PREVIEW / futures_30min / 2022-01-10

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-10.parquet
  size:    110 KB
  rows:    3,856

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
2022-01-10 00:00:00	ES	Futures	5287.83	5288.12	5283.59	5284.44	2100.0
2022-01-10 00:30:00	ES	Futures	5284.72	5287.83	5283.59	5284.72	2024.0
2022-01-10 01:00:00	ES	Futures	5284.72	5287.83	5282.18	5285.57	2327.0
2022-01-10 01:30:00	ES	Futures	5285.85	5287.55	5283.59	5286.42	1952.0
2022-01-10 02:00:00	ES	Futures	5286.7	5294.9	5286.7	5292.64	5375.0
2022-01-10 02:30:00	ES	Futures	5292.92	5296.03	5291.51	5293.21	4667.0
2022-01-10 03:00:00	ES	Futures	5293.21	5294.9	5275.96	5282.18	17766.0
2022-01-10 03:30:00	ES	Futures	5281.89	5282.18	5267.19	5277.65	15832.0
2022-01-10 04:00:00	ES	Futures	5277.94	5287.83	5276.24	5287.27	12422.0
2022-01-10 04:30:00	ES	Futures	5287.55	5289.25	5281.61	5281.89	7368.0
2022-01-10 05:00:00	ES	Futures	5281.89	5289.25	5279.07	5282.74	7570.0
2022-01-10 05:30:00	ES	Futures	5283.03	5284.16	5275.11	5277.65	5060.0
2022-01-10 06:00:00	ES	Futures	5277.37	5279.35	5271.43	5273.13	6100.0
2022-01-10 06:30:00	ES	Futures	5273.13	5276.52	5267.47	5275.39	8055.0
2022-01-10 07:00:00	ES	Futures	5275.11	5277.09	5261.82	5263.51	14196.0
2022-01-10 07:30:00	ES	Futures	5263.51	5264.08	5242.02	5242.59	30983.0
2022-01-10 08:00:00	ES	Futures	5242.59	5250.79	5240.89	5248.24	23811.0
2022-01-10 08:30:00	ES	Futures	5248.24	5251.63	5242.59	5244.28	20368.0
2022-01-10 09:00:00	ES	Futures	5244.56	5248.81	5238.63	5241.45	28439.0
2022-01-10 09:30:00	ES	Futures	5241.74	5245.7	5200.45	5204.41	277486.0
2022-01-10 10:00:00	ES	Futures	5204.41	5206.95	5181.5	5190.83	213156.0
2022-01-10 10:30:00	ES	Futures	5190.83	5197.05	5172.73	5186.31	160537.0
2022-01-10 11:00:00	ES	Futures	5186.02	5213.74	5178.39	5212.33	146436.0
2022-01-10 11:30:00	ES	Futures	5212.04	5212.33	5193.38	5205.54	104634.0
2022-01-10 12:00:00	ES	Futures	5205.54	5206.39	5189.14	5192.53	73225.0
2022-01-10 12:30:00	ES	Futures	5192.53	5213.46	5188.29	5202.71	101441.0
2022-01-10 13:00:00	ES	Futures	5202.99	5221.38	5201.01	5217.98	117467.0
2022-01-10 13:30:00	ES	Futures	5217.98	5236.36	5213.46	5232.97	100883.0
2022-01-10 14:00:00	ES	Futures	5232.97	5250.22	5229.86	5246.83	93928.0
2022-01-10 14:30:00	ES	Futures	5246.83	5255.31	5235.52	5245.13	91168.0
2022-01-10 15:00:00	ES	Futures	5245.13	5251.07	5229.58	5242.02	101705.0
2022-01-10 15:30:00	ES	Futures	5241.74	5277.09	5236.65	5273.98	221549.0
2022-01-10 16:00:00	ES	Futures	5274.26	5277.09	5272.28	5275.67	55511.0
2022-01-10 16:30:00	ES	Futures	5275.67	5277.37	5271.43	5274.26	6111.0
2022-01-10 18:00:00	ES	Futures	5275.39	5281.33	5271.71	5280.2	7352.0
2022-01-10 18:30:00	ES	Futures	5280.2	5280.48	5276.52	5277.09	3453.0
2022-01-10 19:00:00	ES	Futures	5277.09	5281.89	5268.89	5269.45	9390.0
2022-01-10 19:30:00	ES	Futures	5269.45	5279.63	5268.6	5278.78	4950.0
2022-01-10 20:00:00	ES	Futures	5279.07	5279.63	5266.34	5273.69	6148.0
2022-01-10 20:30:00	ES	Futures	5273.69	5275.39	5265.78	5268.6	7055.0
2022-01-10 21:00:00	ES	Futures	5268.6	5280.76	5267.47	5279.07	5396.0
2022-01-10 21:30:00	ES	Futures	5279.63	5281.33	5275.96	5280.2	3430.0
2022-01-10 22:00:00	ES	Futures	5280.2	5281.05	5277.09	5279.35	2609.0
2022-01-10 22:30:00	ES	Futures	5279.35	5280.2	5274.54	5275.96	3001.0
2022-01-10 23:00:00	ES	Futures	5275.96	5276.52	5271.15	5271.43	3232.0
2022-01-10 23:30:00	ES	Futures	5271.43	5274.82	5268.89	5273.13	2985.0
2022-01-10 00:00:00	NQ	Futures	18132.41	18134.15	18111.83	18117.05	1718.0
2022-01-10 00:30:00	NQ	Futures	18118.79	18137.92	18115.02	18117.05	1602.0
2022-01-10 01:00:00	NQ	Futures	18118.5	18134.73	18105.46	18126.9	1474.0
2022-01-10 01:30:00	NQ	Futures	18127.19	18134.15	18114.44	18128.35	1278.0

> showing 50 of 3,856 rows — these rows as CSV

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