PREVIEW / futures_30min / 2022-06-29

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-29.parquet
  size:    112 KB
  rows:    3,868

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
2022-06-29 00:00:00	ES	Futures	4340.85	4341.99	4339.15	4340.0	3599.0
2022-06-29 00:30:00	ES	Futures	4340.0	4345.38	4338.3	4342.27	5965.0
2022-06-29 01:00:00	ES	Futures	4342.27	4345.38	4340.85	4341.7	5850.0
2022-06-29 01:30:00	ES	Futures	4341.7	4343.69	4338.3	4340.57	4556.0
2022-06-29 02:00:00	ES	Futures	4340.57	4343.69	4332.92	4337.45	7331.0
2022-06-29 02:30:00	ES	Futures	4337.45	4338.3	4322.16	4324.71	13093.0
2022-06-29 03:00:00	ES	Futures	4324.42	4341.42	4321.59	4337.17	17911.0
2022-06-29 03:30:00	ES	Futures	4337.17	4340.29	4329.24	4331.79	10753.0
2022-06-29 04:00:00	ES	Futures	4331.79	4342.84	4328.95	4336.32	10779.0
2022-06-29 04:30:00	ES	Futures	4336.6	4341.99	4335.19	4338.02	4598.0
2022-06-29 05:00:00	ES	Futures	4337.74	4341.7	4336.04	4337.74	3545.0
2022-06-29 05:30:00	ES	Futures	4337.74	4337.74	4319.32	4320.74	12915.0
2022-06-29 06:00:00	ES	Futures	4321.02	4330.94	4321.02	4324.42	10169.0
2022-06-29 06:30:00	ES	Futures	4324.42	4327.54	4321.02	4324.42	6641.0
2022-06-29 07:00:00	ES	Futures	4324.71	4326.12	4319.89	4325.27	8858.0
2022-06-29 07:30:00	ES	Futures	4325.27	4343.69	4324.99	4341.99	12964.0
2022-06-29 08:00:00	ES	Futures	4341.99	4351.05	4340.0	4341.42	26008.0
2022-06-29 08:30:00	ES	Futures	4341.7	4343.69	4328.67	4334.34	27087.0
2022-06-29 09:00:00	ES	Futures	4334.05	4347.37	4332.92	4339.72	32065.0
2022-06-29 09:30:00	ES	Futures	4339.72	4347.37	4307.14	4337.45	211870.0
2022-06-29 10:00:00	ES	Futures	4337.17	4351.05	4321.02	4338.3	151043.0
2022-06-29 10:30:00	ES	Futures	4338.02	4350.2	4326.41	4334.9	122479.0
2022-06-29 11:00:00	ES	Futures	4334.62	4337.45	4316.21	4324.71	111347.0
2022-06-29 11:30:00	ES	Futures	4324.71	4338.3	4321.31	4331.22	92534.0
2022-06-29 12:00:00	ES	Futures	4331.22	4333.49	4307.43	4308.84	80337.0
2022-06-29 12:30:00	ES	Futures	4309.13	4324.14	4308.28	4320.46	73556.0
2022-06-29 13:00:00	ES	Futures	4320.46	4330.09	4310.83	4320.17	75132.0
2022-06-29 13:30:00	ES	Futures	4320.46	4335.75	4315.36	4334.62	66202.0
2022-06-29 14:00:00	ES	Futures	4334.62	4344.82	4332.92	4340.29	66865.0
2022-06-29 14:30:00	ES	Futures	4340.29	4340.85	4321.59	4326.12	68885.0
2022-06-29 15:00:00	ES	Futures	4326.12	4342.84	4319.89	4341.99	86152.0
2022-06-29 15:30:00	ES	Futures	4342.27	4342.55	4319.61	4328.95	143703.0
2022-06-29 16:00:00	ES	Futures	4329.24	4333.2	4325.56	4329.52	45115.0
2022-06-29 16:30:00	ES	Futures	4329.52	4332.64	4329.24	4331.79	3667.0
2022-06-29 18:00:00	ES	Futures	4331.5	4334.05	4328.39	4332.07	2123.0
2022-06-29 18:30:00	ES	Futures	4332.35	4332.64	4329.52	4330.37	2479.0
2022-06-29 19:00:00	ES	Futures	4330.37	4330.65	4324.14	4324.71	2763.0
2022-06-29 19:30:00	ES	Futures	4324.42	4327.26	4323.01	4325.27	2104.0
2022-06-29 20:00:00	ES	Futures	4324.99	4327.54	4317.06	4324.71	5830.0
2022-06-29 20:30:00	ES	Futures	4324.71	4328.39	4323.29	4324.42	2198.0
2022-06-29 21:00:00	ES	Futures	4324.42	4324.42	4311.96	4315.64	5234.0
2022-06-29 21:30:00	ES	Futures	4315.36	4320.46	4312.81	4313.37	3933.0
2022-06-29 22:00:00	ES	Futures	4313.09	4323.57	4313.09	4323.01	3440.0
2022-06-29 22:30:00	ES	Futures	4323.29	4324.99	4317.34	4322.16	3576.0
2022-06-29 23:00:00	ES	Futures	4322.44	4324.14	4320.46	4322.44	2278.0
2022-06-29 23:30:00	ES	Futures	4322.16	4322.44	4315.07	4317.06	3236.0
2022-06-29 00:00:00	NQ	Futures	13528.0	13533.5	13521.93	13526.55	1368.0
2022-06-29 00:30:00	NQ	Futures	13526.26	13558.95	13520.48	13548.25	3013.0
2022-06-29 01:00:00	NQ	Futures	13548.54	13563.58	13542.46	13548.82	2101.0
2022-06-29 01:30:00	NQ	Futures	13547.96	13556.63	13538.41	13544.49	2236.0

> showing 50 of 3,868 rows — these rows as CSV

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