PREVIEW / futures_30min / 2022-05-31

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-31.parquet
  size:    112 KB
  rows:    3,884

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
2022-05-31 00:00:00	ES	Futures	4721.55	4726.08	4719.0	4720.98	1934.0
2022-05-31 00:30:00	ES	Futures	4720.7	4724.1	4720.13	4722.96	1747.0
2022-05-31 01:00:00	ES	Futures	4723.25	4726.08	4721.26	4725.8	3090.0
2022-05-31 01:30:00	ES	Futures	4726.08	4727.22	4718.15	4719.0	5554.0
2022-05-31 02:00:00	ES	Futures	4719.0	4721.83	4706.81	4716.45	9576.0
2022-05-31 02:30:00	ES	Futures	4716.45	4717.58	4698.02	4703.69	10777.0
2022-05-31 03:00:00	ES	Futures	4703.41	4705.67	4690.65	4694.34	16708.0
2022-05-31 03:30:00	ES	Futures	4694.34	4697.74	4687.53	4693.77	12509.0
2022-05-31 04:00:00	ES	Futures	4694.05	4719.28	4693.2	4717.01	17100.0
2022-05-31 04:30:00	ES	Futures	4717.01	4722.68	4710.78	4712.76	13835.0
2022-05-31 05:00:00	ES	Futures	4713.04	4713.04	4688.1	4694.34	18050.0
2022-05-31 05:30:00	ES	Futures	4694.34	4696.89	4672.8	4681.58	19452.0
2022-05-31 06:00:00	ES	Futures	4681.87	4684.13	4673.93	4681.87	10790.0
2022-05-31 06:30:00	ES	Futures	4681.87	4698.87	4678.75	4689.23	13355.0
2022-05-31 07:00:00	ES	Futures	4689.52	4703.97	4688.67	4689.52	12630.0
2022-05-31 07:30:00	ES	Futures	4689.23	4696.89	4684.98	4690.65	10594.0
2022-05-31 08:00:00	ES	Futures	4690.94	4691.79	4677.33	4681.58	17194.0
2022-05-31 08:30:00	ES	Futures	4681.58	4682.15	4673.65	4675.06	19485.0
2022-05-31 09:00:00	ES	Futures	4674.78	4697.74	4674.78	4691.22	28670.0
2022-05-31 09:30:00	ES	Futures	4691.5	4695.47	4654.09	4664.86	170109.0
2022-05-31 10:00:00	ES	Futures	4664.58	4686.4	4651.54	4671.09	143329.0
2022-05-31 10:30:00	ES	Futures	4671.09	4690.94	4669.68	4684.42	112656.0
2022-05-31 11:00:00	ES	Futures	4684.7	4692.07	4667.13	4669.96	99057.0
2022-05-31 11:30:00	ES	Futures	4669.96	4707.09	4665.43	4703.69	95168.0
2022-05-31 12:00:00	ES	Futures	4703.69	4714.74	4690.94	4700.86	87627.0
2022-05-31 12:30:00	ES	Futures	4700.57	4717.01	4697.74	4710.21	68587.0
2022-05-31 13:00:00	ES	Futures	4710.21	4715.59	4692.64	4696.32	70391.0
2022-05-31 13:30:00	ES	Futures	4696.32	4723.53	4694.9	4722.11	67547.0
2022-05-31 14:00:00	ES	Futures	4722.11	4725.23	4707.94	4713.33	77709.0
2022-05-31 14:30:00	ES	Futures	4713.61	4715.88	4676.76	4686.12	97486.0
2022-05-31 15:00:00	ES	Futures	4685.83	4703.41	4674.78	4700.57	111242.0
2022-05-31 15:30:00	ES	Futures	4700.57	4711.34	4678.75	4684.98	344366.0
2022-05-31 16:00:00	ES	Futures	4684.98	4688.38	4674.78	4684.42	76084.0
2022-05-31 16:30:00	ES	Futures	4684.42	4687.25	4681.3	4684.98	7382.0
2022-05-31 18:00:00	ES	Futures	4692.07	4692.07	4685.55	4689.52	4734.0
2022-05-31 18:30:00	ES	Futures	4689.52	4698.02	4689.52	4696.89	4163.0
2022-05-31 19:00:00	ES	Futures	4697.17	4698.3	4692.92	4697.45	2590.0
2022-05-31 19:30:00	ES	Futures	4697.45	4703.97	4694.34	4703.12	5085.0
2022-05-31 20:00:00	ES	Futures	4703.12	4707.94	4702.84	4706.24	6448.0
2022-05-31 20:30:00	ES	Futures	4706.24	4707.37	4703.12	4704.82	2832.0
2022-05-31 21:00:00	ES	Futures	4705.11	4712.76	4703.41	4710.21	5369.0
2022-05-31 21:30:00	ES	Futures	4709.93	4711.06	4705.67	4708.79	5964.0
2022-05-31 22:00:00	ES	Futures	4708.79	4709.93	4705.11	4706.24	3939.0
2022-05-31 22:30:00	ES	Futures	4706.24	4707.94	4700.01	4700.57	3318.0
2022-05-31 23:00:00	ES	Futures	4700.57	4701.14	4696.89	4699.72	3730.0
2022-05-31 23:30:00	ES	Futures	4699.72	4701.99	4697.74	4700.86	1738.0
2022-05-31 00:00:00	NQ	Futures	14791.92	14808.16	14774.81	14787.57	1823.0
2022-05-31 00:30:00	NQ	Futures	14786.7	14800.33	14782.64	14791.34	1605.0
2022-05-31 01:00:00	NQ	Futures	14791.05	14802.36	14776.84	14798.01	2272.0
2022-05-31 01:30:00	NQ	Futures	14798.3	14806.13	14773.07	14775.1	2760.0

> showing 50 of 3,884 rows — these rows as CSV

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