PREVIEW / futures_30min / 2022-01-25

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-25.parquet
  size:    110 KB
  rows:    3,851

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
2022-01-25 00:00:00	ES	Futures	4914.25	4925.28	4906.33	4921.04	8287.0
2022-01-25 00:30:00	ES	Futures	4921.04	4940.27	4919.06	4931.22	8913.0
2022-01-25 01:00:00	ES	Futures	4931.22	4939.7	4922.74	4927.54	7688.0
2022-01-25 01:30:00	ES	Futures	4927.83	4938.57	4923.58	4931.22	5429.0
2022-01-25 02:00:00	ES	Futures	4931.5	4938.57	4896.72	4907.18	19079.0
2022-01-25 02:30:00	ES	Futures	4906.9	4926.13	4904.92	4925.56	12994.0
2022-01-25 03:00:00	ES	Futures	4925.56	4928.96	4897.85	4900.11	29296.0
2022-01-25 03:30:00	ES	Futures	4900.39	4930.09	4899.83	4912.56	17037.0
2022-01-25 04:00:00	ES	Futures	4912.56	4939.99	4906.05	4939.42	20011.0
2022-01-25 04:30:00	ES	Futures	4939.42	4955.54	4933.48	4948.47	17876.0
2022-01-25 05:00:00	ES	Futures	4948.47	4958.09	4941.12	4951.86	16550.0
2022-01-25 05:30:00	ES	Futures	4952.15	4953.84	4923.3	4929.81	14795.0
2022-01-25 06:00:00	ES	Futures	4929.52	4943.38	4925.85	4932.35	9714.0
2022-01-25 06:30:00	ES	Futures	4932.35	4934.05	4911.99	4915.95	17220.0
2022-01-25 07:00:00	ES	Futures	4915.95	4922.74	4908.03	4917.36	14935.0
2022-01-25 07:30:00	ES	Futures	4917.36	4917.36	4903.22	4909.44	14267.0
2022-01-25 08:00:00	ES	Futures	4909.73	4912.27	4885.69	4892.76	39170.0
2022-01-25 08:30:00	ES	Futures	4892.48	4911.14	4890.21	4906.33	31652.0
2022-01-25 09:00:00	ES	Futures	4906.62	4912.84	4902.09	4905.49	36133.0
2022-01-25 09:30:00	ES	Futures	4905.2	4922.74	4851.47	4860.24	262871.0
2022-01-25 10:00:00	ES	Futures	4859.67	4898.7	4837.61	4897.85	193124.0
2022-01-25 10:30:00	ES	Futures	4897.85	4915.1	4874.09	4882.86	158510.0
2022-01-25 11:00:00	ES	Futures	4882.58	4903.79	4868.16	4894.46	127075.0
2022-01-25 11:30:00	ES	Futures	4894.46	4897.28	4861.09	4867.87	121593.0
2022-01-25 12:00:00	ES	Futures	4867.59	4902.37	4863.91	4897.0	113544.0
2022-01-25 12:30:00	ES	Futures	4897.0	4897.28	4870.13	4887.39	87611.0
2022-01-25 13:00:00	ES	Futures	4887.39	4912.56	4871.27	4910.29	85012.0
2022-01-25 13:30:00	ES	Futures	4910.29	4941.97	4906.05	4941.12	100137.0
2022-01-25 14:00:00	ES	Futures	4941.12	4958.37	4925.85	4953.0	98086.0
2022-01-25 14:30:00	ES	Futures	4953.0	4980.43	4939.14	4977.88	95753.0
2022-01-25 15:00:00	ES	Futures	4977.88	4979.01	4928.11	4932.07	128108.0
2022-01-25 15:30:00	ES	Futures	4932.07	4947.91	4909.44	4921.89	263610.0
2022-01-25 16:00:00	ES	Futures	4921.89	4929.24	4888.23	4891.91	80857.0
2022-01-25 16:30:00	ES	Futures	4891.63	4893.04	4860.24	4871.27	17908.0
2022-01-25 18:00:00	ES	Futures	4874.09	4922.45	4873.81	4921.32	29043.0
2022-01-25 18:30:00	ES	Futures	4921.32	4943.38	4918.21	4929.24	21623.0
2022-01-25 19:00:00	ES	Futures	4929.24	4931.22	4910.01	4911.14	14263.0
2022-01-25 19:30:00	ES	Futures	4911.14	4924.43	4902.37	4912.56	10277.0
2022-01-25 20:00:00	ES	Futures	4912.56	4921.32	4908.03	4919.91	8336.0
2022-01-25 20:30:00	ES	Futures	4920.47	4928.96	4911.42	4926.13	7757.0
2022-01-25 21:00:00	ES	Futures	4926.41	4935.18	4925.0	4930.65	6876.0
2022-01-25 21:30:00	ES	Futures	4930.37	4932.63	4921.04	4922.45	3380.0
2022-01-25 22:00:00	ES	Futures	4922.17	4933.2	4921.6	4928.39	4029.0
2022-01-25 22:30:00	ES	Futures	4928.39	4939.42	4928.39	4936.03	4763.0
2022-01-25 23:00:00	ES	Futures	4936.03	4938.29	4930.09	4934.33	3743.0
2022-01-25 23:30:00	ES	Futures	4934.61	4935.75	4930.65	4935.46	2025.0
2022-01-25 00:00:00	NQ	Futures	16496.39	16554.07	16463.93	16541.02	5720.0
2022-01-25 00:30:00	NQ	Futures	16540.44	16638.4	16532.62	16592.03	7537.0
2022-01-25 01:00:00	NQ	Futures	16591.45	16625.65	16555.8	16573.48	6032.0
2022-01-25 01:30:00	NQ	Futures	16574.06	16618.12	16557.25	16576.96	4542.0

> showing 50 of 3,851 rows — these rows as CSV

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