PREVIEW / futures_30min / 2022-06-12

all futures 30-min files

  file:    by_date/futures_30min/2022/2022-06-12.parquet
  size:    31 KB
  rows:    799

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
2022-06-12 18:00:00	ES	Futures	4388.5	4395.02	4378.87	4387.09	11695.0
2022-06-12 18:30:00	ES	Futures	4387.37	4391.34	4377.45	4380.85	5009.0
2022-06-12 19:00:00	ES	Futures	4380.57	4383.4	4378.58	4381.42	2923.0
2022-06-12 19:30:00	ES	Futures	4381.42	4382.27	4375.18	4378.58	3591.0
2022-06-12 20:00:00	ES	Futures	4378.3	4379.72	4367.81	4369.51	6501.0
2022-06-12 20:30:00	ES	Futures	4369.51	4371.78	4363.85	4364.13	5765.0
2022-06-12 21:00:00	ES	Futures	4364.41	4364.41	4345.42	4346.27	8701.0
2022-06-12 21:30:00	ES	Futures	4345.99	4360.16	4345.99	4352.51	10908.0
2022-06-12 22:00:00	ES	Futures	4352.51	4359.03	4351.66	4358.18	5124.0
2022-06-12 22:30:00	ES	Futures	4357.89	4364.98	4357.04	4362.71	3414.0
2022-06-12 23:00:00	ES	Futures	4363.0	4365.55	4360.16	4364.41	3627.0
2022-06-12 23:30:00	ES	Futures	4364.7	4366.68	4362.43	4363.28	2226.0
2022-06-12 18:00:00	NQ	Futures	13649.71	13654.92	13526.76	13550.82	6086.0
2022-06-12 18:30:00	NQ	Futures	13554.3	13563.58	13513.13	13525.02	2605.0
2022-06-12 19:00:00	NQ	Futures	13525.89	13539.8	13518.64	13536.04	1120.0
2022-06-12 19:30:00	NQ	Futures	13537.77	13540.38	13510.81	13532.56	1716.0
2022-06-12 20:00:00	NQ	Futures	13532.27	13533.72	13494.28	13505.01	2809.0
2022-06-12 20:30:00	NQ	Futures	13506.46	13511.97	13465.28	13468.47	2878.0
2022-06-12 21:00:00	NQ	Futures	13469.63	13482.1	13420.05	13427.58	3612.0
2022-06-12 21:30:00	NQ	Futures	13427.29	13479.49	13427.0	13458.9	4999.0
2022-06-12 22:00:00	NQ	Futures	13459.19	13477.46	13450.49	13474.85	2532.0
2022-06-12 22:30:00	NQ	Futures	13474.56	13499.21	13468.47	13491.67	2109.0
2022-06-12 23:00:00	NQ	Futures	13492.83	13497.18	13473.11	13485.87	2101.0
2022-06-12 23:30:00	NQ	Futures	13486.45	13498.05	13478.62	13481.52	1010.0
2022-06-12 18:00:00	YM	Futures	35316.0	35316.0	35123.1	35240.4	2360.0
2022-06-12 18:30:00	YM	Futures	35247.2	35273.1	35169.3	35203.2	1207.0
2022-06-12 19:00:00	YM	Futures	35202.1	35219.0	35180.6	35198.7	543.0
2022-06-12 19:30:00	YM	Futures	35202.1	35205.4	35149.0	35166.0	914.0
2022-06-12 20:00:00	YM	Futures	35170.5	35182.9	35093.7	35102.8	1361.0
2022-06-12 20:30:00	YM	Futures	35103.9	35116.3	35071.2	35080.2	1032.0
2022-06-12 21:00:00	YM	Futures	35082.5	35082.5	34920.0	34922.2	2504.0
2022-06-12 21:30:00	YM	Futures	34921.1	35013.6	34921.1	34957.2	2141.0
2022-06-12 22:00:00	YM	Futures	34957.2	35012.5	34951.6	35003.5	1222.0
2022-06-12 22:30:00	YM	Futures	35000.1	35054.2	34995.6	35036.2	1190.0
2022-06-12 23:00:00	YM	Futures	35039.6	35056.5	35022.7	35054.2	1244.0
2022-06-12 23:30:00	YM	Futures	35054.2	35059.9	35036.2	35041.8	635.0
2022-06-12 18:00:00	CL	Futures	91.05	91.1	89.94	90.2	4105.0
2022-06-12 18:30:00	CL	Futures	90.2	90.28	89.9	90.08	1472.0
2022-06-12 19:00:00	CL	Futures	90.09	90.28	89.99	90.15	852.0
2022-06-12 19:30:00	CL	Futures	90.15	90.23	90.02	90.02	678.0
2022-06-12 20:00:00	CL	Futures	90.03	90.09	89.51	89.76	2976.0
2022-06-12 20:30:00	CL	Futures	89.76	89.92	89.71	89.81	1274.0
2022-06-12 21:00:00	CL	Futures	89.8	90.28	89.65	90.02	4507.0
2022-06-12 21:30:00	CL	Futures	90.03	90.25	89.58	89.61	2529.0
2022-06-12 22:00:00	CL	Futures	89.61	89.93	89.58	89.77	1650.0
2022-06-12 22:30:00	CL	Futures	89.77	90.22	89.69	90.21	1809.0
2022-06-12 23:00:00	CL	Futures	90.22	90.23	89.99	90.12	1132.0
2022-06-12 23:30:00	CL	Futures	90.11	90.15	90.03	90.06	405.0
2022-06-12 18:00:00	GC	Futures	2242.6	2246.7	2241.1	2244.4	4161.0
2022-06-12 18:30:00	GC	Futures	2244.2	2244.8	2242.8	2243.9	1582.0

> showing 50 of 799 rows — these rows as CSV

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