PREVIEW / futures_30min / 2022-06-28

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-28.parquet
  size:    112 KB
  rows:    3,859

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
2022-06-28 00:00:00	ES	Futures	4418.75	4421.58	4414.22	4417.05	2514.0
2022-06-28 00:30:00	ES	Futures	4417.05	4423.57	4416.77	4418.75	3413.0
2022-06-28 01:00:00	ES	Futures	4418.47	4423.57	4418.19	4421.58	2938.0
2022-06-28 01:30:00	ES	Futures	4421.87	4428.38	4421.02	4425.83	5193.0
2022-06-28 02:00:00	ES	Futures	4426.4	4449.63	4425.83	4445.95	11378.0
2022-06-28 02:30:00	ES	Futures	4446.23	4446.8	4440.28	4442.26	5105.0
2022-06-28 03:00:00	ES	Futures	4442.26	4461.81	4439.15	4440.85	14822.0
2022-06-28 03:30:00	ES	Futures	4440.85	4440.85	4428.1	4438.3	10234.0
2022-06-28 04:00:00	ES	Futures	4438.3	4445.66	4437.16	4444.81	8723.0
2022-06-28 04:30:00	ES	Futures	4445.1	4450.48	4441.41	4449.63	3921.0
2022-06-28 05:00:00	ES	Futures	4449.35	4454.44	4448.21	4450.76	5468.0
2022-06-28 05:30:00	ES	Futures	4450.76	4451.61	4441.7	4443.11	5948.0
2022-06-28 06:00:00	ES	Futures	4442.83	4446.23	4440.85	4445.1	4430.0
2022-06-28 06:30:00	ES	Futures	4445.1	4450.48	4444.25	4449.35	6942.0
2022-06-28 07:00:00	ES	Futures	4449.06	4452.74	4445.38	4452.46	5650.0
2022-06-28 07:30:00	ES	Futures	4452.18	4452.46	4446.23	4449.35	5680.0
2022-06-28 08:00:00	ES	Futures	4449.35	4450.76	4433.48	4434.33	17537.0
2022-06-28 08:30:00	ES	Futures	4434.33	4442.26	4430.65	4441.41	19932.0
2022-06-28 09:00:00	ES	Futures	4441.13	4445.38	4440.56	4441.7	21019.0
2022-06-28 09:30:00	ES	Futures	4441.98	4475.69	4440.56	4461.53	162741.0
2022-06-28 10:00:00	ES	Futures	4461.53	4466.06	4432.92	4434.62	131745.0
2022-06-28 10:30:00	ES	Futures	4434.9	4435.75	4413.37	4425.83	115204.0
2022-06-28 11:00:00	ES	Futures	4425.55	4428.38	4391.27	4391.56	108011.0
2022-06-28 11:30:00	ES	Futures	4391.56	4396.94	4369.75	4372.3	118026.0
2022-06-28 12:00:00	ES	Futures	4372.3	4381.36	4363.8	4381.36	100469.0
2022-06-28 12:30:00	ES	Futures	4381.36	4386.74	4370.6	4377.39	74070.0
2022-06-28 13:00:00	ES	Futures	4377.11	4377.68	4354.45	4366.06	99780.0
2022-06-28 13:30:00	ES	Futures	4366.35	4367.76	4355.58	4360.68	66642.0
2022-06-28 14:00:00	ES	Futures	4360.96	4368.9	4343.12	4346.8	73099.0
2022-06-28 14:30:00	ES	Futures	4346.8	4348.5	4334.05	4342.55	96565.0
2022-06-28 15:00:00	ES	Futures	4342.55	4347.37	4334.05	4342.27	99027.0
2022-06-28 15:30:00	ES	Futures	4342.55	4345.95	4331.79	4334.34	209905.0
2022-06-28 16:00:00	ES	Futures	4334.34	4338.87	4330.37	4337.45	55403.0
2022-06-28 16:30:00	ES	Futures	4337.74	4338.59	4333.77	4337.45	5817.0
2022-06-28 18:00:00	ES	Futures	4337.74	4340.57	4335.75	4340.0	2390.0
2022-06-28 18:30:00	ES	Futures	4339.72	4341.7	4338.87	4341.7	1786.0
2022-06-28 19:00:00	ES	Futures	4341.42	4341.42	4334.62	4339.72	3923.0
2022-06-28 19:30:00	ES	Futures	4339.72	4341.99	4336.89	4339.15	2950.0
2022-06-28 20:00:00	ES	Futures	4338.87	4344.53	4334.05	4338.02	7911.0
2022-06-28 20:30:00	ES	Futures	4338.02	4341.42	4330.09	4331.5	8065.0
2022-06-28 21:00:00	ES	Futures	4331.79	4339.15	4330.65	4338.87	4189.0
2022-06-28 21:30:00	ES	Futures	4339.15	4343.4	4335.19	4337.74	6450.0
2022-06-28 22:00:00	ES	Futures	4337.74	4340.29	4334.05	4338.87	4476.0
2022-06-28 22:30:00	ES	Futures	4338.59	4344.82	4338.59	4342.27	6813.0
2022-06-28 23:00:00	ES	Futures	4342.27	4343.4	4337.45	4342.27	4624.0
2022-06-28 23:30:00	ES	Futures	4341.99	4343.4	4337.45	4340.85	3939.0
2022-06-28 00:00:00	NQ	Futures	13910.08	13921.08	13893.02	13901.12	1310.0
2022-06-28 00:30:00	NQ	Futures	13900.54	13927.15	13900.25	13911.53	1717.0
2022-06-28 01:00:00	NQ	Futures	13910.66	13930.33	13908.06	13924.55	1949.0
2022-06-28 01:30:00	NQ	Futures	13925.12	13950.58	13919.92	13943.06	3422.0

> showing 50 of 3,859 rows — these rows as CSV

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