PREVIEW / futures_30min / 2021-09-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-13.parquet
  size:    97 KB
  rows:    3,597

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
2021-09-13 00:00:00	ES	Futures	5029.9	5031.31	5028.78	5030.18	1077.0
2021-09-13 00:30:00	ES	Futures	5030.18	5030.75	5027.65	5028.21	1048.0
2021-09-13 01:00:00	ES	Futures	5028.5	5029.62	5018.92	5025.12	4586.0
2021-09-13 01:30:00	ES	Futures	5024.83	5032.44	5022.58	5032.44	3086.0
2021-09-13 02:00:00	ES	Futures	5032.44	5039.2	5031.87	5038.63	4050.0
2021-09-13 02:30:00	ES	Futures	5038.63	5043.14	5038.35	5040.32	3029.0
2021-09-13 03:00:00	ES	Futures	5040.32	5045.11	5039.76	5042.86	5234.0
2021-09-13 03:30:00	ES	Futures	5042.86	5046.23	5041.45	5042.01	3016.0
2021-09-13 04:00:00	ES	Futures	5042.01	5046.8	5042.01	5045.95	3700.0
2021-09-13 04:30:00	ES	Futures	5045.95	5046.23	5041.17	5043.14	1881.0
2021-09-13 05:00:00	ES	Futures	5043.14	5045.11	5041.73	5044.26	1871.0
2021-09-13 05:30:00	ES	Futures	5044.55	5045.11	5042.57	5044.83	2238.0
2021-09-13 06:00:00	ES	Futures	5044.83	5050.18	5044.83	5049.9	2632.0
2021-09-13 06:30:00	ES	Futures	5049.9	5052.99	5049.33	5051.02	3349.0
2021-09-13 07:00:00	ES	Futures	5051.02	5051.3	5047.36	5048.49	3365.0
2021-09-13 07:30:00	ES	Futures	5048.21	5049.61	5046.52	5049.33	2620.0
2021-09-13 08:00:00	ES	Futures	5049.33	5052.15	5047.92	5051.02	4351.0
2021-09-13 08:30:00	ES	Futures	5051.3	5054.96	5049.05	5054.68	6228.0
2021-09-13 09:00:00	ES	Futures	5054.68	5058.91	5051.59	5057.22	17711.0
2021-09-13 09:30:00	ES	Futures	5057.22	5060.31	5035.82	5040.88	80399.0
2021-09-13 10:00:00	ES	Futures	5040.88	5043.7	5021.17	5027.37	58827.0
2021-09-13 10:30:00	ES	Futures	5027.09	5039.48	5021.74	5034.97	35086.0
2021-09-13 11:00:00	ES	Futures	5034.97	5036.94	5014.13	5025.12	37578.0
2021-09-13 11:30:00	ES	Futures	5025.12	5030.18	5019.2	5020.33	24167.0
2021-09-13 12:00:00	ES	Futures	5020.33	5029.62	5017.23	5025.4	23131.0
2021-09-13 12:30:00	ES	Futures	5025.4	5029.06	5020.05	5027.93	15293.0
2021-09-13 13:00:00	ES	Futures	5028.21	5031.31	5017.51	5019.2	14228.0
2021-09-13 13:30:00	ES	Futures	5019.2	5020.33	5012.73	5014.98	20014.0
2021-09-13 14:00:00	ES	Futures	5014.7	5019.48	5007.94	5009.91	25146.0
2021-09-13 14:30:00	ES	Futures	5010.19	5016.11	5006.25	5014.7	19143.0
2021-09-13 15:00:00	ES	Futures	5014.42	5027.65	5006.25	5027.37	37678.0
2021-09-13 15:30:00	ES	Futures	5027.37	5034.41	5020.89	5033.85	47338.0
2021-09-13 16:00:00	ES	Futures	5033.56	5040.88	5033.0	5040.6	13704.0
2021-09-13 16:30:00	ES	Futures	5040.6	5042.57	5040.6	5041.45	2872.0
2021-09-13 18:00:00	ES	Futures	5040.88	5042.86	5038.63	5042.57	1094.0
2021-09-13 18:30:00	ES	Futures	5042.57	5043.98	5042.01	5042.57	431.0
2021-09-13 19:00:00	ES	Futures	5042.57	5043.98	5040.04	5041.17	633.0
2021-09-13 19:30:00	ES	Futures	5040.88	5042.01	5039.48	5041.17	437.0
2021-09-13 20:00:00	ES	Futures	5041.45	5042.29	5037.51	5039.2	1111.0
2021-09-13 20:30:00	ES	Futures	5039.48	5042.57	5039.2	5041.17	615.0
2021-09-13 21:00:00	ES	Futures	5041.45	5045.67	5041.17	5044.83	1069.0
2021-09-13 21:30:00	ES	Futures	5045.11	5047.08	5042.86	5044.55	1450.0
2021-09-13 22:00:00	ES	Futures	5044.83	5046.23	5041.73	5042.01	986.0
2021-09-13 22:30:00	ES	Futures	5042.29	5043.14	5039.76	5041.17	889.0
2021-09-13 23:00:00	ES	Futures	5040.88	5043.14	5039.76	5042.57	482.0
2021-09-13 23:30:00	ES	Futures	5042.57	5044.26	5041.17	5043.98	384.0
2021-09-13 00:00:00	NQ	Futures	17902.01	17906.94	17899.4	17904.62	478.0
2021-09-13 00:30:00	NQ	Futures	17904.33	17907.81	17897.38	17904.04	667.0
2021-09-13 01:00:00	NQ	Futures	17905.2	17906.65	17859.72	17880.58	3438.0
2021-09-13 01:30:00	NQ	Futures	17880.87	17906.36	17870.15	17905.78	1877.0

> showing 50 of 3,597 rows — these rows as CSV

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