PREVIEW / futures_30min / 2021-09-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-16.parquet
  size:    102 KB
  rows:    3,726

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
2021-09-16 00:00:00	ES	Futures	5043.42	5045.68	5042.85	5043.14	2287.0
2021-09-16 00:30:00	ES	Futures	5042.85	5046.24	5042.85	5044.55	1934.0
2021-09-16 01:00:00	ES	Futures	5044.83	5047.09	5043.14	5044.55	3191.0
2021-09-16 01:30:00	ES	Futures	5044.83	5045.68	5040.88	5044.55	5014.0
2021-09-16 02:00:00	ES	Futures	5044.83	5048.22	5043.98	5046.52	3443.0
2021-09-16 02:30:00	ES	Futures	5046.52	5046.52	5042.01	5043.98	3487.0
2021-09-16 03:00:00	ES	Futures	5043.7	5051.04	5043.42	5049.63	10566.0
2021-09-16 03:30:00	ES	Futures	5049.63	5049.91	5045.11	5048.78	6370.0
2021-09-16 04:00:00	ES	Futures	5048.5	5049.91	5046.24	5047.65	6807.0
2021-09-16 04:30:00	ES	Futures	5047.37	5049.34	5044.26	5045.11	5735.0
2021-09-16 05:00:00	ES	Futures	5045.39	5046.24	5043.7	5044.83	5927.0
2021-09-16 05:30:00	ES	Futures	5044.83	5044.83	5038.62	5040.88	8799.0
2021-09-16 06:00:00	ES	Futures	5040.88	5042.85	5040.03	5040.6	4717.0
2021-09-16 06:30:00	ES	Futures	5040.88	5042.29	5039.47	5042.29	3510.0
2021-09-16 07:00:00	ES	Futures	5042.29	5044.55	5040.88	5042.57	4266.0
2021-09-16 07:30:00	ES	Futures	5042.57	5042.57	5036.64	5037.77	8318.0
2021-09-16 08:00:00	ES	Futures	5037.77	5037.77	5030.15	5034.67	18946.0
2021-09-16 08:30:00	ES	Futures	5034.39	5046.24	5032.98	5044.83	37341.0
2021-09-16 09:00:00	ES	Futures	5045.11	5045.96	5040.31	5041.72	26591.0
2021-09-16 09:30:00	ES	Futures	5041.72	5052.73	5024.79	5028.46	188468.0
2021-09-16 10:00:00	ES	Futures	5028.18	5028.18	5010.4	5018.58	167318.0
2021-09-16 10:30:00	ES	Futures	5018.58	5023.38	5004.47	5010.68	105894.0
2021-09-16 11:00:00	ES	Futures	5010.68	5017.17	5007.86	5014.63	85619.0
2021-09-16 11:30:00	ES	Futures	5014.63	5019.15	5010.96	5018.87	53613.0
2021-09-16 12:00:00	ES	Futures	5018.58	5025.92	5015.2	5022.82	51405.0
2021-09-16 12:30:00	ES	Futures	5022.82	5030.44	5022.53	5026.49	37038.0
2021-09-16 13:00:00	ES	Futures	5026.49	5029.02	5021.69	5026.2	32922.0
2021-09-16 13:30:00	ES	Futures	5026.49	5035.23	5019.71	5035.23	56307.0
2021-09-16 14:00:00	ES	Futures	5034.95	5040.88	5031.85	5036.36	59602.0
2021-09-16 14:30:00	ES	Futures	5036.36	5043.98	5035.52	5042.85	40755.0
2021-09-16 15:00:00	ES	Futures	5043.14	5053.3	5042.01	5042.85	94494.0
2021-09-16 15:30:00	ES	Futures	5042.85	5047.37	5038.06	5039.75	134192.0
2021-09-16 16:00:00	ES	Futures	5040.03	5040.6	5035.23	5035.8	38219.0
2021-09-16 16:30:00	ES	Futures	5036.08	5036.64	5033.82	5034.95	5771.0
2021-09-16 18:00:00	ES	Futures	5033.82	5036.36	5033.82	5036.08	2480.0
2021-09-16 18:30:00	ES	Futures	5036.08	5036.93	5035.23	5035.23	1384.0
2021-09-16 19:00:00	ES	Futures	5035.52	5036.36	5035.23	5035.8	1119.0
2021-09-16 19:30:00	ES	Futures	5035.52	5035.8	5029.31	5031.85	4139.0
2021-09-16 20:00:00	ES	Futures	5031.85	5033.26	5028.46	5031.0	5153.0
2021-09-16 20:30:00	ES	Futures	5030.72	5031.85	5029.02	5030.72	2269.0
2021-09-16 21:00:00	ES	Futures	5031.0	5034.39	5030.44	5032.41	3231.0
2021-09-16 21:30:00	ES	Futures	5032.69	5035.8	5025.92	5033.82	9257.0
2021-09-16 22:00:00	ES	Futures	5033.82	5037.77	5033.82	5035.23	3351.0
2021-09-16 22:30:00	ES	Futures	5035.52	5037.21	5034.1	5036.36	2852.0
2021-09-16 23:00:00	ES	Futures	5036.36	5041.72	5035.8	5041.16	4010.0
2021-09-16 23:30:00	ES	Futures	5041.44	5041.44	5038.62	5039.18	2211.0
2021-09-16 00:00:00	NQ	Futures	17946.93	17954.46	17942.58	17944.9	1114.0
2021-09-16 00:30:00	NQ	Futures	17944.03	17955.91	17943.74	17950.69	858.0
2021-09-16 01:00:00	NQ	Futures	17950.12	17962.87	17944.9	17950.69	1435.0
2021-09-16 01:30:00	NQ	Futures	17950.69	17951.27	17935.62	17946.93	1777.0

> showing 50 of 3,726 rows — these rows as CSV

> unlock the full archive -- $79 one-time