PREVIEW / futures_30min / 2022-06-08

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-08.parquet
  size:    108 KB
  rows:    3,820

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
2022-06-08 00:00:00	ES	Futures	4697.45	4700.86	4696.32	4700.01	3318.0
2022-06-08 00:30:00	ES	Futures	4700.01	4700.57	4693.2	4693.2	4924.0
2022-06-08 01:00:00	ES	Futures	4693.2	4701.14	4693.2	4698.3	6583.0
2022-06-08 01:30:00	ES	Futures	4698.3	4704.26	4697.74	4702.27	6915.0
2022-06-08 02:00:00	ES	Futures	4702.56	4705.96	4697.45	4703.97	7140.0
2022-06-08 02:30:00	ES	Futures	4703.97	4707.09	4699.72	4702.84	6454.0
2022-06-08 03:00:00	ES	Futures	4702.84	4702.84	4688.1	4692.92	17936.0
2022-06-08 03:30:00	ES	Futures	4692.92	4699.16	4690.94	4694.05	10964.0
2022-06-08 04:00:00	ES	Futures	4694.05	4698.59	4689.8	4698.02	12841.0
2022-06-08 04:30:00	ES	Futures	4698.02	4702.27	4697.17	4698.87	9003.0
2022-06-08 05:00:00	ES	Futures	4698.59	4699.72	4691.5	4695.75	6306.0
2022-06-08 05:30:00	ES	Futures	4695.47	4700.57	4695.47	4698.02	3944.0
2022-06-08 06:00:00	ES	Futures	4698.02	4698.3	4690.65	4691.79	5069.0
2022-06-08 06:30:00	ES	Futures	4691.79	4701.99	4690.09	4699.72	5509.0
2022-06-08 07:00:00	ES	Futures	4699.72	4703.97	4696.89	4703.69	6577.0
2022-06-08 07:30:00	ES	Futures	4703.41	4709.08	4700.29	4700.57	8867.0
2022-06-08 08:00:00	ES	Futures	4700.86	4703.97	4692.92	4694.9	10660.0
2022-06-08 08:30:00	ES	Futures	4694.9	4697.17	4687.25	4692.64	16362.0
2022-06-08 09:00:00	ES	Futures	4692.64	4696.04	4686.68	4694.62	17892.0
2022-06-08 09:30:00	ES	Futures	4694.9	4716.45	4680.45	4710.21	153751.0
2022-06-08 10:00:00	ES	Futures	4710.21	4712.19	4687.53	4700.29	127925.0
2022-06-08 10:30:00	ES	Futures	4700.29	4711.34	4693.49	4697.45	108005.0
2022-06-08 11:00:00	ES	Futures	4697.45	4713.89	4691.79	4709.93	99429.0
2022-06-08 11:30:00	ES	Futures	4709.93	4715.03	4702.56	4704.82	71530.0
2022-06-08 12:00:00	ES	Futures	4705.11	4711.63	4689.52	4695.75	60107.0
2022-06-08 12:30:00	ES	Futures	4695.75	4696.04	4667.69	4681.02	107824.0
2022-06-08 13:00:00	ES	Futures	4681.02	4681.3	4670.24	4670.53	77025.0
2022-06-08 13:30:00	ES	Futures	4670.53	4672.51	4657.49	4667.41	83232.0
2022-06-08 14:00:00	ES	Futures	4667.41	4673.08	4655.51	4660.61	93508.0
2022-06-08 14:30:00	ES	Futures	4660.61	4670.24	4654.66	4664.01	87672.0
2022-06-08 15:00:00	ES	Futures	4664.01	4676.2	4654.37	4673.08	105293.0
2022-06-08 15:30:00	ES	Futures	4673.08	4678.46	4659.19	4664.58	163330.0
2022-06-08 16:00:00	ES	Futures	4664.86	4668.26	4661.17	4666.84	37702.0
2022-06-08 16:30:00	ES	Futures	4667.13	4669.11	4665.71	4666.84	4581.0
2022-06-08 18:00:00	ES	Futures	4666.56	4667.69	4664.01	4667.13	2211.0
2022-06-08 18:30:00	ES	Futures	4666.84	4670.24	4666.56	4669.68	1490.0
2022-06-08 19:00:00	ES	Futures	4669.39	4671.09	4667.98	4668.54	1071.0
2022-06-08 19:30:00	ES	Futures	4668.26	4671.09	4667.41	4669.11	1337.0
2022-06-08 20:00:00	ES	Futures	4669.39	4673.08	4662.31	4666.84	7169.0
2022-06-08 20:30:00	ES	Futures	4667.13	4667.69	4656.64	4658.91	8105.0
2022-06-08 21:00:00	ES	Futures	4659.19	4662.31	4655.22	4656.07	4208.0
2022-06-08 21:30:00	ES	Futures	4656.07	4659.47	4650.12	4654.09	6915.0
2022-06-08 22:00:00	ES	Futures	4654.09	4658.62	4652.67	4653.8	2894.0
2022-06-08 22:30:00	ES	Futures	4653.8	4659.19	4653.24	4658.34	2225.0
2022-06-08 23:00:00	ES	Futures	4658.62	4660.61	4656.07	4659.76	1819.0
2022-06-08 23:30:00	ES	Futures	4659.47	4663.73	4657.49	4662.31	2207.0
2022-06-08 00:00:00	NQ	Futures	14681.44	14691.01	14672.16	14686.66	1498.0
2022-06-08 00:30:00	NQ	Futures	14686.95	14688.98	14658.53	14659.69	2545.0
2022-06-08 01:00:00	NQ	Futures	14659.98	14687.24	14657.95	14676.22	2837.0
2022-06-08 01:30:00	NQ	Futures	14676.22	14696.52	14673.61	14687.24	2098.0

> showing 50 of 3,820 rows — these rows as CSV

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