PREVIEW / futures_30min / 2022-06-13

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-13.parquet
  size:    121 KB
  rows:    3,908

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
2022-06-13 00:00:00	ES	Futures	4363.56	4370.08	4361.58	4366.68	2925.0
2022-06-13 00:30:00	ES	Futures	4366.4	4366.4	4353.07	4355.34	2092.0
2022-06-13 01:00:00	ES	Futures	4355.06	4361.29	4353.64	4359.31	2445.0
2022-06-13 01:30:00	ES	Futures	4359.31	4360.16	4345.99	4349.11	4532.0
2022-06-13 02:00:00	ES	Futures	4348.82	4351.94	4333.52	4339.19	9507.0
2022-06-13 02:30:00	ES	Futures	4339.19	4347.12	4334.93	4337.49	8178.0
2022-06-13 03:00:00	ES	Futures	4337.49	4353.36	4334.93	4340.32	12496.0
2022-06-13 03:30:00	ES	Futures	4340.04	4340.04	4327.0	4330.12	14232.0
2022-06-13 04:00:00	ES	Futures	4330.12	4330.4	4305.46	4308.01	18796.0
2022-06-13 04:30:00	ES	Futures	4308.29	4322.46	4306.87	4309.14	10655.0
2022-06-13 05:00:00	ES	Futures	4308.86	4323.88	4307.44	4314.53	10024.0
2022-06-13 05:30:00	ES	Futures	4314.24	4319.06	4306.87	4316.51	12805.0
2022-06-13 06:00:00	ES	Futures	4316.79	4326.71	4313.68	4319.35	9530.0
2022-06-13 06:30:00	ES	Futures	4319.91	4328.13	4317.93	4323.03	9442.0
2022-06-13 07:00:00	ES	Futures	4323.03	4331.25	4315.38	4321.05	8910.0
2022-06-13 07:30:00	ES	Futures	4320.76	4325.01	4309.42	4310.84	8390.0
2022-06-13 08:00:00	ES	Futures	4310.84	4330.12	4310.28	4326.71	17167.0
2022-06-13 08:30:00	ES	Futures	4326.71	4329.83	4313.68	4314.53	12350.0
2022-06-13 09:00:00	ES	Futures	4314.53	4320.48	4305.46	4305.46	17907.0
2022-06-13 09:30:00	ES	Futures	4305.46	4328.7	4298.65	4306.02	102806.0
2022-06-13 10:00:00	ES	Futures	4306.02	4316.51	4273.14	4275.98	78387.0
2022-06-13 10:30:00	ES	Futures	4275.98	4286.18	4256.42	4263.79	74786.0
2022-06-13 11:00:00	ES	Futures	4264.07	4289.58	4250.47	4278.53	72312.0
2022-06-13 11:30:00	ES	Futures	4278.25	4300.07	4270.59	4288.45	63253.0
2022-06-13 12:00:00	ES	Futures	4288.45	4304.04	4283.35	4296.95	54426.0
2022-06-13 12:30:00	ES	Futures	4297.24	4323.88	4286.18	4287.32	43358.0
2022-06-13 13:00:00	ES	Futures	4287.6	4287.88	4274.56	4279.66	23631.0
2022-06-13 13:30:00	ES	Futures	4279.66	4308.29	4272.86	4300.92	32768.0
2022-06-13 14:00:00	ES	Futures	4300.64	4301.21	4275.7	4281.65	27576.0
2022-06-13 14:30:00	ES	Futures	4281.65	4296.95	4270.59	4273.14	32232.0
2022-06-13 15:00:00	ES	Futures	4273.43	4286.47	4251.04	4251.89	65173.0
2022-06-13 15:30:00	ES	Futures	4251.6	4260.96	4231.76	4251.89	143578.0
2022-06-13 16:00:00	ES	Futures	4251.89	4262.66	4241.68	4252.74	43983.0
2022-06-13 16:30:00	ES	Futures	4252.74	4260.67	4252.74	4256.42	4956.0
2022-06-13 18:00:00	ES	Futures	4260.96	4270.88	4258.69	4270.03	3858.0
2022-06-13 18:30:00	ES	Futures	4269.74	4270.59	4264.92	4265.21	1191.0
2022-06-13 19:00:00	ES	Futures	4264.92	4266.34	4258.12	4262.37	1459.0
2022-06-13 19:30:00	ES	Futures	4262.09	4263.51	4254.72	4263.51	2803.0
2022-06-13 20:00:00	ES	Futures	4263.51	4272.58	4259.82	4270.59	6346.0
2022-06-13 20:30:00	ES	Futures	4270.59	4281.93	4268.33	4277.68	4903.0
2022-06-13 21:00:00	ES	Futures	4277.4	4279.1	4269.46	4269.74	3287.0
2022-06-13 21:30:00	ES	Futures	4269.46	4276.55	4262.66	4265.21	4213.0
2022-06-13 22:00:00	ES	Futures	4265.21	4272.86	4264.36	4270.31	2271.0
2022-06-13 22:30:00	ES	Futures	4270.31	4276.26	4270.03	4275.41	2263.0
2022-06-13 23:00:00	ES	Futures	4275.7	4281.36	4275.7	4279.1	2500.0
2022-06-13 23:30:00	ES	Futures	4279.66	4286.18	4278.81	4283.06	2773.0
2022-06-13 00:00:00	NQ	Futures	13482.68	13506.75	13476.01	13496.02	1607.0
2022-06-13 00:30:00	NQ	Futures	13495.44	13495.44	13451.65	13454.26	1407.0
2022-06-13 01:00:00	NQ	Futures	13454.84	13491.96	13447.01	13484.71	2134.0
2022-06-13 01:30:00	NQ	Futures	13486.16	13486.45	13425.55	13445.85	2261.0

> showing 50 of 3,908 rows — these rows as CSV

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