PREVIEW / futures_30min / 2022-06-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-23.parquet
  size:    117 KB
  rows:    3,939

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
2022-06-23 00:00:00	ES	Futures	4250.49	4259.55	4245.96	4259.27	3492.0
2022-06-23 00:30:00	ES	Futures	4259.55	4263.52	4255.59	4257.85	4723.0
2022-06-23 01:00:00	ES	Futures	4257.85	4262.95	4256.72	4261.82	2955.0
2022-06-23 01:30:00	ES	Futures	4262.1	4268.33	4258.99	4261.25	6368.0
2022-06-23 02:00:00	ES	Futures	4261.25	4262.39	4253.6	4255.3	6031.0
2022-06-23 02:30:00	ES	Futures	4254.74	4262.1	4254.45	4258.42	5860.0
2022-06-23 03:00:00	ES	Futures	4258.7	4258.99	4236.33	4242.27	14195.0
2022-06-23 03:30:00	ES	Futures	4242.56	4246.24	4232.08	4238.31	12190.0
2022-06-23 04:00:00	ES	Futures	4238.31	4270.6	4235.19	4258.99	16710.0
2022-06-23 04:30:00	ES	Futures	4258.99	4259.84	4253.6	4256.44	7925.0
2022-06-23 05:00:00	ES	Futures	4256.44	4271.73	4255.87	4266.35	7709.0
2022-06-23 05:30:00	ES	Futures	4266.35	4278.82	4263.24	4274.85	8247.0
2022-06-23 06:00:00	ES	Futures	4274.57	4286.75	4273.43	4286.18	8379.0
2022-06-23 06:30:00	ES	Futures	4286.46	4298.36	4281.37	4296.1	11356.0
2022-06-23 07:00:00	ES	Futures	4296.38	4302.33	4289.58	4301.48	12215.0
2022-06-23 07:30:00	ES	Futures	4301.48	4302.04	4292.98	4295.53	10438.0
2022-06-23 08:00:00	ES	Futures	4295.25	4296.1	4284.76	4285.33	12105.0
2022-06-23 08:30:00	ES	Futures	4285.05	4285.61	4275.42	4283.06	18434.0
2022-06-23 09:00:00	ES	Futures	4283.06	4294.4	4281.08	4287.31	24292.0
2022-06-23 09:30:00	ES	Futures	4287.31	4296.1	4266.07	4291.28	188017.0
2022-06-23 10:00:00	ES	Futures	4291.28	4298.08	4272.3	4284.48	122292.0
2022-06-23 10:30:00	ES	Futures	4284.76	4304.31	4277.4	4300.91	110215.0
2022-06-23 11:00:00	ES	Futures	4301.19	4305.44	4288.73	4290.71	83510.0
2022-06-23 11:30:00	ES	Futures	4290.71	4294.4	4269.18	4270.88	81763.0
2022-06-23 12:00:00	ES	Futures	4270.88	4273.15	4255.59	4264.09	86996.0
2022-06-23 12:30:00	ES	Futures	4264.09	4267.2	4246.52	4252.19	80023.0
2022-06-23 13:00:00	ES	Futures	4252.19	4264.37	4244.26	4255.3	70783.0
2022-06-23 13:30:00	ES	Futures	4255.59	4268.05	4249.36	4266.35	62819.0
2022-06-23 14:00:00	ES	Futures	4266.64	4275.42	4262.95	4274.0	63624.0
2022-06-23 14:30:00	ES	Futures	4274.0	4285.61	4273.43	4281.65	65195.0
2022-06-23 15:00:00	ES	Futures	4281.65	4293.26	4276.55	4290.43	67256.0
2022-06-23 15:30:00	ES	Futures	4290.43	4312.24	4290.15	4304.31	163742.0
2022-06-23 16:00:00	ES	Futures	4304.03	4304.59	4292.41	4297.23	44608.0
2022-06-23 16:30:00	ES	Futures	4297.23	4298.08	4285.33	4287.88	11307.0
2022-06-23 18:00:00	ES	Futures	4289.01	4293.26	4286.75	4287.6	3944.0
2022-06-23 18:30:00	ES	Futures	4287.6	4295.53	4287.03	4293.83	2465.0
2022-06-23 19:00:00	ES	Futures	4294.11	4296.66	4293.26	4295.81	1301.0
2022-06-23 19:30:00	ES	Futures	4296.1	4297.51	4287.31	4288.45	2996.0
2022-06-23 20:00:00	ES	Futures	4288.45	4299.49	4284.48	4293.26	5562.0
2022-06-23 20:30:00	ES	Futures	4293.26	4300.91	4290.15	4299.49	4637.0
2022-06-23 21:00:00	ES	Futures	4299.21	4307.99	4296.38	4304.03	5394.0
2022-06-23 21:30:00	ES	Futures	4304.31	4319.32	4302.04	4316.77	9141.0
2022-06-23 22:00:00	ES	Futures	4316.77	4326.69	4313.66	4325.27	7941.0
2022-06-23 22:30:00	ES	Futures	4324.99	4332.35	4323.86	4330.09	5857.0
2022-06-23 23:00:00	ES	Futures	4330.09	4331.79	4322.44	4323.29	5163.0
2022-06-23 23:30:00	ES	Futures	4323.57	4325.84	4322.44	4323.29	2777.0
2022-06-23 00:00:00	NQ	Futures	13335.94	13371.52	13318.88	13371.52	2444.0
2022-06-23 00:30:00	NQ	Futures	13371.52	13390.03	13361.69	13370.65	2704.0
2022-06-23 01:00:00	NQ	Futures	13369.79	13389.45	13364.58	13381.93	1815.0
2022-06-23 01:30:00	NQ	Futures	13382.8	13408.54	13374.99	13386.27	2507.0

> showing 50 of 3,939 rows — these rows as CSV

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