PREVIEW / futures_30min / 2022-01-17

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-17.parquet
  size:    80 KB
  rows:    3,031

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
2022-01-17 00:00:00	ES	Futures	5253.61	5256.16	5253.33	5255.03	1445.0
2022-01-17 00:30:00	ES	Futures	5255.31	5255.59	5250.79	5251.92	1498.0
2022-01-17 01:00:00	ES	Futures	5252.2	5258.99	5250.22	5258.99	2178.0
2022-01-17 01:30:00	ES	Futures	5258.99	5261.53	5258.42	5259.55	1813.0
2022-01-17 02:00:00	ES	Futures	5259.55	5263.8	5255.03	5262.95	3904.0
2022-01-17 02:30:00	ES	Futures	5262.95	5266.34	5260.97	5263.8	2997.0
2022-01-17 03:00:00	ES	Futures	5263.8	5266.06	5255.88	5265.49	7695.0
2022-01-17 03:30:00	ES	Futures	5265.49	5269.73	5264.36	5267.75	4341.0
2022-01-17 04:00:00	ES	Futures	5267.75	5273.69	5264.36	5272.85	5023.0
2022-01-17 04:30:00	ES	Futures	5272.85	5276.52	5271.71	5272.56	4679.0
2022-01-17 05:00:00	ES	Futures	5272.85	5278.5	5272.85	5276.52	2859.0
2022-01-17 05:30:00	ES	Futures	5276.52	5276.8	5271.15	5271.15	3390.0
2022-01-17 06:00:00	ES	Futures	5271.15	5276.24	5270.58	5273.98	2347.0
2022-01-17 06:30:00	ES	Futures	5273.69	5277.65	5270.3	5276.8	2987.0
2022-01-17 07:00:00	ES	Futures	5276.52	5278.5	5273.98	5277.37	2966.0
2022-01-17 07:30:00	ES	Futures	5277.37	5277.65	5273.69	5275.67	1938.0
2022-01-17 08:00:00	ES	Futures	5275.39	5276.52	5273.41	5274.26	4310.0
2022-01-17 08:30:00	ES	Futures	5274.26	5275.39	5268.04	5269.17	5273.0
2022-01-17 09:00:00	ES	Futures	5269.17	5270.3	5264.93	5265.78	6363.0
2022-01-17 09:30:00	ES	Futures	5266.06	5272.0	5260.68	5266.91	11804.0
2022-01-17 10:00:00	ES	Futures	5267.19	5272.0	5264.36	5268.89	7558.0
2022-01-17 10:30:00	ES	Futures	5268.89	5272.0	5266.06	5268.32	5112.0
2022-01-17 11:00:00	ES	Futures	5268.6	5271.71	5268.04	5270.02	3376.0
2022-01-17 11:30:00	ES	Futures	5270.02	5270.3	5266.34	5266.62	2482.0
2022-01-17 12:00:00	ES	Futures	5266.62	5267.47	5262.95	5264.08	2682.0
2022-01-17 12:30:00	ES	Futures	5264.08	5266.91	5262.38	5265.21	2880.0
2022-01-17 18:00:00	ES	Futures	5266.91	5270.3	5257.86	5262.1	5744.0
2022-01-17 18:30:00	ES	Futures	5262.1	5269.17	5262.1	5268.04	3389.0
2022-01-17 19:00:00	ES	Futures	5268.04	5270.3	5264.64	5269.17	3546.0
2022-01-17 19:30:00	ES	Futures	5269.17	5272.56	5267.47	5272.56	2936.0
2022-01-17 20:00:00	ES	Futures	5272.56	5273.41	5265.21	5267.47	3795.0
2022-01-17 20:30:00	ES	Futures	5267.47	5271.15	5265.49	5270.58	2908.0
2022-01-17 21:00:00	ES	Futures	5270.58	5270.87	5265.78	5266.91	1680.0
2022-01-17 21:30:00	ES	Futures	5266.62	5271.15	5264.36	5270.02	3577.0
2022-01-17 22:00:00	ES	Futures	5270.3	5271.15	5265.21	5266.62	2976.0
2022-01-17 22:30:00	ES	Futures	5266.34	5267.19	5244.85	5247.68	18350.0
2022-01-17 23:00:00	ES	Futures	5247.68	5250.5	5232.4	5237.78	14456.0
2022-01-17 23:30:00	ES	Futures	5237.78	5242.59	5232.12	5242.02	7845.0
2022-01-17 00:00:00	NQ	Futures	18003.73	18011.56	17999.09	18008.08	960.0
2022-01-17 00:30:00	NQ	Futures	18008.37	18010.69	17986.63	17996.49	1552.0
2022-01-17 01:00:00	NQ	Futures	17997.36	18026.34	17988.95	18022.86	1984.0
2022-01-17 01:30:00	NQ	Futures	18022.57	18043.15	18021.7	18030.1	1695.0
2022-01-17 02:00:00	NQ	Futures	18029.53	18050.39	18012.72	18045.18	2432.0
2022-01-17 02:30:00	NQ	Futures	18043.15	18056.48	18033.87	18047.2	1424.0
2022-01-17 03:00:00	NQ	Futures	18045.75	18062.56	18005.76	18045.75	4563.0
2022-01-17 03:30:00	NQ	Futures	18045.47	18071.84	18038.51	18062.56	3164.0
2022-01-17 04:00:00	NQ	Futures	18062.27	18101.69	18055.61	18099.37	3157.0
2022-01-17 04:30:00	NQ	Futures	18099.66	18117.05	18096.18	18097.34	3063.0
2022-01-17 05:00:00	NQ	Futures	18098.21	18126.61	18096.76	18108.65	2200.0
2022-01-17 05:30:00	NQ	Futures	18108.65	18108.94	18086.91	18088.94	2368.0

> showing 50 of 3,031 rows — these rows as CSV

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