PREVIEW / futures_30min / 2022-01-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-04.parquet
  size:    107 KB
  rows:    3,849

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
2022-01-04 00:00:00	ES	Futures	5423.58	5426.69	5423.3	5426.69	3217.0
2022-01-04 00:30:00	ES	Futures	5426.69	5427.54	5425.84	5426.69	2062.0
2022-01-04 01:00:00	ES	Futures	5426.69	5428.1	5424.43	5424.71	3048.0
2022-01-04 01:30:00	ES	Futures	5424.43	5426.69	5424.43	5425.56	1775.0
2022-01-04 02:00:00	ES	Futures	5425.56	5425.56	5421.88	5423.01	3489.0
2022-01-04 02:30:00	ES	Futures	5422.73	5426.97	5422.73	5426.97	3013.0
2022-01-04 03:00:00	ES	Futures	5426.97	5426.97	5421.6	5424.71	10454.0
2022-01-04 03:30:00	ES	Futures	5424.71	5426.41	5421.32	5422.45	6598.0
2022-01-04 04:00:00	ES	Futures	5422.45	5425.28	5421.88	5423.86	3915.0
2022-01-04 04:30:00	ES	Futures	5423.86	5425.84	5422.16	5425.84	4390.0
2022-01-04 05:00:00	ES	Futures	5425.84	5435.17	5425.84	5434.61	10227.0
2022-01-04 05:30:00	ES	Futures	5434.61	5435.74	5432.35	5434.04	6621.0
2022-01-04 06:00:00	ES	Futures	5434.04	5438.28	5432.35	5435.17	8215.0
2022-01-04 06:30:00	ES	Futures	5434.89	5435.74	5432.91	5433.48	4854.0
2022-01-04 07:00:00	ES	Futures	5433.19	5434.04	5424.14	5426.12	13939.0
2022-01-04 07:30:00	ES	Futures	5426.12	5429.52	5425.28	5428.95	10348.0
2022-01-04 08:00:00	ES	Futures	5428.95	5435.46	5427.54	5433.76	18313.0
2022-01-04 08:30:00	ES	Futures	5433.76	5434.33	5430.08	5432.91	11103.0
2022-01-04 09:00:00	ES	Futures	5432.63	5434.61	5429.8	5431.21	15701.0
2022-01-04 09:30:00	ES	Futures	5431.21	5439.13	5428.67	5435.74	148751.0
2022-01-04 10:00:00	ES	Futures	5435.46	5436.3	5424.99	5435.17	122526.0
2022-01-04 10:30:00	ES	Futures	5434.89	5436.87	5411.42	5412.83	131403.0
2022-01-04 11:00:00	ES	Futures	5412.83	5413.4	5399.26	5405.48	121916.0
2022-01-04 11:30:00	ES	Futures	5405.48	5416.79	5403.78	5410.85	78551.0
2022-01-04 12:00:00	ES	Futures	5410.85	5416.51	5406.61	5411.7	41695.0
2022-01-04 12:30:00	ES	Futures	5411.42	5412.55	5402.09	5403.5	40707.0
2022-01-04 13:00:00	ES	Futures	5403.22	5409.16	5400.95	5402.93	43703.0
2022-01-04 13:30:00	ES	Futures	5403.22	5403.5	5389.64	5391.06	67479.0
2022-01-04 14:00:00	ES	Futures	5391.06	5401.52	5390.49	5400.11	53359.0
2022-01-04 14:30:00	ES	Futures	5400.11	5411.7	5399.82	5410.0	53556.0
2022-01-04 15:00:00	ES	Futures	5410.0	5420.47	5409.44	5419.62	65001.0
2022-01-04 15:30:00	ES	Futures	5419.62	5427.82	5410.29	5411.42	163201.0
2022-01-04 16:00:00	ES	Futures	5411.14	5413.11	5408.31	5410.29	38387.0
2022-01-04 16:30:00	ES	Futures	5410.29	5411.7	5408.59	5411.42	3514.0
2022-01-04 18:00:00	ES	Futures	5411.14	5412.27	5405.2	5406.89	4455.0
2022-01-04 18:30:00	ES	Futures	5406.89	5406.89	5403.78	5405.2	3146.0
2022-01-04 19:00:00	ES	Futures	5405.2	5406.33	5401.24	5402.93	4701.0
2022-01-04 19:30:00	ES	Futures	5402.93	5403.78	5400.67	5403.5	3442.0
2022-01-04 20:00:00	ES	Futures	5403.78	5408.59	5402.09	5404.91	3786.0
2022-01-04 20:30:00	ES	Futures	5404.91	5404.91	5395.3	5398.41	7645.0
2022-01-04 21:00:00	ES	Futures	5398.41	5401.8	5397.28	5398.69	4023.0
2022-01-04 21:30:00	ES	Futures	5398.69	5400.67	5397.28	5400.11	3423.0
2022-01-04 22:00:00	ES	Futures	5400.11	5401.24	5397.28	5398.69	2339.0
2022-01-04 22:30:00	ES	Futures	5398.41	5400.67	5397.56	5400.11	1919.0
2022-01-04 23:00:00	ES	Futures	5400.11	5400.67	5398.97	5399.54	1224.0
2022-01-04 23:30:00	ES	Futures	5399.54	5399.82	5397.28	5399.26	1741.0
2022-01-04 00:00:00	NQ	Futures	19155.46	19170.83	19153.44	19170.25	2055.0
2022-01-04 00:30:00	NQ	Futures	19169.67	19171.98	19165.32	19167.35	1640.0
2022-01-04 01:00:00	NQ	Futures	19167.93	19176.62	19160.1	19160.97	1691.0
2022-01-04 01:30:00	NQ	Futures	19160.1	19167.06	19158.65	19164.45	830.0

> showing 50 of 3,849 rows — these rows as CSV

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