PREVIEW / futures_30min / 2021-09-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-22.parquet
  size:    105 KB
  rows:    3,746

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
2021-09-22 00:00:00	ES	Futures	4907.11	4909.65	4906.54	4909.37	1706.0
2021-09-22 00:30:00	ES	Futures	4909.37	4913.88	4906.83	4912.19	2238.0
2021-09-22 01:00:00	ES	Futures	4912.47	4924.61	4911.62	4919.81	5750.0
2021-09-22 01:30:00	ES	Futures	4919.81	4921.78	4916.7	4918.4	4128.0
2021-09-22 02:00:00	ES	Futures	4918.68	4927.71	4917.55	4926.02	6150.0
2021-09-22 02:30:00	ES	Futures	4926.02	4932.23	4924.89	4929.97	7348.0
2021-09-22 03:00:00	ES	Futures	4929.69	4936.46	4928.56	4929.97	13501.0
2021-09-22 03:30:00	ES	Futures	4929.97	4931.1	4916.7	4917.55	11691.0
2021-09-22 04:00:00	ES	Futures	4918.12	4925.17	4916.7	4923.48	7142.0
2021-09-22 04:30:00	ES	Futures	4923.76	4930.53	4922.07	4929.12	9928.0
2021-09-22 05:00:00	ES	Futures	4928.84	4931.1	4926.58	4928.56	4789.0
2021-09-22 05:30:00	ES	Futures	4928.56	4929.4	4922.35	4927.71	6249.0
2021-09-22 06:00:00	ES	Futures	4927.71	4933.35	4927.71	4929.97	5098.0
2021-09-22 06:30:00	ES	Futures	4930.25	4934.48	4927.99	4928.28	5945.0
2021-09-22 07:00:00	ES	Futures	4928.56	4929.12	4924.89	4928.28	7118.0
2021-09-22 07:30:00	ES	Futures	4927.99	4930.53	4927.15	4928.56	7044.0
2021-09-22 08:00:00	ES	Futures	4928.56	4931.38	4927.71	4931.38	8412.0
2021-09-22 08:30:00	ES	Futures	4931.1	4933.92	4930.53	4931.94	7651.0
2021-09-22 09:00:00	ES	Futures	4931.94	4937.31	4924.32	4929.12	28399.0
2021-09-22 09:30:00	ES	Futures	4929.12	4938.15	4917.83	4937.87	147239.0
2021-09-22 10:00:00	ES	Futures	4938.15	4948.31	4935.61	4944.64	161758.0
2021-09-22 10:30:00	ES	Futures	4944.64	4951.98	4942.95	4950.85	107264.0
2021-09-22 11:00:00	ES	Futures	4950.85	4954.8	4950.57	4952.83	53857.0
2021-09-22 11:30:00	ES	Futures	4952.83	4969.2	4952.83	4962.14	110698.0
2021-09-22 12:00:00	ES	Futures	4962.14	4962.99	4956.78	4960.45	34836.0
2021-09-22 12:30:00	ES	Futures	4960.45	4962.99	4954.52	4956.78	31456.0
2021-09-22 13:00:00	ES	Futures	4956.5	4957.06	4948.88	4954.52	39184.0
2021-09-22 13:30:00	ES	Futures	4954.24	4956.5	4946.05	4951.13	39426.0
2021-09-22 14:00:00	ES	Futures	4950.85	4974.28	4939.28	4967.78	150974.0
2021-09-22 14:30:00	ES	Futures	4967.5	4970.89	4935.05	4946.9	193270.0
2021-09-22 15:00:00	ES	Futures	4946.9	4970.61	4940.69	4962.42	129307.0
2021-09-22 15:30:00	ES	Futures	4962.42	4965.24	4945.49	4949.16	192185.0
2021-09-22 16:00:00	ES	Futures	4948.88	4954.8	4946.05	4950.85	51367.0
2021-09-22 16:30:00	ES	Futures	4950.85	4953.11	4948.31	4951.42	6981.0
2021-09-22 18:00:00	ES	Futures	4951.13	4954.8	4950.85	4952.55	3519.0
2021-09-22 18:30:00	ES	Futures	4952.55	4955.37	4951.42	4954.8	1928.0
2021-09-22 19:00:00	ES	Futures	4955.09	4959.04	4955.09	4957.06	3035.0
2021-09-22 19:30:00	ES	Futures	4957.34	4958.75	4953.11	4957.91	2888.0
2021-09-22 20:00:00	ES	Futures	4957.91	4962.99	4957.91	4960.45	6766.0
2021-09-22 20:30:00	ES	Futures	4960.73	4962.14	4956.21	4961.29	3854.0
2021-09-22 21:00:00	ES	Futures	4961.58	4964.4	4957.34	4964.12	5118.0
2021-09-22 21:30:00	ES	Futures	4964.4	4966.94	4961.86	4963.55	6836.0
2021-09-22 22:00:00	ES	Futures	4963.55	4964.68	4960.17	4963.27	4600.0
2021-09-22 22:30:00	ES	Futures	4963.55	4963.83	4958.19	4961.29	2889.0
2021-09-22 23:00:00	ES	Futures	4961.58	4964.12	4960.45	4963.27	2184.0
2021-09-22 23:30:00	ES	Futures	4963.27	4963.27	4959.88	4959.88	1925.0
2021-09-22 00:00:00	NQ	Futures	17418.01	17427.29	17413.95	17426.13	1253.0
2021-09-22 00:30:00	NQ	Futures	17425.84	17445.83	17419.46	17434.53	1477.0
2021-09-22 01:00:00	NQ	Futures	17433.08	17480.61	17431.34	17459.16	4166.0
2021-09-22 01:30:00	NQ	Futures	17460.9	17470.47	17451.05	17455.98	2395.0

> showing 50 of 3,746 rows — these rows as CSV

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