PREVIEW / futures_30min / 2022-01-30

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-30.parquet
  size:    29 KB
  rows:    810

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
2022-01-30 18:00:00	ES	Futures	5003.9	5008.71	4986.37	4994.57	14557.0
2022-01-30 18:30:00	ES	Futures	4994.57	4995.42	4980.43	4991.46	8344.0
2022-01-30 19:00:00	ES	Futures	4991.46	4997.11	4983.26	4995.98	8780.0
2022-01-30 19:30:00	ES	Futures	4995.98	5000.79	4987.5	4988.06	6149.0
2022-01-30 20:00:00	ES	Futures	4988.35	4997.11	4985.52	4990.33	6185.0
2022-01-30 20:30:00	ES	Futures	4990.33	4997.96	4988.06	4995.42	4852.0
2022-01-30 21:00:00	ES	Futures	4995.42	5010.12	4994.29	5003.05	7738.0
2022-01-30 21:30:00	ES	Futures	5002.77	5012.67	5001.64	5009.84	6069.0
2022-01-30 22:00:00	ES	Futures	5009.84	5012.38	5007.86	5007.86	3150.0
2022-01-30 22:30:00	ES	Futures	5007.86	5017.76	5007.86	5016.91	6308.0
2022-01-30 23:00:00	ES	Futures	5017.19	5018.04	5014.65	5016.34	2562.0
2022-01-30 23:30:00	ES	Futures	5015.78	5016.91	5012.38	5013.8	2943.0
2022-01-30 18:00:00	NQ	Futures	16756.07	16781.28	16661.3	16705.35	9096.0
2022-01-30 18:30:00	NQ	Futures	16704.19	16709.12	16639.27	16689.99	5724.0
2022-01-30 19:00:00	NQ	Futures	16690.86	16718.97	16654.92	16707.67	6861.0
2022-01-30 19:30:00	NQ	Futures	16709.41	16728.25	16671.44	16673.47	5184.0
2022-01-30 20:00:00	NQ	Futures	16674.63	16713.47	16666.23	16683.9	5211.0
2022-01-30 20:30:00	NQ	Futures	16683.32	16721.29	16676.08	16702.16	4170.0
2022-01-30 21:00:00	NQ	Futures	16703.32	16759.26	16693.76	16734.33	5440.0
2022-01-30 21:30:00	NQ	Futures	16734.91	16793.17	16733.17	16780.7	4762.0
2022-01-30 22:00:00	NQ	Futures	16780.12	16797.8	16774.04	16774.04	2474.0
2022-01-30 22:30:00	NQ	Futures	16775.49	16810.26	16772.59	16802.44	3813.0
2022-01-30 23:00:00	NQ	Futures	16800.99	16809.68	16794.61	16797.8	1748.0
2022-01-30 23:30:00	NQ	Futures	16797.8	16803.31	16785.05	16787.95	2045.0
2022-01-30 18:00:00	YM	Futures	38856.5	38901.5	38774.5	38826.2	2221.0
2022-01-30 18:30:00	YM	Futures	38827.3	38828.4	38722.8	38793.6	1551.0
2022-01-30 19:00:00	YM	Futures	38797.0	38830.7	38741.9	38826.2	1632.0
2022-01-30 19:30:00	YM	Futures	38826.2	38864.4	38768.9	38773.4	1125.0
2022-01-30 20:00:00	YM	Futures	38774.5	38832.9	38757.6	38792.5	957.0
2022-01-30 20:30:00	YM	Futures	38789.1	38849.8	38768.9	38839.7	1357.0
2022-01-30 21:00:00	YM	Futures	38841.9	38940.8	38835.2	38893.6	2201.0
2022-01-30 21:30:00	YM	Futures	38892.5	38940.8	38877.9	38918.3	1087.0
2022-01-30 22:00:00	YM	Futures	38921.7	38930.7	38894.7	38894.7	505.0
2022-01-30 22:30:00	YM	Futures	38898.1	38968.9	38897.0	38967.8	1041.0
2022-01-30 23:00:00	YM	Futures	38967.8	38972.3	38945.3	38957.7	444.0
2022-01-30 23:30:00	YM	Futures	38956.5	38963.3	38930.7	38945.3	535.0
2022-01-30 18:00:00	CL	Futures	62.52	62.79	62.51	62.75	2695.0
2022-01-30 18:30:00	CL	Futures	62.75	62.77	62.65	62.74	1273.0
2022-01-30 19:00:00	CL	Futures	62.75	62.81	62.65	62.77	1596.0
2022-01-30 19:30:00	CL	Futures	62.78	62.88	62.72	62.84	1247.0
2022-01-30 20:00:00	CL	Futures	62.84	63.01	62.83	62.92	2007.0
2022-01-30 20:30:00	CL	Futures	62.92	63.02	62.9	62.93	1811.0
2022-01-30 21:00:00	CL	Futures	62.93	63.01	62.9	62.93	1280.0
2022-01-30 21:30:00	CL	Futures	62.93	62.97	62.87	62.93	1070.0
2022-01-30 22:00:00	CL	Futures	62.93	62.93	62.8	62.8	1465.0
2022-01-30 22:30:00	CL	Futures	62.8	62.85	62.77	62.84	1100.0
2022-01-30 23:00:00	CL	Futures	62.84	62.93	62.81	62.84	1798.0
2022-01-30 23:30:00	CL	Futures	62.84	62.88	62.76	62.77	1685.0
2022-01-30 18:00:00	GC	Futures	2152.1	2152.1	2147.3	2149.5	1577.0
2022-01-30 18:30:00	GC	Futures	2149.5	2150.3	2147.6	2148.9	958.0

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