PREVIEW / futures_30min / 2022-05-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-06.parquet
  size:    100 KB
  rows:    3,207

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
2022-05-06 00:00:00	ES	Futures	4699.72	4701.42	4692.92	4694.34	3339.0
2022-05-06 00:30:00	ES	Futures	4694.34	4694.9	4690.09	4694.34	3259.0
2022-05-06 01:00:00	ES	Futures	4694.05	4694.9	4687.25	4694.05	3720.0
2022-05-06 01:30:00	ES	Futures	4694.05	4695.19	4689.52	4694.34	4882.0
2022-05-06 02:00:00	ES	Futures	4694.62	4701.99	4690.09	4690.94	7152.0
2022-05-06 02:30:00	ES	Futures	4690.94	4701.99	4688.67	4689.8	6248.0
2022-05-06 03:00:00	ES	Futures	4689.8	4689.8	4675.35	4677.61	15735.0
2022-05-06 03:30:00	ES	Futures	4677.61	4683.0	4662.87	4682.72	17277.0
2022-05-06 04:00:00	ES	Futures	4682.72	4691.79	4675.35	4690.65	12533.0
2022-05-06 04:30:00	ES	Futures	4690.94	4700.01	4676.76	4679.31	13714.0
2022-05-06 05:00:00	ES	Futures	4679.31	4684.13	4669.39	4670.81	10596.0
2022-05-06 05:30:00	ES	Futures	4670.81	4689.8	4670.24	4688.38	7750.0
2022-05-06 06:00:00	ES	Futures	4688.67	4689.52	4677.33	4686.68	6875.0
2022-05-06 06:30:00	ES	Futures	4686.68	4691.5	4676.48	4681.3	6486.0
2022-05-06 07:00:00	ES	Futures	4681.58	4681.87	4665.14	4667.41	10756.0
2022-05-06 07:30:00	ES	Futures	4667.13	4676.76	4661.74	4674.78	10968.0
2022-05-06 08:00:00	ES	Futures	4674.5	4687.25	4673.36	4683.0	13085.0
2022-05-06 08:30:00	ES	Futures	4682.15	4707.94	4661.17	4663.16	75198.0
2022-05-06 09:00:00	ES	Futures	4663.44	4674.5	4657.49	4667.13	44725.0
2022-05-06 09:30:00	ES	Futures	4667.13	4674.78	4605.34	4612.99	261316.0
2022-05-06 10:00:00	ES	Futures	4612.71	4672.51	4605.62	4647.57	236424.0
2022-05-06 10:30:00	ES	Futures	4647.85	4693.2	4627.16	4684.98	181592.0
2022-05-06 11:00:00	ES	Futures	4684.7	4708.79	4665.99	4696.32	130981.0
2022-05-06 11:30:00	ES	Futures	4696.6	4699.16	4648.42	4652.39	114403.0
2022-05-06 12:00:00	ES	Futures	4652.39	4689.23	4648.42	4674.5	112906.0
2022-05-06 12:30:00	ES	Futures	4675.06	4699.16	4663.44	4696.89	88667.0
2022-05-06 13:00:00	ES	Futures	4696.89	4703.69	4664.86	4677.33	87134.0
2022-05-06 13:30:00	ES	Futures	4677.33	4687.25	4651.54	4655.22	78854.0
2022-05-06 14:00:00	ES	Futures	4654.94	4662.31	4634.53	4639.35	89192.0
2022-05-06 14:30:00	ES	Futures	4639.35	4660.61	4628.58	4641.33	98736.0
2022-05-06 15:00:00	ES	Futures	4641.33	4647.29	4623.48	4637.93	115068.0
2022-05-06 15:30:00	ES	Futures	4637.93	4688.1	4637.37	4669.96	226750.0
2022-05-06 16:00:00	ES	Futures	4669.96	4671.94	4651.82	4657.49	54789.0
2022-05-06 16:30:00	ES	Futures	4657.49	4665.14	4656.07	4660.61	7831.0
2022-05-06 00:00:00	NQ	Futures	14929.66	14933.13	14891.38	14900.37	1963.0
2022-05-06 00:30:00	NQ	Futures	14900.08	14904.14	14878.62	14893.99	1348.0
2022-05-06 01:00:00	NQ	Futures	14895.44	14907.04	14873.11	14901.53	1707.0
2022-05-06 01:30:00	NQ	Futures	14901.53	14905.88	14883.55	14899.5	1601.0
2022-05-06 02:00:00	NQ	Futures	14901.24	14944.73	14883.55	14886.45	3963.0
2022-05-06 02:30:00	NQ	Futures	14888.48	14929.37	14878.91	14884.13	3159.0
2022-05-06 03:00:00	NQ	Futures	14883.26	14885.0	14836.86	14849.62	7115.0
2022-05-06 03:30:00	NQ	Futures	14849.33	14868.18	14786.41	14864.99	8970.0
2022-05-06 04:00:00	NQ	Futures	14864.7	14892.83	14834.25	14889.93	7015.0
2022-05-06 04:30:00	NQ	Futures	14890.51	14923.86	14831.06	14836.28	6775.0
2022-05-06 05:00:00	NQ	Futures	14835.12	14855.13	14804.68	14809.9	4771.0
2022-05-06 05:30:00	NQ	Futures	14811.06	14872.82	14808.45	14865.86	4360.0
2022-05-06 06:00:00	NQ	Futures	14866.73	14873.4	14826.42	14861.8	3498.0
2022-05-06 06:30:00	NQ	Futures	14863.25	14877.75	14818.3	14838.02	3518.0
2022-05-06 07:00:00	NQ	Futures	14838.02	14840.34	14776.84	14781.77	5719.0
2022-05-06 07:30:00	NQ	Futures	14781.77	14826.71	14762.05	14817.14	7146.0

> showing 50 of 3,207 rows — these rows as CSV

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