PREVIEW / futures_30min / 2022-01-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-12.parquet
  size:    107 KB
  rows:    3,824

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
2022-01-12 00:00:00	ES	Futures	5326.29	5328.84	5326.01	5327.43	2640.0
2022-01-12 00:30:00	ES	Futures	5327.71	5334.5	5326.86	5334.5	6355.0
2022-01-12 01:00:00	ES	Futures	5334.21	5337.89	5330.82	5331.67	5829.0
2022-01-12 01:30:00	ES	Futures	5331.95	5333.36	5329.97	5329.97	1610.0
2022-01-12 02:00:00	ES	Futures	5330.25	5331.95	5326.86	5328.56	3809.0
2022-01-12 02:30:00	ES	Futures	5328.56	5334.21	5327.71	5329.41	5375.0
2022-01-12 03:00:00	ES	Futures	5329.12	5331.1	5318.38	5318.66	13813.0
2022-01-12 03:30:00	ES	Futures	5318.66	5320.92	5311.02	5313.0	12144.0
2022-01-12 04:00:00	ES	Futures	5313.29	5327.14	5312.44	5326.86	8624.0
2022-01-12 04:30:00	ES	Futures	5327.14	5329.12	5322.62	5328.56	5964.0
2022-01-12 05:00:00	ES	Futures	5328.56	5331.1	5324.03	5327.14	7921.0
2022-01-12 05:30:00	ES	Futures	5327.43	5331.1	5323.47	5329.97	5538.0
2022-01-12 06:00:00	ES	Futures	5330.25	5333.08	5327.99	5328.56	5756.0
2022-01-12 06:30:00	ES	Futures	5328.84	5332.23	5325.73	5326.01	6385.0
2022-01-12 07:00:00	ES	Futures	5326.01	5328.56	5322.9	5326.29	8307.0
2022-01-12 07:30:00	ES	Futures	5326.58	5331.95	5324.88	5327.14	7598.0
2022-01-12 08:00:00	ES	Futures	5327.43	5337.89	5326.29	5333.93	17253.0
2022-01-12 08:30:00	ES	Futures	5333.93	5351.18	5327.99	5348.92	71391.0
2022-01-12 09:00:00	ES	Futures	5349.2	5349.77	5340.43	5342.7	29021.0
2022-01-12 09:30:00	ES	Futures	5342.7	5355.71	5335.06	5354.86	192638.0
2022-01-12 10:00:00	ES	Futures	5354.86	5361.36	5348.35	5352.31	114005.0
2022-01-12 10:30:00	ES	Futures	5352.31	5353.73	5326.58	5333.65	156886.0
2022-01-12 11:00:00	ES	Futures	5333.36	5339.02	5313.0	5329.12	136243.0
2022-01-12 11:30:00	ES	Futures	5329.41	5342.41	5328.84	5336.19	79549.0
2022-01-12 12:00:00	ES	Futures	5336.48	5340.15	5327.99	5335.34	58712.0
2022-01-12 12:30:00	ES	Futures	5335.63	5346.37	5334.78	5344.39	52209.0
2022-01-12 13:00:00	ES	Futures	5344.68	5345.24	5332.8	5334.78	49776.0
2022-01-12 13:30:00	ES	Futures	5334.5	5337.89	5326.86	5329.12	51064.0
2022-01-12 14:00:00	ES	Futures	5329.12	5338.46	5322.62	5337.61	64177.0
2022-01-12 14:30:00	ES	Futures	5337.89	5338.46	5328.27	5335.34	45994.0
2022-01-12 15:00:00	ES	Futures	5335.34	5337.32	5326.29	5331.1	59839.0
2022-01-12 15:30:00	ES	Futures	5330.82	5344.11	5326.86	5337.61	160907.0
2022-01-12 16:00:00	ES	Futures	5337.61	5343.26	5337.32	5342.41	39130.0
2022-01-12 16:30:00	ES	Futures	5342.41	5342.41	5336.48	5337.89	5464.0
2022-01-12 18:00:00	ES	Futures	5338.46	5339.3	5336.48	5337.04	2837.0
2022-01-12 18:30:00	ES	Futures	5337.04	5340.15	5334.21	5336.48	3909.0
2022-01-12 19:00:00	ES	Futures	5336.76	5337.04	5331.39	5333.36	5328.0
2022-01-12 19:30:00	ES	Futures	5333.36	5336.76	5333.08	5333.65	2097.0
2022-01-12 20:00:00	ES	Futures	5333.36	5337.89	5332.52	5333.65	2963.0
2022-01-12 20:30:00	ES	Futures	5333.36	5333.93	5319.51	5321.49	8197.0
2022-01-12 21:00:00	ES	Futures	5321.49	5327.71	5321.49	5326.86	4791.0
2022-01-12 21:30:00	ES	Futures	5327.14	5329.69	5325.73	5326.58	2512.0
2022-01-12 22:00:00	ES	Futures	5326.58	5326.86	5320.36	5320.64	3604.0
2022-01-12 22:30:00	ES	Futures	5320.92	5325.16	5320.64	5324.88	2222.0
2022-01-12 23:00:00	ES	Futures	5325.16	5327.99	5324.88	5327.43	2168.0
2022-01-12 23:30:00	ES	Futures	5327.43	5328.27	5325.16	5327.43	1458.0
2022-01-12 00:00:00	NQ	Futures	18354.99	18367.45	18353.54	18361.95	1207.0
2022-01-12 00:30:00	NQ	Futures	18362.53	18419.04	18360.5	18417.3	4702.0
2022-01-12 01:00:00	NQ	Futures	18417.88	18430.05	18390.93	18396.14	4075.0
2022-01-12 01:30:00	NQ	Futures	18395.85	18409.48	18392.09	18393.83	1664.0

> showing 50 of 3,824 rows — these rows as CSV

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