PREVIEW / futures_30min / 2022-02-20

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-20.parquet
  size:    28 KB
  rows:    726

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
2022-02-20 18:00:00	ES	Futures	4891.63	4902.37	4881.45	4889.65	15622.0
2022-02-20 18:30:00	ES	Futures	4889.65	4895.3	4887.1	4889.93	5423.0
2022-02-20 19:00:00	ES	Futures	4889.37	4890.78	4878.62	4885.69	10258.0
2022-02-20 19:30:00	ES	Futures	4885.41	4923.58	4883.99	4920.19	18952.0
2022-02-20 20:00:00	ES	Futures	4920.19	4941.68	4906.62	4932.63	23642.0
2022-02-20 20:30:00	ES	Futures	4932.35	4947.91	4932.07	4939.7	13032.0
2022-02-20 21:00:00	ES	Futures	4939.7	4943.1	4934.61	4935.75	3895.0
2022-02-20 21:30:00	ES	Futures	4935.46	4945.36	4935.46	4941.97	4095.0
2022-02-20 22:00:00	ES	Futures	4941.97	4945.36	4937.72	4940.27	2421.0
2022-02-20 22:30:00	ES	Futures	4940.27	4941.68	4930.65	4932.92	5765.0
2022-02-20 23:00:00	ES	Futures	4932.63	4938.01	4930.65	4937.16	3571.0
2022-02-20 23:30:00	ES	Futures	4936.88	4941.12	4936.31	4939.99	2017.0
2022-02-20 18:00:00	NQ	Futures	16174.99	16178.46	16040.8	16062.25	10604.0
2022-02-20 18:30:00	NQ	Futures	16063.12	16085.14	16048.91	16057.9	3385.0
2022-02-20 19:00:00	NQ	Futures	16057.9	16061.67	16009.21	16048.34	5898.0
2022-02-20 19:30:00	NQ	Futures	16048.91	16212.37	16038.77	16188.32	9159.0
2022-02-20 20:00:00	NQ	Futures	16190.35	16285.12	16141.08	16249.18	10002.0
2022-02-20 20:30:00	NQ	Futures	16248.6	16329.17	16244.54	16297.58	6117.0
2022-02-20 21:00:00	NQ	Futures	16297.29	16308.59	16283.09	16287.14	1969.0
2022-02-20 21:30:00	NQ	Futures	16286.85	16318.44	16286.27	16301.93	2472.0
2022-02-20 22:00:00	NQ	Futures	16302.5	16314.97	16283.09	16292.36	1931.0
2022-02-20 22:30:00	NQ	Futures	16291.78	16296.71	16232.66	16250.34	3437.0
2022-02-20 23:00:00	NQ	Futures	16249.18	16275.84	16239.61	16270.62	1815.0
2022-02-20 23:30:00	NQ	Futures	16270.34	16304.82	16270.34	16297.0	1784.0
2022-02-20 18:00:00	YM	Futures	38062.0	38160.9	38020.4	38119.3	3904.0
2022-02-20 18:30:00	YM	Futures	38123.8	38157.5	38105.8	38128.3	1857.0
2022-02-20 19:00:00	YM	Futures	38128.3	38137.3	38066.5	38100.2	2607.0
2022-02-20 19:30:00	YM	Futures	38095.7	38335.1	38085.6	38309.2	4035.0
2022-02-20 20:00:00	YM	Futures	38308.1	38430.6	38217.1	38367.7	3996.0
2022-02-20 20:30:00	YM	Futures	38365.4	38459.8	38358.7	38396.9	2445.0
2022-02-20 21:00:00	YM	Futures	38405.9	38411.5	38353.1	38359.8	793.0
2022-02-20 21:30:00	YM	Futures	38359.8	38431.7	38359.8	38410.4	884.0
2022-02-20 22:00:00	YM	Futures	38412.6	38439.6	38394.6	38408.1	679.0
2022-02-20 22:30:00	YM	Futures	38409.2	38418.2	38348.6	38373.3	1204.0
2022-02-20 23:00:00	YM	Futures	38369.9	38396.9	38356.4	38391.3	718.0
2022-02-20 23:30:00	YM	Futures	38391.3	38414.9	38382.3	38408.1	594.0
2022-02-20 18:00:00	CL	Futures	66.33	66.66	66.11	66.48	6063.0
2022-02-20 18:30:00	CL	Futures	66.47	66.6	66.45	66.54	1752.0
2022-02-20 19:00:00	CL	Futures	66.54	66.61	66.42	66.58	1525.0
2022-02-20 19:30:00	CL	Futures	66.58	66.63	65.77	65.83	7775.0
2022-02-20 20:00:00	CL	Futures	65.83	65.99	64.9	65.14	15671.0
2022-02-20 20:30:00	CL	Futures	65.11	65.27	64.68	64.95	7881.0
2022-02-20 21:00:00	CL	Futures	64.95	65.03	64.79	65.02	2859.0
2022-02-20 21:30:00	CL	Futures	65.01	65.21	64.9	65.16	2358.0
2022-02-20 22:00:00	CL	Futures	65.16	65.21	65.04	65.07	1462.0
2022-02-20 22:30:00	CL	Futures	65.06	65.3	65.05	65.24	1493.0
2022-02-20 23:00:00	CL	Futures	65.24	65.53	65.22	65.45	3178.0
2022-02-20 23:30:00	CL	Futures	65.46	65.48	65.11	65.18	2262.0
2022-02-20 18:00:00	GC	Futures	2285.0	2292.2	2280.2	2289.3	4992.0
2022-02-20 18:30:00	GC	Futures	2289.1	2291.5	2287.8	2289.6	1718.0

> showing 50 of 726 rows — these rows as CSV

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