PREVIEW / futures_30min / 2022-03-06

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-06.parquet
  size:    31 KB
  rows:    838

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
2022-03-06 18:00:00	ES	Futures	4874.09	4875.51	4827.71	4834.22	27176.0
2022-03-06 18:30:00	ES	Futures	4834.5	4845.25	4822.34	4829.69	11766.0
2022-03-06 19:00:00	ES	Futures	4829.41	4837.05	4824.6	4828.28	10993.0
2022-03-06 19:30:00	ES	Futures	4828.85	4831.39	4815.55	4819.8	14146.0
2022-03-06 20:00:00	ES	Futures	4820.36	4826.3	4816.4	4818.95	10030.0
2022-03-06 20:30:00	ES	Futures	4818.66	4824.04	4811.88	4816.4	11010.0
2022-03-06 21:00:00	ES	Futures	4816.12	4823.47	4814.14	4818.1	6663.0
2022-03-06 21:30:00	ES	Futures	4817.82	4820.08	4810.46	4814.42	8871.0
2022-03-06 22:00:00	ES	Futures	4815.27	4835.35	4813.57	4831.67	8964.0
2022-03-06 22:30:00	ES	Futures	4831.39	4832.52	4825.17	4826.87	8043.0
2022-03-06 23:00:00	ES	Futures	4826.87	4833.65	4825.17	4829.69	4957.0
2022-03-06 23:30:00	ES	Futures	4829.41	4839.88	4827.71	4837.33	3672.0
2022-03-06 18:00:00	NQ	Futures	15955.59	15955.59	15737.94	15756.49	12428.0
2022-03-06 18:30:00	NQ	Futures	15756.78	15802.28	15723.16	15747.22	6514.0
2022-03-06 19:00:00	NQ	Futures	15746.93	15793.88	15731.28	15747.5	5064.0
2022-03-06 19:30:00	NQ	Futures	15749.53	15757.36	15705.48	15732.14	9076.0
2022-03-06 20:00:00	NQ	Futures	15732.43	15759.1	15715.34	15733.59	4787.0
2022-03-06 20:30:00	NQ	Futures	15735.04	15748.95	15696.5	15711.28	4899.0
2022-03-06 21:00:00	NQ	Futures	15709.25	15738.52	15697.66	15727.22	2802.0
2022-03-06 21:30:00	NQ	Futures	15727.22	15734.17	15682.3	15704.9	3866.0
2022-03-06 22:00:00	NQ	Futures	15708.09	15774.17	15693.02	15756.78	3647.0
2022-03-06 22:30:00	NQ	Futures	15756.78	15779.67	15739.68	15756.49	3425.0
2022-03-06 23:00:00	NQ	Futures	15756.49	15777.65	15754.46	15762.87	3494.0
2022-03-06 23:30:00	NQ	Futures	15762.29	15793.59	15754.46	15786.63	1989.0
2022-03-06 18:00:00	YM	Futures	37592.2	37592.2	37295.6	37409.1	6038.0
2022-03-06 18:30:00	YM	Futures	37407.9	37470.9	37329.3	37384.3	2449.0
2022-03-06 19:00:00	YM	Futures	37379.8	37409.1	37336.0	37358.5	2094.0
2022-03-06 19:30:00	YM	Futures	37363.0	37375.3	37258.5	37280.9	2187.0
2022-03-06 20:00:00	YM	Futures	37285.4	37321.4	37234.9	37251.7	1509.0
2022-03-06 20:30:00	YM	Futures	37250.6	37286.6	37210.1	37242.7	1372.0
2022-03-06 21:00:00	YM	Futures	37237.1	37296.7	37224.8	37256.2	889.0
2022-03-06 21:30:00	YM	Futures	37256.2	37272.0	37203.4	37242.7	1080.0
2022-03-06 22:00:00	YM	Futures	37245.0	37381.0	37210.1	37355.1	1137.0
2022-03-06 22:30:00	YM	Futures	37352.9	37357.4	37301.2	37305.7	1026.0
2022-03-06 23:00:00	YM	Futures	37307.9	37351.7	37288.8	37336.0	671.0
2022-03-06 23:30:00	YM	Futures	37332.6	37388.8	37319.2	37378.7	482.0
2022-03-06 18:00:00	CL	Futures	88.12	94.78	88.12	91.73	18352.0
2022-03-06 18:30:00	CL	Futures	91.73	92.68	90.86	92.23	8247.0
2022-03-06 19:00:00	CL	Futures	92.23	92.23	90.51	90.73	7032.0
2022-03-06 19:30:00	CL	Futures	90.71	91.12	90.1	90.24	4792.0
2022-03-06 20:00:00	CL	Futures	90.27	90.73	88.68	89.62	11333.0
2022-03-06 20:30:00	CL	Futures	89.63	90.53	89.17	89.87	6801.0
2022-03-06 21:00:00	CL	Futures	89.91	90.3	89.54	90.19	3291.0
2022-03-06 21:30:00	CL	Futures	90.18	91.36	89.97	91.22	4736.0
2022-03-06 22:00:00	CL	Futures	91.22	91.22	89.58	90.03	6688.0
2022-03-06 22:30:00	CL	Futures	90.0	90.7	89.7	90.35	3400.0
2022-03-06 23:00:00	CL	Futures	90.34	91.06	90.13	90.19	3100.0
2022-03-06 23:30:00	CL	Futures	90.2	91.78	90.16	91.57	4523.0
2022-03-06 18:00:00	GC	Futures	2375.0	2395.8	2373.2	2393.8	10320.0
2022-03-06 18:30:00	GC	Futures	2393.6	2395.6	2387.6	2391.5	3342.0

> showing 50 of 838 rows — these rows as CSV

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