PREVIEW / futures_30min / 2022-06-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-21.parquet
  size:    112 KB
  rows:    3,870

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
2022-06-21 00:00:00	ES	Futures	4231.51	4232.93	4228.96	4230.94	3248.0
2022-06-21 00:30:00	ES	Futures	4230.94	4233.49	4230.38	4232.08	2234.0
2022-06-21 01:00:00	ES	Futures	4232.08	4234.06	4229.24	4230.66	2728.0
2022-06-21 01:30:00	ES	Futures	4230.38	4231.51	4223.58	4226.41	4310.0
2022-06-21 02:00:00	ES	Futures	4226.41	4230.66	4220.18	4222.16	7082.0
2022-06-21 02:30:00	ES	Futures	4221.88	4224.14	4215.36	4221.31	7279.0
2022-06-21 03:00:00	ES	Futures	4221.31	4234.63	4219.9	4233.21	14518.0
2022-06-21 03:30:00	ES	Futures	4233.21	4245.39	4233.21	4241.42	14300.0
2022-06-21 04:00:00	ES	Futures	4241.14	4247.94	4240.01	4243.12	10371.0
2022-06-21 04:30:00	ES	Futures	4243.12	4245.96	4238.87	4245.67	6909.0
2022-06-21 05:00:00	ES	Futures	4245.96	4247.94	4243.12	4244.54	5120.0
2022-06-21 05:30:00	ES	Futures	4244.54	4247.09	4237.74	4239.16	6196.0
2022-06-21 06:00:00	ES	Futures	4239.16	4243.41	4236.04	4240.86	6446.0
2022-06-21 06:30:00	ES	Futures	4241.14	4243.69	4238.59	4240.29	5809.0
2022-06-21 07:00:00	ES	Futures	4240.01	4240.57	4232.36	4237.46	8122.0
2022-06-21 07:30:00	ES	Futures	4237.46	4238.31	4222.73	4226.13	12818.0
2022-06-21 08:00:00	ES	Futures	4226.41	4232.36	4221.03	4229.53	11856.0
2022-06-21 08:30:00	ES	Futures	4229.53	4234.06	4223.58	4224.43	11275.0
2022-06-21 09:00:00	ES	Futures	4224.14	4233.49	4223.29	4233.49	19192.0
2022-06-21 09:30:00	ES	Futures	4233.49	4269.18	4232.64	4267.77	163293.0
2022-06-21 10:00:00	ES	Futures	4267.77	4275.98	4262.67	4271.17	101238.0
2022-06-21 10:30:00	ES	Futures	4271.17	4284.48	4269.47	4282.5	77845.0
2022-06-21 11:00:00	ES	Futures	4282.5	4284.48	4270.88	4272.3	59956.0
2022-06-21 11:30:00	ES	Futures	4272.3	4277.4	4260.69	4260.69	70879.0
2022-06-21 12:00:00	ES	Futures	4260.97	4269.47	4257.29	4266.92	66371.0
2022-06-21 12:30:00	ES	Futures	4266.92	4277.12	4264.65	4276.27	47680.0
2022-06-21 13:00:00	ES	Futures	4276.55	4280.8	4270.6	4272.02	42816.0
2022-06-21 13:30:00	ES	Futures	4272.3	4277.97	4266.92	4268.05	47787.0
2022-06-21 14:00:00	ES	Futures	4268.33	4274.28	4264.37	4272.87	56106.0
2022-06-21 14:30:00	ES	Futures	4272.87	4283.06	4266.07	4281.93	72789.0
2022-06-21 15:00:00	ES	Futures	4282.22	4287.31	4277.68	4280.8	61633.0
2022-06-21 15:30:00	ES	Futures	4280.8	4283.06	4265.5	4270.03	147690.0
2022-06-21 16:00:00	ES	Futures	4270.03	4272.58	4264.65	4271.45	45881.0
2022-06-21 16:30:00	ES	Futures	4271.17	4273.43	4270.32	4271.17	4741.0
2022-06-21 18:00:00	ES	Futures	4267.49	4269.18	4261.54	4265.5	4131.0
2022-06-21 18:30:00	ES	Futures	4265.5	4266.92	4262.1	4266.64	1904.0
2022-06-21 19:00:00	ES	Futures	4266.92	4266.92	4259.55	4261.25	3621.0
2022-06-21 19:30:00	ES	Futures	4261.25	4266.07	4260.69	4265.5	2448.0
2022-06-21 20:00:00	ES	Futures	4265.79	4266.35	4252.75	4256.72	7358.0
2022-06-21 20:30:00	ES	Futures	4256.72	4257.57	4249.92	4253.04	4057.0
2022-06-21 21:00:00	ES	Futures	4253.04	4256.44	4250.77	4253.6	2948.0
2022-06-21 21:30:00	ES	Futures	4253.6	4254.74	4242.27	4245.96	6723.0
2022-06-21 22:00:00	ES	Futures	4246.24	4248.51	4240.29	4241.99	4200.0
2022-06-21 22:30:00	ES	Futures	4241.42	4244.26	4229.81	4230.38	6672.0
2022-06-21 23:00:00	ES	Futures	4230.38	4232.93	4226.13	4230.94	5836.0
2022-06-21 23:30:00	ES	Futures	4230.94	4232.64	4224.14	4229.24	6891.0
2022-06-21 00:00:00	NQ	Futures	13289.96	13294.87	13282.15	13288.22	1078.0
2022-06-21 00:30:00	NQ	Futures	13289.38	13298.63	13285.33	13295.45	900.0
2022-06-21 01:00:00	NQ	Futures	13295.45	13302.68	13287.06	13290.82	1523.0
2022-06-21 01:30:00	NQ	Futures	13289.38	13292.85	13257.27	13268.84	2727.0

> showing 50 of 3,870 rows — these rows as CSV

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