PREVIEW / futures_30min / 2021-09-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-21.parquet
  size:    105 KB
  rows:    3,714

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
2021-09-21 00:00:00	ES	Futures	4935.89	4937.59	4933.35	4936.74	3380.0
2021-09-21 00:30:00	ES	Futures	4936.74	4936.74	4934.2	4936.18	2120.0
2021-09-21 01:00:00	ES	Futures	4936.18	4939.28	4927.43	4933.35	6933.0
2021-09-21 01:30:00	ES	Futures	4933.07	4934.77	4925.17	4927.99	5398.0
2021-09-21 02:00:00	ES	Futures	4927.99	4937.59	4924.89	4936.46	8753.0
2021-09-21 02:30:00	ES	Futures	4936.46	4940.13	4932.79	4933.92	7502.0
2021-09-21 03:00:00	ES	Futures	4933.92	4947.75	4932.23	4944.08	21078.0
2021-09-21 03:30:00	ES	Futures	4944.08	4956.5	4942.95	4956.21	18269.0
2021-09-21 04:00:00	ES	Futures	4956.21	4960.45	4951.42	4953.67	17230.0
2021-09-21 04:30:00	ES	Futures	4953.67	4962.14	4951.42	4951.7	14253.0
2021-09-21 05:00:00	ES	Futures	4951.98	4954.8	4944.64	4948.03	12511.0
2021-09-21 05:30:00	ES	Futures	4948.03	4955.37	4947.75	4951.98	6936.0
2021-09-21 06:00:00	ES	Futures	4952.26	4954.24	4948.03	4950.85	8067.0
2021-09-21 06:30:00	ES	Futures	4950.57	4950.85	4947.18	4950.57	8323.0
2021-09-21 07:00:00	ES	Futures	4950.29	4950.85	4945.49	4945.77	11746.0
2021-09-21 07:30:00	ES	Futures	4945.77	4946.9	4939.0	4945.21	18716.0
2021-09-21 08:00:00	ES	Futures	4945.21	4946.9	4933.64	4939.0	50368.0
2021-09-21 08:30:00	ES	Futures	4939.28	4943.51	4932.23	4933.07	22145.0
2021-09-21 09:00:00	ES	Futures	4933.07	4937.87	4929.12	4934.48	38552.0
2021-09-21 09:30:00	ES	Futures	4934.48	4950.01	4922.91	4932.79	230890.0
2021-09-21 10:00:00	ES	Futures	4933.07	4937.02	4910.5	4920.94	186801.0
2021-09-21 10:30:00	ES	Futures	4920.94	4922.35	4895.26	4903.44	160742.0
2021-09-21 11:00:00	ES	Futures	4903.16	4920.66	4896.39	4911.62	130224.0
2021-09-21 11:30:00	ES	Futures	4911.91	4931.1	4911.91	4926.86	99982.0
2021-09-21 12:00:00	ES	Futures	4927.15	4939.56	4926.3	4929.4	79966.0
2021-09-21 12:30:00	ES	Futures	4929.12	4931.66	4916.42	4921.5	58096.0
2021-09-21 13:00:00	ES	Futures	4921.5	4924.32	4908.52	4910.21	61910.0
2021-09-21 13:30:00	ES	Futures	4910.21	4916.7	4903.16	4908.24	62852.0
2021-09-21 14:00:00	ES	Futures	4908.24	4915.29	4900.62	4901.75	67064.0
2021-09-21 14:30:00	ES	Futures	4902.03	4926.02	4901.46	4916.99	80789.0
2021-09-21 15:00:00	ES	Futures	4916.99	4929.12	4916.7	4925.17	89962.0
2021-09-21 15:30:00	ES	Futures	4925.17	4929.12	4900.05	4902.31	151684.0
2021-09-21 16:00:00	ES	Futures	4902.03	4904.0	4887.07	4892.43	70884.0
2021-09-21 16:30:00	ES	Futures	4892.72	4897.23	4891.59	4894.97	8185.0
2021-09-21 18:00:00	ES	Futures	4895.26	4898.64	4891.87	4893.28	6111.0
2021-09-21 18:30:00	ES	Futures	4893.56	4896.39	4891.87	4893.0	2843.0
2021-09-21 19:00:00	ES	Futures	4893.0	4895.82	4890.18	4893.56	4408.0
2021-09-21 19:30:00	ES	Futures	4893.56	4895.26	4889.05	4889.61	4929.0
2021-09-21 20:00:00	ES	Futures	4889.61	4889.61	4878.04	4886.79	13344.0
2021-09-21 20:30:00	ES	Futures	4886.79	4888.77	4883.12	4884.53	6670.0
2021-09-21 21:00:00	ES	Futures	4884.53	4919.53	4880.3	4918.96	33300.0
2021-09-21 21:30:00	ES	Futures	4918.96	4922.91	4910.21	4911.91	13216.0
2021-09-21 22:00:00	ES	Futures	4911.62	4913.04	4896.95	4906.26	11570.0
2021-09-21 22:30:00	ES	Futures	4906.26	4912.75	4900.62	4910.5	6179.0
2021-09-21 23:00:00	ES	Futures	4910.21	4915.58	4909.37	4913.88	3972.0
2021-09-21 23:30:00	ES	Futures	4914.16	4914.16	4904.57	4907.11	3843.0
2021-09-21 00:00:00	NQ	Futures	17484.67	17491.62	17476.84	17488.15	1249.0
2021-09-21 00:30:00	NQ	Futures	17487.28	17491.33	17482.35	17489.31	933.0
2021-09-21 01:00:00	NQ	Futures	17489.02	17493.36	17447.86	17471.63	3653.0
2021-09-21 01:30:00	NQ	Futures	17470.76	17481.19	17447.28	17457.72	2982.0

> showing 50 of 3,714 rows — these rows as CSV

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