PREVIEW / futures_30min / 2022-06-30

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-30.parquet
  size:    119 KB
  rows:    3,911

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
2022-06-30 00:00:00	ES	Futures	4317.34	4319.32	4315.36	4317.62	2110.0
2022-06-30 00:30:00	ES	Futures	4317.91	4319.32	4313.94	4315.64	1849.0
2022-06-30 01:00:00	ES	Futures	4315.36	4317.06	4295.81	4302.04	8785.0
2022-06-30 01:30:00	ES	Futures	4302.33	4302.33	4293.55	4299.49	8926.0
2022-06-30 02:00:00	ES	Futures	4299.78	4302.61	4284.2	4285.61	14084.0
2022-06-30 02:30:00	ES	Futures	4285.33	4286.18	4268.9	4276.83	23865.0
2022-06-30 03:00:00	ES	Futures	4276.83	4280.8	4266.07	4270.6	21965.0
2022-06-30 03:30:00	ES	Futures	4270.88	4286.18	4266.64	4283.06	18865.0
2022-06-30 04:00:00	ES	Futures	4283.06	4290.43	4277.68	4279.1	13316.0
2022-06-30 04:30:00	ES	Futures	4278.82	4290.71	4275.98	4280.52	19000.0
2022-06-30 05:00:00	ES	Futures	4280.52	4281.37	4263.24	4264.09	12653.0
2022-06-30 05:30:00	ES	Futures	4264.37	4277.12	4262.67	4276.27	12199.0
2022-06-30 06:00:00	ES	Futures	4276.55	4278.82	4266.92	4266.92	12197.0
2022-06-30 06:30:00	ES	Futures	4266.64	4273.72	4263.52	4272.58	7408.0
2022-06-30 07:00:00	ES	Futures	4272.87	4274.57	4267.49	4273.72	12807.0
2022-06-30 07:30:00	ES	Futures	4273.72	4274.0	4261.25	4266.92	15561.0
2022-06-30 08:00:00	ES	Futures	4266.92	4275.7	4265.79	4271.45	19288.0
2022-06-30 08:30:00	ES	Futures	4271.17	4287.88	4270.03	4270.32	54350.0
2022-06-30 09:00:00	ES	Futures	4270.32	4284.48	4267.77	4280.8	34961.0
2022-06-30 09:30:00	ES	Futures	4280.8	4290.15	4244.82	4248.22	226459.0
2022-06-30 10:00:00	ES	Futures	4248.22	4256.44	4239.16	4249.92	150689.0
2022-06-30 10:30:00	ES	Futures	4250.21	4277.4	4247.09	4275.98	140367.0
2022-06-30 11:00:00	ES	Futures	4275.7	4299.49	4265.22	4292.7	135602.0
2022-06-30 11:30:00	ES	Futures	4292.98	4305.73	4283.06	4305.16	107903.0
2022-06-30 12:00:00	ES	Futures	4305.16	4322.72	4289.01	4322.16	114898.0
2022-06-30 12:30:00	ES	Futures	4322.44	4331.5	4313.37	4319.04	89500.0
2022-06-30 13:00:00	ES	Futures	4319.32	4325.56	4297.8	4312.53	94823.0
2022-06-30 13:30:00	ES	Futures	4312.81	4329.52	4307.99	4322.16	87007.0
2022-06-30 14:00:00	ES	Futures	4321.87	4325.27	4299.49	4309.98	92130.0
2022-06-30 14:30:00	ES	Futures	4309.98	4312.81	4286.75	4292.41	81136.0
2022-06-30 15:00:00	ES	Futures	4292.7	4296.38	4268.05	4294.96	136812.0
2022-06-30 15:30:00	ES	Futures	4295.25	4309.13	4272.3	4293.83	360661.0
2022-06-30 16:00:00	ES	Futures	4293.83	4299.49	4280.52	4290.15	104662.0
2022-06-30 16:30:00	ES	Futures	4290.15	4290.15	4283.35	4284.2	9023.0
2022-06-30 18:00:00	ES	Futures	4285.33	4285.9	4275.13	4276.83	6070.0
2022-06-30 18:30:00	ES	Futures	4277.12	4283.91	4277.12	4279.67	2387.0
2022-06-30 19:00:00	ES	Futures	4279.95	4288.45	4277.97	4287.88	2843.0
2022-06-30 19:30:00	ES	Futures	4288.16	4295.53	4284.76	4294.68	4791.0
2022-06-30 20:00:00	ES	Futures	4294.4	4298.64	4289.86	4293.26	6882.0
2022-06-30 20:30:00	ES	Futures	4292.98	4297.23	4288.45	4289.3	5118.0
2022-06-30 21:00:00	ES	Futures	4289.3	4292.13	4281.65	4281.93	4864.0
2022-06-30 21:30:00	ES	Futures	4281.65	4282.78	4274.28	4280.23	4877.0
2022-06-30 22:00:00	ES	Futures	4280.23	4288.73	4275.42	4277.68	4773.0
2022-06-30 22:30:00	ES	Futures	4277.68	4278.82	4262.1	4265.79	8671.0
2022-06-30 23:00:00	ES	Futures	4265.79	4266.35	4248.79	4256.44	9916.0
2022-06-30 23:30:00	ES	Futures	4256.72	4259.27	4247.66	4255.02	7472.0
2022-06-30 00:00:00	NQ	Futures	13481.14	13490.4	13474.2	13484.9	953.0
2022-06-30 00:30:00	NQ	Futures	13486.06	13488.66	13470.44	13476.8	910.0
2022-06-30 01:00:00	NQ	Futures	13476.51	13483.75	13402.18	13426.48	3966.0
2022-06-30 01:30:00	NQ	Futures	13426.19	13426.48	13392.35	13418.67	3623.0

> showing 50 of 3,911 rows — these rows as CSV

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