PREVIEW / futures_30min / 2022-02-01

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-01.parquet
  size:    112 KB
  rows:    3,926

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
2022-02-01 00:00:00	ES	Futures	5081.39	5083.65	5079.13	5080.82	1871.0
2022-02-01 00:30:00	ES	Futures	5080.82	5085.35	5080.26	5084.22	1675.0
2022-02-01 01:00:00	ES	Futures	5083.93	5088.18	5079.41	5080.26	2716.0
2022-02-01 01:30:00	ES	Futures	5080.26	5084.78	5079.13	5084.78	1920.0
2022-02-01 02:00:00	ES	Futures	5084.5	5096.94	5082.24	5094.96	7420.0
2022-02-01 02:30:00	ES	Futures	5094.96	5096.09	5086.76	5090.15	6849.0
2022-02-01 03:00:00	ES	Futures	5090.15	5106.84	5086.2	5102.03	16485.0
2022-02-01 03:30:00	ES	Futures	5102.03	5104.86	5096.38	5100.62	10362.0
2022-02-01 04:00:00	ES	Futures	5100.9	5102.03	5078.28	5078.56	11314.0
2022-02-01 04:30:00	ES	Futures	5078.56	5084.5	5070.08	5080.82	15367.0
2022-02-01 05:00:00	ES	Futures	5081.11	5088.18	5078.84	5083.65	8669.0
2022-02-01 05:30:00	ES	Futures	5083.37	5089.31	5076.58	5079.69	7855.0
2022-02-01 06:00:00	ES	Futures	5079.97	5092.42	5077.99	5082.8	10753.0
2022-02-01 06:30:00	ES	Futures	5082.8	5087.33	5079.41	5081.11	6110.0
2022-02-01 07:00:00	ES	Futures	5080.82	5087.89	5079.41	5087.89	7423.0
2022-02-01 07:30:00	ES	Futures	5087.89	5093.83	5086.76	5090.15	10070.0
2022-02-01 08:00:00	ES	Futures	5090.15	5100.9	5088.74	5097.79	19051.0
2022-02-01 08:30:00	ES	Futures	5098.07	5101.75	5090.72	5101.47	20617.0
2022-02-01 09:00:00	ES	Futures	5101.18	5104.58	5096.38	5103.73	28910.0
2022-02-01 09:30:00	ES	Futures	5103.73	5106.84	5079.97	5092.98	210619.0
2022-02-01 10:00:00	ES	Futures	5092.98	5096.09	5061.03	5081.95	171539.0
2022-02-01 10:30:00	ES	Futures	5081.95	5096.09	5071.77	5095.81	104753.0
2022-02-01 11:00:00	ES	Futures	5096.09	5105.14	5089.02	5094.4	77078.0
2022-02-01 11:30:00	ES	Futures	5094.4	5107.41	5084.22	5103.45	84005.0
2022-02-01 12:00:00	ES	Futures	5103.73	5105.99	5090.72	5096.66	50251.0
2022-02-01 12:30:00	ES	Futures	5096.66	5101.18	5084.22	5100.62	51797.0
2022-02-01 13:00:00	ES	Futures	5100.62	5101.18	5090.44	5099.49	39337.0
2022-02-01 13:30:00	ES	Futures	5099.49	5103.45	5091.29	5100.62	41016.0
2022-02-01 14:00:00	ES	Futures	5100.34	5105.43	5090.44	5097.23	55371.0
2022-02-01 14:30:00	ES	Futures	5097.23	5102.88	5093.55	5100.62	40523.0
2022-02-01 15:00:00	ES	Futures	5100.62	5124.09	5098.64	5122.11	90926.0
2022-02-01 15:30:00	ES	Futures	5122.11	5136.82	5117.02	5128.9	190319.0
2022-02-01 16:00:00	ES	Futures	5129.18	5146.72	5128.05	5146.43	61356.0
2022-02-01 16:30:00	ES	Futures	5146.43	5152.37	5146.15	5146.43	15632.0
2022-02-01 18:00:00	ES	Futures	5149.26	5149.54	5143.6	5148.98	6700.0
2022-02-01 18:30:00	ES	Futures	5148.98	5149.54	5145.3	5148.41	2514.0
2022-02-01 19:00:00	ES	Futures	5148.13	5154.35	5147.56	5154.07	6454.0
2022-02-01 19:30:00	ES	Futures	5154.07	5154.35	5151.81	5153.79	2127.0
2022-02-01 20:00:00	ES	Futures	5153.5	5156.05	5150.67	5152.94	3397.0
2022-02-01 20:30:00	ES	Futures	5152.65	5154.63	5152.09	5153.79	1478.0
2022-02-01 21:00:00	ES	Futures	5153.5	5154.92	5150.67	5152.37	1783.0
2022-02-01 21:30:00	ES	Futures	5152.37	5152.65	5150.67	5151.81	1654.0
2022-02-01 22:00:00	ES	Futures	5151.81	5153.22	5150.96	5152.37	1023.0
2022-02-01 22:30:00	ES	Futures	5152.65	5154.07	5152.09	5153.5	898.0
2022-02-01 23:00:00	ES	Futures	5153.22	5155.77	5153.22	5154.35	956.0
2022-02-01 23:30:00	ES	Futures	5154.35	5155.77	5153.22	5155.48	1051.0
2022-02-01 00:00:00	NQ	Futures	17238.03	17247.6	17227.89	17238.61	1507.0
2022-02-01 00:30:00	NQ	Futures	17236.88	17254.26	17232.53	17249.34	1155.0
2022-02-01 01:00:00	NQ	Futures	17248.47	17268.76	17233.4	17236.59	1907.0
2022-02-01 01:30:00	NQ	Futures	17236.01	17256.29	17228.18	17256.29	1425.0

> showing 50 of 3,926 rows — these rows as CSV

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