PREVIEW / futures_30min / 2022-02-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-02-27.parquet
  size:    32 KB
  rows:    851

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
2022-02-27 18:00:00	ES	Futures	4863.63	4863.91	4809.33	4845.25	55584.0
2022-02-27 18:30:00	ES	Futures	4845.81	4870.42	4843.27	4846.95	21303.0
2022-02-27 19:00:00	ES	Futures	4846.95	4850.9	4835.92	4843.55	17002.0
2022-02-27 19:30:00	ES	Futures	4843.27	4851.19	4841.85	4848.92	9630.0
2022-02-27 20:00:00	ES	Futures	4848.92	4880.03	4848.64	4869.0	21603.0
2022-02-27 20:30:00	ES	Futures	4869.0	4870.98	4844.12	4844.68	13812.0
2022-02-27 21:00:00	ES	Futures	4844.97	4851.19	4838.74	4840.44	9544.0
2022-02-27 21:30:00	ES	Futures	4840.16	4840.16	4817.25	4827.15	16380.0
2022-02-27 22:00:00	ES	Futures	4826.87	4834.22	4820.36	4829.13	9335.0
2022-02-27 22:30:00	ES	Futures	4828.85	4834.5	4822.34	4826.02	6726.0
2022-02-27 23:00:00	ES	Futures	4826.3	4846.1	4826.3	4837.33	8899.0
2022-02-27 23:30:00	ES	Futures	4837.61	4844.12	4833.65	4836.76	5889.0
2022-02-27 18:00:00	NQ	Futures	16114.12	16114.12	15862.27	16021.38	16259.0
2022-02-27 18:30:00	NQ	Futures	16023.41	16105.14	16009.5	16060.8	8814.0
2022-02-27 19:00:00	NQ	Futures	16060.22	16069.78	16014.14	16041.38	8319.0
2022-02-27 19:30:00	NQ	Futures	16039.64	16055.29	16025.44	16051.81	4539.0
2022-02-27 20:00:00	NQ	Futures	16050.94	16176.72	16049.78	16129.48	9157.0
2022-02-27 20:30:00	NQ	Futures	16130.35	16139.92	16039.35	16040.8	7696.0
2022-02-27 21:00:00	NQ	Futures	16039.06	16070.07	16016.46	16029.5	6429.0
2022-02-27 21:30:00	NQ	Futures	16026.31	16027.18	15955.01	15996.75	8358.0
2022-02-27 22:00:00	NQ	Futures	15997.91	16004.57	15971.82	15991.53	4079.0
2022-02-27 22:30:00	NQ	Futures	15990.08	16003.41	15945.74	15961.1	3949.0
2022-02-27 23:00:00	NQ	Futures	15961.97	16047.47	15960.52	16020.22	4743.0
2022-02-27 23:30:00	NQ	Futures	16021.38	16041.96	15999.94	16009.5	4064.0
2022-02-27 18:00:00	YM	Futures	37847.3	37847.3	37482.1	37710.2	8842.0
2022-02-27 18:30:00	YM	Futures	37718.1	37836.1	37645.1	37645.1	4941.0
2022-02-27 19:00:00	YM	Futures	37650.7	37673.2	37577.6	37627.1	3198.0
2022-02-27 19:30:00	YM	Futures	37626.0	37660.8	37600.1	37637.2	1700.0
2022-02-27 20:00:00	YM	Futures	37636.1	37859.7	37634.9	37770.9	3504.0
2022-02-27 20:30:00	YM	Futures	37775.4	37785.5	37617.0	37617.0	1775.0
2022-02-27 21:00:00	YM	Futures	37622.6	37655.2	37590.0	37603.5	2208.0
2022-02-27 21:30:00	YM	Futures	37605.7	37606.8	37447.3	37495.6	2788.0
2022-02-27 22:00:00	YM	Futures	37493.3	37563.0	37456.3	37532.7	1517.0
2022-02-27 22:30:00	YM	Futures	37536.0	37566.4	37492.2	37512.5	823.0
2022-02-27 23:00:00	YM	Futures	37514.7	37624.8	37514.7	37565.3	1460.0
2022-02-27 23:30:00	YM	Futures	37565.3	37617.0	37540.5	37564.1	1141.0
2022-02-27 18:00:00	CL	Futures	68.99	71.98	68.87	70.57	25863.0
2022-02-27 18:30:00	CL	Futures	70.56	70.71	70.21	70.28	7449.0
2022-02-27 19:00:00	CL	Futures	70.27	70.34	69.94	70.19	4721.0
2022-02-27 19:30:00	CL	Futures	70.2	70.36	69.97	70.15	2544.0
2022-02-27 20:00:00	CL	Futures	70.15	70.15	69.31	69.81	10457.0
2022-02-27 20:30:00	CL	Futures	69.81	70.26	69.68	70.07	5809.0
2022-02-27 21:00:00	CL	Futures	70.07	70.13	69.74	69.81	3079.0
2022-02-27 21:30:00	CL	Futures	69.81	70.2	69.73	69.81	4424.0
2022-02-27 22:00:00	CL	Futures	69.82	70.08	69.78	70.03	2314.0
2022-02-27 22:30:00	CL	Futures	70.03	70.42	69.89	70.26	3505.0
2022-02-27 23:00:00	CL	Futures	70.26	70.66	70.24	70.58	3482.0
2022-02-27 23:30:00	CL	Futures	70.59	70.84	70.45	70.63	3637.0
2022-02-27 18:00:00	GC	Futures	2306.0	2323.1	2289.9	2300.8	12672.0
2022-02-27 18:30:00	GC	Futures	2301.1	2301.8	2288.7	2295.8	4580.0

> showing 50 of 851 rows — these rows as CSV

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