PREVIEW / futures_30min / 2022-02-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-06.parquet
  size:    30 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
2022-02-06 18:00:00	ES	Futures	5087.04	5089.87	5076.86	5085.91	8760.0
2022-02-06 18:30:00	ES	Futures	5085.91	5089.87	5085.35	5088.46	4916.0
2022-02-06 19:00:00	ES	Futures	5088.74	5089.02	5066.97	5075.17	10906.0
2022-02-06 19:30:00	ES	Futures	5075.45	5076.58	5067.81	5073.47	5167.0
2022-02-06 20:00:00	ES	Futures	5073.75	5080.26	5067.53	5074.6	8004.0
2022-02-06 20:30:00	ES	Futures	5075.17	5078.84	5067.81	5070.08	5291.0
2022-02-06 21:00:00	ES	Futures	5070.36	5073.75	5064.99	5067.25	4596.0
2022-02-06 21:30:00	ES	Futures	5066.97	5068.1	5057.92	5061.59	7408.0
2022-02-06 22:00:00	ES	Futures	5061.59	5068.66	5061.31	5066.68	2792.0
2022-02-06 22:30:00	ES	Futures	5066.97	5074.32	5065.55	5070.92	3071.0
2022-02-06 23:00:00	ES	Futures	5070.64	5084.22	5070.64	5082.52	4806.0
2022-02-06 23:30:00	ES	Futures	5082.24	5087.33	5082.24	5084.22	3776.0
2022-02-06 18:00:00	NQ	Futures	17020.96	17049.94	16965.03	17041.25	6498.0
2022-02-06 18:30:00	NQ	Futures	17041.83	17061.54	17033.71	17054.0	2702.0
2022-02-06 19:00:00	NQ	Futures	17052.55	17055.45	16949.38	16985.89	6137.0
2022-02-06 19:30:00	NQ	Futures	16984.44	16993.14	16956.33	16979.52	2892.0
2022-02-06 20:00:00	NQ	Futures	16980.1	17007.34	16953.14	16985.6	4521.0
2022-02-06 20:30:00	NQ	Futures	16986.76	17004.15	16959.52	16970.53	3778.0
2022-02-06 21:00:00	NQ	Futures	16972.27	16988.5	16952.85	16963.58	2903.0
2022-02-06 21:30:00	NQ	Futures	16963.87	16971.98	16925.9	16937.2	4334.0
2022-02-06 22:00:00	NQ	Futures	16938.94	16975.17	16936.91	16961.84	2409.0
2022-02-06 22:30:00	NQ	Futures	16962.13	16997.49	16957.49	16977.78	2638.0
2022-02-06 23:00:00	NQ	Futures	16976.62	17050.52	16976.62	17037.19	4353.0
2022-02-06 23:30:00	NQ	Futures	17038.35	17058.06	17032.26	17038.06	2594.0
2022-02-06 18:00:00	YM	Futures	39335.3	39379.1	39294.8	39331.9	1544.0
2022-02-06 18:30:00	YM	Futures	39327.4	39357.7	39327.4	39348.7	709.0
2022-02-06 19:00:00	YM	Futures	39346.5	39354.4	39207.1	39265.6	2287.0
2022-02-06 19:30:00	YM	Futures	39267.8	39276.8	39216.1	39260.0	951.0
2022-02-06 20:00:00	YM	Futures	39261.1	39300.4	39208.3	39256.6	1172.0
2022-02-06 20:30:00	YM	Futures	39253.2	39273.4	39200.4	39215.0	674.0
2022-02-06 21:00:00	YM	Futures	39217.3	39239.7	39184.7	39198.2	749.0
2022-02-06 21:30:00	YM	Futures	39199.3	39201.5	39115.0	39166.7	2034.0
2022-02-06 22:00:00	YM	Futures	39168.9	39204.9	39163.3	39192.5	398.0
2022-02-06 22:30:00	YM	Futures	39194.8	39246.5	39188.0	39224.0	590.0
2022-02-06 23:00:00	YM	Futures	39222.9	39302.7	39222.9	39289.2	777.0
2022-02-06 23:30:00	YM	Futures	39290.3	39327.4	39290.3	39302.7	681.0
2022-02-06 18:00:00	CL	Futures	65.64	65.86	65.31	65.54	5966.0
2022-02-06 18:30:00	CL	Futures	65.55	65.74	65.54	65.66	1677.0
2022-02-06 19:00:00	CL	Futures	65.65	65.67	65.45	65.5	1803.0
2022-02-06 19:30:00	CL	Futures	65.5	65.57	65.43	65.45	1381.0
2022-02-06 20:00:00	CL	Futures	65.45	66.29	65.44	66.02	9616.0
2022-02-06 20:30:00	CL	Futures	66.03	66.24	66.01	66.14	3752.0
2022-02-06 21:00:00	CL	Futures	66.14	66.16	65.77	65.78	3760.0
2022-02-06 21:30:00	CL	Futures	65.79	65.81	65.31	65.48	7061.0
2022-02-06 22:00:00	CL	Futures	65.48	65.65	65.48	65.65	3125.0
2022-02-06 22:30:00	CL	Futures	65.65	65.92	65.63	65.73	3341.0
2022-02-06 23:00:00	CL	Futures	65.72	65.85	65.68	65.78	1172.0
2022-02-06 23:30:00	CL	Futures	65.78	65.9	65.78	65.86	836.0
2022-02-06 18:00:00	GC	Futures	2170.4	2178.4	2169.8	2172.5	2253.0
2022-02-06 18:30:00	GC	Futures	2172.6	2175.3	2172.6	2173.5	1258.0

> showing 50 of 810 rows — these rows as CSV

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