PREVIEW / futures_30min / 2022-05-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-11.parquet
  size:    119 KB
  rows:    3,945

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
2022-05-11 00:00:00	ES	Futures	4548.08	4550.07	4545.53	4546.38	2317.0
2022-05-11 00:30:00	ES	Futures	4546.38	4550.35	4545.81	4550.35	2364.0
2022-05-11 01:00:00	ES	Futures	4550.35	4551.77	4545.81	4551.48	3755.0
2022-05-11 01:30:00	ES	Futures	4551.48	4551.77	4545.25	4547.8	2743.0
2022-05-11 02:00:00	ES	Futures	4547.51	4554.32	4541.56	4553.18	7056.0
2022-05-11 02:30:00	ES	Futures	4553.18	4554.32	4543.83	4545.81	4060.0
2022-05-11 03:00:00	ES	Futures	4545.53	4550.07	4536.74	4540.15	9804.0
2022-05-11 03:30:00	ES	Futures	4540.15	4547.51	4535.89	4545.53	5995.0
2022-05-11 04:00:00	ES	Futures	4545.25	4565.09	4544.4	4564.8	15537.0
2022-05-11 04:30:00	ES	Futures	4564.52	4582.09	4564.24	4579.54	17691.0
2022-05-11 05:00:00	ES	Futures	4579.26	4584.65	4576.71	4579.83	11466.0
2022-05-11 05:30:00	ES	Futures	4580.11	4581.81	4577.84	4580.39	5113.0
2022-05-11 06:00:00	ES	Futures	4580.11	4582.09	4570.76	4577.28	7564.0
2022-05-11 06:30:00	ES	Futures	4577.84	4584.65	4577.56	4580.96	6783.0
2022-05-11 07:00:00	ES	Futures	4580.96	4586.06	4579.26	4584.93	7382.0
2022-05-11 07:30:00	ES	Futures	4584.93	4592.3	4581.81	4584.36	12864.0
2022-05-11 08:00:00	ES	Futures	4584.65	4586.06	4570.19	4570.76	18169.0
2022-05-11 08:30:00	ES	Futures	4570.76	4571.32	4475.24	4484.31	150084.0
2022-05-11 09:00:00	ES	Futures	4484.31	4522.86	4480.91	4517.75	73638.0
2022-05-11 09:30:00	ES	Futures	4518.04	4576.14	4496.78	4565.94	263819.0
2022-05-11 10:00:00	ES	Futures	4565.65	4578.98	4535.33	4570.47	152878.0
2022-05-11 10:30:00	ES	Futures	4570.19	4586.06	4548.65	4556.87	124353.0
2022-05-11 11:00:00	ES	Futures	4556.3	4562.82	4535.04	4561.69	96890.0
2022-05-11 11:30:00	ES	Futures	4561.97	4583.23	4548.93	4555.17	91967.0
2022-05-11 12:00:00	ES	Futures	4555.45	4559.14	4525.12	4526.54	80404.0
2022-05-11 12:30:00	ES	Futures	4526.54	4536.74	4503.58	4505.28	93262.0
2022-05-11 13:00:00	ES	Futures	4505.0	4506.7	4487.99	4489.69	93875.0
2022-05-11 13:30:00	ES	Futures	4489.69	4498.76	4462.77	4465.88	105543.0
2022-05-11 14:00:00	ES	Futures	4465.88	4510.1	4465.6	4494.23	109139.0
2022-05-11 14:30:00	ES	Futures	4494.23	4518.6	4484.31	4486.58	102767.0
2022-05-11 15:00:00	ES	Futures	4486.29	4491.68	4470.42	4479.77	109441.0
2022-05-11 15:30:00	ES	Futures	4479.49	4485.72	4448.59	4458.23	193416.0
2022-05-11 16:00:00	ES	Futures	4458.23	4472.69	4452.85	4468.72	59176.0
2022-05-11 16:30:00	ES	Futures	4468.72	4474.95	4467.02	4470.42	9846.0
2022-05-11 18:00:00	ES	Futures	4466.73	4469.0	4453.41	4455.96	7870.0
2022-05-11 18:30:00	ES	Futures	4456.25	4467.3	4455.96	4467.02	3799.0
2022-05-11 19:00:00	ES	Futures	4467.02	4469.0	4462.2	4462.2	2099.0
2022-05-11 19:30:00	ES	Futures	4462.48	4474.1	4461.07	4470.14	5950.0
2022-05-11 20:00:00	ES	Futures	4470.14	4470.14	4444.63	4452.28	11940.0
2022-05-11 20:30:00	ES	Futures	4452.28	4480.62	4447.18	4476.37	11679.0
2022-05-11 21:00:00	ES	Futures	4476.37	4478.64	4465.32	4472.12	6471.0
2022-05-11 21:30:00	ES	Futures	4472.4	4483.17	4470.7	4478.36	7796.0
2022-05-11 22:00:00	ES	Futures	4478.36	4480.91	4474.67	4476.37	3564.0
2022-05-11 22:30:00	ES	Futures	4476.09	4477.5	4464.18	4471.55	5658.0
2022-05-11 23:00:00	ES	Futures	4471.55	4473.54	4467.02	4470.42	3230.0
2022-05-11 23:30:00	ES	Futures	4470.14	4474.1	4464.75	4469.0	4859.0
2022-05-11 00:00:00	NQ	Futures	14432.93	14439.89	14423.36	14428.0	958.0
2022-05-11 00:30:00	NQ	Futures	14428.0	14445.4	14426.55	14441.63	846.0
2022-05-11 01:00:00	NQ	Futures	14441.34	14454.1	14427.13	14453.23	2081.0
2022-05-11 01:30:00	NQ	Futures	14452.36	14454.97	14419.88	14428.29	1708.0

> showing 50 of 3,945 rows — these rows as CSV

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