PREVIEW / futures_30min / 2021-09-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-14.parquet
  size:    102 KB
  rows:    3,659

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
2021-09-14 00:00:00	ES	Futures	5043.98	5044.26	5041.72	5043.42	1387.0
2021-09-14 00:30:00	ES	Futures	5043.42	5044.83	5042.85	5043.7	1014.0
2021-09-14 01:00:00	ES	Futures	5043.7	5046.8	5042.29	5045.96	3795.0
2021-09-14 01:30:00	ES	Futures	5045.96	5046.24	5042.29	5042.85	3590.0
2021-09-14 02:00:00	ES	Futures	5042.85	5043.42	5037.21	5041.44	7420.0
2021-09-14 02:30:00	ES	Futures	5041.44	5041.44	5033.26	5033.54	7250.0
2021-09-14 03:00:00	ES	Futures	5033.54	5037.77	5027.33	5030.15	21270.0
2021-09-14 03:30:00	ES	Futures	5030.15	5035.52	5026.49	5034.95	14079.0
2021-09-14 04:00:00	ES	Futures	5034.95	5038.62	5031.85	5038.62	16214.0
2021-09-14 04:30:00	ES	Futures	5038.62	5043.7	5038.34	5040.88	17124.0
2021-09-14 05:00:00	ES	Futures	5040.88	5043.42	5039.75	5040.88	4336.0
2021-09-14 05:30:00	ES	Futures	5040.88	5041.16	5036.08	5036.36	9264.0
2021-09-14 06:00:00	ES	Futures	5036.08	5040.88	5034.67	5040.88	5463.0
2021-09-14 06:30:00	ES	Futures	5040.88	5041.44	5036.93	5038.34	3361.0
2021-09-14 07:00:00	ES	Futures	5038.62	5038.62	5034.95	5035.52	7525.0
2021-09-14 07:30:00	ES	Futures	5035.23	5037.77	5025.07	5028.46	12413.0
2021-09-14 08:00:00	ES	Futures	5028.74	5032.13	5026.49	5031.28	9642.0
2021-09-14 08:30:00	ES	Futures	5031.56	5056.68	5031.28	5048.22	68987.0
2021-09-14 09:00:00	ES	Futures	5048.22	5053.3	5048.22	5051.6	25723.0
2021-09-14 09:30:00	ES	Futures	5051.88	5054.14	5027.33	5028.46	168226.0
2021-09-14 10:00:00	ES	Futures	5028.46	5029.02	5017.45	5025.64	151504.0
2021-09-14 10:30:00	ES	Futures	5025.64	5026.49	5011.25	5015.48	118694.0
2021-09-14 11:00:00	ES	Futures	5015.48	5024.51	5015.2	5023.95	63124.0
2021-09-14 11:30:00	ES	Futures	5023.66	5027.61	5021.41	5027.33	70722.0
2021-09-14 12:00:00	ES	Futures	5027.33	5030.44	5024.79	5025.92	42142.0
2021-09-14 12:30:00	ES	Futures	5025.64	5025.92	5012.37	5014.35	72057.0
2021-09-14 13:00:00	ES	Futures	5014.07	5017.45	5005.04	5014.63	78855.0
2021-09-14 13:30:00	ES	Futures	5014.35	5018.3	5009.27	5015.76	44165.0
2021-09-14 14:00:00	ES	Futures	5016.04	5017.17	5002.21	5004.47	59752.0
2021-09-14 14:30:00	ES	Futures	5004.19	5006.45	4995.44	5005.32	94662.0
2021-09-14 15:00:00	ES	Futures	5005.6	5007.86	4997.42	4997.98	86545.0
2021-09-14 15:30:00	ES	Futures	4997.98	5008.14	4996.01	5007.29	169675.0
2021-09-14 16:00:00	ES	Futures	5007.29	5010.68	5005.04	5009.27	43574.0
2021-09-14 16:30:00	ES	Futures	5009.55	5009.55	5008.71	5008.99	4281.0
2021-09-14 18:00:00	ES	Futures	5008.71	5011.81	5008.42	5009.55	3974.0
2021-09-14 18:30:00	ES	Futures	5009.83	5010.96	5007.58	5010.4	1706.0
2021-09-14 19:00:00	ES	Futures	5010.4	5010.96	5009.27	5010.12	980.0
2021-09-14 19:30:00	ES	Futures	5010.4	5013.79	5009.55	5013.5	3269.0
2021-09-14 20:00:00	ES	Futures	5013.5	5017.74	5012.66	5016.33	5555.0
2021-09-14 20:30:00	ES	Futures	5016.33	5017.17	5010.96	5012.37	3778.0
2021-09-14 21:00:00	ES	Futures	5012.09	5015.2	5010.96	5012.94	3642.0
2021-09-14 21:30:00	ES	Futures	5012.94	5014.07	5006.73	5007.86	5370.0
2021-09-14 22:00:00	ES	Futures	5007.86	5010.68	5002.5	5009.55	7589.0
2021-09-14 22:30:00	ES	Futures	5009.27	5011.81	5006.73	5008.99	3071.0
2021-09-14 23:00:00	ES	Futures	5008.99	5011.53	5008.42	5011.53	2187.0
2021-09-14 23:30:00	ES	Futures	5011.25	5014.07	5010.4	5012.66	3669.0
2021-09-14 00:00:00	NQ	Futures	17914.18	17915.05	17907.8	17913.89	626.0
2021-09-14 00:30:00	NQ	Futures	17913.89	17917.66	17908.96	17911.86	461.0
2021-09-14 01:00:00	NQ	Futures	17911.28	17921.71	17906.35	17919.1	1172.0
2021-09-14 01:30:00	NQ	Futures	17918.81	17919.1	17906.93	17908.96	1039.0

> showing 50 of 3,659 rows — these rows as CSV

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