PREVIEW / futures_30min / 2022-02-11

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-11.parquet
  size:    99 KB
  rows:    3,147

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
2022-02-11 00:00:00	ES	Futures	5051.41	5053.39	5044.34	5045.19	5563.0
2022-02-11 00:30:00	ES	Futures	5045.47	5046.89	5038.97	5043.49	7604.0
2022-02-11 01:00:00	ES	Futures	5043.21	5049.15	5040.95	5047.17	4636.0
2022-02-11 01:30:00	ES	Futures	5047.17	5053.11	5039.82	5051.98	4998.0
2022-02-11 02:00:00	ES	Futures	5051.98	5065.27	5051.13	5058.48	10471.0
2022-02-11 02:30:00	ES	Futures	5058.48	5064.7	5057.35	5063.85	5800.0
2022-02-11 03:00:00	ES	Futures	5063.85	5079.13	5058.48	5070.08	16411.0
2022-02-11 03:30:00	ES	Futures	5070.08	5075.17	5056.78	5057.63	10900.0
2022-02-11 04:00:00	ES	Futures	5057.63	5070.36	5057.35	5063.85	6857.0
2022-02-11 04:30:00	ES	Futures	5063.85	5063.85	5053.11	5057.92	9402.0
2022-02-11 05:00:00	ES	Futures	5058.2	5062.44	5057.07	5061.31	5503.0
2022-02-11 05:30:00	ES	Futures	5061.31	5067.53	5059.05	5065.83	8591.0
2022-02-11 06:00:00	ES	Futures	5065.55	5066.4	5055.65	5060.74	6601.0
2022-02-11 06:30:00	ES	Futures	5060.46	5064.14	5057.07	5060.74	4938.0
2022-02-11 07:00:00	ES	Futures	5060.46	5084.78	5060.18	5083.65	16164.0
2022-02-11 07:30:00	ES	Futures	5083.65	5087.89	5074.32	5076.86	13543.0
2022-02-11 08:00:00	ES	Futures	5076.86	5090.44	5072.34	5085.35	22051.0
2022-02-11 08:30:00	ES	Futures	5085.35	5098.07	5085.35	5093.83	28253.0
2022-02-11 09:00:00	ES	Futures	5093.55	5098.07	5084.22	5088.74	24347.0
2022-02-11 09:30:00	ES	Futures	5089.02	5113.63	5081.67	5085.91	195271.0
2022-02-11 10:00:00	ES	Futures	5085.91	5104.86	5075.45	5092.13	153826.0
2022-02-11 10:30:00	ES	Futures	5092.13	5101.75	5080.54	5084.22	103903.0
2022-02-11 11:00:00	ES	Futures	5084.22	5096.94	5069.23	5074.04	99690.0
2022-02-11 11:30:00	ES	Futures	5074.32	5079.41	5059.33	5071.77	102567.0
2022-02-11 12:00:00	ES	Futures	5071.49	5079.97	5064.14	5071.77	62513.0
2022-02-11 12:30:00	ES	Futures	5071.77	5076.58	5054.24	5057.63	60876.0
2022-02-11 13:00:00	ES	Futures	5057.63	5069.51	5046.32	5046.6	76304.0
2022-02-11 13:30:00	ES	Futures	5046.6	5047.17	4993.15	5001.92	272919.0
2022-02-11 14:00:00	ES	Futures	5001.92	5025.96	4987.5	4995.7	248388.0
2022-02-11 14:30:00	ES	Futures	4995.98	5016.91	4975.34	4992.31	167144.0
2022-02-11 15:00:00	ES	Futures	4992.31	5013.23	4982.12	4994.57	175960.0
2022-02-11 15:30:00	ES	Futures	4994.29	5010.4	4969.68	4986.65	302200.0
2022-02-11 16:00:00	ES	Futures	4986.93	5000.22	4980.71	4999.94	90190.0
2022-02-11 16:30:00	ES	Futures	5000.22	5004.75	4996.83	4997.68	10217.0
2022-02-11 00:00:00	NQ	Futures	16909.09	16911.7	16864.75	16879.82	4112.0
2022-02-11 00:30:00	NQ	Futures	16880.11	16889.67	16841.27	16860.4	4631.0
2022-02-11 01:00:00	NQ	Futures	16859.82	16889.96	16847.94	16883.01	2992.0
2022-02-11 01:30:00	NQ	Futures	16884.75	16899.82	16853.45	16892.86	2622.0
2022-02-11 02:00:00	NQ	Futures	16892.86	16939.81	16891.12	16915.47	6287.0
2022-02-11 02:30:00	NQ	Futures	16915.76	16937.2	16906.19	16936.05	3161.0
2022-02-11 03:00:00	NQ	Futures	16935.76	17000.38	16919.82	16965.61	8177.0
2022-02-11 03:30:00	NQ	Futures	16965.03	16981.55	16916.63	16920.11	6124.0
2022-02-11 04:00:00	NQ	Futures	16919.24	16975.46	16911.41	16952.85	4915.0
2022-02-11 04:30:00	NQ	Futures	16952.56	16952.56	16892.86	16908.22	5385.0
2022-02-11 05:00:00	NQ	Futures	16907.35	16925.32	16905.61	16923.29	3063.0
2022-02-11 05:30:00	NQ	Futures	16923.0	16944.45	16911.7	16937.2	3944.0
2022-02-11 06:00:00	NQ	Futures	16936.91	16939.81	16893.73	16916.05	3599.0
2022-02-11 06:30:00	NQ	Futures	16914.89	16927.93	16902.72	16923.0	2747.0
2022-02-11 07:00:00	NQ	Futures	16923.58	17029.66	16922.71	17026.47	8195.0
2022-02-11 07:30:00	NQ	Futures	17026.47	17041.25	16990.24	17005.31	6848.0

> showing 50 of 3,147 rows — these rows as CSV

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