PREVIEW / futures_30min / 2022-05-02

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-02.parquet
  size:    113 KB
  rows:    3,818

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
2022-05-02 00:00:00	ES	Futures	4703.97	4707.66	4701.14	4702.84	3253.0
2022-05-02 00:30:00	ES	Futures	4702.84	4707.37	4699.44	4705.96	2892.0
2022-05-02 01:00:00	ES	Futures	4705.96	4710.49	4700.29	4704.26	3946.0
2022-05-02 01:30:00	ES	Futures	4704.26	4708.51	4690.94	4692.35	6807.0
2022-05-02 02:00:00	ES	Futures	4692.07	4706.52	4691.79	4706.24	5251.0
2022-05-02 02:30:00	ES	Futures	4706.24	4710.78	4701.99	4709.08	4258.0
2022-05-02 03:00:00	ES	Futures	4709.36	4714.46	4700.86	4710.78	10953.0
2022-05-02 03:30:00	ES	Futures	4710.49	4711.34	4675.91	4687.53	14478.0
2022-05-02 04:00:00	ES	Futures	4687.25	4707.94	4684.98	4698.02	11014.0
2022-05-02 04:30:00	ES	Futures	4698.3	4700.29	4684.42	4690.09	7335.0
2022-05-02 05:00:00	ES	Futures	4689.8	4703.41	4689.52	4700.86	7673.0
2022-05-02 05:30:00	ES	Futures	4700.29	4705.11	4697.74	4698.02	4410.0
2022-05-02 06:00:00	ES	Futures	4698.02	4703.69	4693.49	4700.01	6581.0
2022-05-02 06:30:00	ES	Futures	4700.01	4704.54	4692.35	4694.62	6944.0
2022-05-02 07:00:00	ES	Futures	4694.9	4698.3	4684.13	4686.12	7481.0
2022-05-02 07:30:00	ES	Futures	4685.83	4685.83	4661.17	4663.73	16940.0
2022-05-02 08:00:00	ES	Futures	4664.01	4672.23	4661.17	4671.94	18002.0
2022-05-02 08:30:00	ES	Futures	4671.94	4676.2	4660.61	4667.41	19872.0
2022-05-02 09:00:00	ES	Futures	4667.13	4688.67	4667.13	4679.03	33343.0
2022-05-02 09:30:00	ES	Futures	4679.03	4694.05	4646.15	4681.02	254258.0
2022-05-02 10:00:00	ES	Futures	4681.3	4711.91	4659.47	4705.67	207744.0
2022-05-02 10:30:00	ES	Futures	4705.96	4722.96	4681.02	4683.0	146750.0
2022-05-02 11:00:00	ES	Futures	4683.0	4684.98	4655.22	4661.74	128118.0
2022-05-02 11:30:00	ES	Futures	4661.74	4676.48	4652.95	4674.78	119365.0
2022-05-02 12:00:00	ES	Futures	4674.78	4684.42	4652.67	4672.23	92749.0
2022-05-02 12:30:00	ES	Futures	4672.23	4681.02	4639.63	4643.6	91744.0
2022-05-02 13:00:00	ES	Futures	4643.88	4656.07	4632.55	4640.2	96400.0
2022-05-02 13:30:00	ES	Futures	4640.2	4648.42	4620.08	4628.3	96370.0
2022-05-02 14:00:00	ES	Futures	4628.01	4641.62	4606.75	4612.99	105290.0
2022-05-02 14:30:00	ES	Futures	4612.71	4629.15	4598.53	4614.41	113499.0
2022-05-02 15:00:00	ES	Futures	4614.12	4684.13	4613.27	4676.76	178143.0
2022-05-02 15:30:00	ES	Futures	4676.76	4708.79	4672.51	4706.81	273985.0
2022-05-02 16:00:00	ES	Futures	4706.81	4712.19	4696.89	4700.01	62379.0
2022-05-02 16:30:00	ES	Futures	4700.01	4704.82	4699.16	4700.86	6895.0
2022-05-02 18:00:00	ES	Futures	4700.01	4701.99	4698.3	4701.42	2552.0
2022-05-02 18:30:00	ES	Futures	4701.42	4701.71	4695.75	4697.17	1972.0
2022-05-02 19:00:00	ES	Futures	4697.17	4704.54	4697.17	4702.84	2168.0
2022-05-02 19:30:00	ES	Futures	4702.56	4703.41	4698.87	4703.41	1740.0
2022-05-02 20:00:00	ES	Futures	4703.12	4708.51	4700.86	4705.67	4161.0
2022-05-02 20:30:00	ES	Futures	4705.96	4717.58	4705.11	4714.46	5478.0
2022-05-02 21:00:00	ES	Futures	4714.46	4716.45	4706.81	4708.79	3941.0
2022-05-02 21:30:00	ES	Futures	4708.79	4720.13	4705.96	4717.58	5073.0
2022-05-02 22:00:00	ES	Futures	4717.3	4728.35	4717.01	4728.35	6667.0
2022-05-02 22:30:00	ES	Futures	4728.07	4734.59	4724.38	4730.05	5517.0
2022-05-02 23:00:00	ES	Futures	4729.77	4732.32	4726.08	4726.37	2956.0
2022-05-02 23:30:00	ES	Futures	4726.37	4726.93	4720.98	4722.11	2408.0
2022-05-02 00:00:00	NQ	Futures	15016.07	15028.54	15000.12	15010.56	2136.0
2022-05-02 00:30:00	NQ	Futures	15008.53	15024.48	14994.61	15016.94	1693.0
2022-05-02 01:00:00	NQ	Futures	15018.68	15033.47	14993.74	15011.72	2572.0
2022-05-02 01:30:00	NQ	Futures	15011.14	15029.99	14965.9	14971.12	4022.0

> showing 50 of 3,818 rows — these rows as CSV

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