PREVIEW / futures_30min / 2022-01-26

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-26.parquet
  size:    117 KB
  rows:    3,976

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
2022-01-26 00:00:00	ES	Futures	4935.18	4935.46	4922.17	4928.67	3885.0
2022-01-26 00:30:00	ES	Futures	4928.67	4933.77	4926.98	4931.5	2617.0
2022-01-26 01:00:00	ES	Futures	4931.22	4935.46	4929.24	4933.2	2619.0
2022-01-26 01:30:00	ES	Futures	4933.2	4934.05	4924.72	4927.54	3190.0
2022-01-26 02:00:00	ES	Futures	4927.54	4931.5	4915.38	4920.47	5386.0
2022-01-26 02:30:00	ES	Futures	4920.47	4933.77	4919.91	4929.52	5425.0
2022-01-26 03:00:00	ES	Futures	4929.81	4962.33	4928.39	4959.5	22501.0
2022-01-26 03:30:00	ES	Futures	4959.22	4968.55	4956.96	4959.22	16285.0
2022-01-26 04:00:00	ES	Futures	4959.22	4982.97	4956.67	4976.75	22499.0
2022-01-26 04:30:00	ES	Futures	4976.47	4989.48	4974.49	4979.01	17145.0
2022-01-26 05:00:00	ES	Futures	4979.01	4981.84	4968.83	4977.88	13115.0
2022-01-26 05:30:00	ES	Futures	4977.6	4988.63	4977.03	4984.1	11185.0
2022-01-26 06:00:00	ES	Futures	4984.1	4993.15	4983.26	4984.95	11644.0
2022-01-26 06:30:00	ES	Futures	4984.95	4999.09	4984.1	4998.81	12663.0
2022-01-26 07:00:00	ES	Futures	4998.81	4999.38	4977.03	4985.8	18254.0
2022-01-26 07:30:00	ES	Futures	4985.24	4988.63	4978.73	4983.54	13256.0
2022-01-26 08:00:00	ES	Futures	4984.1	5003.62	4982.69	4998.53	26844.0
2022-01-26 08:30:00	ES	Futures	4998.53	5002.77	4990.33	4995.98	18205.0
2022-01-26 09:00:00	ES	Futures	4995.98	4999.09	4979.58	4992.02	37096.0
2022-01-26 09:30:00	ES	Futures	4992.02	5010.69	4969.96	5006.16	168316.0
2022-01-26 10:00:00	ES	Futures	5006.16	5019.17	4967.14	4974.49	159114.0
2022-01-26 10:30:00	ES	Futures	4974.77	4978.17	4955.82	4973.92	132046.0
2022-01-26 11:00:00	ES	Futures	4973.64	4995.98	4964.03	4991.17	94970.0
2022-01-26 11:30:00	ES	Futures	4991.46	4999.94	4980.99	4992.02	78527.0
2022-01-26 12:00:00	ES	Futures	4992.02	5002.49	4989.76	5000.22	51857.0
2022-01-26 12:30:00	ES	Futures	5000.51	5007.86	4994.85	5005.6	38313.0
2022-01-26 13:00:00	ES	Futures	5005.88	5007.01	4984.39	4992.87	58899.0
2022-01-26 13:30:00	ES	Futures	4992.87	4999.38	4987.78	4992.02	49546.0
2022-01-26 14:00:00	ES	Futures	4991.74	5029.64	4969.4	5000.51	234047.0
2022-01-26 14:30:00	ES	Futures	5000.51	5008.14	4920.76	4942.25	288493.0
2022-01-26 15:00:00	ES	Futures	4941.97	4942.53	4857.69	4903.51	260954.0
2022-01-26 15:30:00	ES	Futures	4903.22	4922.17	4876.64	4909.44	287710.0
2022-01-26 16:00:00	ES	Futures	4909.44	4915.1	4894.17	4903.79	68391.0
2022-01-26 16:30:00	ES	Futures	4903.79	4911.14	4893.61	4908.03	11086.0
2022-01-26 18:00:00	ES	Futures	4915.38	4937.72	4915.1	4934.05	16203.0
2022-01-26 18:30:00	ES	Futures	4934.33	4941.12	4934.33	4938.86	8340.0
2022-01-26 19:00:00	ES	Futures	4938.86	4940.27	4917.36	4920.47	10933.0
2022-01-26 19:30:00	ES	Futures	4920.76	4921.6	4902.09	4903.22	10308.0
2022-01-26 20:00:00	ES	Futures	4903.22	4906.05	4866.74	4875.51	25301.0
2022-01-26 20:30:00	ES	Futures	4875.79	4883.14	4855.99	4860.52	19246.0
2022-01-26 21:00:00	ES	Futures	4860.52	4860.8	4837.9	4841.29	20332.0
2022-01-26 21:30:00	ES	Futures	4841.01	4860.8	4838.18	4850.06	15808.0
2022-01-26 22:00:00	ES	Futures	4850.34	4858.26	4841.57	4851.47	9021.0
2022-01-26 22:30:00	ES	Futures	4851.47	4857.13	4822.62	4832.24	18731.0
2022-01-26 23:00:00	ES	Futures	4832.24	4843.83	4828.28	4842.14	7984.0
2022-01-26 23:30:00	ES	Futures	4842.42	4847.23	4839.03	4843.55	5699.0
2022-01-26 00:00:00	NQ	Futures	16497.55	16499.87	16439.3	16470.89	3960.0
2022-01-26 00:30:00	NQ	Futures	16472.34	16495.52	16464.22	16487.12	2296.0
2022-01-26 01:00:00	NQ	Futures	16485.09	16508.56	16478.13	16492.33	2277.0
2022-01-26 01:30:00	NQ	Futures	16492.62	16496.1	16452.92	16466.54	2637.0

> showing 50 of 3,976 rows — these rows as CSV

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