PREVIEW / futures_30min / 2022-06-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-09.parquet
  size:    111 KB
  rows:    3,793

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
2022-06-09 00:00:00	ES	Futures	4662.02	4663.16	4661.17	4662.02	1566.0
2022-06-09 00:30:00	ES	Futures	4662.31	4662.87	4660.61	4661.46	2087.0
2022-06-09 01:00:00	ES	Futures	4661.46	4666.56	4659.76	4664.01	5475.0
2022-06-09 01:30:00	ES	Futures	4664.29	4666.28	4653.52	4653.52	5300.0
2022-06-09 02:00:00	ES	Futures	4653.52	4657.49	4651.54	4653.8	5389.0
2022-06-09 02:30:00	ES	Futures	4653.8	4662.59	4653.24	4662.59	6976.0
2022-06-09 03:00:00	ES	Futures	4662.59	4668.83	4656.64	4666.84	12888.0
2022-06-09 03:30:00	ES	Futures	4666.84	4667.41	4654.66	4665.43	11345.0
2022-06-09 04:00:00	ES	Futures	4665.43	4665.71	4657.77	4664.58	9595.0
2022-06-09 04:30:00	ES	Futures	4664.29	4684.42	4664.01	4683.57	13592.0
2022-06-09 05:00:00	ES	Futures	4683.57	4684.13	4678.18	4679.6	9442.0
2022-06-09 05:30:00	ES	Futures	4679.31	4683.28	4676.2	4678.75	10177.0
2022-06-09 06:00:00	ES	Futures	4678.75	4693.49	4675.06	4692.07	12773.0
2022-06-09 06:30:00	ES	Futures	4692.35	4695.47	4687.53	4689.52	13290.0
2022-06-09 07:00:00	ES	Futures	4689.52	4698.59	4685.27	4688.67	12767.0
2022-06-09 07:30:00	ES	Futures	4688.67	4695.47	4672.8	4676.76	18686.0
2022-06-09 08:00:00	ES	Futures	4676.76	4677.05	4658.06	4665.14	23862.0
2022-06-09 08:30:00	ES	Futures	4665.14	4669.39	4645.02	4649.55	34589.0
2022-06-09 09:00:00	ES	Futures	4649.55	4653.8	4639.63	4642.18	33623.0
2022-06-09 09:30:00	ES	Futures	4642.18	4668.83	4631.41	4668.54	192940.0
2022-06-09 10:00:00	ES	Futures	4668.26	4669.11	4638.22	4657.49	113894.0
2022-06-09 10:30:00	ES	Futures	4657.49	4664.86	4633.96	4642.18	97668.0
2022-06-09 11:00:00	ES	Futures	4642.47	4643.88	4627.73	4636.51	91087.0
2022-06-09 11:30:00	ES	Futures	4636.23	4653.52	4631.7	4643.03	81211.0
2022-06-09 12:00:00	ES	Futures	4643.32	4646.72	4630.0	4643.88	60931.0
2022-06-09 12:30:00	ES	Futures	4643.88	4655.51	4640.48	4653.52	72947.0
2022-06-09 13:00:00	ES	Futures	4653.24	4660.04	4639.63	4641.9	52271.0
2022-06-09 13:30:00	ES	Futures	4641.62	4643.88	4630.0	4643.32	63398.0
2022-06-09 14:00:00	ES	Futures	4643.32	4643.32	4625.18	4631.13	73067.0
2022-06-09 14:30:00	ES	Futures	4631.41	4631.41	4610.44	4611.01	94352.0
2022-06-09 15:00:00	ES	Futures	4611.01	4612.14	4586.63	4586.91	117419.0
2022-06-09 15:30:00	ES	Futures	4586.91	4588.61	4551.77	4552.05	250188.0
2022-06-09 16:00:00	ES	Futures	4552.33	4558.57	4551.77	4558.0	66361.0
2022-06-09 16:30:00	ES	Futures	4558.0	4562.25	4554.6	4561.12	9464.0
2022-06-09 18:00:00	ES	Futures	4563.67	4564.52	4554.6	4556.02	4342.0
2022-06-09 18:30:00	ES	Futures	4556.02	4559.99	4555.45	4557.15	1922.0
2022-06-09 19:00:00	ES	Futures	4557.44	4561.69	4556.58	4559.7	2247.0
2022-06-09 19:30:00	ES	Futures	4559.7	4563.95	4558.57	4559.7	3665.0
2022-06-09 20:00:00	ES	Futures	4559.99	4563.1	4550.92	4553.47	6022.0
2022-06-09 20:30:00	ES	Futures	4553.18	4557.44	4552.05	4554.32	3881.0
2022-06-09 21:00:00	ES	Futures	4554.32	4556.58	4551.2	4554.6	4204.0
2022-06-09 21:30:00	ES	Futures	4554.32	4556.87	4552.33	4554.32	3275.0
2022-06-09 22:00:00	ES	Futures	4554.03	4559.42	4553.18	4558.57	3160.0
2022-06-09 22:30:00	ES	Futures	4558.85	4560.55	4556.87	4558.57	1859.0
2022-06-09 23:00:00	ES	Futures	4558.57	4567.92	4558.57	4567.64	3626.0
2022-06-09 23:30:00	ES	Futures	4567.64	4568.49	4562.54	4563.1	2056.0
2022-06-09 00:00:00	NQ	Futures	14615.32	14619.09	14611.26	14615.9	760.0
2022-06-09 00:30:00	NQ	Futures	14616.77	14619.09	14607.2	14610.97	951.0
2022-06-09 01:00:00	NQ	Futures	14610.39	14630.4	14604.3	14619.09	2222.0
2022-06-09 01:30:00	NQ	Futures	14619.09	14627.21	14583.42	14586.9	2326.0

> showing 50 of 3,793 rows — these rows as CSV

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