PREVIEW / futures_30min / 2022-02-04

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-04.parquet
  size:    98 KB
  rows:    3,153

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
2022-02-04 00:00:00	ES	Futures	5113.91	5119.28	5113.63	5116.17	5858.0
2022-02-04 00:30:00	ES	Futures	5116.17	5119.85	5114.19	5119.28	2857.0
2022-02-04 01:00:00	ES	Futures	5119.28	5120.7	5115.89	5117.87	3037.0
2022-02-04 01:30:00	ES	Futures	5117.3	5121.26	5115.89	5119.28	2570.0
2022-02-04 02:00:00	ES	Futures	5119.28	5122.11	5111.08	5111.93	5552.0
2022-02-04 02:30:00	ES	Futures	5111.93	5115.61	5104.3	5108.54	7898.0
2022-02-04 03:00:00	ES	Futures	5108.54	5116.17	5100.9	5101.75	11978.0
2022-02-04 03:30:00	ES	Futures	5101.47	5103.73	5092.13	5098.92	11025.0
2022-02-04 04:00:00	ES	Futures	5098.64	5102.6	5088.46	5094.96	11950.0
2022-02-04 04:30:00	ES	Futures	5094.96	5101.18	5090.44	5091.29	9186.0
2022-02-04 05:00:00	ES	Futures	5091.29	5091.57	5069.23	5071.21	19976.0
2022-02-04 05:30:00	ES	Futures	5071.49	5071.49	5059.9	5068.38	20111.0
2022-02-04 06:00:00	ES	Futures	5068.1	5068.94	5041.51	5052.54	25685.0
2022-02-04 06:30:00	ES	Futures	5052.83	5059.33	5038.97	5039.25	18308.0
2022-02-04 07:00:00	ES	Futures	5039.25	5055.94	5039.25	5055.65	15526.0
2022-02-04 07:30:00	ES	Futures	5055.65	5070.64	5051.13	5066.97	21907.0
2022-02-04 08:00:00	ES	Futures	5067.25	5068.66	5055.09	5059.05	17723.0
2022-02-04 08:30:00	ES	Futures	5059.33	5062.16	5026.24	5031.05	95269.0
2022-02-04 09:00:00	ES	Futures	5030.77	5058.2	5020.87	5054.24	69622.0
2022-02-04 09:30:00	ES	Futures	5053.96	5076.3	5039.82	5063.29	197544.0
2022-02-04 10:00:00	ES	Futures	5063.01	5080.82	5050.0	5050.85	148373.0
2022-02-04 10:30:00	ES	Futures	5050.85	5061.03	5029.64	5035.01	130084.0
2022-02-04 11:00:00	ES	Futures	5035.29	5052.54	5025.39	5048.02	100960.0
2022-02-04 11:30:00	ES	Futures	5048.02	5070.92	5045.47	5059.33	87789.0
2022-02-04 12:00:00	ES	Futures	5059.33	5070.08	5055.09	5066.4	53590.0
2022-02-04 12:30:00	ES	Futures	5066.68	5079.69	5059.61	5078.84	52851.0
2022-02-04 13:00:00	ES	Futures	5078.84	5100.05	5078.84	5092.7	75349.0
2022-02-04 13:30:00	ES	Futures	5092.7	5104.86	5091.0	5102.6	70787.0
2022-02-04 14:00:00	ES	Futures	5102.6	5104.86	5087.89	5095.81	68031.0
2022-02-04 14:30:00	ES	Futures	5095.81	5108.82	5093.83	5107.12	73163.0
2022-02-04 15:00:00	ES	Futures	5107.12	5127.2	5107.12	5116.74	92905.0
2022-02-04 15:30:00	ES	Futures	5116.74	5124.37	5078.56	5080.54	216217.0
2022-02-04 16:00:00	ES	Futures	5080.54	5084.5	5069.23	5072.9	74547.0
2022-02-04 16:30:00	ES	Futures	5073.19	5074.88	5070.36	5074.04	4844.0
2022-02-04 00:00:00	NQ	Futures	17131.67	17167.61	17131.09	17154.86	3022.0
2022-02-04 00:30:00	NQ	Futures	17153.99	17167.61	17143.84	17161.23	1868.0
2022-02-04 01:00:00	NQ	Futures	17161.81	17176.88	17149.35	17156.89	2185.0
2022-02-04 01:30:00	NQ	Futures	17157.47	17176.01	17145.0	17165.29	1849.0
2022-02-04 02:00:00	NQ	Futures	17165.0	17187.03	17119.5	17122.11	4522.0
2022-02-04 02:30:00	NQ	Futures	17122.69	17136.31	17071.1	17091.39	5412.0
2022-02-04 03:00:00	NQ	Futures	17092.26	17126.17	17065.3	17069.65	6609.0
2022-02-04 03:30:00	NQ	Futures	17069.65	17084.14	17042.12	17077.19	5970.0
2022-02-04 04:00:00	NQ	Futures	17074.29	17091.1	17018.35	17043.57	6432.0
2022-02-04 04:30:00	NQ	Futures	17043.57	17069.36	17020.96	17025.31	4409.0
2022-02-04 05:00:00	NQ	Futures	17024.73	17038.64	16929.38	16943.58	10260.0
2022-02-04 05:30:00	NQ	Futures	16943.0	16959.23	16907.35	16952.56	9795.0
2022-02-04 06:00:00	NQ	Futures	16951.7	16955.17	16865.04	16901.27	8187.0
2022-02-04 06:30:00	NQ	Futures	16900.4	16912.86	16830.26	16833.16	8859.0
2022-02-04 07:00:00	NQ	Futures	16834.03	16895.76	16832.87	16894.6	7658.0
2022-02-04 07:30:00	NQ	Futures	16893.44	16968.5	16875.18	16957.2	10674.0

> showing 50 of 3,153 rows — these rows as CSV

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