PREVIEW / futures_30min / 2022-01-20

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-20.parquet
  size:    115 KB
  rows:    3,896

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
2022-01-20 00:00:00	ES	Futures	5139.36	5143.6	5135.12	5135.4	4932.0
2022-01-20 00:30:00	ES	Futures	5135.4	5139.08	5133.42	5136.25	3386.0
2022-01-20 01:00:00	ES	Futures	5136.53	5140.49	5135.4	5140.21	3049.0
2022-01-20 01:30:00	ES	Futures	5140.49	5149.26	5139.36	5147.56	5503.0
2022-01-20 02:00:00	ES	Futures	5147.28	5150.96	5142.47	5143.04	5585.0
2022-01-20 02:30:00	ES	Futures	5143.04	5149.26	5138.8	5139.08	5770.0
2022-01-20 03:00:00	ES	Futures	5139.65	5144.17	5123.81	5130.88	16040.0
2022-01-20 03:30:00	ES	Futures	5130.88	5135.4	5125.51	5134.27	9586.0
2022-01-20 04:00:00	ES	Futures	5134.27	5137.1	5122.96	5130.31	10463.0
2022-01-20 04:30:00	ES	Futures	5130.31	5139.65	5130.03	5136.82	11792.0
2022-01-20 05:00:00	ES	Futures	5136.82	5142.19	5134.27	5140.49	6902.0
2022-01-20 05:30:00	ES	Futures	5140.49	5141.62	5136.25	5140.78	5671.0
2022-01-20 06:00:00	ES	Futures	5140.78	5149.26	5140.78	5146.72	14388.0
2022-01-20 06:30:00	ES	Futures	5146.72	5147.0	5139.65	5144.74	7047.0
2022-01-20 07:00:00	ES	Futures	5144.74	5146.43	5139.36	5141.34	12992.0
2022-01-20 07:30:00	ES	Futures	5141.34	5142.47	5132.01	5137.67	14599.0
2022-01-20 08:00:00	ES	Futures	5137.67	5139.08	5133.42	5138.8	15813.0
2022-01-20 08:30:00	ES	Futures	5138.8	5148.41	5137.95	5142.76	29011.0
2022-01-20 09:00:00	ES	Futures	5142.76	5144.45	5137.38	5139.93	27861.0
2022-01-20 09:30:00	ES	Futures	5139.93	5177.26	5137.38	5173.86	207213.0
2022-01-20 10:00:00	ES	Futures	5173.86	5176.98	5160.57	5171.04	141891.0
2022-01-20 10:30:00	ES	Futures	5171.04	5192.81	5171.04	5189.42	97041.0
2022-01-20 11:00:00	ES	Futures	5189.42	5197.05	5180.37	5188.57	81156.0
2022-01-20 11:30:00	ES	Futures	5188.57	5191.12	5176.69	5182.91	70444.0
2022-01-20 12:00:00	ES	Futures	5182.91	5187.16	5175.0	5182.63	52283.0
2022-01-20 12:30:00	ES	Futures	5182.63	5186.31	5171.88	5174.15	43526.0
2022-01-20 13:00:00	ES	Futures	5174.43	5174.43	5158.31	5162.27	83134.0
2022-01-20 13:30:00	ES	Futures	5162.55	5167.08	5156.61	5158.03	80181.0
2022-01-20 14:00:00	ES	Futures	5158.03	5172.45	5147.0	5147.28	107197.0
2022-01-20 14:30:00	ES	Futures	5147.28	5147.56	5132.01	5135.12	120395.0
2022-01-20 15:00:00	ES	Futures	5134.84	5141.91	5100.62	5105.99	143521.0
2022-01-20 15:30:00	ES	Futures	5105.99	5107.41	5055.37	5061.31	324237.0
2022-01-20 16:00:00	ES	Futures	5061.31	5064.99	5039.53	5039.53	102559.0
2022-01-20 16:30:00	ES	Futures	5039.53	5045.47	5020.02	5040.95	35345.0
2022-01-20 18:00:00	ES	Futures	5038.68	5050.85	5031.61	5032.46	21861.0
2022-01-20 18:30:00	ES	Futures	5032.46	5048.3	5032.46	5048.02	9485.0
2022-01-20 19:00:00	ES	Futures	5047.73	5050.85	5037.55	5042.36	13411.0
2022-01-20 19:30:00	ES	Futures	5042.36	5043.78	5035.57	5035.86	6949.0
2022-01-20 20:00:00	ES	Futures	5035.86	5044.34	5020.59	5043.49	16174.0
2022-01-20 20:30:00	ES	Futures	5043.49	5043.49	5023.41	5037.27	14153.0
2022-01-20 21:00:00	ES	Futures	5037.27	5044.62	5035.29	5037.84	8336.0
2022-01-20 21:30:00	ES	Futures	5037.84	5038.68	5010.69	5021.43	22123.0
2022-01-20 22:00:00	ES	Futures	5021.15	5022.57	5012.95	5016.06	8515.0
2022-01-20 22:30:00	ES	Futures	5016.34	5020.59	5011.25	5020.3	8721.0
2022-01-20 23:00:00	ES	Futures	5020.3	5034.16	5019.74	5028.5	11059.0
2022-01-20 23:30:00	ES	Futures	5028.79	5032.75	5022.28	5025.39	5173.0
2022-01-20 00:00:00	NQ	Futures	17521.19	17538.29	17499.45	17503.8	2931.0
2022-01-20 00:30:00	NQ	Futures	17504.09	17518.29	17494.52	17510.46	1926.0
2022-01-20 01:00:00	NQ	Futures	17511.04	17523.79	17505.54	17520.61	1862.0
2022-01-20 01:30:00	NQ	Futures	17520.32	17572.19	17516.26	17567.56	3753.0

> showing 50 of 3,896 rows — these rows as CSV

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