PREVIEW / futures_30min / 2022-02-08

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-08.parquet
  size:    110 KB
  rows:    3,910

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
2022-02-08 00:00:00	ES	Futures	5066.97	5067.53	5059.33	5061.87	3284.0
2022-02-08 00:30:00	ES	Futures	5061.87	5061.87	5057.92	5059.9	3832.0
2022-02-08 01:00:00	ES	Futures	5059.61	5066.97	5057.92	5065.55	3064.0
2022-02-08 01:30:00	ES	Futures	5065.83	5069.79	5064.7	5065.83	2463.0
2022-02-08 02:00:00	ES	Futures	5065.55	5073.19	5062.72	5065.83	4336.0
2022-02-08 02:30:00	ES	Futures	5065.83	5065.83	5058.48	5061.59	5518.0
2022-02-08 03:00:00	ES	Futures	5062.16	5074.04	5058.48	5073.75	11140.0
2022-02-08 03:30:00	ES	Futures	5073.75	5077.71	5069.23	5073.19	7496.0
2022-02-08 04:00:00	ES	Futures	5073.19	5081.95	5073.19	5077.43	6104.0
2022-02-08 04:30:00	ES	Futures	5077.43	5086.48	5069.23	5070.92	13249.0
2022-02-08 05:00:00	ES	Futures	5070.64	5070.92	5062.44	5066.4	7922.0
2022-02-08 05:30:00	ES	Futures	5066.12	5071.49	5065.55	5068.1	5676.0
2022-02-08 06:00:00	ES	Futures	5068.38	5069.51	5058.48	5060.74	8378.0
2022-02-08 06:30:00	ES	Futures	5060.46	5063.85	5052.83	5057.07	11150.0
2022-02-08 07:00:00	ES	Futures	5056.78	5059.33	5048.87	5053.39	10650.0
2022-02-08 07:30:00	ES	Futures	5053.11	5057.35	5050.85	5056.22	7886.0
2022-02-08 08:00:00	ES	Futures	5056.22	5063.29	5055.37	5059.33	13439.0
2022-02-08 08:30:00	ES	Futures	5059.33	5060.74	5052.83	5059.05	11946.0
2022-02-08 09:00:00	ES	Futures	5058.76	5062.44	5054.8	5057.63	15957.0
2022-02-08 09:30:00	ES	Futures	5057.63	5066.68	5050.85	5054.8	147443.0
2022-02-08 10:00:00	ES	Futures	5054.8	5063.85	5040.95	5053.67	124801.0
2022-02-08 10:30:00	ES	Futures	5053.67	5076.3	5048.02	5072.06	101092.0
2022-02-08 11:00:00	ES	Futures	5071.77	5088.18	5071.21	5083.93	86862.0
2022-02-08 11:30:00	ES	Futures	5084.22	5098.36	5084.22	5096.66	74341.0
2022-02-08 12:00:00	ES	Futures	5096.66	5100.9	5089.59	5096.94	51423.0
2022-02-08 12:30:00	ES	Futures	5097.23	5109.95	5096.94	5102.6	54821.0
2022-02-08 13:00:00	ES	Futures	5102.6	5103.16	5091.57	5094.11	54093.0
2022-02-08 13:30:00	ES	Futures	5094.11	5101.75	5091.57	5099.77	50301.0
2022-02-08 14:00:00	ES	Futures	5099.49	5105.14	5082.24	5083.65	60979.0
2022-02-08 14:30:00	ES	Futures	5083.65	5089.31	5074.88	5081.11	89934.0
2022-02-08 15:00:00	ES	Futures	5081.11	5104.86	5074.04	5097.79	100390.0
2022-02-08 15:30:00	ES	Futures	5097.51	5117.3	5095.81	5105.43	186001.0
2022-02-08 16:00:00	ES	Futures	5105.43	5114.76	5103.16	5111.08	43368.0
2022-02-08 16:30:00	ES	Futures	5110.8	5111.93	5110.23	5111.08	4075.0
2022-02-08 18:00:00	ES	Futures	5111.93	5121.83	5109.95	5118.15	5020.0
2022-02-08 18:30:00	ES	Futures	5118.44	5119.85	5115.89	5119.0	2503.0
2022-02-08 19:00:00	ES	Futures	5119.0	5120.7	5113.06	5113.06	4316.0
2022-02-08 19:30:00	ES	Futures	5113.06	5115.04	5111.08	5113.06	2636.0
2022-02-08 20:00:00	ES	Futures	5112.78	5115.32	5110.52	5114.76	3251.0
2022-02-08 20:30:00	ES	Futures	5114.76	5119.85	5113.91	5115.04	4689.0
2022-02-08 21:00:00	ES	Futures	5115.04	5117.3	5114.48	5114.48	2553.0
2022-02-08 21:30:00	ES	Futures	5114.48	5115.04	5112.5	5115.04	1812.0
2022-02-08 22:00:00	ES	Futures	5115.04	5118.72	5115.04	5118.15	2102.0
2022-02-08 22:30:00	ES	Futures	5118.15	5124.09	5117.87	5122.96	3401.0
2022-02-08 23:00:00	ES	Futures	5122.96	5129.75	5122.68	5126.35	4073.0
2022-02-08 23:30:00	ES	Futures	5126.64	5130.88	5124.37	5130.31	2503.0
2022-02-08 00:00:00	NQ	Futures	16898.37	16903.3	16865.04	16875.47	2412.0
2022-02-08 00:30:00	NQ	Futures	16874.89	16878.95	16852.29	16872.58	3023.0
2022-02-08 01:00:00	NQ	Futures	16872.29	16896.05	16859.24	16893.15	2235.0
2022-02-08 01:30:00	NQ	Futures	16894.31	16905.32	16883.59	16888.51	1766.0

> showing 50 of 3,910 rows — these rows as CSV

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