PREVIEW / futures_30min / 2022-03-27

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-03-27.parquet
  size:    31 KB
  rows:    807

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
2022-03-27 18:00:00	ES	Futures	5141.89	5147.27	5135.65	5140.19	5852.0
2022-03-27 18:30:00	ES	Futures	5140.19	5141.04	5133.1	5134.52	3575.0
2022-03-27 19:00:00	ES	Futures	5134.8	5139.05	5133.39	5137.07	3053.0
2022-03-27 19:30:00	ES	Futures	5137.07	5137.92	5131.97	5131.97	2576.0
2022-03-27 20:00:00	ES	Futures	5131.97	5132.82	5129.13	5132.82	4036.0
2022-03-27 20:30:00	ES	Futures	5132.82	5133.1	5126.58	5127.15	3205.0
2022-03-27 21:00:00	ES	Futures	5127.15	5127.72	5123.18	5125.45	4319.0
2022-03-27 21:30:00	ES	Futures	5125.17	5126.58	5123.18	5125.45	2818.0
2022-03-27 22:00:00	ES	Futures	5125.45	5129.7	5123.47	5123.75	4950.0
2022-03-27 22:30:00	ES	Futures	5124.03	5132.54	5123.18	5130.27	3356.0
2022-03-27 23:00:00	ES	Futures	5130.55	5132.82	5129.7	5130.27	1813.0
2022-03-27 23:30:00	ES	Futures	5130.27	5131.68	5125.17	5126.87	2385.0
2022-03-27 18:00:00	NQ	Futures	17115.49	17142.74	17085.33	17112.59	3827.0
2022-03-27 18:30:00	NQ	Futures	17112.3	17116.36	17083.88	17089.39	1714.0
2022-03-27 19:00:00	NQ	Futures	17090.55	17103.6	17079.82	17095.77	1412.0
2022-03-27 19:30:00	NQ	Futures	17095.48	17101.86	17073.73	17075.76	1270.0
2022-03-27 20:00:00	NQ	Futures	17073.73	17079.24	17056.33	17077.5	2175.0
2022-03-27 20:30:00	NQ	Futures	17078.37	17083.3	17059.81	17063.87	1574.0
2022-03-27 21:00:00	NQ	Futures	17063.0	17066.48	17040.09	17044.73	2725.0
2022-03-27 21:30:00	NQ	Futures	17044.15	17044.73	17029.07	17037.48	1789.0
2022-03-27 22:00:00	NQ	Futures	17036.61	17061.26	17030.81	17037.19	2294.0
2022-03-27 22:30:00	NQ	Futures	17037.19	17068.51	17034.29	17058.36	1912.0
2022-03-27 23:00:00	NQ	Futures	17058.94	17072.57	17057.78	17061.26	1223.0
2022-03-27 23:30:00	NQ	Futures	17060.97	17067.35	17034.29	17042.99	1340.0
2022-03-27 18:00:00	YM	Futures	39188.3	39205.2	39133.0	39155.6	1088.0
2022-03-27 18:30:00	YM	Futures	39154.5	39159.0	39108.2	39119.5	606.0
2022-03-27 19:00:00	YM	Futures	39121.8	39152.2	39117.2	39136.4	645.0
2022-03-27 19:30:00	YM	Futures	39139.8	39145.4	39106.0	39106.0	341.0
2022-03-27 20:00:00	YM	Futures	39104.8	39107.1	39083.4	39106.0	568.0
2022-03-27 20:30:00	YM	Futures	39104.8	39106.0	39059.8	39063.1	665.0
2022-03-27 21:00:00	YM	Futures	39060.9	39071.0	39037.2	39060.9	672.0
2022-03-27 21:30:00	YM	Futures	39058.6	39071.0	39048.5	39067.6	377.0
2022-03-27 22:00:00	YM	Futures	39066.5	39082.3	39039.5	39041.7	944.0
2022-03-27 22:30:00	YM	Futures	39042.8	39101.5	39038.3	39086.8	531.0
2022-03-27 23:00:00	YM	Futures	39095.8	39101.5	39082.3	39083.4	196.0
2022-03-27 23:30:00	YM	Futures	39085.7	39090.2	39062.0	39069.9	380.0
2022-03-27 18:00:00	CL	Futures	84.24	84.24	81.98	82.83	6622.0
2022-03-27 18:30:00	CL	Futures	82.83	83.04	82.48	82.77	2584.0
2022-03-27 19:00:00	CL	Futures	82.76	82.87	82.44	82.56	1359.0
2022-03-27 19:30:00	CL	Futures	82.54	82.73	82.39	82.59	1148.0
2022-03-27 20:00:00	CL	Futures	82.62	82.62	81.57	81.62	4525.0
2022-03-27 20:30:00	CL	Futures	81.65	82.13	81.61	82.08	1885.0
2022-03-27 21:00:00	CL	Futures	82.09	82.27	81.54	82.07	3499.0
2022-03-27 21:30:00	CL	Futures	82.07	82.49	81.97	82.43	2845.0
2022-03-27 22:00:00	CL	Futures	82.44	82.68	82.35	82.55	1817.0
2022-03-27 22:30:00	CL	Futures	82.57	82.73	82.17	82.73	1915.0
2022-03-27 23:00:00	CL	Futures	82.71	82.84	82.34	82.43	1921.0
2022-03-27 23:30:00	CL	Futures	82.44	82.62	82.15	82.32	1447.0
2022-03-27 18:00:00	GC	Futures	2349.9	2353.2	2347.4	2349.0	455.0
2022-03-27 18:30:00	GC	Futures	2349.0	2350.1	2347.2	2348.5	253.0

> showing 50 of 807 rows — these rows as CSV

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