PREVIEW / futures_30min / 2022-01-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-27.parquet
  size:    116 KB
  rows:    3,959

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
2022-01-27 00:00:00	ES	Futures	4843.83	4854.86	4831.39	4838.74	11145.0
2022-01-27 00:30:00	ES	Futures	4838.74	4852.32	4837.61	4847.79	7167.0
2022-01-27 01:00:00	ES	Futures	4847.23	4860.52	4841.01	4843.27	9556.0
2022-01-27 01:30:00	ES	Futures	4842.7	4844.97	4827.43	4842.99	8409.0
2022-01-27 02:00:00	ES	Futures	4843.27	4866.18	4842.99	4861.65	14158.0
2022-01-27 02:30:00	ES	Futures	4861.65	4873.53	4859.11	4862.78	14432.0
2022-01-27 03:00:00	ES	Futures	4863.06	4889.93	4861.65	4878.05	26668.0
2022-01-27 03:30:00	ES	Futures	4878.34	4898.13	4871.83	4897.0	14105.0
2022-01-27 04:00:00	ES	Futures	4896.72	4915.95	4890.21	4911.71	23145.0
2022-01-27 04:30:00	ES	Futures	4911.99	4923.02	4902.94	4917.36	16416.0
2022-01-27 05:00:00	ES	Futures	4917.08	4926.98	4907.46	4915.1	14188.0
2022-01-27 05:30:00	ES	Futures	4915.38	4918.21	4888.23	4893.04	15372.0
2022-01-27 06:00:00	ES	Futures	4893.04	4919.34	4892.76	4917.36	13172.0
2022-01-27 06:30:00	ES	Futures	4917.36	4923.02	4903.22	4922.17	14392.0
2022-01-27 07:00:00	ES	Futures	4922.17	4930.65	4904.64	4910.01	22800.0
2022-01-27 07:30:00	ES	Futures	4909.73	4930.37	4899.83	4923.02	20362.0
2022-01-27 08:00:00	ES	Futures	4923.58	4943.95	4920.76	4936.31	34443.0
2022-01-27 08:30:00	ES	Futures	4936.59	4951.3	4925.56	4950.17	34396.0
2022-01-27 09:00:00	ES	Futures	4949.89	4964.87	4947.91	4963.46	39914.0
2022-01-27 09:30:00	ES	Futures	4963.18	4998.24	4949.6	4986.65	204260.0
2022-01-27 10:00:00	ES	Futures	4986.65	5002.2	4953.84	4954.13	154634.0
2022-01-27 10:30:00	ES	Futures	4954.41	4977.32	4937.16	4974.21	145156.0
2022-01-27 11:00:00	ES	Futures	4974.21	4987.78	4949.6	4956.67	109893.0
2022-01-27 11:30:00	ES	Futures	4956.96	4980.99	4954.69	4971.1	81514.0
2022-01-27 12:00:00	ES	Futures	4971.1	4972.51	4924.43	4928.96	107569.0
2022-01-27 12:30:00	ES	Futures	4928.67	4932.92	4898.42	4915.1	122132.0
2022-01-27 13:00:00	ES	Futures	4915.1	4920.76	4870.13	4873.25	111675.0
2022-01-27 13:30:00	ES	Futures	4873.25	4897.85	4870.13	4892.19	111795.0
2022-01-27 14:00:00	ES	Futures	4891.91	4917.93	4875.51	4879.18	99142.0
2022-01-27 14:30:00	ES	Futures	4879.47	4903.51	4867.87	4882.3	96896.0
2022-01-27 15:00:00	ES	Futures	4882.58	4900.68	4862.78	4887.67	107065.0
2022-01-27 15:30:00	ES	Futures	4887.67	4914.82	4878.34	4884.28	182078.0
2022-01-27 16:00:00	ES	Futures	4884.28	4897.0	4878.62	4890.5	51656.0
2022-01-27 16:30:00	ES	Futures	4890.5	4914.82	4881.16	4913.97	24304.0
2022-01-27 18:00:00	ES	Futures	4918.49	4925.0	4911.42	4919.06	12419.0
2022-01-27 18:30:00	ES	Futures	4919.63	4921.04	4904.07	4904.35	7980.0
2022-01-27 19:00:00	ES	Futures	4904.35	4911.71	4898.42	4900.68	8690.0
2022-01-27 19:30:00	ES	Futures	4900.68	4912.84	4888.8	4908.6	11546.0
2022-01-27 20:00:00	ES	Futures	4908.31	4918.49	4906.05	4915.38	9042.0
2022-01-27 20:30:00	ES	Futures	4915.67	4916.51	4899.26	4908.31	8128.0
2022-01-27 21:00:00	ES	Futures	4908.6	4917.65	4902.94	4915.38	6409.0
2022-01-27 21:30:00	ES	Futures	4915.38	4927.26	4913.69	4925.56	6635.0
2022-01-27 22:00:00	ES	Futures	4925.85	4927.83	4913.69	4914.25	6031.0
2022-01-27 22:30:00	ES	Futures	4914.25	4917.93	4908.6	4909.73	4739.0
2022-01-27 23:00:00	ES	Futures	4910.01	4914.25	4904.07	4907.75	4329.0
2022-01-27 23:30:00	ES	Futures	4908.03	4911.14	4900.11	4901.81	6466.0
2022-01-27 00:00:00	NQ	Futures	16150.93	16198.46	16090.94	16129.77	6817.0
2022-01-27 00:30:00	NQ	Futures	16127.74	16178.46	16126.01	16152.96	4719.0
2022-01-27 01:00:00	NQ	Futures	16152.09	16208.89	16117.31	16134.12	5367.0
2022-01-27 01:30:00	NQ	Futures	16134.41	16149.48	16093.26	16141.66	6082.0

> showing 50 of 3,959 rows — these rows as CSV

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