PREVIEW / futures_30min / 2022-01-07

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-07.parquet
  size:    91 KB
  rows:    3,089

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
2022-01-07 00:00:00	ES	Futures	5314.7	5316.68	5309.04	5310.74	3564.0
2022-01-07 00:30:00	ES	Futures	5310.74	5315.83	5310.17	5315.55	2510.0
2022-01-07 01:00:00	ES	Futures	5315.27	5316.11	5312.44	5314.13	2008.0
2022-01-07 01:30:00	ES	Futures	5314.42	5318.38	5311.59	5312.44	2790.0
2022-01-07 02:00:00	ES	Futures	5312.44	5313.57	5306.5	5311.31	3906.0
2022-01-07 02:30:00	ES	Futures	5311.02	5311.59	5306.78	5309.61	2736.0
2022-01-07 03:00:00	ES	Futures	5309.61	5310.46	5300.28	5303.67	11974.0
2022-01-07 03:30:00	ES	Futures	5303.95	5303.95	5292.64	5296.6	11252.0
2022-01-07 04:00:00	ES	Futures	5296.32	5309.33	5294.06	5307.35	9657.0
2022-01-07 04:30:00	ES	Futures	5307.63	5313.0	5307.06	5307.63	6976.0
2022-01-07 05:00:00	ES	Futures	5307.63	5315.55	5304.24	5314.42	5398.0
2022-01-07 05:30:00	ES	Futures	5314.42	5316.68	5313.29	5313.85	5353.0
2022-01-07 06:00:00	ES	Futures	5313.85	5316.68	5310.74	5314.98	5109.0
2022-01-07 06:30:00	ES	Futures	5315.27	5316.4	5308.48	5308.76	3448.0
2022-01-07 07:00:00	ES	Futures	5308.48	5316.11	5307.35	5310.46	7025.0
2022-01-07 07:30:00	ES	Futures	5310.17	5311.87	5304.8	5305.65	7373.0
2022-01-07 08:00:00	ES	Futures	5305.93	5309.33	5303.39	5305.93	16198.0
2022-01-07 08:30:00	ES	Futures	5306.78	5318.09	5282.74	5291.23	102150.0
2022-01-07 09:00:00	ES	Futures	5291.23	5302.26	5290.94	5301.97	40258.0
2022-01-07 09:30:00	ES	Futures	5301.97	5316.11	5288.4	5309.61	184776.0
2022-01-07 10:00:00	ES	Futures	5309.61	5311.02	5288.96	5290.94	118094.0
2022-01-07 10:30:00	ES	Futures	5290.94	5294.9	5264.36	5271.43	157664.0
2022-01-07 11:00:00	ES	Futures	5271.43	5285.57	5264.64	5284.72	121513.0
2022-01-07 11:30:00	ES	Futures	5284.44	5303.39	5280.48	5298.58	102378.0
2022-01-07 12:00:00	ES	Futures	5298.58	5300.28	5288.68	5292.08	60408.0
2022-01-07 12:30:00	ES	Futures	5292.08	5296.32	5284.72	5293.77	48628.0
2022-01-07 13:00:00	ES	Futures	5293.77	5298.86	5288.68	5291.51	40673.0
2022-01-07 13:30:00	ES	Futures	5291.51	5297.17	5286.42	5290.1	35288.0
2022-01-07 14:00:00	ES	Futures	5290.38	5292.92	5281.05	5286.42	46823.0
2022-01-07 14:30:00	ES	Futures	5286.14	5299.71	5284.44	5296.6	55490.0
2022-01-07 15:00:00	ES	Futures	5296.6	5302.54	5286.99	5290.66	58533.0
2022-01-07 15:30:00	ES	Futures	5290.94	5296.88	5278.78	5281.33	170071.0
2022-01-07 16:00:00	ES	Futures	5281.61	5287.83	5279.07	5280.76	53035.0
2022-01-07 16:30:00	ES	Futures	5280.48	5280.48	5278.78	5279.92	6387.0
2022-01-07 00:00:00	NQ	Futures	18302.53	18309.2	18270.36	18276.45	2457.0
2022-01-07 00:30:00	NQ	Futures	18277.03	18303.11	18272.68	18299.63	1845.0
2022-01-07 01:00:00	NQ	Futures	18299.06	18302.53	18286.3	18292.68	1135.0
2022-01-07 01:30:00	NQ	Futures	18293.55	18318.47	18276.16	18279.64	2006.0
2022-01-07 02:00:00	NQ	Futures	18278.77	18285.43	18255.58	18271.52	2875.0
2022-01-07 02:30:00	NQ	Futures	18270.36	18271.23	18250.08	18262.54	2085.0
2022-01-07 03:00:00	NQ	Futures	18261.67	18270.36	18210.95	18223.99	5235.0
2022-01-07 03:30:00	NQ	Futures	18223.7	18223.7	18161.68	18186.61	6939.0
2022-01-07 04:00:00	NQ	Futures	18185.74	18272.68	18180.23	18262.54	6211.0
2022-01-07 04:30:00	NQ	Futures	18263.99	18291.52	18258.48	18260.22	3708.0
2022-01-07 05:00:00	NQ	Futures	18259.64	18318.76	18246.6	18312.39	3667.0
2022-01-07 05:30:00	NQ	Futures	18313.26	18328.62	18308.04	18308.91	2286.0
2022-01-07 06:00:00	NQ	Futures	18309.78	18339.63	18294.13	18333.25	3032.0
2022-01-07 06:30:00	NQ	Futures	18333.83	18341.66	18304.27	18306.01	2986.0
2022-01-07 07:00:00	NQ	Futures	18306.3	18345.72	18295.0	18314.71	3851.0
2022-01-07 07:30:00	NQ	Futures	18314.13	18317.02	18276.16	18285.72	3738.0

> showing 50 of 3,089 rows — these rows as CSV

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