PREVIEW / futures_30min / 2022-01-14

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-14.parquet
  size:    94 KB
  rows:    3,078

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
2022-01-14 00:00:00	ES	Futures	5264.64	5266.91	5261.82	5264.64	2576.0
2022-01-14 00:30:00	ES	Futures	5264.64	5268.89	5263.23	5268.6	2471.0
2022-01-14 01:00:00	ES	Futures	5268.32	5273.98	5265.49	5272.0	5301.0
2022-01-14 01:30:00	ES	Futures	5272.0	5275.39	5271.71	5273.13	3637.0
2022-01-14 02:00:00	ES	Futures	5273.41	5278.78	5272.56	5275.11	5430.0
2022-01-14 02:30:00	ES	Futures	5275.11	5275.11	5263.51	5265.49	6666.0
2022-01-14 03:00:00	ES	Futures	5265.78	5277.94	5260.68	5275.11	15854.0
2022-01-14 03:30:00	ES	Futures	5275.11	5278.22	5262.66	5265.49	10266.0
2022-01-14 04:00:00	ES	Futures	5265.78	5275.96	5264.93	5273.98	10170.0
2022-01-14 04:30:00	ES	Futures	5273.98	5279.35	5270.3	5273.41	9261.0
2022-01-14 05:00:00	ES	Futures	5273.41	5274.26	5266.06	5266.62	5689.0
2022-01-14 05:30:00	ES	Futures	5266.62	5272.28	5263.23	5270.02	6600.0
2022-01-14 06:00:00	ES	Futures	5270.3	5273.98	5268.04	5269.45	5436.0
2022-01-14 06:30:00	ES	Futures	5269.45	5270.3	5259.84	5262.1	9265.0
2022-01-14 07:00:00	ES	Futures	5262.1	5262.95	5248.81	5249.37	17440.0
2022-01-14 07:30:00	ES	Futures	5249.09	5252.48	5223.92	5224.77	33052.0
2022-01-14 08:00:00	ES	Futures	5224.77	5232.4	5217.98	5230.42	40671.0
2022-01-14 08:30:00	ES	Futures	5230.42	5231.84	5211.19	5219.11	53725.0
2022-01-14 09:00:00	ES	Futures	5218.83	5229.58	5214.31	5224.77	47825.0
2022-01-14 09:30:00	ES	Futures	5224.77	5262.95	5219.96	5261.25	251609.0
2022-01-14 10:00:00	ES	Futures	5260.97	5266.62	5241.74	5246.26	156332.0
2022-01-14 10:30:00	ES	Futures	5246.54	5249.09	5232.12	5240.89	132455.0
2022-01-14 11:00:00	ES	Futures	5241.17	5250.22	5219.68	5228.16	137106.0
2022-01-14 11:30:00	ES	Futures	5228.16	5249.66	5223.92	5244.85	102535.0
2022-01-14 12:00:00	ES	Futures	5245.13	5249.09	5231.84	5237.78	65360.0
2022-01-14 12:30:00	ES	Futures	5237.49	5244.56	5217.42	5218.83	78147.0
2022-01-14 13:00:00	ES	Futures	5218.55	5224.77	5210.35	5216.57	89943.0
2022-01-14 13:30:00	ES	Futures	5216.57	5236.08	5211.19	5233.82	85732.0
2022-01-14 14:00:00	ES	Futures	5233.82	5241.45	5228.16	5228.73	80612.0
2022-01-14 14:30:00	ES	Futures	5228.73	5247.11	5227.88	5236.93	80613.0
2022-01-14 15:00:00	ES	Futures	5237.21	5259.84	5237.21	5253.61	96833.0
2022-01-14 15:30:00	ES	Futures	5253.61	5269.73	5253.33	5264.36	175914.0
2022-01-14 16:00:00	ES	Futures	5264.64	5274.26	5264.08	5273.98	49929.0
2022-01-14 16:30:00	ES	Futures	5273.69	5276.8	5273.69	5275.96	7859.0
2022-01-14 00:00:00	NQ	Futures	17960.55	17978.23	17948.38	17969.53	2189.0
2022-01-14 00:30:00	NQ	Futures	17969.53	17987.21	17960.84	17982.86	1708.0
2022-01-14 01:00:00	NQ	Futures	17983.44	18003.44	17964.9	17985.76	3697.0
2022-01-14 01:30:00	NQ	Futures	17986.05	18005.18	17984.31	17992.72	2078.0
2022-01-14 02:00:00	NQ	Futures	17993.01	18031.84	17988.95	18011.85	3940.0
2022-01-14 02:30:00	NQ	Futures	18012.14	18013.01	17956.78	17968.95	4229.0
2022-01-14 03:00:00	NQ	Futures	17968.95	18017.06	17936.49	18000.25	7279.0
2022-01-14 03:30:00	NQ	Futures	17999.67	18015.9	17946.35	17958.23	5250.0
2022-01-14 04:00:00	NQ	Futures	17959.68	18001.12	17949.54	17986.05	5807.0
2022-01-14 04:30:00	NQ	Futures	17986.92	18010.4	17974.17	17987.5	3731.0
2022-01-14 05:00:00	NQ	Futures	17988.37	17990.11	17942.0	17944.61	3899.0
2022-01-14 05:30:00	NQ	Futures	17945.48	17972.72	17926.06	17958.23	4587.0
2022-01-14 06:00:00	NQ	Futures	17958.23	17977.65	17943.45	17950.41	2530.0
2022-01-14 06:30:00	NQ	Futures	17951.27	17952.72	17916.79	17932.73	4447.0
2022-01-14 07:00:00	NQ	Futures	17932.15	17943.45	17884.91	17890.7	8566.0
2022-01-14 07:30:00	NQ	Futures	17890.99	17908.67	17761.44	17764.63	15487.0

> showing 50 of 3,078 rows — these rows as CSV

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