PREVIEW / futures_30min / 2022-05-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-03.parquet
  size:    113 KB
  rows:    3,894

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
2022-05-03 00:00:00	ES	Futures	4722.4	4724.66	4718.43	4722.11	1459.0
2022-05-03 00:30:00	ES	Futures	4721.83	4726.37	4719.56	4719.85	3377.0
2022-05-03 01:00:00	ES	Futures	4720.13	4727.5	4718.43	4726.08	2624.0
2022-05-03 01:30:00	ES	Futures	4726.08	4726.93	4719.56	4723.25	2339.0
2022-05-03 02:00:00	ES	Futures	4723.25	4723.81	4711.91	4716.16	5438.0
2022-05-03 02:30:00	ES	Futures	4715.88	4719.56	4710.21	4712.19	4313.0
2022-05-03 03:00:00	ES	Futures	4712.48	4717.58	4699.44	4716.73	15129.0
2022-05-03 03:30:00	ES	Futures	4716.45	4722.4	4708.51	4719.28	9575.0
2022-05-03 04:00:00	ES	Futures	4719.28	4732.03	4713.33	4713.33	10584.0
2022-05-03 04:30:00	ES	Futures	4713.61	4715.31	4705.39	4709.08	6918.0
2022-05-03 05:00:00	ES	Futures	4709.08	4711.63	4702.27	4705.39	7087.0
2022-05-03 05:30:00	ES	Futures	4705.11	4711.91	4702.56	4708.79	4316.0
2022-05-03 06:00:00	ES	Futures	4709.08	4711.06	4691.22	4694.62	8549.0
2022-05-03 06:30:00	ES	Futures	4694.34	4694.62	4681.3	4687.25	11691.0
2022-05-03 07:00:00	ES	Futures	4687.25	4693.77	4683.0	4692.92	10488.0
2022-05-03 07:30:00	ES	Futures	4692.92	4701.99	4690.37	4699.72	11190.0
2022-05-03 08:00:00	ES	Futures	4699.44	4710.21	4699.16	4707.37	13773.0
2022-05-03 08:30:00	ES	Futures	4707.37	4718.71	4703.97	4715.88	20648.0
2022-05-03 09:00:00	ES	Futures	4716.16	4717.01	4705.39	4712.19	23850.0
2022-05-03 09:30:00	ES	Futures	4711.91	4720.13	4692.64	4716.73	196033.0
2022-05-03 10:00:00	ES	Futures	4716.73	4725.8	4698.02	4720.13	143993.0
2022-05-03 10:30:00	ES	Futures	4720.41	4731.18	4699.44	4714.74	109718.0
2022-05-03 11:00:00	ES	Futures	4714.46	4752.44	4708.79	4745.64	137336.0
2022-05-03 11:30:00	ES	Futures	4745.92	4756.98	4737.7	4745.07	77086.0
2022-05-03 12:00:00	ES	Futures	4745.07	4754.71	4722.96	4730.62	84614.0
2022-05-03 12:30:00	ES	Futures	4730.9	4740.25	4723.25	4734.59	59110.0
2022-05-03 13:00:00	ES	Futures	4734.59	4754.14	4733.73	4742.52	64220.0
2022-05-03 13:30:00	ES	Futures	4742.52	4753.58	4737.99	4741.1	46126.0
2022-05-03 14:00:00	ES	Futures	4741.1	4741.67	4710.49	4711.63	81697.0
2022-05-03 14:30:00	ES	Futures	4711.91	4740.25	4701.71	4738.27	116025.0
2022-05-03 15:00:00	ES	Futures	4738.55	4746.21	4722.96	4730.9	87795.0
2022-05-03 15:30:00	ES	Futures	4730.9	4738.84	4709.36	4728.07	164803.0
2022-05-03 16:00:00	ES	Futures	4728.07	4741.95	4725.52	4729.48	41779.0
2022-05-03 16:30:00	ES	Futures	4729.77	4733.17	4726.37	4732.6	3766.0
2022-05-03 18:00:00	ES	Futures	4729.2	4737.14	4726.93	4735.15	3194.0
2022-05-03 18:30:00	ES	Futures	4735.15	4735.72	4731.47	4731.75	992.0
2022-05-03 19:00:00	ES	Futures	4731.75	4734.02	4730.9	4732.6	1264.0
2022-05-03 19:30:00	ES	Futures	4732.32	4738.84	4732.03	4734.87	2426.0
2022-05-03 20:00:00	ES	Futures	4734.59	4737.99	4732.32	4733.17	2599.0
2022-05-03 20:30:00	ES	Futures	4733.17	4736.29	4732.32	4734.02	1741.0
2022-05-03 21:00:00	ES	Futures	4734.3	4740.25	4733.73	4739.97	2481.0
2022-05-03 21:30:00	ES	Futures	4739.97	4743.09	4739.12	4740.54	3189.0
2022-05-03 22:00:00	ES	Futures	4740.82	4743.66	4740.25	4741.1	1628.0
2022-05-03 22:30:00	ES	Futures	4741.1	4741.39	4730.33	4730.9	3988.0
2022-05-03 23:00:00	ES	Futures	4730.62	4734.87	4730.33	4733.17	1648.0
2022-05-03 23:30:00	ES	Futures	4733.73	4733.73	4727.5	4730.05	1918.0
2022-05-03 00:00:00	NQ	Futures	15224.56	15236.16	15214.41	15227.75	1069.0
2022-05-03 00:30:00	NQ	Futures	15226.88	15245.15	15217.31	15219.63	1885.0
2022-05-03 01:00:00	NQ	Futures	15219.34	15247.47	15208.9	15233.84	2015.0
2022-05-03 01:30:00	NQ	Futures	15235.0	15237.03	15210.93	15222.53	1372.0

> showing 50 of 3,894 rows — these rows as CSV

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