PREVIEW / futures_30min / 2022-04-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-04-28.parquet
  size:    117 KB
  rows:    3,957

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
2022-04-28 00:00:00	ES	Futures	4772.57	4773.98	4770.58	4772.57	1988.0
2022-04-28 00:30:00	ES	Futures	4772.85	4778.24	4772.0	4777.95	1605.0
2022-04-28 01:00:00	ES	Futures	4777.67	4777.95	4774.27	4777.67	2491.0
2022-04-28 01:30:00	ES	Futures	4777.67	4784.47	4773.13	4780.5	5621.0
2022-04-28 02:00:00	ES	Futures	4780.5	4792.41	4778.52	4789.86	6873.0
2022-04-28 02:30:00	ES	Futures	4789.86	4794.96	4788.16	4793.54	4749.0
2022-04-28 03:00:00	ES	Futures	4793.54	4808.85	4789.29	4808.28	20096.0
2022-04-28 03:30:00	ES	Futures	4808.0	4815.93	4804.31	4805.16	13454.0
2022-04-28 04:00:00	ES	Futures	4805.16	4817.92	4805.16	4817.92	14867.0
2022-04-28 04:30:00	ES	Futures	4817.92	4826.42	4815.08	4825.85	13026.0
2022-04-28 05:00:00	ES	Futures	4825.57	4828.4	4815.08	4817.07	10915.0
2022-04-28 05:30:00	ES	Futures	4817.35	4820.47	4810.55	4813.67	9622.0
2022-04-28 06:00:00	ES	Futures	4813.67	4815.37	4803.46	4805.16	7507.0
2022-04-28 06:30:00	ES	Futures	4805.16	4808.85	4800.63	4805.45	8985.0
2022-04-28 07:00:00	ES	Futures	4805.73	4817.63	4805.16	4810.83	9731.0
2022-04-28 07:30:00	ES	Futures	4810.83	4812.25	4802.33	4805.16	8959.0
2022-04-28 08:00:00	ES	Futures	4805.16	4806.58	4797.23	4797.23	13914.0
2022-04-28 08:30:00	ES	Futures	4797.51	4808.0	4785.32	4790.99	41301.0
2022-04-28 09:00:00	ES	Futures	4790.71	4800.06	4788.16	4795.52	28659.0
2022-04-28 09:30:00	ES	Futures	4795.52	4804.88	4764.35	4774.55	176354.0
2022-04-28 10:00:00	ES	Futures	4774.27	4777.1	4751.59	4752.16	137246.0
2022-04-28 10:30:00	ES	Futures	4751.88	4764.63	4741.95	4761.23	102996.0
2022-04-28 11:00:00	ES	Futures	4761.51	4784.47	4758.68	4777.95	89086.0
2022-04-28 11:30:00	ES	Futures	4778.24	4784.47	4763.21	4775.4	81277.0
2022-04-28 12:00:00	ES	Futures	4775.4	4806.3	4769.45	4806.3	69694.0
2022-04-28 12:30:00	ES	Futures	4806.3	4835.49	4804.59	4833.22	106855.0
2022-04-28 13:00:00	ES	Futures	4833.22	4852.78	4828.97	4847.68	98345.0
2022-04-28 13:30:00	ES	Futures	4847.68	4856.46	4841.44	4851.08	83621.0
2022-04-28 14:00:00	ES	Futures	4851.08	4857.03	4845.98	4855.05	54348.0
2022-04-28 14:30:00	ES	Futures	4855.33	4874.32	4850.8	4867.8	79441.0
2022-04-28 15:00:00	ES	Futures	4867.8	4879.14	4863.83	4869.22	78506.0
2022-04-28 15:30:00	ES	Futures	4869.22	4870.35	4842.01	4858.45	202319.0
2022-04-28 16:00:00	ES	Futures	4858.17	4860.15	4822.74	4833.22	97456.0
2022-04-28 16:30:00	ES	Futures	4833.51	4862.42	4826.99	4830.1	25386.0
2022-04-28 18:00:00	ES	Futures	4811.68	4823.3	4802.04	4817.63	12674.0
2022-04-28 18:30:00	ES	Futures	4817.35	4821.88	4810.55	4813.67	4509.0
2022-04-28 19:00:00	ES	Futures	4813.95	4818.48	4810.55	4816.78	3059.0
2022-04-28 19:30:00	ES	Futures	4817.07	4817.92	4811.68	4813.38	2254.0
2022-04-28 20:00:00	ES	Futures	4813.67	4829.25	4813.38	4828.4	5079.0
2022-04-28 20:30:00	ES	Futures	4828.4	4828.69	4823.3	4826.7	3033.0
2022-04-28 21:00:00	ES	Futures	4826.99	4836.62	4825.29	4834.36	5146.0
2022-04-28 21:30:00	ES	Futures	4834.36	4844.56	4834.36	4839.17	7493.0
2022-04-28 22:00:00	ES	Futures	4839.46	4842.29	4835.21	4837.76	3809.0
2022-04-28 22:30:00	ES	Futures	4837.76	4837.76	4830.39	4835.49	3793.0
2022-04-28 23:00:00	ES	Futures	4835.21	4839.46	4831.24	4838.04	3265.0
2022-04-28 23:30:00	ES	Futures	4838.04	4839.17	4831.52	4836.91	4201.0
2022-04-28 00:00:00	NQ	Futures	15286.61	15290.67	15275.31	15283.13	962.0
2022-04-28 00:30:00	NQ	Futures	15283.71	15308.65	15277.05	15306.91	1691.0
2022-04-28 01:00:00	NQ	Futures	15306.62	15307.49	15284.0	15294.15	1606.0
2022-04-28 01:30:00	NQ	Futures	15294.15	15319.96	15271.54	15297.92	3679.0

> showing 50 of 3,957 rows — these rows as CSV

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