PREVIEW / futures_30min / 2022-05-26

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-26.parquet
  size:    111 KB
  rows:    3,844

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
2022-05-26 00:00:00	ES	Futures	4506.98	4507.83	4501.31	4502.45	1593.0
2022-05-26 00:30:00	ES	Futures	4502.45	4504.15	4495.93	4496.78	1904.0
2022-05-26 01:00:00	ES	Futures	4496.78	4501.31	4494.23	4498.76	3633.0
2022-05-26 01:30:00	ES	Futures	4498.76	4501.31	4490.26	4493.94	4443.0
2022-05-26 02:00:00	ES	Futures	4493.66	4499.05	4490.26	4496.21	5065.0
2022-05-26 02:30:00	ES	Futures	4496.5	4502.45	4493.38	4500.18	3290.0
2022-05-26 03:00:00	ES	Futures	4499.9	4510.67	4499.61	4510.38	9382.0
2022-05-26 03:30:00	ES	Futures	4510.38	4526.82	4510.38	4526.54	14702.0
2022-05-26 04:00:00	ES	Futures	4526.54	4526.82	4509.25	4509.82	8976.0
2022-05-26 04:30:00	ES	Futures	4510.1	4510.95	4498.76	4504.43	10103.0
2022-05-26 05:00:00	ES	Futures	4504.72	4513.5	4500.18	4509.82	5887.0
2022-05-26 05:30:00	ES	Futures	4510.1	4522.01	4508.4	4519.74	7151.0
2022-05-26 06:00:00	ES	Futures	4519.45	4524.27	4514.92	4515.2	6269.0
2022-05-26 06:30:00	ES	Futures	4515.2	4526.26	4512.37	4523.14	7097.0
2022-05-26 07:00:00	ES	Futures	4522.86	4546.1	4522.01	4544.4	21550.0
2022-05-26 07:30:00	ES	Futures	4544.4	4545.53	4534.48	4537.03	17958.0
2022-05-26 08:00:00	ES	Futures	4537.31	4537.31	4528.24	4530.51	17425.0
2022-05-26 08:30:00	ES	Futures	4529.94	4540.71	4518.6	4535.33	29749.0
2022-05-26 09:00:00	ES	Futures	4535.33	4536.46	4520.87	4523.14	33365.0
2022-05-26 09:30:00	ES	Futures	4522.86	4569.62	4520.87	4567.07	171038.0
2022-05-26 10:00:00	ES	Futures	4566.79	4583.51	4565.09	4575.58	119761.0
2022-05-26 10:30:00	ES	Futures	4575.86	4583.8	4570.47	4583.51	77776.0
2022-05-26 11:00:00	ES	Futures	4583.51	4594.0	4582.09	4586.35	81216.0
2022-05-26 11:30:00	ES	Futures	4586.35	4591.45	4580.11	4588.05	64575.0
2022-05-26 12:00:00	ES	Futures	4588.33	4603.07	4586.06	4603.07	53859.0
2022-05-26 12:30:00	ES	Futures	4602.79	4610.72	4598.82	4610.15	53161.0
2022-05-26 13:00:00	ES	Futures	4610.15	4618.09	4600.23	4601.94	68194.0
2022-05-26 13:30:00	ES	Futures	4602.22	4610.44	4601.08	4609.3	38787.0
2022-05-26 14:00:00	ES	Futures	4609.3	4613.56	4603.35	4607.89	54228.0
2022-05-26 14:30:00	ES	Futures	4607.89	4609.59	4599.38	4606.47	48174.0
2022-05-26 15:00:00	ES	Futures	4606.19	4607.32	4589.75	4595.98	83060.0
2022-05-26 15:30:00	ES	Futures	4595.98	4618.37	4594.28	4597.97	187298.0
2022-05-26 16:00:00	ES	Futures	4598.25	4599.38	4587.76	4591.45	51769.0
2022-05-26 16:30:00	ES	Futures	4591.16	4594.0	4590.31	4592.58	6476.0
2022-05-26 18:00:00	ES	Futures	4588.9	4600.52	4588.61	4596.27	4188.0
2022-05-26 18:30:00	ES	Futures	4596.55	4597.97	4594.0	4596.27	2046.0
2022-05-26 19:00:00	ES	Futures	4596.27	4598.82	4594.0	4598.25	1380.0
2022-05-26 19:30:00	ES	Futures	4598.25	4602.22	4597.68	4599.38	2776.0
2022-05-26 20:00:00	ES	Futures	4599.38	4602.5	4595.7	4598.82	4172.0
2022-05-26 20:30:00	ES	Futures	4598.82	4599.95	4581.81	4588.33	7439.0
2022-05-26 21:00:00	ES	Futures	4588.61	4594.0	4586.91	4590.31	3628.0
2022-05-26 21:30:00	ES	Futures	4590.6	4594.85	4586.06	4592.01	4070.0
2022-05-26 22:00:00	ES	Futures	4592.3	4594.0	4588.33	4589.18	2362.0
2022-05-26 22:30:00	ES	Futures	4589.46	4591.16	4586.63	4587.76	2171.0
2022-05-26 23:00:00	ES	Futures	4588.05	4595.42	4587.48	4594.57	2550.0
2022-05-26 23:30:00	ES	Futures	4594.85	4594.85	4589.46	4589.75	1594.0
2022-05-26 00:00:00	NQ	Futures	13818.47	13819.92	13794.69	13799.33	1242.0
2022-05-26 00:30:00	NQ	Futures	13799.62	13808.03	13769.18	13773.81	1783.0
2022-05-26 01:00:00	NQ	Futures	13772.65	13789.76	13760.19	13777.0	3227.0
2022-05-26 01:30:00	NQ	Futures	13777.0	13788.6	13747.14	13758.74	3506.0

> showing 50 of 3,844 rows — these rows as CSV

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