PREVIEW / futures_30min / 2022-06-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-27.parquet
  size:    110 KB
  rows:    3,874

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
2022-06-27 00:00:00	ES	Futures	4449.06	4449.35	4446.23	4448.78	2459.0
2022-06-27 00:30:00	ES	Futures	4448.5	4450.48	4447.65	4449.63	1511.0
2022-06-27 01:00:00	ES	Futures	4449.63	4451.04	4437.16	4438.86	5034.0
2022-06-27 01:30:00	ES	Futures	4438.86	4443.11	4436.31	4442.55	4012.0
2022-06-27 02:00:00	ES	Futures	4442.83	4443.11	4432.92	4436.03	6543.0
2022-06-27 02:30:00	ES	Futures	4436.03	4438.58	4432.35	4435.75	4155.0
2022-06-27 03:00:00	ES	Futures	4435.46	4460.96	4432.92	4459.26	15260.0
2022-06-27 03:30:00	ES	Futures	4459.54	4472.01	4458.13	4469.74	17341.0
2022-06-27 04:00:00	ES	Futures	4469.74	4473.42	4467.19	4469.17	10075.0
2022-06-27 04:30:00	ES	Futures	4469.17	4470.02	4457.28	4459.83	8086.0
2022-06-27 05:00:00	ES	Futures	4459.83	4462.38	4453.31	4461.81	9661.0
2022-06-27 05:30:00	ES	Futures	4461.81	4462.94	4456.43	4458.13	5748.0
2022-06-27 06:00:00	ES	Futures	4458.41	4459.83	4449.63	4449.91	6279.0
2022-06-27 06:30:00	ES	Futures	4449.63	4454.16	4446.8	4453.88	7484.0
2022-06-27 07:00:00	ES	Futures	4453.88	4459.26	4452.18	4455.29	6830.0
2022-06-27 07:30:00	ES	Futures	4455.01	4460.39	4455.01	4456.14	6727.0
2022-06-27 08:00:00	ES	Futures	4456.14	4457.84	4445.95	4447.36	16442.0
2022-06-27 08:30:00	ES	Futures	4447.08	4449.06	4439.71	4443.96	17812.0
2022-06-27 09:00:00	ES	Futures	4444.25	4453.03	4443.96	4451.89	26893.0
2022-06-27 09:30:00	ES	Futures	4451.61	4455.01	4411.67	4418.47	187162.0
2022-06-27 10:00:00	ES	Futures	4418.47	4438.01	4416.77	4419.04	140455.0
2022-06-27 10:30:00	ES	Futures	4419.04	4449.63	4417.9	4443.96	93023.0
2022-06-27 11:00:00	ES	Futures	4444.25	4452.74	4432.92	4450.2	79289.0
2022-06-27 11:30:00	ES	Futures	4450.2	4452.74	4440.0	4446.51	58311.0
2022-06-27 12:00:00	ES	Futures	4446.51	4448.21	4428.1	4430.08	66219.0
2022-06-27 12:30:00	ES	Futures	4430.08	4439.43	4422.72	4437.73	53883.0
2022-06-27 13:00:00	ES	Futures	4437.73	4439.15	4424.13	4430.93	56950.0
2022-06-27 13:30:00	ES	Futures	4430.93	4431.5	4417.9	4421.58	50354.0
2022-06-27 14:00:00	ES	Futures	4421.58	4430.37	4416.49	4423.57	59490.0
2022-06-27 14:30:00	ES	Futures	4423.57	4432.35	4420.73	4423.57	45801.0
2022-06-27 15:00:00	ES	Futures	4423.57	4430.93	4410.54	4426.4	91649.0
2022-06-27 15:30:00	ES	Futures	4426.4	4430.93	4410.54	4425.27	156428.0
2022-06-27 16:00:00	ES	Futures	4425.55	4433.2	4424.13	4429.23	48484.0
2022-06-27 16:30:00	ES	Futures	4429.23	4431.78	4428.38	4430.37	5924.0
2022-06-27 18:00:00	ES	Futures	4431.78	4433.48	4425.27	4426.97	2742.0
2022-06-27 18:30:00	ES	Futures	4426.68	4429.23	4425.83	4428.38	1076.0
2022-06-27 19:00:00	ES	Futures	4428.67	4432.63	4428.38	4431.22	1535.0
2022-06-27 19:30:00	ES	Futures	4431.22	4431.5	4426.4	4430.08	2198.0
2022-06-27 20:00:00	ES	Futures	4429.8	4439.15	4429.52	4435.75	6946.0
2022-06-27 20:30:00	ES	Futures	4435.46	4436.6	4430.08	4433.77	3237.0
2022-06-27 21:00:00	ES	Futures	4433.77	4436.03	4427.53	4429.52	3363.0
2022-06-27 21:30:00	ES	Futures	4429.23	4431.5	4412.24	4413.94	8561.0
2022-06-27 22:00:00	ES	Futures	4413.94	4421.02	4402.89	4405.15	9551.0
2022-06-27 22:30:00	ES	Futures	4405.44	4413.37	4404.02	4412.8	4991.0
2022-06-27 23:00:00	ES	Futures	4412.8	4421.02	4411.1	4418.75	4628.0
2022-06-27 23:30:00	ES	Futures	4419.04	4421.87	4417.05	4418.75	2786.0
2022-06-27 00:00:00	NQ	Futures	14123.25	14130.2	14110.53	14126.15	1429.0
2022-06-27 00:30:00	NQ	Futures	14125.86	14132.8	14118.05	14122.67	1001.0
2022-06-27 01:00:00	NQ	Futures	14123.25	14126.44	14059.33	14064.54	4381.0
2022-06-27 01:30:00	NQ	Futures	14064.83	14078.42	14049.21	14070.32	3001.0

> showing 50 of 3,874 rows — these rows as CSV

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