PREVIEW / futures_30min / 2022-06-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-03.parquet
  size:    86 KB
  rows:    2,869

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
2022-06-03 00:00:00	ES	Futures	4734.59	4738.84	4734.59	4738.27	1615.0
2022-06-03 00:30:00	ES	Futures	4738.27	4740.54	4734.87	4735.44	1845.0
2022-06-03 01:00:00	ES	Futures	4735.15	4739.97	4734.59	4739.4	1586.0
2022-06-03 01:30:00	ES	Futures	4739.12	4741.95	4737.42	4739.69	3666.0
2022-06-03 02:00:00	ES	Futures	4739.97	4742.52	4736.0	4738.55	5045.0
2022-06-03 02:30:00	ES	Futures	4738.55	4740.82	4735.72	4736.0	2737.0
2022-06-03 03:00:00	ES	Futures	4736.29	4736.29	4724.38	4724.66	12471.0
2022-06-03 03:30:00	ES	Futures	4724.95	4726.93	4721.55	4721.83	7830.0
2022-06-03 04:00:00	ES	Futures	4721.55	4727.5	4718.15	4722.96	9912.0
2022-06-03 04:30:00	ES	Futures	4722.96	4724.38	4717.01	4721.83	7329.0
2022-06-03 05:00:00	ES	Futures	4722.11	4722.68	4715.88	4717.01	5873.0
2022-06-03 05:30:00	ES	Futures	4716.73	4719.56	4712.48	4719.56	6924.0
2022-06-03 06:00:00	ES	Futures	4719.85	4720.13	4713.89	4717.86	4716.0
2022-06-03 06:30:00	ES	Futures	4718.15	4720.13	4706.52	4708.51	9139.0
2022-06-03 07:00:00	ES	Futures	4708.23	4710.49	4698.3	4705.39	15381.0
2022-06-03 07:30:00	ES	Futures	4705.11	4708.79	4694.05	4695.75	11009.0
2022-06-03 08:00:00	ES	Futures	4695.75	4705.96	4695.19	4703.41	12967.0
2022-06-03 08:30:00	ES	Futures	4703.69	4718.43	4683.57	4690.09	68950.0
2022-06-03 09:00:00	ES	Futures	4690.09	4693.2	4676.76	4677.33	36002.0
2022-06-03 09:30:00	ES	Futures	4677.61	4695.75	4665.99	4685.83	175855.0
2022-06-03 10:00:00	ES	Futures	4686.12	4696.32	4673.65	4678.46	132713.0
2022-06-03 10:30:00	ES	Futures	4678.46	4681.58	4658.62	4664.86	103643.0
2022-06-03 11:00:00	ES	Futures	4664.86	4665.99	4644.73	4650.69	83939.0
2022-06-03 11:30:00	ES	Futures	4650.97	4663.73	4647.57	4655.22	72977.0
2022-06-03 12:00:00	ES	Futures	4655.22	4665.43	4647.29	4663.16	67154.0
2022-06-03 12:30:00	ES	Futures	4663.16	4675.91	4658.91	4674.78	49928.0
2022-06-03 13:00:00	ES	Futures	4674.78	4687.53	4660.32	4667.41	78239.0
2022-06-03 13:30:00	ES	Futures	4667.69	4669.68	4654.66	4658.91	54243.0
2022-06-03 14:00:00	ES	Futures	4659.19	4674.5	4653.52	4673.93	55782.0
2022-06-03 14:30:00	ES	Futures	4673.93	4674.21	4657.77	4667.98	52408.0
2022-06-03 15:00:00	ES	Futures	4668.26	4670.81	4648.99	4661.46	70955.0
2022-06-03 15:30:00	ES	Futures	4661.17	4664.58	4648.42	4657.49	152676.0
2022-06-03 16:00:00	ES	Futures	4657.77	4664.01	4652.39	4658.91	45145.0
2022-06-03 16:30:00	ES	Futures	4658.91	4662.59	4656.92	4659.19	5106.0
2022-06-03 00:00:00	NQ	Futures	14951.98	14967.64	14951.69	14964.45	782.0
2022-06-03 00:30:00	NQ	Futures	14964.45	14973.15	14951.4	14952.85	1190.0
2022-06-03 01:00:00	NQ	Futures	14951.98	14968.51	14950.24	14965.9	1033.0
2022-06-03 01:30:00	NQ	Futures	14965.03	14971.99	14953.43	14964.45	1233.0
2022-06-03 02:00:00	NQ	Futures	14964.74	14970.25	14949.37	14955.75	1929.0
2022-06-03 02:30:00	NQ	Futures	14956.04	14965.03	14941.54	14947.05	1492.0
2022-06-03 03:00:00	NQ	Futures	14946.47	14948.5	14889.64	14893.12	6002.0
2022-06-03 03:30:00	NQ	Futures	14893.99	14897.47	14872.24	14878.04	4327.0
2022-06-03 04:00:00	NQ	Futures	14877.75	14902.4	14857.45	14888.19	6141.0
2022-06-03 04:30:00	NQ	Futures	14887.9	14896.31	14873.11	14891.96	3540.0
2022-06-03 05:00:00	NQ	Futures	14892.25	14896.6	14859.48	14867.02	3134.0
2022-06-03 05:30:00	NQ	Futures	14867.6	14879.49	14849.33	14879.2	3722.0
2022-06-03 06:00:00	NQ	Futures	14879.78	14881.52	14847.88	14862.67	3842.0
2022-06-03 06:30:00	NQ	Futures	14862.96	14873.4	14805.26	14814.83	7124.0
2022-06-03 07:00:00	NQ	Futures	14815.98	14827.87	14776.55	14805.26	7109.0
2022-06-03 07:30:00	NQ	Futures	14804.1	14822.07	14762.34	14768.43	7045.0

> showing 50 of 2,869 rows — these rows as CSV

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