PREVIEW / futures_30min / 2022-02-17

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-17.parquet
  size:    112 KB
  rows:    3,931

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
2022-02-17 00:00:00	ES	Futures	5025.96	5037.84	5023.7	5036.14	9634.0
2022-02-17 00:30:00	ES	Futures	5036.14	5040.38	5030.48	5034.73	6143.0
2022-02-17 01:00:00	ES	Futures	5034.73	5041.8	5027.37	5040.95	8068.0
2022-02-17 01:30:00	ES	Futures	5041.23	5042.93	5027.09	5035.57	7707.0
2022-02-17 02:00:00	ES	Futures	5035.29	5042.93	5034.44	5037.55	5652.0
2022-02-17 02:30:00	ES	Futures	5037.27	5045.76	5035.57	5043.78	5598.0
2022-02-17 03:00:00	ES	Futures	5043.49	5054.24	5022.85	5027.09	22083.0
2022-02-17 03:30:00	ES	Futures	5026.81	5035.29	5019.17	5029.35	15815.0
2022-02-17 04:00:00	ES	Futures	5029.07	5034.16	5024.83	5030.77	8378.0
2022-02-17 04:30:00	ES	Futures	5030.48	5032.75	5020.59	5026.81	7583.0
2022-02-17 05:00:00	ES	Futures	5026.52	5032.75	5024.26	5031.05	4652.0
2022-02-17 05:30:00	ES	Futures	5031.05	5036.14	5030.2	5031.9	4531.0
2022-02-17 06:00:00	ES	Futures	5031.9	5033.03	5026.52	5028.79	5336.0
2022-02-17 06:30:00	ES	Futures	5029.07	5033.59	5025.96	5031.9	7464.0
2022-02-17 07:00:00	ES	Futures	5031.9	5041.8	5031.05	5038.68	9963.0
2022-02-17 07:30:00	ES	Futures	5038.68	5046.04	5037.27	5043.78	8465.0
2022-02-17 08:00:00	ES	Futures	5043.78	5050.0	5028.22	5032.46	28190.0
2022-02-17 08:30:00	ES	Futures	5032.18	5036.14	5012.38	5015.21	29256.0
2022-02-17 09:00:00	ES	Futures	5015.21	5032.75	5014.08	5018.04	46970.0
2022-02-17 09:30:00	ES	Futures	5018.04	5024.54	4986.93	4990.33	171116.0
2022-02-17 10:00:00	ES	Futures	4990.04	5000.79	4980.14	4981.84	125026.0
2022-02-17 10:30:00	ES	Futures	4981.56	4994.29	4978.73	4991.46	101882.0
2022-02-17 11:00:00	ES	Futures	4991.74	5001.92	4988.35	4997.68	74734.0
2022-02-17 11:30:00	ES	Futures	4997.96	5005.31	4992.02	4994.85	55984.0
2022-02-17 12:00:00	ES	Futures	4995.13	5000.22	4989.19	4997.11	42402.0
2022-02-17 12:30:00	ES	Futures	4997.11	5002.2	4989.76	4994.0	38239.0
2022-02-17 13:00:00	ES	Futures	4994.0	4995.7	4983.26	4986.65	44548.0
2022-02-17 13:30:00	ES	Futures	4986.37	4991.46	4980.71	4984.67	39860.0
2022-02-17 14:00:00	ES	Futures	4984.67	4984.67	4969.96	4971.66	52746.0
2022-02-17 14:30:00	ES	Futures	4971.66	4973.64	4961.76	4962.61	67468.0
2022-02-17 15:00:00	ES	Futures	4962.61	4965.16	4945.93	4954.69	105412.0
2022-02-17 15:30:00	ES	Futures	4954.69	4964.87	4940.84	4949.04	253621.0
2022-02-17 16:00:00	ES	Futures	4949.04	4953.56	4940.27	4946.21	61686.0
2022-02-17 16:30:00	ES	Futures	4946.49	4951.3	4945.93	4948.75	6162.0
2022-02-17 18:00:00	ES	Futures	4948.75	4953.56	4941.68	4952.15	7109.0
2022-02-17 18:30:00	ES	Futures	4952.15	4955.54	4951.58	4953.0	4308.0
2022-02-17 19:00:00	ES	Futures	4953.0	4956.39	4947.34	4949.89	6518.0
2022-02-17 19:30:00	ES	Futures	4949.6	4951.02	4941.4	4949.89	6119.0
2022-02-17 20:00:00	ES	Futures	4950.17	4953.56	4945.64	4947.62	4951.0
2022-02-17 20:30:00	ES	Futures	4947.62	4982.12	4944.79	4978.17	29362.0
2022-02-17 21:00:00	ES	Futures	4978.17	4981.28	4974.21	4975.9	8575.0
2022-02-17 21:30:00	ES	Futures	4975.9	4977.88	4971.66	4976.47	5686.0
2022-02-17 22:00:00	ES	Futures	4976.47	4983.82	4973.92	4983.54	5135.0
2022-02-17 22:30:00	ES	Futures	4983.26	4986.08	4979.86	4981.84	5079.0
2022-02-17 23:00:00	ES	Futures	4981.84	4990.33	4981.84	4986.93	5051.0
2022-02-17 23:30:00	ES	Futures	4986.93	4987.21	4981.84	4982.69	2628.0
2022-02-17 00:00:00	NQ	Futures	16794.32	16846.78	16781.28	16831.71	5262.0
2022-02-17 00:30:00	NQ	Futures	16830.84	16852.87	16814.03	16832.87	3226.0
2022-02-17 01:00:00	NQ	Futures	16833.16	16858.95	16800.99	16858.95	3899.0
2022-02-17 01:30:00	NQ	Futures	16859.24	16864.17	16801.57	16834.32	4324.0

> showing 50 of 3,931 rows — these rows as CSV

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