PREVIEW / futures_30min / 2022-06-17

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-17.parquet
  size:    98 KB
  rows:    3,133

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
2022-06-17 00:00:00	ES	Futures	4179.95	4200.35	4179.67	4196.38	7946.0
2022-06-17 00:30:00	ES	Futures	4196.38	4199.22	4193.83	4196.1	4754.0
2022-06-17 01:00:00	ES	Futures	4196.38	4200.35	4194.12	4200.07	4816.0
2022-06-17 01:30:00	ES	Futures	4200.07	4202.05	4190.15	4190.15	8312.0
2022-06-17 02:00:00	ES	Futures	4190.44	4191.85	4172.02	4185.34	14450.0
2022-06-17 02:30:00	ES	Futures	4185.62	4189.59	4177.69	4180.52	8596.0
2022-06-17 03:00:00	ES	Futures	4180.24	4195.53	4171.46	4192.42	15389.0
2022-06-17 03:30:00	ES	Futures	4192.42	4195.25	4176.55	4193.83	13313.0
2022-06-17 04:00:00	ES	Futures	4193.83	4201.2	4186.75	4198.65	17665.0
2022-06-17 04:30:00	ES	Futures	4198.65	4207.71	4193.55	4196.67	14763.0
2022-06-17 05:00:00	ES	Futures	4196.67	4206.58	4194.97	4201.48	9827.0
2022-06-17 05:30:00	ES	Futures	4201.48	4203.18	4185.05	4198.93	15611.0
2022-06-17 06:00:00	ES	Futures	4198.65	4201.48	4192.7	4197.52	11747.0
2022-06-17 06:30:00	ES	Futures	4197.23	4203.47	4190.72	4195.25	11624.0
2022-06-17 07:00:00	ES	Futures	4195.53	4204.88	4191.85	4204.6	13314.0
2022-06-17 07:30:00	ES	Futures	4204.32	4207.71	4191.0	4197.23	13006.0
2022-06-17 08:00:00	ES	Futures	4197.23	4202.62	4192.98	4197.8	17928.0
2022-06-17 08:30:00	ES	Futures	4197.8	4200.35	4178.82	4181.09	27208.0
2022-06-17 09:00:00	ES	Futures	4180.8	4181.09	4159.56	4161.54	70553.0
2022-06-17 09:30:00	ES	Futures	4161.26	4205.73	4159.84	4194.68	204913.0
2022-06-17 10:00:00	ES	Futures	4194.68	4196.95	4145.96	4151.06	148765.0
2022-06-17 10:30:00	ES	Futures	4151.06	4155.88	4123.3	4139.16	156259.0
2022-06-17 11:00:00	ES	Futures	4139.45	4177.69	4130.95	4172.87	165837.0
2022-06-17 11:30:00	ES	Futures	4172.87	4182.22	4149.64	4153.89	112491.0
2022-06-17 12:00:00	ES	Futures	4153.89	4168.34	4145.11	4165.22	88919.0
2022-06-17 12:30:00	ES	Futures	4164.94	4170.32	4155.88	4164.09	75627.0
2022-06-17 13:00:00	ES	Futures	4164.37	4199.5	4160.97	4181.94	106119.0
2022-06-17 13:30:00	ES	Futures	4181.94	4188.74	4170.32	4181.94	73103.0
2022-06-17 14:00:00	ES	Futures	4182.22	4198.08	4180.24	4188.17	73145.0
2022-06-17 14:30:00	ES	Futures	4187.89	4202.33	4178.82	4184.49	81678.0
2022-06-17 15:00:00	ES	Futures	4184.2	4193.27	4163.81	4189.87	101367.0
2022-06-17 15:30:00	ES	Futures	4189.87	4191.28	4162.11	4164.37	214528.0
2022-06-17 16:00:00	ES	Futures	4164.66	4178.25	4163.81	4175.71	78967.0
2022-06-17 16:30:00	ES	Futures	4175.71	4177.97	4171.17	4174.01	7636.0
2022-06-17 00:00:00	NQ	Futures	12988.28	13055.09	12984.81	13040.92	3792.0
2022-06-17 00:30:00	NQ	Futures	13040.92	13058.85	13034.56	13050.47	2588.0
2022-06-17 01:00:00	NQ	Futures	13050.18	13061.75	13034.56	13060.01	2909.0
2022-06-17 01:30:00	NQ	Futures	13059.43	13065.8	13022.12	13022.99	3464.0
2022-06-17 02:00:00	NQ	Futures	13024.15	13029.64	12952.7	13001.87	6306.0
2022-06-17 02:30:00	NQ	Futures	13001.87	13021.25	12976.13	12983.65	4247.0
2022-06-17 03:00:00	NQ	Futures	12985.39	13043.23	12955.02	13033.11	8311.0
2022-06-17 03:30:00	NQ	Futures	13033.98	13038.32	12976.13	13036.58	6378.0
2022-06-17 04:00:00	NQ	Futures	13036.0	13051.04	13014.31	13046.13	5716.0
2022-06-17 04:30:00	NQ	Futures	13046.99	13077.65	13015.76	13034.85	8951.0
2022-06-17 05:00:00	NQ	Futures	13034.27	13071.29	13027.62	13063.19	5115.0
2022-06-17 05:30:00	NQ	Futures	13063.77	13072.45	13017.2	13057.99	6561.0
2022-06-17 06:00:00	NQ	Futures	13057.7	13064.35	13035.14	13050.76	4108.0
2022-06-17 06:30:00	NQ	Futures	13053.65	13083.73	13042.37	13059.43	6048.0
2022-06-17 07:00:00	NQ	Futures	13060.3	13089.8	13048.73	13088.65	5096.0
2022-06-17 07:30:00	NQ	Futures	13087.49	13098.77	13043.81	13059.72	5908.0

> showing 50 of 3,133 rows — these rows as CSV

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