PREVIEW / futures_30min / 2022-05-20

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-20.parquet
  size:    95 KB
  rows:    3,069

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
2022-05-20 00:00:00	ES	Futures	4447.18	4457.66	4445.76	4456.81	6425.0
2022-05-20 00:30:00	ES	Futures	4456.81	4457.1	4453.13	4456.53	4351.0
2022-05-20 01:00:00	ES	Futures	4456.25	4457.38	4449.73	4452.85	5316.0
2022-05-20 01:30:00	ES	Futures	4453.13	4459.93	4451.71	4455.4	5985.0
2022-05-20 02:00:00	ES	Futures	4455.4	4459.08	4442.93	4444.63	8572.0
2022-05-20 02:30:00	ES	Futures	4444.63	4447.46	4438.96	4444.91	8563.0
2022-05-20 03:00:00	ES	Futures	4444.63	4456.81	4440.94	4453.13	13239.0
2022-05-20 03:30:00	ES	Futures	4452.85	4468.43	4450.29	4462.77	11968.0
2022-05-20 04:00:00	ES	Futures	4463.05	4466.45	4455.11	4466.45	10345.0
2022-05-20 04:30:00	ES	Futures	4466.17	4474.67	4466.17	4468.72	9269.0
2022-05-20 05:00:00	ES	Futures	4468.43	4477.79	4465.88	4474.1	9109.0
2022-05-20 05:30:00	ES	Futures	4473.82	4473.82	4463.9	4466.45	8000.0
2022-05-20 06:00:00	ES	Futures	4466.73	4472.12	4464.47	4470.14	6793.0
2022-05-20 06:30:00	ES	Futures	4469.85	4470.7	4464.18	4466.73	5701.0
2022-05-20 07:00:00	ES	Futures	4466.73	4467.02	4459.93	4463.62	7421.0
2022-05-20 07:30:00	ES	Futures	4463.62	4476.65	4463.33	4470.42	10294.0
2022-05-20 08:00:00	ES	Futures	4470.42	4472.4	4465.03	4468.15	20482.0
2022-05-20 08:30:00	ES	Futures	4468.15	4470.14	4454.83	4461.92	31202.0
2022-05-20 09:00:00	ES	Futures	4462.2	4470.42	4459.36	4461.92	44801.0
2022-05-20 09:30:00	ES	Futures	4461.92	4468.15	4443.21	4455.96	192465.0
2022-05-20 10:00:00	ES	Futures	4455.96	4461.92	4422.8	4436.69	148190.0
2022-05-20 10:30:00	ES	Futures	4436.69	4437.54	4395.59	4396.72	123847.0
2022-05-20 11:00:00	ES	Futures	4396.44	4401.26	4372.92	4385.39	151276.0
2022-05-20 11:30:00	ES	Futures	4385.1	4395.31	4378.02	4381.14	112831.0
2022-05-20 12:00:00	ES	Futures	4381.14	4383.12	4351.09	4361.29	135730.0
2022-05-20 12:30:00	ES	Futures	4361.29	4366.68	4332.1	4344.57	130925.0
2022-05-20 13:00:00	ES	Futures	4344.29	4345.42	4317.64	4318.21	122944.0
2022-05-20 13:30:00	ES	Futures	4318.21	4357.04	4316.79	4350.24	145785.0
2022-05-20 14:00:00	ES	Futures	4350.24	4353.93	4328.98	4337.77	106778.0
2022-05-20 14:30:00	ES	Futures	4337.77	4365.55	4325.58	4350.52	127473.0
2022-05-20 15:00:00	ES	Futures	4350.81	4370.36	4336.92	4370.08	110567.0
2022-05-20 15:30:00	ES	Futures	4370.36	4423.65	4361.01	4419.68	321589.0
2022-05-20 16:00:00	ES	Futures	4419.68	4427.34	4412.03	4419.4	81901.0
2022-05-20 16:30:00	ES	Futures	4419.4	4426.2	4418.83	4423.93	12052.0
2022-05-20 00:00:00	NQ	Futures	13897.92	13937.36	13890.96	13932.43	2827.0
2022-05-20 00:30:00	NQ	Futures	13932.72	13933.3	13919.96	13932.14	2025.0
2022-05-20 01:00:00	NQ	Futures	13931.56	13938.52	13904.59	13921.41	2335.0
2022-05-20 01:30:00	NQ	Futures	13922.86	13948.38	13916.77	13938.52	2995.0
2022-05-20 02:00:00	NQ	Futures	13939.39	13955.34	13899.37	13904.88	3911.0
2022-05-20 02:30:00	NQ	Futures	13904.01	13913.87	13877.05	13901.98	4813.0
2022-05-20 03:00:00	NQ	Futures	13901.98	13952.15	13887.77	13933.3	6501.0
2022-05-20 03:30:00	NQ	Futures	13932.43	13994.78	13924.89	13980.86	6219.0
2022-05-20 04:00:00	NQ	Futures	13978.54	13997.68	13955.05	13997.68	5081.0
2022-05-20 04:30:00	NQ	Futures	13997.1	14020.87	13991.59	13994.49	5157.0
2022-05-20 05:00:00	NQ	Futures	13994.2	14031.02	13984.05	14005.79	4812.0
2022-05-20 05:30:00	NQ	Futures	14005.21	14007.24	13968.39	13981.15	3692.0
2022-05-20 06:00:00	NQ	Futures	13982.02	14003.47	13973.9	13997.1	3607.0
2022-05-20 06:30:00	NQ	Futures	13997.97	13999.13	13963.17	13971.29	3439.0
2022-05-20 07:00:00	NQ	Futures	13971.87	13978.83	13946.64	13964.62	4206.0
2022-05-20 07:30:00	NQ	Futures	13965.49	14017.68	13964.62	13991.3	5269.0

> showing 50 of 3,069 rows — these rows as CSV

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