PREVIEW / futures_30min / 2022-02-21

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-21.parquet
  size:    95 KB
  rows:    3,109

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
2022-02-21 00:00:00	ES	Futures	4939.99	4944.51	4938.01	4943.66	2608.0
2022-02-21 00:30:00	ES	Futures	4943.38	4943.95	4938.86	4943.66	2525.0
2022-02-21 01:00:00	ES	Futures	4943.66	4947.34	4942.53	4944.23	3546.0
2022-02-21 01:30:00	ES	Futures	4944.23	4960.91	4944.23	4956.96	5925.0
2022-02-21 02:00:00	ES	Futures	4957.24	4967.42	4955.82	4959.5	8490.0
2022-02-21 02:30:00	ES	Futures	4959.78	4963.46	4952.15	4953.84	9859.0
2022-02-21 03:00:00	ES	Futures	4953.84	4957.24	4950.73	4952.43	9822.0
2022-02-21 03:30:00	ES	Futures	4952.43	4956.67	4932.63	4938.01	16261.0
2022-02-21 04:00:00	ES	Futures	4938.29	4939.14	4921.32	4929.52	9062.0
2022-02-21 04:30:00	ES	Futures	4929.52	4932.63	4917.36	4919.63	7374.0
2022-02-21 05:00:00	ES	Futures	4919.06	4923.87	4911.42	4911.71	7556.0
2022-02-21 05:30:00	ES	Futures	4911.71	4921.6	4911.14	4914.82	6590.0
2022-02-21 06:00:00	ES	Futures	4914.53	4919.06	4903.79	4904.35	10530.0
2022-02-21 06:30:00	ES	Futures	4904.64	4908.03	4891.63	4903.22	10507.0
2022-02-21 07:00:00	ES	Futures	4903.51	4903.79	4885.97	4897.28	9938.0
2022-02-21 07:30:00	ES	Futures	4897.0	4897.0	4874.38	4886.54	18371.0
2022-02-21 08:00:00	ES	Futures	4886.25	4891.63	4863.63	4871.55	20498.0
2022-02-21 08:30:00	ES	Futures	4871.55	4890.21	4865.04	4880.32	27241.0
2022-02-21 09:00:00	ES	Futures	4880.32	4898.7	4874.94	4890.21	24153.0
2022-02-21 09:30:00	ES	Futures	4890.21	4897.0	4873.25	4879.47	19645.0
2022-02-21 10:00:00	ES	Futures	4879.18	4895.3	4874.38	4890.78	19564.0
2022-02-21 10:30:00	ES	Futures	4890.78	4892.76	4869.29	4879.75	14204.0
2022-02-21 11:00:00	ES	Futures	4879.75	4880.32	4864.76	4866.46	14681.0
2022-02-21 11:30:00	ES	Futures	4866.74	4872.96	4854.02	4863.35	14428.0
2022-02-21 12:00:00	ES	Futures	4863.63	4869.57	4857.41	4858.54	11744.0
2022-02-21 12:30:00	ES	Futures	4858.82	4867.02	4847.51	4852.32	10913.0
2022-02-21 18:00:00	ES	Futures	4826.02	4835.35	4807.92	4811.88	37005.0
2022-02-21 18:30:00	ES	Futures	4811.59	4837.9	4807.64	4832.52	17010.0
2022-02-21 19:00:00	ES	Futures	4832.81	4841.01	4822.06	4838.18	15643.0
2022-02-21 19:30:00	ES	Futures	4838.18	4850.9	4834.78	4842.99	13146.0
2022-02-21 20:00:00	ES	Futures	4842.7	4845.53	4829.69	4835.35	12586.0
2022-02-21 20:30:00	ES	Futures	4835.07	4846.95	4830.54	4832.52	9558.0
2022-02-21 21:00:00	ES	Futures	4832.52	4840.44	4826.02	4831.11	7610.0
2022-02-21 21:30:00	ES	Futures	4831.11	4835.35	4826.3	4831.67	5618.0
2022-02-21 22:00:00	ES	Futures	4831.39	4832.81	4822.62	4824.04	6779.0
2022-02-21 22:30:00	ES	Futures	4823.76	4827.71	4820.36	4826.58	4481.0
2022-02-21 23:00:00	ES	Futures	4826.58	4839.31	4826.58	4838.18	5962.0
2022-02-21 23:30:00	ES	Futures	4838.46	4839.31	4835.35	4837.33	3535.0
2022-02-21 00:00:00	NQ	Futures	16296.71	16319.89	16284.54	16314.39	2761.0
2022-02-21 00:30:00	NQ	Futures	16315.26	16317.29	16287.72	16301.93	2010.0
2022-02-21 01:00:00	NQ	Futures	16300.48	16331.78	16297.58	16312.65	2737.0
2022-02-21 01:30:00	NQ	Futures	16313.81	16393.51	16313.81	16372.35	4463.0
2022-02-21 02:00:00	NQ	Futures	16372.06	16412.35	16365.11	16375.83	5148.0
2022-02-21 02:30:00	NQ	Futures	16377.28	16394.38	16332.07	16338.15	5670.0
2022-02-21 03:00:00	NQ	Futures	16338.15	16355.83	16324.82	16337.57	4496.0
2022-02-21 03:30:00	NQ	Futures	16338.15	16355.54	16258.45	16272.07	7997.0
2022-02-21 04:00:00	NQ	Futures	16273.52	16277.29	16213.53	16241.06	5744.0
2022-02-21 04:30:00	NQ	Futures	16242.22	16257.0	16189.77	16204.26	3492.0
2022-02-21 05:00:00	NQ	Futures	16202.23	16221.65	16180.78	16181.36	4225.0
2022-02-21 05:30:00	NQ	Futures	16181.07	16222.23	16179.62	16203.97	3041.0

> showing 50 of 3,109 rows — these rows as CSV

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