PREVIEW / futures_30min / 2022-01-16

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-16.parquet
  size:    27 KB
  rows:    715

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
2022-01-16 18:00:00	ES	Futures	5278.22	5284.72	5263.51	5272.28	12614.0
2022-01-16 18:30:00	ES	Futures	5272.28	5275.39	5267.19	5267.47	4867.0
2022-01-16 19:00:00	ES	Futures	5267.47	5270.58	5257.86	5260.68	7957.0
2022-01-16 19:30:00	ES	Futures	5260.4	5264.93	5257.29	5260.97	4156.0
2022-01-16 20:00:00	ES	Futures	5260.68	5261.25	5254.75	5258.42	3674.0
2022-01-16 20:30:00	ES	Futures	5258.42	5260.4	5250.79	5256.44	6146.0
2022-01-16 21:00:00	ES	Futures	5256.73	5257.57	5251.07	5254.18	3375.0
2022-01-16 21:30:00	ES	Futures	5254.18	5254.46	5247.39	5252.2	4241.0
2022-01-16 22:00:00	ES	Futures	5251.92	5257.01	5251.63	5256.73	3079.0
2022-01-16 22:30:00	ES	Futures	5257.01	5262.38	5256.44	5259.27	3332.0
2022-01-16 23:00:00	ES	Futures	5259.27	5261.53	5256.44	5258.42	2294.0
2022-01-16 23:30:00	ES	Futures	5258.42	5258.71	5253.05	5253.61	2953.0
2022-01-16 18:00:00	NQ	Futures	18104.01	18146.32	18046.91	18072.71	4986.0
2022-01-16 18:30:00	NQ	Futures	18071.55	18100.82	18059.38	18063.72	3452.0
2022-01-16 19:00:00	NQ	Futures	18065.17	18080.82	18028.66	18043.73	4156.0
2022-01-16 19:30:00	NQ	Futures	18042.57	18055.03	18028.95	18039.38	2247.0
2022-01-16 20:00:00	NQ	Futures	18039.09	18042.86	18010.4	18023.15	3063.0
2022-01-16 20:30:00	NQ	Futures	18021.99	18032.13	17983.15	18009.82	3795.0
2022-01-16 21:00:00	NQ	Futures	18010.4	18013.88	17980.26	17997.65	2792.0
2022-01-16 21:30:00	NQ	Futures	17998.8	18004.31	17977.07	17999.09	2333.0
2022-01-16 22:00:00	NQ	Futures	18000.25	18018.8	17997.65	18017.93	1769.0
2022-01-16 22:30:00	NQ	Futures	18019.09	18034.74	18013.88	18019.96	2067.0
2022-01-16 23:00:00	NQ	Futures	18020.54	18032.13	18006.34	18019.67	1905.0
2022-01-16 23:30:00	NQ	Futures	18019.38	18024.02	17999.96	18004.31	1738.0
2022-01-16 18:00:00	YM	Futures	40295.0	40345.6	40214.1	40295.0	2772.0
2022-01-16 18:30:00	YM	Futures	40295.0	40300.6	40242.2	40244.4	1284.0
2022-01-16 19:00:00	YM	Futures	40243.3	40264.6	40182.6	40205.1	2022.0
2022-01-16 19:30:00	YM	Futures	40198.3	40229.8	40173.6	40202.8	823.0
2022-01-16 20:00:00	YM	Futures	40198.3	40204.0	40166.9	40199.5	581.0
2022-01-16 20:30:00	YM	Futures	40191.6	40205.1	40150.0	40187.1	867.0
2022-01-16 21:00:00	YM	Futures	40188.2	40197.2	40154.5	40178.1	537.0
2022-01-16 21:30:00	YM	Futures	40182.6	40182.6	40126.4	40155.6	561.0
2022-01-16 22:00:00	YM	Futures	40154.5	40192.7	40150.0	40191.6	534.0
2022-01-16 22:30:00	YM	Futures	40195.0	40226.4	40188.2	40206.2	516.0
2022-01-16 23:00:00	YM	Futures	40209.6	40216.3	40192.7	40196.1	540.0
2022-01-16 23:30:00	YM	Futures	40197.2	40197.2	40159.0	40164.6	568.0
2022-01-16 18:00:00	CL	Futures	59.89	60.12	59.81	59.99	2934.0
2022-01-16 18:30:00	CL	Futures	59.98	60.07	59.92	59.94	1254.0
2022-01-16 19:00:00	CL	Futures	59.94	59.98	59.85	59.92	916.0
2022-01-16 19:30:00	CL	Futures	59.91	59.97	59.84	59.87	568.0
2022-01-16 20:00:00	CL	Futures	59.87	59.92	59.75	59.88	2000.0
2022-01-16 20:30:00	CL	Futures	59.89	60.03	59.87	59.97	2112.0
2022-01-16 21:00:00	CL	Futures	59.97	60.01	59.82	59.85	1111.0
2022-01-16 21:30:00	CL	Futures	59.85	59.87	59.63	59.74	1812.0
2022-01-16 22:00:00	CL	Futures	59.74	59.79	59.66	59.71	799.0
2022-01-16 22:30:00	CL	Futures	59.72	59.77	59.71	59.74	416.0
2022-01-16 23:00:00	CL	Futures	59.74	59.74	59.66	59.66	865.0
2022-01-16 23:30:00	CL	Futures	59.67	59.7	59.64	59.67	441.0
2022-01-16 18:00:00	GC	Futures	2186.3	2186.5	2183.5	2184.4	934.0
2022-01-16 18:30:00	GC	Futures	2184.5	2184.6	2182.0	2182.8	962.0

> showing 50 of 715 rows — these rows as CSV

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