PREVIEW / futures_30min / 2022-01-19

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-19.parquet
  size:    111 KB
  rows:    3,849

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
2022-01-19 00:00:00	ES	Futures	5137.95	5140.78	5134.27	5134.84	8463.0
2022-01-19 00:30:00	ES	Futures	5134.84	5139.65	5134.27	5139.08	6974.0
2022-01-19 01:00:00	ES	Futures	5139.36	5146.15	5135.69	5142.76	7376.0
2022-01-19 01:30:00	ES	Futures	5142.76	5145.3	5137.67	5139.36	3834.0
2022-01-19 02:00:00	ES	Futures	5139.36	5141.06	5134.27	5134.27	8606.0
2022-01-19 02:30:00	ES	Futures	5134.55	5139.08	5130.6	5137.38	13048.0
2022-01-19 03:00:00	ES	Futures	5137.38	5151.81	5130.6	5147.0	24140.0
2022-01-19 03:30:00	ES	Futures	5147.0	5167.64	5146.43	5166.23	16344.0
2022-01-19 04:00:00	ES	Futures	5166.23	5168.77	5159.72	5160.29	12911.0
2022-01-19 04:30:00	ES	Futures	5160.29	5182.91	5158.31	5180.65	15544.0
2022-01-19 05:00:00	ES	Futures	5180.93	5181.5	5176.13	5178.39	7460.0
2022-01-19 05:30:00	ES	Futures	5178.11	5184.05	5175.84	5183.76	8892.0
2022-01-19 06:00:00	ES	Futures	5183.76	5188.85	5175.28	5175.28	12825.0
2022-01-19 06:30:00	ES	Futures	5175.0	5185.74	5173.3	5185.18	12799.0
2022-01-19 07:00:00	ES	Futures	5185.46	5187.44	5180.37	5181.78	13124.0
2022-01-19 07:30:00	ES	Futures	5181.5	5187.16	5178.67	5185.46	13769.0
2022-01-19 08:00:00	ES	Futures	5185.46	5197.34	5184.89	5197.05	36561.0
2022-01-19 08:30:00	ES	Futures	5197.05	5197.34	5188.57	5195.64	29131.0
2022-01-19 09:00:00	ES	Futures	5195.92	5196.21	5187.72	5190.27	28813.0
2022-01-19 09:30:00	ES	Futures	5189.98	5206.95	5185.46	5205.54	198806.0
2022-01-19 10:00:00	ES	Futures	5205.26	5206.1	5169.62	5170.47	154260.0
2022-01-19 10:30:00	ES	Futures	5170.47	5174.43	5160.29	5169.34	138771.0
2022-01-19 11:00:00	ES	Futures	5169.34	5172.73	5151.81	5161.99	121359.0
2022-01-19 11:30:00	ES	Futures	5161.99	5176.13	5153.79	5174.43	93821.0
2022-01-19 12:00:00	ES	Futures	5174.43	5190.83	5173.86	5189.7	72339.0
2022-01-19 12:30:00	ES	Futures	5189.7	5191.68	5178.11	5189.98	64789.0
2022-01-19 13:00:00	ES	Futures	5189.7	5190.83	5175.56	5176.13	59583.0
2022-01-19 13:30:00	ES	Futures	5176.13	5180.65	5167.08	5170.75	60554.0
2022-01-19 14:00:00	ES	Futures	5170.75	5173.3	5148.13	5148.69	80005.0
2022-01-19 14:30:00	ES	Futures	5148.69	5164.81	5146.15	5158.59	78945.0
2022-01-19 15:00:00	ES	Futures	5158.88	5167.36	5148.41	5149.54	85534.0
2022-01-19 15:30:00	ES	Futures	5149.54	5150.67	5114.48	5118.44	248435.0
2022-01-19 16:00:00	ES	Futures	5118.72	5124.37	5109.95	5113.91	73917.0
2022-01-19 16:30:00	ES	Futures	5114.19	5120.98	5112.5	5118.15	9597.0
2022-01-19 18:00:00	ES	Futures	5119.85	5123.53	5113.06	5114.76	8498.0
2022-01-19 18:30:00	ES	Futures	5114.48	5118.44	5106.84	5108.54	7038.0
2022-01-19 19:00:00	ES	Futures	5108.25	5126.07	5108.25	5125.22	10330.0
2022-01-19 19:30:00	ES	Futures	5124.94	5127.2	5115.32	5121.83	7064.0
2022-01-19 20:00:00	ES	Futures	5122.11	5127.48	5108.82	5118.72	12214.0
2022-01-19 20:30:00	ES	Futures	5118.72	5124.37	5116.17	5121.55	7541.0
2022-01-19 21:00:00	ES	Futures	5121.83	5128.33	5121.55	5124.94	5404.0
2022-01-19 21:30:00	ES	Futures	5125.22	5129.75	5122.39	5124.09	4693.0
2022-01-19 22:00:00	ES	Futures	5124.37	5130.6	5122.68	5128.05	4107.0
2022-01-19 22:30:00	ES	Futures	5127.77	5141.62	5127.48	5139.36	8861.0
2022-01-19 23:00:00	ES	Futures	5139.65	5143.6	5138.23	5139.36	6626.0
2022-01-19 23:30:00	ES	Futures	5139.08	5141.34	5138.23	5139.36	2362.0
2022-01-19 00:00:00	NQ	Futures	17464.96	17475.68	17447.86	17451.63	5888.0
2022-01-19 00:30:00	NQ	Futures	17450.76	17484.09	17450.76	17479.45	3679.0
2022-01-19 01:00:00	NQ	Futures	17479.45	17525.82	17469.02	17507.56	4466.0
2022-01-19 01:30:00	NQ	Futures	17506.12	17516.84	17484.67	17494.81	2495.0

> showing 50 of 3,849 rows — these rows as CSV

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