PREVIEW / futures_30min / 2022-05-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-23.parquet
  size:    110 KB
  rows:    3,818

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
2022-05-23 00:00:00	ES	Futures	4455.96	4463.33	4455.96	4461.63	3111.0
2022-05-23 00:30:00	ES	Futures	4461.92	4465.32	4454.83	4457.1	2510.0
2022-05-23 01:00:00	ES	Futures	4457.66	4459.93	4455.11	4458.51	2469.0
2022-05-23 01:30:00	ES	Futures	4458.51	4476.65	4455.96	4468.72	10780.0
2022-05-23 02:00:00	ES	Futures	4468.43	4484.02	4465.6	4477.79	11654.0
2022-05-23 02:30:00	ES	Futures	4478.07	4484.59	4475.8	4482.04	7095.0
2022-05-23 03:00:00	ES	Futures	4482.04	4484.02	4469.29	4472.12	12094.0
2022-05-23 03:30:00	ES	Futures	4471.84	4476.37	4461.07	4469.0	10932.0
2022-05-23 04:00:00	ES	Futures	4468.72	4476.94	4441.22	4450.58	16988.0
2022-05-23 04:30:00	ES	Futures	4450.29	4451.15	4434.99	4443.49	10647.0
2022-05-23 05:00:00	ES	Futures	4443.78	4451.71	4438.11	4450.86	9868.0
2022-05-23 05:30:00	ES	Futures	4451.15	4458.8	4443.21	4447.46	10105.0
2022-05-23 06:00:00	ES	Futures	4447.46	4454.26	4445.48	4453.41	5688.0
2022-05-23 06:30:00	ES	Futures	4453.7	4476.09	4453.41	4474.67	12579.0
2022-05-23 07:00:00	ES	Futures	4474.67	4476.65	4462.2	4466.17	9514.0
2022-05-23 07:30:00	ES	Futures	4466.17	4466.45	4456.25	4463.33	10554.0
2022-05-23 08:00:00	ES	Futures	4463.62	4472.12	4462.2	4464.18	13344.0
2022-05-23 08:30:00	ES	Futures	4464.18	4464.75	4455.68	4459.36	13994.0
2022-05-23 09:00:00	ES	Futures	4459.65	4469.0	4454.83	4456.81	23297.0
2022-05-23 09:30:00	ES	Futures	4456.81	4474.95	4436.97	4449.73	198410.0
2022-05-23 10:00:00	ES	Futures	4449.73	4470.7	4429.04	4470.42	174675.0
2022-05-23 10:30:00	ES	Futures	4470.42	4482.04	4455.68	4468.72	140898.0
2022-05-23 11:00:00	ES	Futures	4468.72	4494.51	4464.47	4491.96	105061.0
2022-05-23 11:30:00	ES	Futures	4491.96	4505.0	4489.98	4497.91	82567.0
2022-05-23 12:00:00	ES	Futures	4498.2	4511.23	4495.08	4499.05	69116.0
2022-05-23 12:30:00	ES	Futures	4499.05	4503.86	4484.87	4492.81	63522.0
2022-05-23 13:00:00	ES	Futures	4492.81	4493.38	4470.14	4483.17	78067.0
2022-05-23 13:30:00	ES	Futures	4483.17	4502.45	4478.64	4501.31	67090.0
2022-05-23 14:00:00	ES	Futures	4501.03	4508.12	4494.79	4502.73	59201.0
2022-05-23 14:30:00	ES	Futures	4502.73	4512.93	4493.94	4495.65	71880.0
2022-05-23 15:00:00	ES	Futures	4495.65	4507.27	4488.28	4494.51	79358.0
2022-05-23 15:30:00	ES	Futures	4494.51	4505.28	4480.91	4503.3	173253.0
2022-05-23 16:00:00	ES	Futures	4503.58	4514.92	4503.3	4508.12	51849.0
2022-05-23 16:30:00	ES	Futures	4508.12	4511.23	4507.27	4510.1	5900.0
2022-05-23 18:00:00	ES	Futures	4480.34	4481.47	4454.55	4464.18	18295.0
2022-05-23 18:30:00	ES	Futures	4464.18	4474.1	4462.2	4472.4	4580.0
2022-05-23 19:00:00	ES	Futures	4472.69	4476.09	4465.32	4467.58	4966.0
2022-05-23 19:30:00	ES	Futures	4467.87	4477.5	4467.02	4475.8	4449.0
2022-05-23 20:00:00	ES	Futures	4475.52	4478.36	4467.58	4470.42	6235.0
2022-05-23 20:30:00	ES	Futures	4470.14	4474.67	4469.57	4470.42	2893.0
2022-05-23 21:00:00	ES	Futures	4470.42	4472.69	4463.62	4468.15	5090.0
2022-05-23 21:30:00	ES	Futures	4467.87	4474.39	4466.73	4469.57	4439.0
2022-05-23 22:00:00	ES	Futures	4469.85	4470.42	4465.03	4466.17	3461.0
2022-05-23 22:30:00	ES	Futures	4466.17	4468.15	4462.77	4467.3	2622.0
2022-05-23 23:00:00	ES	Futures	4467.3	4467.58	4463.62	4465.03	1769.0
2022-05-23 23:30:00	ES	Futures	4464.75	4469.29	4464.18	4468.43	2090.0
2022-05-23 00:00:00	NQ	Futures	13871.54	13902.56	13871.54	13898.21	1736.0
2022-05-23 00:30:00	NQ	Futures	13898.79	13913.58	13862.55	13876.47	2015.0
2022-05-23 01:00:00	NQ	Futures	13878.21	13884.59	13864.87	13878.21	1364.0
2022-05-23 01:30:00	NQ	Futures	13877.05	13946.35	13864.29	13910.97	4521.0

> showing 50 of 3,818 rows — these rows as CSV

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