PREVIEW / futures_30min / 2022-01-02

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-02.parquet
  size:    28 KB
  rows:    786

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
2022-01-02 18:00:00	ES	Futures	5397.0	5404.35	5396.71	5401.52	10822.0
2022-01-02 18:30:00	ES	Futures	5401.8	5402.09	5398.41	5401.52	2599.0
2022-01-02 19:00:00	ES	Futures	5401.52	5406.89	5401.24	5406.61	5863.0
2022-01-02 19:30:00	ES	Futures	5406.61	5411.7	5405.48	5410.57	5324.0
2022-01-02 20:00:00	ES	Futures	5410.57	5412.83	5408.31	5410.85	5911.0
2022-01-02 20:30:00	ES	Futures	5410.57	5411.42	5403.22	5404.91	6784.0
2022-01-02 21:00:00	ES	Futures	5404.63	5405.2	5402.09	5404.35	3412.0
2022-01-02 21:30:00	ES	Futures	5404.35	5407.18	5403.78	5406.61	2460.0
2022-01-02 22:00:00	ES	Futures	5406.61	5407.46	5402.65	5405.2	2107.0
2022-01-02 22:30:00	ES	Futures	5405.48	5406.04	5403.22	5405.2	1396.0
2022-01-02 23:00:00	ES	Futures	5405.2	5405.48	5403.5	5404.35	1196.0
2022-01-02 23:30:00	ES	Futures	5404.35	5405.2	5403.78	5405.2	747.0
2022-01-02 18:00:00	NQ	Futures	18961.0	19036.64	18961.0	18988.82	5706.0
2022-01-02 18:30:00	NQ	Futures	18989.4	18998.09	18976.36	18993.17	1905.0
2022-01-02 19:00:00	NQ	Futures	18993.75	19014.61	18993.75	19012.87	2807.0
2022-01-02 19:30:00	NQ	Futures	19012.3	19036.35	19011.72	19030.55	3406.0
2022-01-02 20:00:00	NQ	Futures	19031.13	19044.17	19023.6	19034.9	3492.0
2022-01-02 20:30:00	NQ	Futures	19034.32	19039.83	19011.14	19015.77	3677.0
2022-01-02 21:00:00	NQ	Futures	19014.9	19019.83	19004.18	19013.16	2489.0
2022-01-02 21:30:00	NQ	Futures	19013.16	19031.71	19012.01	19030.84	2264.0
2022-01-02 22:00:00	NQ	Futures	19030.55	19033.16	19013.74	19022.15	1658.0
2022-01-02 22:30:00	NQ	Futures	19021.86	19025.05	19012.58	19020.12	1384.0
2022-01-02 23:00:00	NQ	Futures	19020.41	19022.15	19014.9	19018.09	759.0
2022-01-02 23:30:00	NQ	Futures	19018.67	19023.89	19016.93	19023.89	576.0
2022-01-02 18:00:00	YM	Futures	40798.4	40855.8	40793.9	40837.8	1918.0
2022-01-02 18:30:00	YM	Futures	40838.9	40845.6	40813.1	40827.7	665.0
2022-01-02 19:00:00	YM	Futures	40831.0	40870.4	40825.4	40869.2	1085.0
2022-01-02 19:30:00	YM	Futures	40867.0	40913.1	40861.4	40905.2	1462.0
2022-01-02 20:00:00	YM	Futures	40907.5	40924.3	40891.7	40905.2	1117.0
2022-01-02 20:30:00	YM	Futures	40906.3	40910.8	40840.0	40855.8	1140.0
2022-01-02 21:00:00	YM	Futures	40854.6	40855.8	40833.3	40850.1	722.0
2022-01-02 21:30:00	YM	Futures	40850.1	40869.2	40844.5	40855.8	541.0
2022-01-02 22:00:00	YM	Futures	40858.0	40865.9	40828.8	40846.8	436.0
2022-01-02 22:30:00	YM	Futures	40850.1	40855.8	40834.4	40850.1	293.0
2022-01-02 23:00:00	YM	Futures	40851.3	40852.4	40837.8	40841.1	279.0
2022-01-02 23:30:00	YM	Futures	40842.3	40846.8	40833.3	40845.6	230.0
2022-01-02 18:00:00	CL	Futures	53.81	53.98	53.73	53.94	2751.0
2022-01-02 18:30:00	CL	Futures	53.95	53.96	53.82	53.9	969.0
2022-01-02 19:00:00	CL	Futures	53.91	53.99	53.88	53.98	1533.0
2022-01-02 19:30:00	CL	Futures	53.98	54.08	53.95	53.96	1856.0
2022-01-02 20:00:00	CL	Futures	53.96	54.01	53.84	53.99	1738.0
2022-01-02 20:30:00	CL	Futures	53.99	54.0	53.7	53.78	1892.0
2022-01-02 21:00:00	CL	Futures	53.78	53.78	53.64	53.66	1488.0
2022-01-02 21:30:00	CL	Futures	53.66	53.74	53.64	53.67	886.0
2022-01-02 22:00:00	CL	Futures	53.67	53.84	53.66	53.83	1212.0
2022-01-02 22:30:00	CL	Futures	53.84	53.95	53.79	53.88	1314.0
2022-01-02 23:00:00	CL	Futures	53.9	53.92	53.86	53.9	712.0
2022-01-02 23:30:00	CL	Futures	53.91	53.92	53.83	53.86	532.0
2022-01-02 18:00:00	GC	Futures	2200.0	2203.5	2199.7	2200.2	2074.0
2022-01-02 18:30:00	GC	Futures	2200.1	2200.6	2198.5	2199.3	522.0

> showing 50 of 786 rows — these rows as CSV

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