PREVIEW / futures_30min / 2022-06-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-15.parquet
  size:    121 KB
  rows:    3,926

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
2022-06-15 00:00:00	ES	Futures	4252.75	4255.3	4251.62	4252.19	1961.0
2022-06-15 00:30:00	ES	Futures	4251.91	4252.47	4242.56	4244.54	3347.0
2022-06-15 01:00:00	ES	Futures	4244.54	4246.81	4237.17	4239.44	6102.0
2022-06-15 01:30:00	ES	Futures	4239.16	4258.14	4238.31	4250.21	6913.0
2022-06-15 02:00:00	ES	Futures	4250.21	4261.25	4246.24	4258.7	10973.0
2022-06-15 02:30:00	ES	Futures	4258.99	4258.99	4251.34	4254.45	7812.0
2022-06-15 03:00:00	ES	Futures	4254.45	4260.4	4247.37	4253.32	14327.0
2022-06-15 03:30:00	ES	Futures	4253.04	4263.24	4243.97	4261.82	17804.0
2022-06-15 04:00:00	ES	Futures	4261.82	4276.55	4258.42	4271.73	14651.0
2022-06-15 04:30:00	ES	Futures	4271.73	4275.98	4263.24	4264.65	9934.0
2022-06-15 05:00:00	ES	Futures	4264.65	4265.22	4253.6	4259.84	8998.0
2022-06-15 05:30:00	ES	Futures	4259.84	4266.64	4256.72	4263.24	9000.0
2022-06-15 06:00:00	ES	Futures	4263.24	4263.24	4253.32	4255.3	8099.0
2022-06-15 06:30:00	ES	Futures	4255.3	4261.25	4251.62	4256.15	8961.0
2022-06-15 07:00:00	ES	Futures	4256.15	4272.02	4252.19	4271.73	12428.0
2022-06-15 07:30:00	ES	Futures	4272.02	4281.65	4265.5	4279.67	17343.0
2022-06-15 08:00:00	ES	Futures	4279.38	4280.8	4264.37	4269.47	20508.0
2022-06-15 08:30:00	ES	Futures	4269.47	4286.18	4265.22	4280.23	25915.0
2022-06-15 09:00:00	ES	Futures	4279.95	4284.2	4272.3	4278.82	25792.0
2022-06-15 09:30:00	ES	Futures	4278.82	4298.93	4271.17	4292.98	163534.0
2022-06-15 10:00:00	ES	Futures	4292.98	4303.18	4287.31	4292.41	105043.0
2022-06-15 10:30:00	ES	Futures	4292.7	4293.26	4268.05	4277.97	95203.0
2022-06-15 11:00:00	ES	Futures	4277.97	4280.52	4264.37	4271.45	68706.0
2022-06-15 11:30:00	ES	Futures	4271.73	4280.8	4268.33	4279.67	58831.0
2022-06-15 12:00:00	ES	Futures	4279.95	4289.01	4275.7	4286.75	51807.0
2022-06-15 12:30:00	ES	Futures	4286.75	4290.15	4263.24	4264.94	49929.0
2022-06-15 13:00:00	ES	Futures	4265.22	4281.65	4264.37	4279.95	53751.0
2022-06-15 13:30:00	ES	Futures	4279.95	4294.11	4265.22	4287.31	44964.0
2022-06-15 14:00:00	ES	Futures	4288.16	4309.69	4237.74	4249.64	192942.0
2022-06-15 14:30:00	ES	Futures	4249.92	4339.44	4219.05	4288.45	290838.0
2022-06-15 15:00:00	ES	Futures	4288.45	4336.6	4284.76	4335.47	144550.0
2022-06-15 15:30:00	ES	Futures	4335.75	4354.45	4290.43	4300.63	241942.0
2022-06-15 16:00:00	ES	Futures	4300.63	4304.03	4289.86	4293.26	54042.0
2022-06-15 16:30:00	ES	Futures	4293.55	4304.03	4293.26	4298.64	6729.0
2022-06-15 18:00:00	ES	Futures	4304.59	4321.59	4304.59	4319.61	6168.0
2022-06-15 18:30:00	ES	Futures	4319.61	4320.74	4314.22	4318.76	3403.0
2022-06-15 19:00:00	ES	Futures	4318.76	4319.04	4313.94	4316.49	1847.0
2022-06-15 19:30:00	ES	Futures	4316.77	4329.8	4315.92	4329.52	5831.0
2022-06-15 20:00:00	ES	Futures	4329.24	4334.9	4324.99	4333.2	7880.0
2022-06-15 20:30:00	ES	Futures	4332.92	4336.04	4331.79	4332.35	4241.0
2022-06-15 21:00:00	ES	Futures	4332.35	4343.4	4331.79	4336.04	11010.0
2022-06-15 21:30:00	ES	Futures	4336.04	4336.32	4319.32	4321.59	9757.0
2022-06-15 22:00:00	ES	Futures	4321.59	4324.42	4313.66	4315.07	7477.0
2022-06-15 22:30:00	ES	Futures	4315.07	4324.42	4314.79	4322.72	4560.0
2022-06-15 23:00:00	ES	Futures	4323.01	4331.22	4322.16	4329.8	3731.0
2022-06-15 23:30:00	ES	Futures	4330.09	4330.37	4314.51	4316.49	5028.0
2022-06-15 00:00:00	NQ	Futures	13200.58	13209.26	13194.22	13196.53	1247.0
2022-06-15 00:30:00	NQ	Futures	13196.24	13197.69	13161.82	13169.63	2188.0
2022-06-15 01:00:00	NQ	Futures	13169.34	13180.04	13141.29	13152.57	2625.0
2022-06-15 01:30:00	NQ	Futures	13151.12	13218.8	13147.07	13192.77	3758.0

> showing 50 of 3,926 rows — these rows as CSV

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