PREVIEW / futures_30min / 2021-09-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-15.parquet
  size:    102 KB
  rows:    3,691

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
2021-09-15 00:00:00	ES	Futures	5012.66	5017.17	5012.66	5015.2	2525.0
2021-09-15 00:30:00	ES	Futures	5015.2	5017.74	5014.35	5017.17	2365.0
2021-09-15 01:00:00	ES	Futures	5017.17	5017.74	5010.68	5012.37	3621.0
2021-09-15 01:30:00	ES	Futures	5012.09	5014.35	5010.12	5011.81	5352.0
2021-09-15 02:00:00	ES	Futures	5012.09	5012.66	5007.29	5009.55	5187.0
2021-09-15 02:30:00	ES	Futures	5009.55	5015.48	5007.58	5013.79	5413.0
2021-09-15 03:00:00	ES	Futures	5013.79	5017.17	5010.68	5013.79	11625.0
2021-09-15 03:30:00	ES	Futures	5013.5	5014.91	5012.09	5013.5	6063.0
2021-09-15 04:00:00	ES	Futures	5013.5	5018.58	5013.5	5018.02	6449.0
2021-09-15 04:30:00	ES	Futures	5018.02	5020.84	5017.45	5018.02	5719.0
2021-09-15 05:00:00	ES	Futures	5017.74	5020.28	5017.17	5017.74	3663.0
2021-09-15 05:30:00	ES	Futures	5017.74	5021.69	5016.33	5019.99	4345.0
2021-09-15 06:00:00	ES	Futures	5020.28	5021.12	5016.89	5018.58	3709.0
2021-09-15 06:30:00	ES	Futures	5018.58	5018.87	5011.25	5012.94	6565.0
2021-09-15 07:00:00	ES	Futures	5012.94	5014.07	5008.42	5009.55	9258.0
2021-09-15 07:30:00	ES	Futures	5009.55	5011.53	5006.17	5010.4	14056.0
2021-09-15 08:00:00	ES	Futures	5010.12	5010.96	5001.65	5004.19	18829.0
2021-09-15 08:30:00	ES	Futures	5003.63	5013.79	5003.63	5012.94	20605.0
2021-09-15 09:00:00	ES	Futures	5012.66	5015.48	5009.27	5011.53	30663.0
2021-09-15 09:30:00	ES	Futures	5011.53	5020.56	4997.98	5016.33	185609.0
2021-09-15 10:00:00	ES	Futures	5016.61	5021.97	5003.34	5009.27	146953.0
2021-09-15 10:30:00	ES	Futures	5009.27	5018.3	5007.01	5016.33	105496.0
2021-09-15 11:00:00	ES	Futures	5016.04	5022.25	5012.94	5019.15	71765.0
2021-09-15 11:30:00	ES	Futures	5019.15	5020.56	5013.79	5020.28	57941.0
2021-09-15 12:00:00	ES	Futures	5020.28	5029.02	5016.33	5026.77	43500.0
2021-09-15 12:30:00	ES	Futures	5026.77	5040.03	5026.77	5037.77	89025.0
2021-09-15 13:00:00	ES	Futures	5038.06	5044.83	5037.77	5043.14	51450.0
2021-09-15 13:30:00	ES	Futures	5043.42	5049.34	5043.14	5043.14	55298.0
2021-09-15 14:00:00	ES	Futures	5043.14	5046.24	5040.31	5042.57	47734.0
2021-09-15 14:30:00	ES	Futures	5042.57	5046.8	5041.16	5042.01	47083.0
2021-09-15 15:00:00	ES	Futures	5042.01	5051.88	5040.88	5049.06	57589.0
2021-09-15 15:30:00	ES	Futures	5049.34	5054.71	5045.96	5048.5	131229.0
2021-09-15 16:00:00	ES	Futures	5048.78	5050.76	5046.24	5050.76	49924.0
2021-09-15 16:30:00	ES	Futures	5050.47	5054.42	5049.91	5053.3	10294.0
2021-09-15 18:00:00	ES	Futures	5052.73	5054.14	5051.6	5053.58	1754.0
2021-09-15 18:30:00	ES	Futures	5053.58	5054.14	5052.45	5053.58	1926.0
2021-09-15 19:00:00	ES	Futures	5053.3	5053.58	5050.47	5051.04	1883.0
2021-09-15 19:30:00	ES	Futures	5051.04	5052.73	5050.19	5051.88	1925.0
2021-09-15 20:00:00	ES	Futures	5051.88	5052.17	5049.34	5050.76	4534.0
2021-09-15 20:30:00	ES	Futures	5050.76	5052.45	5050.19	5051.04	2303.0
2021-09-15 21:00:00	ES	Futures	5051.04	5055.55	5050.19	5051.32	3983.0
2021-09-15 21:30:00	ES	Futures	5051.32	5051.88	5046.24	5046.52	5183.0
2021-09-15 22:00:00	ES	Futures	5046.52	5048.22	5044.55	5047.37	4799.0
2021-09-15 22:30:00	ES	Futures	5047.37	5049.63	5046.8	5048.22	2825.0
2021-09-15 23:00:00	ES	Futures	5048.22	5049.91	5046.52	5046.52	2169.0
2021-09-15 23:30:00	ES	Futures	5046.52	5047.37	5043.14	5043.42	3760.0
2021-09-15 00:00:00	NQ	Futures	17852.16	17867.23	17850.42	17861.14	1267.0
2021-09-15 00:30:00	NQ	Futures	17861.14	17866.36	17857.95	17864.62	929.0
2021-09-15 01:00:00	NQ	Futures	17864.91	17866.36	17846.36	17850.71	2809.0
2021-09-15 01:30:00	NQ	Futures	17850.71	17859.11	17844.62	17852.74	1530.0

> showing 50 of 3,691 rows — these rows as CSV

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