PREVIEW / futures_30min / 2022-05-17

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-17.parquet
  size:    114 KB
  rows:    3,939

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
2022-05-17 00:00:00	ES	Futures	4554.03	4559.99	4554.03	4555.73	2725.0
2022-05-17 00:30:00	ES	Futures	4555.45	4559.7	4554.88	4557.72	2568.0
2022-05-17 01:00:00	ES	Futures	4557.72	4560.55	4556.58	4558.57	2342.0
2022-05-17 01:30:00	ES	Futures	4558.57	4567.64	4556.02	4563.67	4317.0
2022-05-17 02:00:00	ES	Futures	4563.95	4565.94	4559.99	4561.4	4497.0
2022-05-17 02:30:00	ES	Futures	4561.4	4567.64	4560.84	4567.64	4843.0
2022-05-17 03:00:00	ES	Futures	4567.92	4571.04	4561.97	4568.21	11692.0
2022-05-17 03:30:00	ES	Futures	4568.49	4582.66	4567.64	4578.41	12044.0
2022-05-17 04:00:00	ES	Futures	4578.41	4602.22	4578.13	4601.08	18608.0
2022-05-17 04:30:00	ES	Futures	4601.08	4615.26	4599.38	4606.19	20277.0
2022-05-17 05:00:00	ES	Futures	4605.9	4612.14	4604.49	4611.57	8461.0
2022-05-17 05:30:00	ES	Futures	4611.57	4624.04	4609.59	4622.06	15476.0
2022-05-17 06:00:00	ES	Futures	4621.78	4630.0	4618.66	4618.94	14480.0
2022-05-17 06:30:00	ES	Futures	4618.94	4621.21	4614.69	4614.69	7858.0
2022-05-17 07:00:00	ES	Futures	4614.97	4621.21	4608.74	4619.23	19125.0
2022-05-17 07:30:00	ES	Futures	4619.23	4619.23	4607.04	4607.89	12302.0
2022-05-17 08:00:00	ES	Futures	4607.89	4612.71	4601.37	4606.19	16300.0
2022-05-17 08:30:00	ES	Futures	4605.9	4612.71	4597.68	4610.44	34412.0
2022-05-17 09:00:00	ES	Futures	4610.15	4616.96	4609.02	4614.12	25759.0
2022-05-17 09:30:00	ES	Futures	4613.84	4614.41	4589.18	4598.53	164455.0
2022-05-17 10:00:00	ES	Futures	4598.25	4609.3	4586.06	4587.48	104748.0
2022-05-17 10:30:00	ES	Futures	4587.48	4592.87	4568.77	4582.38	109999.0
2022-05-17 11:00:00	ES	Futures	4582.38	4600.8	4580.68	4598.25	71718.0
2022-05-17 11:30:00	ES	Futures	4598.53	4608.17	4596.27	4601.37	73828.0
2022-05-17 12:00:00	ES	Futures	4601.37	4609.87	4591.73	4606.19	59355.0
2022-05-17 12:30:00	ES	Futures	4606.19	4618.09	4603.35	4610.44	60134.0
2022-05-17 13:00:00	ES	Futures	4610.44	4620.64	4601.37	4612.71	57746.0
2022-05-17 13:30:00	ES	Futures	4612.99	4618.09	4609.3	4611.01	43376.0
2022-05-17 14:00:00	ES	Futures	4611.01	4624.89	4579.26	4592.87	156160.0
2022-05-17 14:30:00	ES	Futures	4592.87	4627.44	4581.81	4619.51	126398.0
2022-05-17 15:00:00	ES	Futures	4619.51	4636.8	4618.37	4631.13	114617.0
2022-05-17 15:30:00	ES	Futures	4631.13	4634.53	4615.26	4632.83	173004.0
2022-05-17 16:00:00	ES	Futures	4632.83	4638.78	4628.3	4637.65	55460.0
2022-05-17 16:30:00	ES	Futures	4637.65	4638.22	4636.51	4637.65	7982.0
2022-05-17 18:00:00	ES	Futures	4638.5	4642.75	4637.37	4640.77	4109.0
2022-05-17 18:30:00	ES	Futures	4641.05	4642.47	4637.08	4637.37	2918.0
2022-05-17 19:00:00	ES	Futures	4637.65	4638.22	4634.81	4636.23	2265.0
2022-05-17 19:30:00	ES	Futures	4636.51	4637.93	4630.85	4631.98	3526.0
2022-05-17 20:00:00	ES	Futures	4631.98	4635.95	4631.13	4633.68	4332.0
2022-05-17 20:30:00	ES	Futures	4633.96	4634.53	4628.86	4630.28	4058.0
2022-05-17 21:00:00	ES	Futures	4630.28	4631.7	4626.88	4628.01	2756.0
2022-05-17 21:30:00	ES	Futures	4628.01	4628.3	4618.37	4623.76	6168.0
2022-05-17 22:00:00	ES	Futures	4623.76	4625.74	4620.93	4625.18	3028.0
2022-05-17 22:30:00	ES	Futures	4625.46	4629.15	4624.33	4625.74	3020.0
2022-05-17 23:00:00	ES	Futures	4626.03	4628.3	4621.21	4622.63	2580.0
2022-05-17 23:30:00	ES	Futures	4622.63	4622.91	4610.44	4617.52	6112.0
2022-05-17 00:00:00	NQ	Futures	14279.53	14300.12	14276.92	14286.2	1555.0
2022-05-17 00:30:00	NQ	Futures	14285.33	14300.99	14282.43	14294.32	1287.0
2022-05-17 01:00:00	NQ	Futures	14294.03	14304.18	14289.39	14294.9	1650.0
2022-05-17 01:30:00	NQ	Futures	14294.9	14323.32	14284.46	14316.65	2399.0

> showing 50 of 3,939 rows — these rows as CSV

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