PREVIEW / futures_30min / 2022-06-22

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-22.parquet
  size:    117 KB
  rows:    3,932

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
2022-06-22 00:00:00	ES	Futures	4229.24	4229.81	4224.71	4227.54	3125.0
2022-06-22 00:30:00	ES	Futures	4227.26	4232.08	4226.98	4230.94	2291.0
2022-06-22 01:00:00	ES	Futures	4231.23	4236.33	4227.54	4230.38	4395.0
2022-06-22 01:30:00	ES	Futures	4230.09	4230.09	4216.21	4217.91	7056.0
2022-06-22 02:00:00	ES	Futures	4217.91	4223.29	4210.55	4215.08	9999.0
2022-06-22 02:30:00	ES	Futures	4214.51	4220.46	4211.68	4217.91	7634.0
2022-06-22 03:00:00	ES	Futures	4217.63	4218.48	4188.17	4194.97	27328.0
2022-06-22 03:30:00	ES	Futures	4194.97	4205.17	4189.59	4191.0	11053.0
2022-06-22 04:00:00	ES	Futures	4191.28	4196.67	4184.77	4190.72	13750.0
2022-06-22 04:30:00	ES	Futures	4190.44	4199.5	4189.59	4196.67	9034.0
2022-06-22 05:00:00	ES	Futures	4196.95	4205.17	4194.97	4202.33	7626.0
2022-06-22 05:30:00	ES	Futures	4202.62	4206.58	4199.5	4204.6	6235.0
2022-06-22 06:00:00	ES	Futures	4204.32	4213.1	4202.62	4212.25	9360.0
2022-06-22 06:30:00	ES	Futures	4212.25	4212.81	4204.32	4207.43	7848.0
2022-06-22 07:00:00	ES	Futures	4207.71	4219.61	4207.71	4218.76	11166.0
2022-06-22 07:30:00	ES	Futures	4219.33	4220.46	4209.41	4209.7	8208.0
2022-06-22 08:00:00	ES	Futures	4209.98	4212.53	4201.48	4204.03	14455.0
2022-06-22 08:30:00	ES	Futures	4204.32	4211.4	4196.38	4210.83	19223.0
2022-06-22 09:00:00	ES	Futures	4210.55	4223.01	4200.07	4219.33	36806.0
2022-06-22 09:30:00	ES	Futures	4219.61	4263.24	4214.23	4252.47	197462.0
2022-06-22 10:00:00	ES	Futures	4252.19	4292.13	4243.69	4290.15	147925.0
2022-06-22 10:30:00	ES	Futures	4289.86	4303.18	4284.2	4289.58	105921.0
2022-06-22 11:00:00	ES	Futures	4289.58	4292.41	4274.0	4288.73	109406.0
2022-06-22 11:30:00	ES	Futures	4288.73	4300.06	4264.37	4265.5	99707.0
2022-06-22 12:00:00	ES	Futures	4265.5	4279.38	4258.99	4275.13	81188.0
2022-06-22 12:30:00	ES	Futures	4274.85	4286.46	4273.72	4285.9	49148.0
2022-06-22 13:00:00	ES	Futures	4285.61	4296.38	4274.85	4292.98	54616.0
2022-06-22 13:30:00	ES	Futures	4292.98	4296.95	4283.63	4293.26	51562.0
2022-06-22 14:00:00	ES	Futures	4293.26	4311.96	4291.85	4296.1	79895.0
2022-06-22 14:30:00	ES	Futures	4296.1	4298.93	4286.18	4294.96	54392.0
2022-06-22 15:00:00	ES	Futures	4294.96	4298.93	4275.13	4277.97	67097.0
2022-06-22 15:30:00	ES	Futures	4277.97	4281.65	4259.55	4261.25	173506.0
2022-06-22 16:00:00	ES	Futures	4261.25	4269.47	4260.69	4263.24	57009.0
2022-06-22 16:30:00	ES	Futures	4263.24	4264.65	4259.27	4260.69	8515.0
2022-06-22 18:00:00	ES	Futures	4261.82	4264.37	4253.32	4255.87	4204.0
2022-06-22 18:30:00	ES	Futures	4255.87	4258.42	4253.89	4257.29	1561.0
2022-06-22 19:00:00	ES	Futures	4257.0	4257.57	4242.56	4243.12	4436.0
2022-06-22 19:30:00	ES	Futures	4243.41	4243.69	4235.19	4242.84	6213.0
2022-06-22 20:00:00	ES	Futures	4242.56	4255.59	4241.71	4249.64	8388.0
2022-06-22 20:30:00	ES	Futures	4249.64	4275.98	4244.82	4269.18	10428.0
2022-06-22 21:00:00	ES	Futures	4268.9	4272.58	4260.69	4265.79	8108.0
2022-06-22 21:30:00	ES	Futures	4265.79	4270.32	4243.41	4244.54	10719.0
2022-06-22 22:00:00	ES	Futures	4244.82	4248.51	4238.31	4243.12	6289.0
2022-06-22 22:30:00	ES	Futures	4243.12	4256.72	4243.12	4250.77	6565.0
2022-06-22 23:00:00	ES	Futures	4250.77	4257.29	4247.37	4253.6	4100.0
2022-06-22 23:30:00	ES	Futures	4253.6	4258.42	4250.21	4250.49	3067.0
2022-06-22 00:00:00	NQ	Futures	13264.79	13267.11	13249.75	13259.3	1757.0
2022-06-22 00:30:00	NQ	Futures	13259.59	13280.99	13257.27	13272.6	1764.0
2022-06-22 01:00:00	NQ	Futures	13272.6	13290.82	13263.63	13274.34	2395.0
2022-06-22 01:30:00	NQ	Futures	13274.05	13274.92	13213.89	13221.7	3640.0

> showing 50 of 3,932 rows — these rows as CSV

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