79	4756.13	10235.0
2022-04-27 02:30:00	ES	Futures	4756.41	4758.68	4750.46	4757.54	6190.0
2022-04-27 03:00:00	ES	Futures	4757.83	4762.08	4722.68	4722.96	19943.0
2022-04-27 03:30:00	ES	Futures	4722.96	4772.57	4720.98	4770.3	22310.0
2022-04-27 04:00:00	ES	Futures	4770.02	4781.35	4762.93	4772.57	17903.0
2022-04-27 04:30:00	ES	Futures	4772.85	4775.4	4760.95	4766.61	9768.0
2022-04-27 05:00:00	ES	Futures	4766.61	4774.27	4764.35	4771.43	8052.0
2022-04-27 05:30:00	ES	Futures	4771.15	4775.68	4764.63	4774.83	9233.0
2022-04-27 06:00:00	ES	Futures	4774.83	4777.95	4773.13	4773.98	7095.0
2022-04-27 06:30:00	ES	Futures	4773.98	4778.52	4762.93	4775.4	12396.0
2022-04-27 07:00:00	ES	Futures	4775.4	4775.4	4743.09	4743.09	18161.0
2022-04-27 07:30:00	ES	Futures	4743.09	4754.14	4740.82	4746.77	17248.0
2022-04-27 08:00:00	ES	Futures	4746.77	4758.68	4743.66	4747.62	20347.0
2022-04-27 08:30:00	ES	Futures	4747.34	4752.44	4740.82	4745.92	22166.0
2022-04-27 09:00:00	ES	Futures	4745.92	4750.17	4733.45	4738.27	40134.0
2022-04-27 09:30:00	ES	Futures	4738.27	4792.69	4736.29	4777.95	215243.0
2022-04-27 10:00:00	ES	Futures	4778.24	4790.42	4722.11	4723.53	198980.0
2022-04-27 10:30:00	ES	Futures	4723.25	4761.8	4713.04	4747.06	155455.0
2022-04-27 11:00:00	ES	Futures	4747.34	4770.02	4743.66	4767.46	119676.0
2022-04-27 11:30:00	ES	Futures	4767.75	4781.07	4757.83	4766.05	85505.0
2022-04-27 12:00:00	ES	Futures	4766.05	4794.96	4755.28	4793.82	78072.0
2022-04-27 12:30:00	ES	Futures	4794.11	4802.89	4785.04	4793.26	70843.0
2022-04-27 13:00:00	ES	Futures	4792.97	4796.66	4765.48	4787.02	109704.0
2022-04-27 13:30:00	ES	Futures	4787.02	4794.11	4774.55	4791.56	64996.0
2022-04-27 14:00:00	ES	Futures	4791.84	4791.84	4771.72	4773.98	56179.0
2022-04-27 14:30:00	ES	Futures	4773.7	4787.59	4750.17	4754.99	88234.0
2022-04-27 15:00:00	ES	Futures	4754.99	4758.39	4738.27	4749.89	104320.0
2022-04-27 15:30:00	ES	Futures	4749.89	4755.84	4730.05	4738.55	195476.0
2022-04-27 16:00:00	ES	Futures	4738.84	4762.08	4733.73	4758.96	76427.0
2022-04-27 16:30:00	ES	Futures	4759.24	4780.5	4759.24	4774.83	15309.0
2022-04-27 18:00:00	ES	Futures	4776.53	4781.07	4772.57	4773.42	5105.0
2022-04-27 18:30:00	ES	Futures	4773.42	4777.1	4772.0	4774.27	2246.0
2022-04-27 19:00:00	ES	Futures	4774.55	4777.95	4770.87	4776.82	2551.0
2022-04-27 19:30:00	ES	Futures	4777.1	4780.5	4773.7	4776.25	3008.0
2022-04-27 20:00:00	ES	Futures	4776.25	4776.25	4765.76	4766.9	4580.0
2022-04-27 20:30:00	ES	Futures	4766.9	4775.68	4764.63	4774.27	3159.0
2022-04-27 21:00:00	ES	Futures	4774.55	4776.53	4766.61	4768.88	3675.0
2022-04-27 21:30:00	ES	Futures	4768.6	4769.45	4762.36	4768.88	3941.0
2022-04-27 22:00:00	ES	Futures	4769.16	4771.72	4767.75	4769.16	2645.0
2022-04-27 22:30:00	ES	Futures	4769.16	4777.95	4768.88	4774.27	2434.0
2022-04-27 23:00:00	ES	Futures	4774.55	4778.24	4769.73	4772.85	3274.0
2022-04-27 23:30:00	ES	Futures	4773.13	4774.83	4769.45	4772.57	2261.0
2022-04-27 00:00:00	NQ	Futures	15156.13	15167.43	15141.63	15144.82	1411.0
2022-04-27 00:30:00	NQ	Futures	15145.69	15149.75	15130.9	15143.37	1231.0
2022-04-27 01:00:00	NQ	Futures	15144.82	15153.52	15121.04	15143.37	1893.0
2022-04-27 01:30:00	NQ	Futures	15143.95	15158.74	15126.84	15146.85	2288.0

> showing 50 of 3,992 rows — these rows as CSV

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