PREVIEW / futures_30min / 2022-01-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-11.parquet
  size:    108 KB
  rows:    3,822

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
2022-01-11 00:00:00	ES	Futures	5273.13	5276.52	5270.02	5272.0	4535.0
2022-01-11 00:30:00	ES	Futures	5272.0	5274.82	5270.02	5272.28	2459.0
2022-01-11 01:00:00	ES	Futures	5272.56	5274.26	5267.47	5267.47	3842.0
2022-01-11 01:30:00	ES	Futures	5267.47	5272.0	5263.8	5270.3	4275.0
2022-01-11 02:00:00	ES	Futures	5270.58	5277.37	5266.91	5276.52	4990.0
2022-01-11 02:30:00	ES	Futures	5276.52	5278.5	5273.41	5277.65	5675.0
2022-01-11 03:00:00	ES	Futures	5277.37	5285.29	5271.43	5273.69	18155.0
2022-01-11 03:30:00	ES	Futures	5273.98	5279.35	5266.91	5279.35	11316.0
2022-01-11 04:00:00	ES	Futures	5279.07	5294.62	5278.78	5293.49	15588.0
2022-01-11 04:30:00	ES	Futures	5293.77	5301.97	5293.49	5297.73	14333.0
2022-01-11 05:00:00	ES	Futures	5297.73	5303.39	5294.34	5294.34	7981.0
2022-01-11 05:30:00	ES	Futures	5294.62	5299.43	5294.34	5296.03	5278.0
2022-01-11 06:00:00	ES	Futures	5296.03	5296.32	5288.68	5289.81	10078.0
2022-01-11 06:30:00	ES	Futures	5289.81	5296.32	5289.25	5289.25	9138.0
2022-01-11 07:00:00	ES	Futures	5289.25	5293.49	5288.68	5292.08	14152.0
2022-01-11 07:30:00	ES	Futures	5291.79	5292.36	5282.18	5283.31	12950.0
2022-01-11 08:00:00	ES	Futures	5283.31	5288.12	5280.76	5283.87	11688.0
2022-01-11 08:30:00	ES	Futures	5283.87	5287.83	5272.85	5273.41	23458.0
2022-01-11 09:00:00	ES	Futures	5273.41	5273.69	5268.04	5271.15	30042.0
2022-01-11 09:30:00	ES	Futures	5271.15	5273.69	5234.38	5243.72	266816.0
2022-01-11 10:00:00	ES	Futures	5244.0	5263.23	5240.32	5257.86	151871.0
2022-01-11 10:30:00	ES	Futures	5257.86	5267.75	5238.06	5250.5	153595.0
2022-01-11 11:00:00	ES	Futures	5250.5	5288.4	5249.09	5285.57	151882.0
2022-01-11 11:30:00	ES	Futures	5285.57	5302.82	5281.61	5296.88	102129.0
2022-01-11 12:00:00	ES	Futures	5297.17	5301.41	5286.99	5288.68	65916.0
2022-01-11 12:30:00	ES	Futures	5288.96	5300.28	5286.99	5299.43	47266.0
2022-01-11 13:00:00	ES	Futures	5299.43	5306.5	5290.66	5303.1	55497.0
2022-01-11 13:30:00	ES	Futures	5303.1	5308.48	5301.97	5307.35	39758.0
2022-01-11 14:00:00	ES	Futures	5307.35	5307.91	5298.01	5306.5	41241.0
2022-01-11 14:30:00	ES	Futures	5306.5	5317.81	5302.82	5312.15	66331.0
2022-01-11 15:00:00	ES	Futures	5312.15	5320.92	5312.15	5318.38	67512.0
2022-01-11 15:30:00	ES	Futures	5318.38	5324.03	5308.48	5322.34	158285.0
2022-01-11 16:00:00	ES	Futures	5322.62	5325.16	5320.64	5321.49	46421.0
2022-01-11 16:30:00	ES	Futures	5321.49	5323.18	5321.2	5321.49	4474.0
2022-01-11 18:00:00	ES	Futures	5321.2	5325.16	5320.07	5320.92	4045.0
2022-01-11 18:30:00	ES	Futures	5320.64	5322.34	5319.79	5321.2	2979.0
2022-01-11 19:00:00	ES	Futures	5321.2	5326.29	5320.07	5324.88	5058.0
2022-01-11 19:30:00	ES	Futures	5324.88	5327.71	5323.75	5324.03	4470.0
2022-01-11 20:00:00	ES	Futures	5323.75	5324.6	5319.51	5320.92	4287.0
2022-01-11 20:30:00	ES	Futures	5321.2	5323.47	5315.83	5320.36	5305.0
2022-01-11 21:00:00	ES	Futures	5320.36	5325.73	5319.79	5325.16	3523.0
2022-01-11 21:30:00	ES	Futures	5325.45	5325.45	5322.34	5324.03	1683.0
2022-01-11 22:00:00	ES	Futures	5324.03	5325.45	5323.47	5324.32	1320.0
2022-01-11 22:30:00	ES	Futures	5324.6	5326.86	5324.6	5326.58	2110.0
2022-01-11 23:00:00	ES	Futures	5326.58	5327.43	5324.88	5325.73	1569.0
2022-01-11 23:30:00	ES	Futures	5325.73	5326.58	5324.88	5326.29	1766.0
2022-01-11 00:00:00	NQ	Futures	18082.27	18101.69	18074.16	18087.2	2154.0
2022-01-11 00:30:00	NQ	Futures	18086.62	18096.18	18076.48	18085.46	1327.0
2022-01-11 01:00:00	NQ	Futures	18086.62	18094.44	18057.93	18057.93	1828.0
2022-01-11 01:30:00	NQ	Futures	18059.38	18084.59	18043.73	18073.87	2817.0

> showing 50 of 3,822 rows — these rows as CSV

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