PREVIEW / futures_30min / 2022-06-10

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-10.parquet
  size:    94 KB
  rows:    2,978

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
2022-06-10 00:00:00	ES	Futures	4562.82	4563.1	4557.72	4558.0	1357.0
2022-06-10 00:30:00	ES	Futures	4558.0	4558.0	4553.47	4555.17	1845.0
2022-06-10 01:00:00	ES	Futures	4555.45	4563.67	4554.88	4562.82	3050.0
2022-06-10 01:30:00	ES	Futures	4562.82	4565.65	4558.57	4559.99	4374.0
2022-06-10 02:00:00	ES	Futures	4559.99	4567.64	4559.7	4565.65	5172.0
2022-06-10 02:30:00	ES	Futures	4565.65	4565.94	4560.27	4565.09	5445.0
2022-06-10 03:00:00	ES	Futures	4565.09	4567.64	4544.11	4544.68	15682.0
2022-06-10 03:30:00	ES	Futures	4544.4	4557.44	4544.11	4546.38	12620.0
2022-06-10 04:00:00	ES	Futures	4546.38	4563.1	4544.4	4558.85	12266.0
2022-06-10 04:30:00	ES	Futures	4559.14	4561.12	4549.5	4550.63	8887.0
2022-06-10 05:00:00	ES	Futures	4550.63	4557.44	4549.78	4555.73	6722.0
2022-06-10 05:30:00	ES	Futures	4555.45	4559.42	4548.93	4551.2	6875.0
2022-06-10 06:00:00	ES	Futures	4551.2	4554.6	4542.98	4543.83	8615.0
2022-06-10 06:30:00	ES	Futures	4543.83	4548.36	4541.85	4548.08	7426.0
2022-06-10 07:00:00	ES	Futures	4548.08	4552.05	4544.4	4548.93	9917.0
2022-06-10 07:30:00	ES	Futures	4548.93	4559.99	4548.36	4549.78	11923.0
2022-06-10 08:00:00	ES	Futures	4550.07	4561.69	4549.78	4554.32	17582.0
2022-06-10 08:30:00	ES	Futures	4555.45	4555.73	4474.39	4476.65	122784.0
2022-06-10 09:00:00	ES	Futures	4476.09	4496.5	4466.45	4477.79	50640.0
2022-06-10 09:30:00	ES	Futures	4477.79	4487.71	4454.55	4460.78	151657.0
2022-06-10 10:00:00	ES	Futures	4460.5	4460.5	4423.65	4425.07	124549.0
2022-06-10 10:30:00	ES	Futures	4425.07	4450.01	4423.93	4431.02	96018.0
2022-06-10 11:00:00	ES	Futures	4431.02	4440.09	4423.37	4426.2	62527.0
2022-06-10 11:30:00	ES	Futures	4426.2	4436.12	4419.97	4433.29	51212.0
2022-06-10 12:00:00	ES	Futures	4433.29	4442.93	4425.07	4431.87	45485.0
2022-06-10 12:30:00	ES	Futures	4432.15	4438.39	4422.23	4428.19	43591.0
2022-06-10 13:00:00	ES	Futures	4427.9	4440.09	4420.53	4438.96	51610.0
2022-06-10 13:30:00	ES	Futures	4439.24	4453.41	4428.19	4439.81	61117.0
2022-06-10 14:00:00	ES	Futures	4440.09	4452.0	4431.02	4442.07	44986.0
2022-06-10 14:30:00	ES	Futures	4442.36	4460.78	4436.41	4456.81	39531.0
2022-06-10 15:00:00	ES	Futures	4457.1	4469.85	4440.09	4459.93	65855.0
2022-06-10 15:30:00	ES	Futures	4460.22	4463.9	4418.27	4419.4	185954.0
2022-06-10 16:00:00	ES	Futures	4419.12	4435.27	4416.28	4433.0	58599.0
2022-06-10 16:30:00	ES	Futures	4432.72	4435.27	4427.34	4427.9	7302.0
2022-06-10 00:00:00	NQ	Futures	14277.79	14279.82	14261.55	14263.58	833.0
2022-06-10 00:30:00	NQ	Futures	14262.13	14263.87	14248.5	14254.01	1119.0
2022-06-10 01:00:00	NQ	Futures	14254.59	14286.49	14254.3	14285.04	1729.0
2022-06-10 01:30:00	NQ	Futures	14284.75	14309.69	14276.34	14285.91	3144.0
2022-06-10 02:00:00	NQ	Futures	14285.91	14311.72	14285.04	14300.41	2829.0
2022-06-10 02:30:00	NQ	Futures	14300.12	14302.44	14278.37	14295.19	1979.0
2022-06-10 03:00:00	NQ	Futures	14294.32	14307.08	14220.38	14228.5	5827.0
2022-06-10 03:30:00	NQ	Futures	14230.53	14273.44	14227.34	14227.34	5228.0
2022-06-10 04:00:00	NQ	Futures	14227.63	14295.48	14218.64	14283.01	4964.0
2022-06-10 04:30:00	NQ	Futures	14283.3	14291.42	14251.69	14254.88	3917.0
2022-06-10 05:00:00	NQ	Futures	14255.46	14288.23	14252.27	14280.69	2667.0
2022-06-10 05:30:00	NQ	Futures	14280.98	14300.41	14264.45	14269.96	2976.0
2022-06-10 06:00:00	NQ	Futures	14271.41	14284.46	14237.77	14240.09	3291.0
2022-06-10 06:30:00	NQ	Futures	14239.22	14255.46	14233.14	14254.88	2802.0
2022-06-10 07:00:00	NQ	Futures	14255.46	14271.99	14239.22	14253.43	3349.0
2022-06-10 07:30:00	NQ	Futures	14253.72	14292.58	14251.98	14259.81	3797.0

> showing 50 of 2,978 rows — these rows as CSV

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