PREVIEW / futures_30min / 2021-09-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-09.parquet
  size:    102 KB
  rows:    3,620

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
2021-09-09 00:00:00	ES	Futures	5068.2	5068.76	5065.38	5066.23	2457.0
2021-09-09 00:30:00	ES	Futures	5065.95	5066.79	5062.85	5064.26	5796.0
2021-09-09 01:00:00	ES	Futures	5063.97	5064.54	5059.19	5060.03	7238.0
2021-09-09 01:30:00	ES	Futures	5059.75	5063.97	5057.78	5060.03	6799.0
2021-09-09 02:00:00	ES	Futures	5060.03	5066.79	5059.19	5065.38	6524.0
2021-09-09 02:30:00	ES	Futures	5065.38	5066.23	5059.75	5061.72	6338.0
2021-09-09 03:00:00	ES	Futures	5061.44	5065.95	5052.15	5063.69	24499.0
2021-09-09 03:30:00	ES	Futures	5063.69	5068.48	5057.22	5065.95	19069.0
2021-09-09 04:00:00	ES	Futures	5066.23	5072.7	5066.23	5069.89	18666.0
2021-09-09 04:30:00	ES	Futures	5069.89	5071.01	5066.79	5067.35	11140.0
2021-09-09 05:00:00	ES	Futures	5067.35	5069.61	5064.26	5069.32	9269.0
2021-09-09 05:30:00	ES	Futures	5069.61	5074.11	5069.04	5071.01	12070.0
2021-09-09 06:00:00	ES	Futures	5070.73	5072.14	5067.92	5070.73	7425.0
2021-09-09 06:30:00	ES	Futures	5071.01	5071.86	5067.64	5068.76	6139.0
2021-09-09 07:00:00	ES	Futures	5068.76	5071.86	5068.48	5069.89	5358.0
2021-09-09 07:30:00	ES	Futures	5069.89	5080.87	5065.38	5079.74	22370.0
2021-09-09 08:00:00	ES	Futures	5079.74	5082.56	5075.52	5076.08	18174.0
2021-09-09 08:30:00	ES	Futures	5076.08	5083.69	5074.39	5080.59	36763.0
2021-09-09 09:00:00	ES	Futures	5080.59	5080.87	5079.18	5080.02	20147.0
2021-09-09 09:30:00	ES	Futures	5080.02	5094.95	5077.49	5092.7	144018.0
2021-09-09 10:00:00	ES	Futures	5092.7	5101.14	5090.44	5097.48	93648.0
2021-09-09 10:30:00	ES	Futures	5097.48	5101.71	5093.26	5093.82	71757.0
2021-09-09 11:00:00	ES	Futures	5093.82	5094.67	5081.71	5082.0	86457.0
2021-09-09 11:30:00	ES	Futures	5082.0	5086.78	5080.59	5085.94	57943.0
2021-09-09 12:00:00	ES	Futures	5085.94	5086.5	5077.49	5080.87	66201.0
2021-09-09 12:30:00	ES	Futures	5080.59	5084.81	5077.49	5078.9	41555.0
2021-09-09 13:00:00	ES	Futures	5078.9	5084.25	5064.82	5070.17	85336.0
2021-09-09 13:30:00	ES	Futures	5070.17	5070.17	5060.88	5064.54	98689.0
2021-09-09 14:00:00	ES	Futures	5064.82	5068.48	5057.78	5065.38	75393.0
2021-09-09 14:30:00	ES	Futures	5065.1	5071.3	5060.31	5070.17	57055.0
2021-09-09 15:00:00	ES	Futures	5070.17	5072.14	5064.26	5066.79	59642.0
2021-09-09 15:30:00	ES	Futures	5066.51	5074.11	5058.06	5060.88	124781.0
2021-09-09 16:00:00	ES	Futures	5060.88	5063.13	5055.53	5058.06	45965.0
2021-09-09 16:30:00	ES	Futures	5058.34	5058.34	5053.84	5058.06	7146.0
2021-09-09 18:00:00	ES	Futures	5058.62	5061.44	5056.37	5056.94	4731.0
2021-09-09 18:30:00	ES	Futures	5056.94	5059.75	5055.81	5059.47	1621.0
2021-09-09 19:00:00	ES	Futures	5059.47	5059.47	5055.81	5058.62	1556.0
2021-09-09 19:30:00	ES	Futures	5058.62	5061.16	5057.5	5058.62	2252.0
2021-09-09 20:00:00	ES	Futures	5058.62	5064.82	5057.78	5063.41	4673.0
2021-09-09 20:30:00	ES	Futures	5063.41	5063.69	5060.31	5062.29	2202.0
2021-09-09 21:00:00	ES	Futures	5062.0	5062.0	5056.65	5060.88	3769.0
2021-09-09 21:30:00	ES	Futures	5060.88	5067.64	5060.03	5066.23	3910.0
2021-09-09 22:00:00	ES	Futures	5066.23	5068.2	5065.66	5067.35	3011.0
2021-09-09 22:30:00	ES	Futures	5067.35	5069.04	5065.1	5067.64	2919.0
2021-09-09 23:00:00	ES	Futures	5067.64	5069.89	5067.35	5069.04	2486.0
2021-09-09 23:30:00	ES	Futures	5069.32	5069.61	5068.48	5068.76	1167.0
2021-09-09 00:00:00	NQ	Futures	18058.44	18059.02	18046.27	18051.2	1327.0
2021-09-09 00:30:00	NQ	Futures	18051.78	18054.38	18041.93	18047.43	1461.0
2021-09-09 01:00:00	NQ	Futures	18047.14	18051.78	18031.79	18034.69	2810.0
2021-09-09 01:30:00	NQ	Futures	18034.11	18041.06	18023.68	18028.89	2994.0

> showing 50 of 3,620 rows — these rows as CSV

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