PREVIEW / futures_30min / 2022-05-15

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-05-15.parquet
  size:    31 KB
  rows:    810

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
2022-05-15 18:00:00	ES	Futures	4563.39	4579.83	4556.3	4575.86	11769.0
2022-05-15 18:30:00	ES	Futures	4575.86	4577.84	4571.32	4574.44	3790.0
2022-05-15 19:00:00	ES	Futures	4574.44	4575.01	4567.92	4569.91	4990.0
2022-05-15 19:30:00	ES	Futures	4570.19	4582.66	4570.19	4575.29	7741.0
2022-05-15 20:00:00	ES	Futures	4575.29	4576.14	4563.1	4567.07	10336.0
2022-05-15 20:30:00	ES	Futures	4567.07	4571.32	4563.1	4569.62	6439.0
2022-05-15 21:00:00	ES	Futures	4569.62	4574.44	4560.27	4561.97	7731.0
2022-05-15 21:30:00	ES	Futures	4562.25	4563.67	4545.81	4547.8	8891.0
2022-05-15 22:00:00	ES	Futures	4548.08	4548.08	4520.02	4526.26	20020.0
2022-05-15 22:30:00	ES	Futures	4526.26	4533.06	4523.14	4531.08	7237.0
2022-05-15 23:00:00	ES	Futures	4531.08	4533.34	4514.35	4520.02	8257.0
2022-05-15 23:30:00	ES	Futures	4520.02	4527.96	4519.74	4525.69	5942.0
2022-05-15 18:00:00	NQ	Futures	14393.2	14485.41	14370.58	14461.93	6868.0
2022-05-15 18:30:00	NQ	Futures	14461.06	14469.17	14442.21	14446.85	2388.0
2022-05-15 19:00:00	NQ	Futures	14447.43	14450.62	14420.17	14423.94	2707.0
2022-05-15 19:30:00	NQ	Futures	14424.52	14497.3	14422.2	14462.51	4059.0
2022-05-15 20:00:00	NQ	Futures	14461.64	14465.12	14417.85	14439.02	3778.0
2022-05-15 20:30:00	NQ	Futures	14438.15	14465.99	14424.23	14450.91	2423.0
2022-05-15 21:00:00	NQ	Futures	14450.62	14464.83	14404.22	14417.27	3261.0
2022-05-15 21:30:00	NQ	Futures	14417.85	14421.62	14355.21	14362.75	3739.0
2022-05-15 22:00:00	NQ	Futures	14361.88	14362.75	14258.94	14277.79	8827.0
2022-05-15 22:30:00	NQ	Futures	14277.5	14301.86	14264.45	14283.3	3677.0
2022-05-15 23:00:00	NQ	Futures	14284.75	14292.87	14192.83	14219.8	5082.0
2022-05-15 23:30:00	NQ	Futures	14220.09	14266.48	14218.06	14254.3	2875.0
2022-05-15 18:00:00	YM	Futures	36241.4	36349.7	36194.1	36317.0	1458.0
2022-05-15 18:30:00	YM	Futures	36313.6	36330.5	36286.5	36314.7	515.0
2022-05-15 19:00:00	YM	Futures	36315.8	36331.6	36284.3	36302.3	673.0
2022-05-15 19:30:00	YM	Futures	36304.6	36366.6	36303.4	36330.5	1109.0
2022-05-15 20:00:00	YM	Futures	36328.2	36336.1	36238.0	36266.2	1612.0
2022-05-15 20:30:00	YM	Futures	36262.8	36278.6	36236.9	36274.1	901.0
2022-05-15 21:00:00	YM	Futures	36278.6	36311.3	36213.2	36227.9	1102.0
2022-05-15 21:30:00	YM	Futures	36232.4	36241.4	36116.3	36132.1	1289.0
2022-05-15 22:00:00	YM	Futures	36135.5	36135.5	35943.8	35990.0	3254.0
2022-05-15 22:30:00	YM	Futures	35991.2	36046.4	35972.0	36039.6	1056.0
2022-05-15 23:00:00	YM	Futures	36038.5	36052.0	35942.7	35981.0	1313.0
2022-05-15 23:30:00	YM	Futures	35978.8	36023.9	35974.3	36010.3	654.0
2022-05-15 18:00:00	CL	Futures	82.57	83.07	82.32	82.84	1352.0
2022-05-15 18:30:00	CL	Futures	82.84	82.97	82.74	82.87	261.0
2022-05-15 19:00:00	CL	Futures	82.87	82.95	82.67	82.94	145.0
2022-05-15 19:30:00	CL	Futures	82.89	83.03	82.8	82.95	187.0
2022-05-15 20:00:00	CL	Futures	82.94	83.19	82.48	82.56	749.0
2022-05-15 20:30:00	CL	Futures	82.52	82.61	82.35	82.57	280.0
2022-05-15 21:00:00	CL	Futures	82.58	82.95	81.97	82.08	967.0
2022-05-15 21:30:00	CL	Futures	82.07	82.09	81.56	81.62	953.0
2022-05-15 22:00:00	CL	Futures	81.6	81.62	81.05	81.1	934.0
2022-05-15 22:30:00	CL	Futures	81.07	81.31	81.04	81.28	458.0
2022-05-15 23:00:00	CL	Futures	81.28	81.39	80.84	81.09	415.0
2022-05-15 23:30:00	CL	Futures	81.09	81.23	80.97	81.12	232.0
2022-05-15 18:00:00	GC	Futures	2166.6	2170.2	2165.4	2168.1	1879.0
2022-05-15 18:30:00	GC	Futures	2168.1	2168.5	2165.5	2167.0	846.0

> showing 50 of 810 rows — these rows as CSV

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