PREVIEW / futures_30min / 2022-05-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-19.parquet
  size:    118 KB
  rows:    3,895

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
2022-05-19 00:00:00	ES	Futures	4455.68	4457.38	4453.13	4455.11	3388.0
2022-05-19 00:30:00	ES	Futures	4454.83	4459.08	4450.86	4454.55	4548.0
2022-05-19 01:00:00	ES	Futures	4454.83	4458.23	4448.03	4450.86	4602.0
2022-05-19 01:30:00	ES	Futures	4451.15	4451.43	4437.26	4441.51	10371.0
2022-05-19 02:00:00	ES	Futures	4441.79	4448.03	4436.69	4440.09	8269.0
2022-05-19 02:30:00	ES	Futures	4440.37	4446.61	4437.82	4439.52	6287.0
2022-05-19 03:00:00	ES	Futures	4439.81	4440.66	4410.33	4411.18	22045.0
2022-05-19 03:30:00	ES	Futures	4411.18	4414.58	4391.06	4412.03	30638.0
2022-05-19 04:00:00	ES	Futures	4412.03	4413.73	4397.01	4399.28	19738.0
2022-05-19 04:30:00	ES	Futures	4399.84	4403.24	4383.12	4384.25	19151.0
2022-05-19 05:00:00	ES	Futures	4384.25	4389.92	4377.45	4381.7	19205.0
2022-05-19 05:30:00	ES	Futures	4381.99	4383.69	4371.78	4376.88	16982.0
2022-05-19 06:00:00	ES	Futures	4377.17	4389.36	4374.62	4385.67	12807.0
2022-05-19 06:30:00	ES	Futures	4385.67	4403.53	4379.43	4402.96	17213.0
2022-05-19 07:00:00	ES	Futures	4402.68	4417.13	4390.77	4413.16	24789.0
2022-05-19 07:30:00	ES	Futures	4413.45	4419.97	4404.94	4413.73	21124.0
2022-05-19 08:00:00	ES	Futures	4413.73	4415.43	4396.16	4401.83	19026.0
2022-05-19 08:30:00	ES	Futures	4402.39	4405.79	4390.21	4398.99	33781.0
2022-05-19 09:00:00	ES	Futures	4398.71	4416.85	4398.14	4408.06	39622.0
2022-05-19 09:30:00	ES	Futures	4408.35	4444.91	4392.19	4409.48	240277.0
2022-05-19 10:00:00	ES	Futures	4408.91	4446.61	4404.38	4419.97	187527.0
2022-05-19 10:30:00	ES	Futures	4420.25	4433.0	4400.41	4416.85	157147.0
2022-05-19 11:00:00	ES	Futures	4416.57	4429.6	4404.94	4419.97	115574.0
2022-05-19 11:30:00	ES	Futures	4419.97	4462.48	4419.97	4446.04	133854.0
2022-05-19 12:00:00	ES	Futures	4446.33	4458.8	4433.29	4444.06	91372.0
2022-05-19 12:30:00	ES	Futures	4444.06	4446.61	4411.46	4423.93	96012.0
2022-05-19 13:00:00	ES	Futures	4423.93	4431.59	4405.51	4420.25	98728.0
2022-05-19 13:30:00	ES	Futures	4420.53	4450.01	4406.93	4444.34	109160.0
2022-05-19 14:00:00	ES	Futures	4444.06	4446.04	4424.5	4434.71	85205.0
2022-05-19 14:30:00	ES	Futures	4434.71	4460.5	4429.32	4456.53	116074.0
2022-05-19 15:00:00	ES	Futures	4456.81	4470.99	4421.95	4422.8	140015.0
2022-05-19 15:30:00	ES	Futures	4423.08	4437.26	4413.45	4418.27	204749.0
2022-05-19 16:00:00	ES	Futures	4417.98	4420.25	4410.05	4419.12	57114.0
2022-05-19 16:30:00	ES	Futures	4419.4	4424.5	4416.28	4419.68	7576.0
2022-05-19 18:00:00	ES	Futures	4422.23	4429.89	4419.68	4427.34	4027.0
2022-05-19 18:30:00	ES	Futures	4427.34	4428.47	4422.52	4424.79	2226.0
2022-05-19 19:00:00	ES	Futures	4424.79	4427.62	4420.82	4426.49	2861.0
2022-05-19 19:30:00	ES	Futures	4426.49	4433.57	4425.92	4430.74	4026.0
2022-05-19 20:00:00	ES	Futures	4431.3	4442.07	4430.74	4438.96	6939.0
2022-05-19 20:30:00	ES	Futures	4438.96	4445.19	4435.84	4437.82	6199.0
2022-05-19 21:00:00	ES	Futures	4437.82	4451.43	4436.41	4450.58	7048.0
2022-05-19 21:30:00	ES	Futures	4450.58	4455.68	4448.88	4450.86	8432.0
2022-05-19 22:00:00	ES	Futures	4451.15	4451.15	4439.81	4446.61	5466.0
2022-05-19 22:30:00	ES	Futures	4446.61	4453.13	4442.36	4452.28	4493.0
2022-05-19 23:00:00	ES	Futures	4452.28	4452.28	4445.48	4448.88	2917.0
2022-05-19 23:30:00	ES	Futures	4448.88	4452.85	4444.34	4447.18	4686.0
2022-05-19 00:00:00	NQ	Futures	13847.47	13852.69	13837.9	13841.38	1404.0
2022-05-19 00:30:00	NQ	Futures	13841.38	13861.39	13821.66	13839.06	2769.0
2022-05-19 01:00:00	NQ	Futures	13840.22	13854.72	13815.28	13827.17	2206.0
2022-05-19 01:30:00	NQ	Futures	13826.01	13828.62	13779.61	13799.33	4134.0

> showing 50 of 3,895 rows — these rows as CSV

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