PREVIEW / futures_30min / 2022-05-01

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-01.parquet
  size:    30 KB
  rows:    805

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
2022-05-01 18:00:00	ES	Futures	4698.3	4702.27	4668.83	4670.81	16040.0
2022-05-01 18:30:00	ES	Futures	4670.81	4690.09	4667.41	4687.53	11347.0
2022-05-01 19:00:00	ES	Futures	4687.53	4698.59	4687.53	4694.9	5314.0
2022-05-01 19:30:00	ES	Futures	4694.9	4694.9	4673.65	4684.7	10497.0
2022-05-01 20:00:00	ES	Futures	4684.42	4691.79	4677.61	4681.02	9980.0
2022-05-01 20:30:00	ES	Futures	4681.02	4688.38	4677.9	4686.97	5765.0
2022-05-01 21:00:00	ES	Futures	4687.25	4692.92	4683.28	4688.38	6141.0
2022-05-01 21:30:00	ES	Futures	4688.95	4689.8	4673.65	4675.06	6321.0
2022-05-01 22:00:00	ES	Futures	4675.06	4686.4	4671.09	4684.13	6556.0
2022-05-01 22:30:00	ES	Futures	4684.42	4691.22	4683.0	4688.67	3871.0
2022-05-01 23:00:00	ES	Futures	4688.67	4702.84	4688.67	4701.71	7636.0
2022-05-01 23:30:00	ES	Futures	4701.71	4709.64	4701.42	4703.97	6092.0
2022-05-01 18:00:00	NQ	Futures	14953.72	14991.42	14865.57	14872.24	8488.0
2022-05-01 18:30:00	NQ	Futures	14872.53	14959.52	14853.68	14940.67	5748.0
2022-05-01 19:00:00	NQ	Futures	14941.25	14989.1	14941.25	14966.19	3364.0
2022-05-01 19:30:00	NQ	Futures	14967.06	14969.38	14887.32	14941.83	5487.0
2022-05-01 20:00:00	NQ	Futures	14940.09	14969.38	14913.42	14925.6	4545.0
2022-05-01 20:30:00	NQ	Futures	14926.18	14962.42	14912.26	14960.39	2863.0
2022-05-01 21:00:00	NQ	Futures	14960.97	14980.69	14944.44	14965.9	2857.0
2022-05-01 21:30:00	NQ	Futures	14968.51	14973.15	14912.84	14920.38	2975.0
2022-05-01 22:00:00	NQ	Futures	14919.51	14961.26	14893.7	14951.69	3706.0
2022-05-01 22:30:00	NQ	Futures	14952.85	14971.41	14945.89	14956.62	2325.0
2022-05-01 23:00:00	NQ	Futures	14958.07	15019.84	14958.07	15010.85	4151.0
2022-05-01 23:30:00	NQ	Futures	15010.56	15045.07	15009.11	15015.49	3011.0
2022-05-01 18:00:00	YM	Futures	37188.4	37274.1	37021.5	37028.3	3539.0
2022-05-01 18:30:00	YM	Futures	37022.7	37178.2	37013.7	37163.6	1992.0
2022-05-01 19:00:00	YM	Futures	37163.6	37233.5	37161.3	37207.6	927.0
2022-05-01 19:30:00	YM	Futures	37210.9	37212.1	37064.4	37130.9	1973.0
2022-05-01 20:00:00	YM	Futures	37128.6	37186.1	37080.2	37109.5	1710.0
2022-05-01 20:30:00	YM	Futures	37102.7	37148.9	37084.7	37142.2	728.0
2022-05-01 21:00:00	YM	Futures	37136.5	37170.3	37111.7	37139.9	890.0
2022-05-01 21:30:00	YM	Futures	37143.3	37145.5	37038.5	37043.0	1184.0
2022-05-01 22:00:00	YM	Futures	37041.8	37121.9	37020.4	37107.2	1251.0
2022-05-01 22:30:00	YM	Futures	37109.5	37160.2	37100.5	37145.5	791.0
2022-05-01 23:00:00	YM	Futures	37147.8	37257.2	37147.8	37233.5	2084.0
2022-05-01 23:30:00	YM	Futures	37235.7	37283.1	37229.0	37245.9	1442.0
2022-05-01 18:00:00	CL	Futures	77.95	78.41	77.56	78.25	2723.0
2022-05-01 18:30:00	CL	Futures	78.22	78.69	78.16	78.31	1423.0
2022-05-01 19:00:00	CL	Futures	78.32	78.82	78.31	78.61	1054.0
2022-05-01 19:30:00	CL	Futures	78.61	78.63	78.34	78.47	1052.0
2022-05-01 20:00:00	CL	Futures	78.46	78.52	78.05	78.21	1456.0
2022-05-01 20:30:00	CL	Futures	78.2	78.59	78.19	78.47	2267.0
2022-05-01 21:00:00	CL	Futures	78.46	78.55	78.13	78.24	924.0
2022-05-01 21:30:00	CL	Futures	78.22	78.22	77.69	77.78	1533.0
2022-05-01 22:00:00	CL	Futures	77.78	77.83	77.53	77.59	1830.0
2022-05-01 22:30:00	CL	Futures	77.59	77.83	77.55	77.77	863.0
2022-05-01 23:00:00	CL	Futures	77.74	77.93	77.74	77.92	803.0
2022-05-01 23:30:00	CL	Futures	77.92	78.02	77.86	77.9	627.0
2022-05-01 18:00:00	GC	Futures	2270.6	2275.6	2270.3	2272.5	1474.0
2022-05-01 18:30:00	GC	Futures	2272.4	2274.1	2271.0	2273.6	900.0

> showing 50 of 805 rows — these rows as CSV

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