PREVIEW / futures_30min / 2022-01-23

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-23.parquet
  size:    29 KB
  rows:    805

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
2022-01-23 18:00:00	ES	Futures	4964.87	4989.76	4961.48	4981.84	36985.0
2022-01-23 18:30:00	ES	Futures	4982.12	4994.29	4980.71	4994.0	14338.0
2022-01-23 19:00:00	ES	Futures	4993.72	4996.55	4985.52	4995.13	13775.0
2022-01-23 19:30:00	ES	Futures	4994.85	4995.7	4984.67	4993.15	8724.0
2022-01-23 20:00:00	ES	Futures	4993.15	5005.6	4990.04	5002.2	14991.0
2022-01-23 20:30:00	ES	Futures	5002.2	5008.14	4997.11	5005.31	11641.0
2022-01-23 21:00:00	ES	Futures	5005.31	5008.43	4995.7	4999.66	7171.0
2022-01-23 21:30:00	ES	Futures	4999.66	5005.03	4997.68	4997.96	4416.0
2022-01-23 22:00:00	ES	Futures	4997.96	5005.6	4996.26	5003.33	5250.0
2022-01-23 22:30:00	ES	Futures	5003.05	5005.6	5001.36	5002.2	3844.0
2022-01-23 23:00:00	ES	Futures	5002.2	5005.6	4999.38	5001.64	2835.0
2022-01-23 23:30:00	ES	Futures	5001.64	5004.18	5000.22	5001.36	2297.0
2022-01-23 18:00:00	NQ	Futures	16705.06	16848.81	16668.83	16820.41	19010.0
2022-01-23 18:30:00	NQ	Futures	16820.41	16882.72	16800.41	16867.07	9645.0
2022-01-23 19:00:00	NQ	Futures	16867.36	16878.95	16827.65	16866.49	8126.0
2022-01-23 19:30:00	NQ	Futures	16867.36	16867.36	16825.05	16850.84	5658.0
2022-01-23 20:00:00	NQ	Futures	16851.13	16894.31	16837.8	16876.92	7246.0
2022-01-23 20:30:00	NQ	Futures	16875.76	16904.45	16852.0	16881.56	6711.0
2022-01-23 21:00:00	NQ	Futures	16882.43	16896.63	16841.85	16860.69	5305.0
2022-01-23 21:30:00	NQ	Futures	16860.11	16876.34	16841.27	16843.59	3180.0
2022-01-23 22:00:00	NQ	Futures	16844.17	16878.08	16841.56	16867.07	3286.0
2022-01-23 22:30:00	NQ	Futures	16866.49	16878.95	16859.24	16859.82	2273.0
2022-01-23 23:00:00	NQ	Futures	16860.98	16873.44	16846.49	16856.06	2081.0
2022-01-23 23:30:00	NQ	Futures	16856.64	16865.62	16842.72	16851.71	2039.0
2022-01-23 18:00:00	YM	Futures	38369.9	38528.4	38366.5	38471.1	3210.0
2022-01-23 18:30:00	YM	Futures	38472.2	38549.7	38467.7	38546.3	2413.0
2022-01-23 19:00:00	YM	Futures	38547.5	38576.7	38504.8	38561.0	1970.0
2022-01-23 19:30:00	YM	Futures	38558.7	38580.1	38481.2	38552.0	2577.0
2022-01-23 20:00:00	YM	Futures	38553.1	38643.0	38535.1	38626.1	3309.0
2022-01-23 20:30:00	YM	Futures	38619.4	38670.0	38591.3	38644.1	2295.0
2022-01-23 21:00:00	YM	Futures	38646.4	38667.7	38584.6	38604.8	1752.0
2022-01-23 21:30:00	YM	Futures	38604.8	38657.6	38600.3	38602.5	1360.0
2022-01-23 22:00:00	YM	Futures	38604.8	38664.3	38587.9	38645.2	1034.0
2022-01-23 22:30:00	YM	Futures	38641.9	38662.1	38632.9	38636.3	572.0
2022-01-23 23:00:00	YM	Futures	38636.3	38666.6	38620.5	38632.9	405.0
2022-01-23 23:30:00	YM	Futures	38634.0	38653.1	38628.4	38634.0	355.0
2022-01-23 18:00:00	CL	Futures	60.7	61.04	60.59	60.96	4215.0
2022-01-23 18:30:00	CL	Futures	60.97	61.39	60.97	61.37	4775.0
2022-01-23 19:00:00	CL	Futures	61.37	61.44	61.25	61.44	3296.0
2022-01-23 19:30:00	CL	Futures	61.44	61.44	61.29	61.37	2026.0
2022-01-23 20:00:00	CL	Futures	61.37	61.54	61.32	61.39	3715.0
2022-01-23 20:30:00	CL	Futures	61.39	61.52	61.38	61.49	2323.0
2022-01-23 21:00:00	CL	Futures	61.5	61.55	61.39	61.44	1693.0
2022-01-23 21:30:00	CL	Futures	61.44	61.5	61.29	61.35	2375.0
2022-01-23 22:00:00	CL	Futures	61.35	61.38	61.26	61.34	2281.0
2022-01-23 22:30:00	CL	Futures	61.35	61.39	61.34	61.34	896.0
2022-01-23 23:00:00	CL	Futures	61.34	61.43	61.29	61.32	1367.0
2022-01-23 23:30:00	CL	Futures	61.32	61.38	61.32	61.36	508.0
2022-01-23 18:00:00	GC	Futures	2206.1	2207.9	2202.5	2207.7	2598.0
2022-01-23 18:30:00	GC	Futures	2207.7	2208.9	2205.4	2206.0	1053.0

> showing 50 of 805 rows — these rows as CSV

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