PREVIEW / futures_30min / 2022-01-05

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-05.parquet
  size:    112 KB
  rows:    3,881

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
2022-01-05 00:00:00	ES	Futures	5398.97	5399.82	5392.47	5393.32	4104.0
2022-01-05 00:30:00	ES	Futures	5393.6	5396.15	5392.75	5393.88	1951.0
2022-01-05 01:00:00	ES	Futures	5394.17	5397.0	5391.9	5396.15	2086.0
2022-01-05 01:30:00	ES	Futures	5396.43	5402.65	5395.02	5400.67	3279.0
2022-01-05 02:00:00	ES	Futures	5400.95	5403.78	5399.26	5401.24	2747.0
2022-01-05 02:30:00	ES	Futures	5401.52	5407.74	5400.39	5405.48	4081.0
2022-01-05 03:00:00	ES	Futures	5405.48	5409.44	5402.65	5406.04	8908.0
2022-01-05 03:30:00	ES	Futures	5406.04	5408.31	5402.37	5404.91	3748.0
2022-01-05 04:00:00	ES	Futures	5404.91	5413.96	5403.78	5411.14	7024.0
2022-01-05 04:30:00	ES	Futures	5411.14	5412.27	5408.59	5411.42	3576.0
2022-01-05 05:00:00	ES	Futures	5411.7	5415.94	5410.85	5413.96	5592.0
2022-01-05 05:30:00	ES	Futures	5413.96	5415.66	5408.59	5409.16	7120.0
2022-01-05 06:00:00	ES	Futures	5409.44	5409.72	5405.2	5405.48	8481.0
2022-01-05 06:30:00	ES	Futures	5405.48	5409.44	5405.2	5408.31	6555.0
2022-01-05 07:00:00	ES	Futures	5408.31	5411.42	5406.33	5410.29	6186.0
2022-01-05 07:30:00	ES	Futures	5410.29	5410.57	5403.78	5406.33	10055.0
2022-01-05 08:00:00	ES	Futures	5406.33	5409.72	5401.52	5408.31	17808.0
2022-01-05 08:30:00	ES	Futures	5408.31	5411.7	5405.2	5410.0	13810.0
2022-01-05 09:00:00	ES	Futures	5410.0	5411.42	5405.48	5407.74	18306.0
2022-01-05 09:30:00	ES	Futures	5407.46	5413.11	5395.86	5408.02	164835.0
2022-01-05 10:00:00	ES	Futures	5407.74	5416.51	5402.65	5413.96	97067.0
2022-01-05 10:30:00	ES	Futures	5413.96	5413.96	5404.63	5408.59	67593.0
2022-01-05 11:00:00	ES	Futures	5408.59	5410.0	5399.54	5407.74	55268.0
2022-01-05 11:30:00	ES	Futures	5408.02	5408.59	5397.56	5400.11	51134.0
2022-01-05 12:00:00	ES	Futures	5400.39	5408.31	5398.13	5406.89	37050.0
2022-01-05 12:30:00	ES	Futures	5406.89	5407.46	5392.47	5393.6	66691.0
2022-01-05 13:00:00	ES	Futures	5393.32	5394.45	5385.97	5392.19	67768.0
2022-01-05 13:30:00	ES	Futures	5392.19	5395.3	5389.08	5391.9	40123.0
2022-01-05 14:00:00	ES	Futures	5392.19	5404.35	5362.21	5364.19	223950.0
2022-01-05 14:30:00	ES	Futures	5364.19	5369.56	5338.46	5344.96	188199.0
2022-01-05 15:00:00	ES	Futures	5345.24	5345.24	5325.16	5329.12	171652.0
2022-01-05 15:30:00	ES	Futures	5329.12	5339.02	5306.5	5307.91	271548.0
2022-01-05 16:00:00	ES	Futures	5307.91	5315.83	5304.8	5311.02	86283.0
2022-01-05 16:30:00	ES	Futures	5311.31	5311.59	5305.65	5307.63	10592.0
2022-01-05 18:00:00	ES	Futures	5307.63	5311.59	5296.03	5311.59	14340.0
2022-01-05 18:30:00	ES	Futures	5311.59	5315.55	5308.76	5314.7	6546.0
2022-01-05 19:00:00	ES	Futures	5314.42	5320.07	5313.85	5317.81	7940.0
2022-01-05 19:30:00	ES	Futures	5318.09	5320.07	5307.35	5314.7	8528.0
2022-01-05 20:00:00	ES	Futures	5314.7	5316.4	5304.24	5313.29	7806.0
2022-01-05 20:30:00	ES	Futures	5313.29	5320.07	5310.74	5314.7	7172.0
2022-01-05 21:00:00	ES	Futures	5314.7	5315.27	5304.8	5305.65	7528.0
2022-01-05 21:30:00	ES	Futures	5305.65	5309.61	5303.1	5309.33	6021.0
2022-01-05 22:00:00	ES	Futures	5309.33	5310.17	5301.13	5305.37	4491.0
2022-01-05 22:30:00	ES	Futures	5305.08	5306.5	5286.7	5287.27	13111.0
2022-01-05 23:00:00	ES	Futures	5287.55	5289.53	5286.42	5287.27	8828.0
2022-01-05 23:30:00	ES	Futures	5287.27	5287.55	5280.48	5281.89	8924.0
2022-01-05 00:00:00	NQ	Futures	18785.66	18787.98	18752.33	18761.31	2912.0
2022-01-05 00:30:00	NQ	Futures	18761.6	18766.24	18753.2	18761.02	1433.0
2022-01-05 01:00:00	NQ	Futures	18760.44	18765.95	18747.4	18760.44	1427.0
2022-01-05 01:30:00	NQ	Futures	18760.44	18797.25	18757.26	18789.43	2405.0

> showing 50 of 3,881 rows — these rows as CSV

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