PREVIEW / futures_30min / 2022-01-09

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-09.parquet
  size:    29 KB
  rows:    795

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
2022-01-09 18:00:00	ES	Futures	5284.16	5286.99	5260.12	5260.97	18673.0
2022-01-09 18:30:00	ES	Futures	5261.25	5270.87	5260.4	5268.6	7269.0
2022-01-09 19:00:00	ES	Futures	5268.89	5273.13	5264.93	5270.87	6962.0
2022-01-09 19:30:00	ES	Futures	5270.87	5275.96	5270.58	5272.85	5134.0
2022-01-09 20:00:00	ES	Futures	5272.56	5273.69	5266.62	5267.75	5593.0
2022-01-09 20:30:00	ES	Futures	5268.04	5279.35	5264.08	5277.94	8353.0
2022-01-09 21:00:00	ES	Futures	5277.94	5279.92	5274.82	5279.07	4658.0
2022-01-09 21:30:00	ES	Futures	5279.35	5281.61	5277.09	5278.22	2906.0
2022-01-09 22:00:00	ES	Futures	5277.94	5278.78	5275.39	5277.37	2248.0
2022-01-09 22:30:00	ES	Futures	5277.37	5280.76	5277.09	5279.92	1477.0
2022-01-09 23:00:00	ES	Futures	5279.92	5287.83	5279.63	5285.57	5114.0
2022-01-09 23:30:00	ES	Futures	5285.57	5288.68	5284.16	5287.83	2192.0
2022-01-09 18:00:00	NQ	Futures	18073.0	18097.05	17986.05	17999.96	9863.0
2022-01-09 18:30:00	NQ	Futures	18001.12	18054.45	17997.65	18036.77	3487.0
2022-01-09 19:00:00	NQ	Futures	18038.51	18054.45	18015.32	18049.52	3259.0
2022-01-09 19:30:00	NQ	Futures	18047.78	18077.92	18046.62	18065.75	3011.0
2022-01-09 20:00:00	NQ	Futures	18066.33	18070.1	18037.06	18040.83	2764.0
2022-01-09 20:30:00	NQ	Futures	18040.83	18093.86	18019.67	18087.49	4396.0
2022-01-09 21:00:00	NQ	Futures	18087.78	18111.83	18079.95	18099.37	4103.0
2022-01-09 21:30:00	NQ	Futures	18099.37	18105.17	18082.56	18086.62	1421.0
2022-01-09 22:00:00	NQ	Futures	18086.62	18089.52	18068.36	18084.88	2114.0
2022-01-09 22:30:00	NQ	Futures	18084.88	18106.04	18084.88	18102.27	1412.0
2022-01-09 23:00:00	NQ	Futures	18102.56	18127.19	18100.82	18118.79	2279.0
2022-01-09 23:30:00	NQ	Futures	18119.37	18136.18	18116.76	18131.54	1676.0
2022-01-09 18:00:00	YM	Futures	40592.8	40631.0	40420.8	40422.0	3567.0
2022-01-09 18:30:00	YM	Futures	40422.0	40490.5	40411.9	40479.3	1546.0
2022-01-09 19:00:00	YM	Futures	40478.2	40506.3	40451.2	40492.8	1333.0
2022-01-09 19:30:00	YM	Futures	40490.5	40522.0	40482.7	40488.3	873.0
2022-01-09 20:00:00	YM	Futures	40488.3	40495.0	40457.9	40466.9	812.0
2022-01-09 20:30:00	YM	Futures	40465.8	40538.8	40441.1	40525.4	1226.0
2022-01-09 21:00:00	YM	Futures	40529.9	40534.3	40505.1	40527.6	860.0
2022-01-09 21:30:00	YM	Futures	40526.5	40545.6	40513.0	40529.9	475.0
2022-01-09 22:00:00	YM	Futures	40528.7	40536.6	40513.0	40516.4	438.0
2022-01-09 22:30:00	YM	Futures	40514.1	40538.8	40510.7	40529.9	418.0
2022-01-09 23:00:00	YM	Futures	40534.3	40611.9	40532.1	40578.2	2661.0
2022-01-09 23:30:00	YM	Futures	40577.1	40587.2	40555.7	40579.3	695.0
2022-01-09 18:00:00	CL	Futures	56.08	56.24	55.71	55.72	3616.0
2022-01-09 18:30:00	CL	Futures	55.73	55.93	55.73	55.85	1318.0
2022-01-09 19:00:00	CL	Futures	55.86	55.88	55.77	55.83	1343.0
2022-01-09 19:30:00	CL	Futures	55.82	55.95	55.81	55.91	917.0
2022-01-09 20:00:00	CL	Futures	55.91	55.99	55.79	55.9	3501.0
2022-01-09 20:30:00	CL	Futures	55.9	56.06	55.82	56.02	2702.0
2022-01-09 21:00:00	CL	Futures	56.02	56.15	55.98	56.14	2881.0
2022-01-09 21:30:00	CL	Futures	56.14	56.39	56.12	56.22	4205.0
2022-01-09 22:00:00	CL	Futures	56.21	56.26	56.12	56.14	2315.0
2022-01-09 22:30:00	CL	Futures	56.14	56.22	56.12	56.21	968.0
2022-01-09 23:00:00	CL	Futures	56.2	56.23	56.15	56.19	766.0
2022-01-09 23:30:00	CL	Futures	56.2	56.22	56.14	56.2	504.0
2022-01-09 18:00:00	GC	Futures	2159.5	2159.5	2156.6	2158.2	904.0
2022-01-09 18:30:00	GC	Futures	2158.2	2158.9	2156.8	2157.5	689.0

> showing 50 of 795 rows — these rows as CSV

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