PREVIEW / futures_30min / 2021-09-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-20.parquet
  size:    109 KB
  rows:    3,790

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
2021-09-20 00:00:00	ES	Futures	4953.67	4954.8	4946.9	4950.01	3538.0
2021-09-20 00:30:00	ES	Futures	4950.29	4955.37	4948.31	4954.24	4796.0
2021-09-20 01:00:00	ES	Futures	4954.52	4958.47	4951.7	4955.65	5615.0
2021-09-20 01:30:00	ES	Futures	4955.65	4958.75	4952.55	4957.34	5131.0
2021-09-20 02:00:00	ES	Futures	4957.34	4959.88	4944.36	4948.88	12383.0
2021-09-20 02:30:00	ES	Futures	4948.88	4948.88	4935.61	4942.1	18941.0
2021-09-20 03:00:00	ES	Futures	4942.1	4947.47	4936.18	4937.59	24719.0
2021-09-20 03:30:00	ES	Futures	4937.59	4946.34	4934.77	4937.59	16788.0
2021-09-20 04:00:00	ES	Futures	4937.59	4939.56	4927.71	4933.07	24560.0
2021-09-20 04:30:00	ES	Futures	4933.07	4939.0	4929.4	4933.07	19486.0
2021-09-20 05:00:00	ES	Futures	4932.79	4933.64	4921.78	4926.3	24458.0
2021-09-20 05:30:00	ES	Futures	4926.3	4927.43	4917.55	4922.07	23941.0
2021-09-20 06:00:00	ES	Futures	4922.07	4929.12	4921.22	4928.28	18007.0
2021-09-20 06:30:00	ES	Futures	4928.28	4929.69	4920.94	4922.91	15724.0
2021-09-20 07:00:00	ES	Futures	4922.91	4927.15	4916.42	4920.09	20587.0
2021-09-20 07:30:00	ES	Futures	4919.81	4919.81	4910.5	4911.34	33410.0
2021-09-20 08:00:00	ES	Futures	4911.06	4915.58	4900.9	4901.75	44423.0
2021-09-20 08:30:00	ES	Futures	4901.75	4910.78	4899.21	4906.83	44832.0
2021-09-20 09:00:00	ES	Futures	4906.83	4921.5	4902.59	4915.29	52665.0
2021-09-20 09:30:00	ES	Futures	4915.29	4934.48	4904.57	4925.17	275253.0
2021-09-20 10:00:00	ES	Futures	4925.45	4926.3	4904.0	4915.01	207939.0
2021-09-20 10:30:00	ES	Futures	4915.01	4921.5	4905.42	4907.39	143572.0
2021-09-20 11:00:00	ES	Futures	4907.67	4919.53	4901.46	4915.29	126419.0
2021-09-20 11:30:00	ES	Futures	4915.58	4916.42	4892.72	4893.0	122477.0
2021-09-20 12:00:00	ES	Futures	4892.72	4894.41	4880.58	4888.48	136214.0
2021-09-20 12:30:00	ES	Futures	4888.77	4890.74	4878.32	4878.89	85937.0
2021-09-20 13:00:00	ES	Futures	4878.61	4883.12	4868.16	4882.56	117041.0
2021-09-20 13:30:00	ES	Futures	4882.56	4887.35	4878.04	4882.84	72581.0
2021-09-20 14:00:00	ES	Futures	4883.12	4886.79	4860.26	4861.96	108035.0
2021-09-20 14:30:00	ES	Futures	4862.24	4864.5	4850.67	4856.88	147306.0
2021-09-20 15:00:00	ES	Futures	4857.16	4870.42	4847.0	4870.42	156004.0
2021-09-20 15:30:00	ES	Futures	4870.7	4910.5	4868.45	4906.54	316544.0
2021-09-20 16:00:00	ES	Futures	4906.54	4909.65	4893.56	4900.05	83465.0
2021-09-20 16:30:00	ES	Futures	4900.34	4903.16	4898.64	4902.59	9356.0
2021-09-20 18:00:00	ES	Futures	4902.03	4910.21	4901.18	4908.24	7841.0
2021-09-20 18:30:00	ES	Futures	4908.24	4910.21	4905.42	4907.11	3285.0
2021-09-20 19:00:00	ES	Futures	4907.11	4909.65	4901.18	4903.44	4065.0
2021-09-20 19:30:00	ES	Futures	4903.72	4917.83	4900.34	4916.99	10230.0
2021-09-20 20:00:00	ES	Futures	4917.27	4924.89	4913.04	4922.35	11855.0
2021-09-20 20:30:00	ES	Futures	4922.35	4928.56	4917.55	4918.96	9234.0
2021-09-20 21:00:00	ES	Futures	4919.24	4924.32	4914.73	4920.37	7544.0
2021-09-20 21:30:00	ES	Futures	4920.09	4925.74	4914.45	4924.04	11033.0
2021-09-20 22:00:00	ES	Futures	4924.32	4926.3	4922.35	4925.17	4590.0
2021-09-20 22:30:00	ES	Futures	4925.45	4931.1	4921.5	4930.82	5449.0
2021-09-20 23:00:00	ES	Futures	4930.82	4930.82	4924.32	4926.3	4961.0
2021-09-20 23:30:00	ES	Futures	4926.02	4937.59	4925.74	4936.18	7366.0
2021-09-20 00:00:00	NQ	Futures	17666.09	17668.7	17635.66	17651.6	1891.0
2021-09-20 00:30:00	NQ	Futures	17651.89	17669.57	17646.68	17666.67	1764.0
2021-09-20 01:00:00	NQ	Futures	17666.96	17691.6	17658.27	17680.88	2541.0
2021-09-20 01:30:00	NQ	Futures	17681.45	17694.5	17666.09	17683.48	2160.0

> showing 50 of 3,790 rows — these rows as CSV

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