PREVIEW / futures_30min / 2022-02-03

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-03.parquet
  size:    114 KB
  rows:    3,893

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
2022-02-03 00:00:00	ES	Futures	5130.88	5132.58	5130.31	5131.16	1983.0
2022-02-03 00:30:00	ES	Futures	5131.44	5132.29	5128.9	5130.6	2679.0
2022-02-03 01:00:00	ES	Futures	5130.6	5131.16	5126.92	5127.77	3568.0
2022-02-03 01:30:00	ES	Futures	5127.77	5130.03	5126.07	5127.48	2821.0
2022-02-03 02:00:00	ES	Futures	5127.48	5134.27	5126.07	5129.46	4157.0
2022-02-03 02:30:00	ES	Futures	5129.46	5138.51	5128.9	5137.95	5443.0
2022-02-03 03:00:00	ES	Futures	5137.67	5140.21	5130.6	5131.73	10481.0
2022-02-03 03:30:00	ES	Futures	5132.01	5136.53	5131.44	5135.4	4542.0
2022-02-03 04:00:00	ES	Futures	5135.4	5137.1	5130.03	5131.44	6753.0
2022-02-03 04:30:00	ES	Futures	5131.16	5132.86	5118.72	5120.41	9812.0
2022-02-03 05:00:00	ES	Futures	5120.41	5127.48	5118.72	5123.24	6022.0
2022-02-03 05:30:00	ES	Futures	5122.68	5124.94	5116.46	5119.57	4965.0
2022-02-03 06:00:00	ES	Futures	5119.28	5126.07	5113.34	5116.17	11853.0
2022-02-03 06:30:00	ES	Futures	5116.17	5123.81	5113.06	5123.53	8016.0
2022-02-03 07:00:00	ES	Futures	5123.24	5127.2	5116.17	5125.51	12760.0
2022-02-03 07:30:00	ES	Futures	5125.51	5136.53	5121.83	5131.16	14883.0
2022-02-03 08:00:00	ES	Futures	5130.88	5131.16	5121.55	5124.94	15803.0
2022-02-03 08:30:00	ES	Futures	5124.94	5129.18	5103.16	5103.73	41422.0
2022-02-03 09:00:00	ES	Futures	5103.73	5110.52	5099.2	5106.84	49930.0
2022-02-03 09:30:00	ES	Futures	5106.56	5122.68	5096.09	5098.64	208669.0
2022-02-03 10:00:00	ES	Futures	5098.64	5127.48	5096.38	5124.09	149751.0
2022-02-03 10:30:00	ES	Futures	5123.81	5128.62	5111.65	5117.87	92081.0
2022-02-03 11:00:00	ES	Futures	5117.59	5129.18	5108.25	5113.34	81770.0
2022-02-03 11:30:00	ES	Futures	5113.34	5115.32	5097.23	5097.51	75758.0
2022-02-03 12:00:00	ES	Futures	5097.51	5102.6	5085.06	5097.23	87706.0
2022-02-03 12:30:00	ES	Futures	5097.23	5102.6	5086.48	5094.4	58779.0
2022-02-03 13:00:00	ES	Futures	5094.4	5100.62	5084.78	5095.81	57602.0
2022-02-03 13:30:00	ES	Futures	5095.81	5103.45	5091.85	5094.96	41625.0
2022-02-03 14:00:00	ES	Futures	5094.96	5102.32	5087.04	5090.44	43532.0
2022-02-03 14:30:00	ES	Futures	5090.15	5091.0	5068.94	5075.73	95196.0
2022-02-03 15:00:00	ES	Futures	5075.73	5088.18	5067.25	5079.41	88677.0
2022-02-03 15:30:00	ES	Futures	5079.41	5079.97	5047.45	5058.48	257099.0
2022-02-03 16:00:00	ES	Futures	5058.48	5111.65	5057.07	5107.41	110002.0
2022-02-03 16:30:00	ES	Futures	5107.12	5118.15	5105.99	5115.32	14338.0
2022-02-03 18:00:00	ES	Futures	5110.8	5117.02	5104.01	5111.93	11711.0
2022-02-03 18:30:00	ES	Futures	5111.93	5117.59	5110.23	5111.65	4690.0
2022-02-03 19:00:00	ES	Futures	5111.65	5117.3	5109.39	5112.21	7117.0
2022-02-03 19:30:00	ES	Futures	5112.21	5113.06	5107.12	5110.52	5061.0
2022-02-03 20:00:00	ES	Futures	5110.52	5111.93	5100.05	5104.3	7798.0
2022-02-03 20:30:00	ES	Futures	5104.01	5105.43	5093.55	5096.94	7210.0
2022-02-03 21:00:00	ES	Futures	5097.23	5107.41	5096.66	5105.99	4173.0
2022-02-03 21:30:00	ES	Futures	5105.99	5108.54	5104.01	5104.3	2476.0
2022-02-03 22:00:00	ES	Futures	5104.3	5109.95	5102.6	5107.97	2521.0
2022-02-03 22:30:00	ES	Futures	5107.69	5109.1	5104.86	5107.69	2027.0
2022-02-03 23:00:00	ES	Futures	5108.25	5111.37	5107.41	5110.52	2268.0
2022-02-03 23:30:00	ES	Futures	5110.52	5114.19	5110.52	5113.63	2525.0
2022-02-03 00:00:00	NQ	Futures	17140.66	17153.99	17134.86	17147.32	1429.0
2022-02-03 00:30:00	NQ	Futures	17148.48	17153.7	17131.96	17140.66	1161.0
2022-02-03 01:00:00	NQ	Futures	17140.66	17146.45	17128.19	17136.6	1503.0
2022-02-03 01:30:00	NQ	Futures	17136.89	17149.93	17124.72	17133.7	1807.0

> showing 50 of 3,893 rows — these rows as CSV

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