PREVIEW / futures_30min / 2021-09-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-17.parquet
  size:    87 KB
  rows:    2,968

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
2021-09-17 00:00:00	ES	Futures	5039.18	5043.42	5038.62	5041.44	2674.0
2021-09-17 00:30:00	ES	Futures	5041.44	5044.26	5040.6	5043.98	3545.0
2021-09-17 01:00:00	ES	Futures	5043.7	5045.68	5042.29	5044.55	4418.0
2021-09-17 01:30:00	ES	Futures	5044.55	5045.96	5042.01	5045.39	3782.0
2021-09-17 02:00:00	ES	Futures	5045.11	5046.8	5043.42	5045.96	5160.0
2021-09-17 02:30:00	ES	Futures	5045.96	5046.52	5043.42	5044.55	3304.0
2021-09-17 03:00:00	ES	Futures	5044.83	5048.78	5040.88	5041.72	12163.0
2021-09-17 03:30:00	ES	Futures	5041.44	5042.29	5037.21	5041.72	6931.0
2021-09-17 04:00:00	ES	Futures	5041.72	5042.01	5038.62	5039.47	5343.0
2021-09-17 04:30:00	ES	Futures	5039.47	5040.88	5038.06	5040.31	3444.0
2021-09-17 05:00:00	ES	Futures	5040.31	5040.6	5031.0	5033.82	9656.0
2021-09-17 05:30:00	ES	Futures	5033.54	5033.82	5025.92	5029.02	13823.0
2021-09-17 06:00:00	ES	Futures	5028.74	5030.72	5022.25	5024.51	21002.0
2021-09-17 06:30:00	ES	Futures	5024.51	5027.33	5021.41	5026.77	12486.0
2021-09-17 07:00:00	ES	Futures	5026.49	5029.31	5023.1	5025.36	12248.0
2021-09-17 07:30:00	ES	Futures	5025.64	5029.31	5023.66	5027.05	12607.0
2021-09-17 08:00:00	ES	Futures	5027.05	5037.21	5027.05	5035.8	19337.0
2021-09-17 08:30:00	ES	Futures	5035.52	5037.49	5032.98	5035.52	20429.0
2021-09-17 09:00:00	ES	Futures	5035.23	5038.9	5029.31	5029.59	55343.0
2021-09-17 09:30:00	ES	Futures	5029.87	5034.95	5008.71	5013.22	184204.0
2021-09-17 10:00:00	ES	Futures	5013.22	5016.33	5001.37	5010.12	159917.0
2021-09-17 10:30:00	ES	Futures	5009.83	5009.83	4995.72	5001.09	126931.0
2021-09-17 11:00:00	ES	Futures	5001.37	5008.99	4994.03	5000.24	125459.0
2021-09-17 11:30:00	ES	Futures	5000.24	5002.78	4992.06	4999.39	125515.0
2021-09-17 12:00:00	ES	Futures	4999.39	5007.86	4997.98	5002.78	76743.0
2021-09-17 12:30:00	ES	Futures	5003.06	5010.68	5002.78	5004.47	66884.0
2021-09-17 13:00:00	ES	Futures	5004.47	5004.75	4992.34	4997.42	73241.0
2021-09-17 13:30:00	ES	Futures	4997.13	4999.11	4985.28	4991.21	79901.0
2021-09-17 14:00:00	ES	Futures	4991.21	4997.13	4987.82	4989.52	74719.0
2021-09-17 14:30:00	ES	Futures	4989.23	4996.57	4985.28	4992.62	70906.0
2021-09-17 15:00:00	ES	Futures	4992.62	4998.55	4988.39	4990.64	79812.0
2021-09-17 15:30:00	ES	Futures	4990.64	4999.11	4986.41	4989.52	224752.0
2021-09-17 16:00:00	ES	Futures	4989.52	4990.64	4979.92	4981.61	104505.0
2021-09-17 16:30:00	ES	Futures	4981.61	4981.9	4974.28	4976.25	19616.0
2021-09-17 00:00:00	NQ	Futures	17983.15	17995.33	17981.13	17991.27	894.0
2021-09-17 00:30:00	NQ	Futures	17991.27	17993.59	17985.47	17992.72	1152.0
2021-09-17 01:00:00	NQ	Futures	17992.72	17998.22	17986.92	17991.85	1665.0
2021-09-17 01:30:00	NQ	Futures	17991.85	18001.41	17985.18	17999.09	1519.0
2021-09-17 02:00:00	NQ	Futures	17998.8	17999.96	17988.95	17998.22	1322.0
2021-09-17 02:30:00	NQ	Futures	17998.51	17999.38	17988.37	17991.27	1134.0
2021-09-17 03:00:00	NQ	Futures	17991.56	18000.83	17973.01	17978.23	3389.0
2021-09-17 03:30:00	NQ	Futures	17977.07	17980.84	17962.29	17979.1	2657.0
2021-09-17 04:00:00	NQ	Futures	17978.81	17979.39	17970.11	17973.01	1867.0
2021-09-17 04:30:00	NQ	Futures	17972.14	17976.49	17966.63	17975.91	1278.0
2021-09-17 05:00:00	NQ	Futures	17975.33	17976.49	17946.64	17954.17	2991.0
2021-09-17 05:30:00	NQ	Futures	17953.01	17953.88	17932.73	17941.71	3816.0
2021-09-17 06:00:00	NQ	Futures	17942.0	17953.3	17926.64	17932.44	5037.0
2021-09-17 06:30:00	NQ	Futures	17932.44	17939.39	17922.29	17936.49	3260.0
2021-09-17 07:00:00	NQ	Futures	17937.07	17942.29	17920.26	17931.86	2977.0
2021-09-17 07:30:00	NQ	Futures	17931.28	17944.61	17925.77	17939.97	2611.0

> showing 50 of 2,968 rows — these rows as CSV

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