PREVIEW / futures_30min / 2022-06-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-14.parquet
  size:    119 KB
  rows:    3,896

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
2022-06-14 00:00:00	ES	Futures	4283.06	4301.76	4283.06	4299.78	9647.0
2022-06-14 00:30:00	ES	Futures	4299.78	4300.06	4292.41	4297.23	5092.0
2022-06-14 01:00:00	ES	Futures	4297.51	4304.03	4295.53	4298.08	4072.0
2022-06-14 01:30:00	ES	Futures	4297.8	4309.13	4295.53	4305.44	7360.0
2022-06-14 02:00:00	ES	Futures	4305.44	4314.22	4303.74	4306.01	9995.0
2022-06-14 02:30:00	ES	Futures	4306.01	4311.96	4304.88	4308.28	7433.0
2022-06-14 03:00:00	ES	Futures	4308.28	4310.26	4285.33	4289.58	16466.0
2022-06-14 03:30:00	ES	Futures	4289.58	4307.99	4284.48	4300.63	12661.0
2022-06-14 04:00:00	ES	Futures	4300.34	4303.18	4288.45	4296.1	12571.0
2022-06-14 04:30:00	ES	Futures	4296.1	4298.08	4273.43	4277.12	14905.0
2022-06-14 05:00:00	ES	Futures	4277.12	4281.08	4269.75	4271.73	13122.0
2022-06-14 05:30:00	ES	Futures	4271.73	4281.37	4270.03	4273.43	12025.0
2022-06-14 06:00:00	ES	Futures	4273.15	4274.28	4258.14	4260.69	14185.0
2022-06-14 06:30:00	ES	Futures	4260.4	4278.25	4258.14	4272.02	19790.0
2022-06-14 07:00:00	ES	Futures	4271.73	4273.43	4262.67	4268.62	11271.0
2022-06-14 07:30:00	ES	Futures	4268.9	4272.02	4256.44	4257.29	12967.0
2022-06-14 08:00:00	ES	Futures	4257.29	4272.3	4257.29	4264.94	17745.0
2022-06-14 08:30:00	ES	Futures	4265.5	4292.13	4264.65	4274.85	41899.0
2022-06-14 09:00:00	ES	Futures	4274.57	4287.03	4269.75	4272.58	33308.0
2022-06-14 09:30:00	ES	Futures	4272.87	4281.65	4245.67	4279.67	205405.0
2022-06-14 10:00:00	ES	Futures	4279.67	4285.33	4240.86	4241.99	164612.0
2022-06-14 10:30:00	ES	Futures	4241.99	4264.94	4230.38	4253.6	144534.0
2022-06-14 11:00:00	ES	Futures	4253.6	4262.95	4230.94	4241.99	123212.0
2022-06-14 11:30:00	ES	Futures	4241.99	4256.15	4234.63	4251.62	104376.0
2022-06-14 12:00:00	ES	Futures	4251.91	4252.47	4229.53	4236.04	81242.0
2022-06-14 12:30:00	ES	Futures	4236.04	4241.71	4224.43	4240.86	77964.0
2022-06-14 13:00:00	ES	Futures	4240.86	4268.9	4235.76	4250.49	81819.0
2022-06-14 13:30:00	ES	Futures	4250.49	4252.75	4225.56	4231.51	80112.0
2022-06-14 14:00:00	ES	Futures	4231.79	4246.24	4230.38	4236.33	68147.0
2022-06-14 14:30:00	ES	Futures	4236.33	4240.57	4218.48	4220.46	76262.0
2022-06-14 15:00:00	ES	Futures	4220.75	4225.28	4202.05	4223.01	102114.0
2022-06-14 15:30:00	ES	Futures	4223.01	4253.04	4221.88	4239.72	211758.0
2022-06-14 16:00:00	ES	Futures	4239.72	4242.27	4230.38	4230.66	49634.0
2022-06-14 16:30:00	ES	Futures	4230.94	4240.57	4230.66	4240.57	6175.0
2022-06-14 18:00:00	ES	Futures	4241.71	4248.51	4240.57	4247.09	4239.0
2022-06-14 18:30:00	ES	Futures	4247.09	4254.17	4246.24	4246.24	2465.0
2022-06-14 19:00:00	ES	Futures	4246.52	4250.77	4241.42	4249.07	2820.0
2022-06-14 19:30:00	ES	Futures	4249.36	4264.09	4246.81	4260.12	5067.0
2022-06-14 20:00:00	ES	Futures	4260.12	4260.97	4253.6	4255.02	4832.0
2022-06-14 20:30:00	ES	Futures	4255.02	4257.85	4248.22	4251.91	4257.0
2022-06-14 21:00:00	ES	Futures	4251.62	4263.24	4250.77	4258.99	6755.0
2022-06-14 21:30:00	ES	Futures	4259.27	4264.65	4255.59	4257.0	5247.0
2022-06-14 22:00:00	ES	Futures	4257.0	4262.39	4256.72	4258.42	3741.0
2022-06-14 22:30:00	ES	Futures	4258.7	4264.94	4257.85	4260.12	3483.0
2022-06-14 23:00:00	ES	Futures	4260.12	4263.8	4258.7	4260.97	2537.0
2022-06-14 23:30:00	ES	Futures	4260.97	4260.97	4252.47	4252.75	3133.0
2022-06-14 00:00:00	NQ	Futures	13218.8	13287.06	13218.8	13279.25	3980.0
2022-06-14 00:30:00	NQ	Futures	13278.96	13278.96	13249.17	13264.21	2116.0
2022-06-14 01:00:00	NQ	Futures	13265.37	13295.16	13259.87	13276.65	2129.0
2022-06-14 01:30:00	NQ	Futures	13275.2	13325.53	13272.31	13314.83	3328.0

> showing 50 of 3,896 rows — these rows as CSV

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