PREVIEW / futures_30min / 2022-01-31

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-01-31.parquet
  size:    112 KB
  rows:    3,927

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
2022-01-31 00:00:00	ES	Futures	5013.8	5014.93	5007.86	5012.38	3228.0
2022-01-31 00:30:00	ES	Futures	5012.38	5018.04	5012.1	5016.63	3074.0
2022-01-31 01:00:00	ES	Futures	5016.91	5019.74	5013.52	5015.78	4758.0
2022-01-31 01:30:00	ES	Futures	5016.06	5017.47	5008.43	5010.4	3022.0
2022-01-31 02:00:00	ES	Futures	5010.12	5010.12	5001.07	5006.45	8755.0
2022-01-31 02:30:00	ES	Futures	5006.45	5010.97	5002.2	5009.56	6222.0
2022-01-31 03:00:00	ES	Futures	5009.56	5009.84	4994.29	5001.64	19179.0
2022-01-31 03:30:00	ES	Futures	5001.64	5014.93	4999.94	5014.08	11825.0
2022-01-31 04:00:00	ES	Futures	5014.36	5017.47	5010.97	5013.52	8655.0
2022-01-31 04:30:00	ES	Futures	5013.52	5016.91	5002.49	5008.99	8638.0
2022-01-31 05:00:00	ES	Futures	5008.99	5010.4	4999.38	5002.49	9786.0
2022-01-31 05:30:00	ES	Futures	5002.49	5004.18	4994.85	4999.94	9805.0
2022-01-31 06:00:00	ES	Futures	4999.94	5003.33	4989.19	4992.59	11092.0
2022-01-31 06:30:00	ES	Futures	4992.59	4997.68	4989.76	4994.57	8819.0
2022-01-31 07:00:00	ES	Futures	4994.85	4996.83	4972.23	4979.01	21028.0
2022-01-31 07:30:00	ES	Futures	4978.73	4989.76	4977.03	4989.48	15801.0
2022-01-31 08:00:00	ES	Futures	4989.48	4992.02	4978.17	4985.8	17689.0
2022-01-31 08:30:00	ES	Futures	4986.37	4997.4	4983.82	4992.87	21888.0
2022-01-31 09:00:00	ES	Futures	4993.15	4997.96	4987.78	4996.55	22928.0
2022-01-31 09:30:00	ES	Futures	4996.55	5020.87	4980.43	5020.59	178490.0
2022-01-31 10:00:00	ES	Futures	5020.59	5048.58	5019.74	5032.46	149879.0
2022-01-31 10:30:00	ES	Futures	5032.75	5044.06	5026.81	5041.51	98999.0
2022-01-31 11:00:00	ES	Futures	5041.51	5045.19	5027.37	5029.92	73434.0
2022-01-31 11:30:00	ES	Futures	5030.2	5059.9	5027.09	5059.05	82280.0
2022-01-31 12:00:00	ES	Futures	5058.76	5061.87	5046.89	5054.24	64726.0
2022-01-31 12:30:00	ES	Futures	5054.52	5068.1	5049.15	5065.55	52490.0
2022-01-31 13:00:00	ES	Futures	5065.55	5069.51	5057.92	5061.03	54033.0
2022-01-31 13:30:00	ES	Futures	5061.03	5068.94	5056.78	5066.4	47912.0
2022-01-31 14:00:00	ES	Futures	5066.12	5077.71	5064.42	5077.15	55840.0
2022-01-31 14:30:00	ES	Futures	5077.43	5077.71	5070.64	5074.32	49446.0
2022-01-31 15:00:00	ES	Futures	5074.04	5076.86	5047.17	5064.42	99526.0
2022-01-31 15:30:00	ES	Futures	5064.14	5099.2	5058.76	5092.42	326062.0
2022-01-31 16:00:00	ES	Futures	5092.13	5092.98	5079.13	5082.52	80984.0
2022-01-31 16:30:00	ES	Futures	5082.52	5084.5	5079.13	5081.11	7293.0
2022-01-31 18:00:00	ES	Futures	5082.8	5087.04	5079.97	5081.11	6218.0
2022-01-31 18:30:00	ES	Futures	5081.39	5083.93	5077.71	5082.52	4225.0
2022-01-31 19:00:00	ES	Futures	5082.8	5083.93	5079.97	5082.8	4705.0
2022-01-31 19:30:00	ES	Futures	5083.08	5086.2	5081.39	5083.93	2979.0
2022-01-31 20:00:00	ES	Futures	5083.93	5084.5	5075.45	5078.56	4080.0
2022-01-31 20:30:00	ES	Futures	5078.56	5079.13	5067.53	5069.79	8516.0
2022-01-31 21:00:00	ES	Futures	5069.79	5074.32	5066.4	5073.19	4092.0
2022-01-31 21:30:00	ES	Futures	5072.9	5074.6	5068.66	5072.06	3401.0
2022-01-31 22:00:00	ES	Futures	5072.06	5080.82	5070.64	5076.3	4576.0
2022-01-31 22:30:00	ES	Futures	5076.58	5081.39	5072.62	5080.82	3372.0
2022-01-31 23:00:00	ES	Futures	5080.82	5082.24	5076.86	5081.11	2225.0
2022-01-31 23:30:00	ES	Futures	5081.39	5081.95	5077.43	5081.67	1634.0
2022-01-31 00:00:00	NQ	Futures	16787.95	16793.74	16758.1	16779.25	2586.0
2022-01-31 00:30:00	NQ	Futures	16779.25	16804.47	16778.96	16795.77	2565.0
2022-01-31 01:00:00	NQ	Futures	16796.06	16812.29	16778.38	16792.59	3296.0
2022-01-31 01:30:00	NQ	Futures	16792.88	16801.57	16760.71	16773.75	2189.0

> showing 50 of 3,927 rows — these rows as CSV

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