PREVIEW / futures_30min / 2022-05-08

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-08.parquet
  size:    31 KB
  rows:    818

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
2022-05-08 18:00:00	ES	Futures	4633.96	4646.15	4628.86	4639.63	11158.0
2022-05-08 18:30:00	ES	Futures	4639.92	4647.29	4637.08	4642.47	4537.0
2022-05-08 19:00:00	ES	Futures	4642.18	4644.17	4631.13	4631.7	4798.0
2022-05-08 19:30:00	ES	Futures	4631.41	4635.38	4620.08	4625.74	8887.0
2022-05-08 20:00:00	ES	Futures	4625.46	4628.86	4617.81	4621.49	8394.0
2022-05-08 20:30:00	ES	Futures	4621.49	4621.49	4609.59	4610.15	9140.0
2022-05-08 21:00:00	ES	Futures	4610.15	4612.71	4600.52	4608.17	12426.0
2022-05-08 21:30:00	ES	Futures	4607.89	4618.09	4606.75	4615.26	7083.0
2022-05-08 22:00:00	ES	Futures	4614.97	4616.39	4609.02	4611.29	4385.0
2022-05-08 22:30:00	ES	Futures	4611.01	4616.11	4609.02	4615.82	5042.0
2022-05-08 23:00:00	ES	Futures	4615.82	4626.88	4615.26	4623.76	6339.0
2022-05-08 23:30:00	ES	Futures	4624.04	4629.71	4622.06	4625.74	3859.0
2022-05-08 18:00:00	NQ	Futures	14620.54	14640.26	14568.64	14608.07	6257.0
2022-05-08 18:30:00	NQ	Futures	14610.68	14657.95	14602.85	14635.33	2749.0
2022-05-08 19:00:00	NQ	Futures	14635.33	14640.55	14600.82	14602.27	2250.0
2022-05-08 19:30:00	NQ	Futures	14602.56	14613.0	14558.78	14586.61	3759.0
2022-05-08 20:00:00	NQ	Futures	14589.22	14603.14	14566.61	14581.98	2950.0
2022-05-08 20:30:00	NQ	Futures	14580.24	14581.69	14530.07	14532.68	3920.0
2022-05-08 21:00:00	NQ	Futures	14535.29	14554.14	14509.19	14537.32	5103.0
2022-05-08 21:30:00	NQ	Futures	14537.03	14576.76	14531.81	14566.32	3942.0
2022-05-08 22:00:00	NQ	Futures	14568.06	14570.96	14542.54	14555.88	2383.0
2022-05-08 22:30:00	NQ	Futures	14555.3	14573.86	14547.76	14572.99	2249.0
2022-05-08 23:00:00	NQ	Futures	14574.15	14619.67	14568.64	14599.95	3921.0
2022-05-08 23:30:00	NQ	Futures	14601.11	14619.09	14597.05	14609.81	1752.0
2022-05-08 18:00:00	YM	Futures	36778.0	36852.4	36701.4	36785.9	2567.0
2022-05-08 18:30:00	YM	Futures	36791.6	36820.9	36771.3	36787.1	877.0
2022-05-08 19:00:00	YM	Futures	36784.8	36794.9	36699.1	36702.5	880.0
2022-05-08 19:30:00	YM	Futures	36703.6	36719.4	36612.3	36645.0	1849.0
2022-05-08 20:00:00	YM	Futures	36645.0	36673.2	36583.0	36613.4	1307.0
2022-05-08 20:30:00	YM	Futures	36612.3	36614.6	36540.2	36549.2	1220.0
2022-05-08 21:00:00	YM	Futures	36549.2	36556.0	36462.4	36521.0	2196.0
2022-05-08 21:30:00	YM	Futures	36519.9	36580.8	36513.1	36565.0	1302.0
2022-05-08 22:00:00	YM	Futures	36568.4	36572.9	36526.6	36542.4	909.0
2022-05-08 22:30:00	YM	Futures	36536.8	36577.4	36527.8	36572.9	845.0
2022-05-08 23:00:00	YM	Futures	36575.1	36643.9	36567.2	36625.8	1311.0
2022-05-08 23:30:00	YM	Futures	36627.0	36657.4	36611.2	36636.0	743.0
2022-05-08 18:00:00	CL	Futures	82.77	82.82	81.84	82.16	2283.0
2022-05-08 18:30:00	CL	Futures	82.17	82.17	81.72	81.77	1361.0
2022-05-08 19:00:00	CL	Futures	81.77	81.83	81.6	81.65	708.0
2022-05-08 19:30:00	CL	Futures	81.67	81.96	81.55	81.82	1109.0
2022-05-08 20:00:00	CL	Futures	81.82	81.95	81.62	81.81	883.0
2022-05-08 20:30:00	CL	Futures	81.78	81.91	81.61	81.63	854.0
2022-05-08 21:00:00	CL	Futures	81.63	81.65	80.91	81.19	4476.0
2022-05-08 21:30:00	CL	Futures	81.17	82.09	81.17	81.96	3689.0
2022-05-08 22:00:00	CL	Futures	81.96	82.14	81.77	81.79	1876.0
2022-05-08 22:30:00	CL	Futures	81.8	82.59	81.78	82.47	2833.0
2022-05-08 23:00:00	CL	Futures	82.49	82.77	82.4	82.71	2337.0
2022-05-08 23:30:00	CL	Futures	82.71	82.71	82.24	82.38	1698.0
2022-05-08 18:00:00	GC	Futures	2255.6	2257.9	2254.2	2256.2	1066.0
2022-05-08 18:30:00	GC	Futures	2256.1	2256.1	2251.3	2253.0	953.0

> showing 50 of 818 rows — these rows as CSV

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