PREVIEW / futures_30min / 2021-09-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-23.parquet
  size:    108 KB
  rows:    3,782

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
2021-09-23 00:00:00	ES	Futures	4959.88	4961.29	4959.04	4960.73	1704.0
2021-09-23 00:30:00	ES	Futures	4961.01	4962.99	4959.6	4961.86	1509.0
2021-09-23 01:00:00	ES	Futures	4961.86	4964.68	4960.73	4961.86	2468.0
2021-09-23 01:30:00	ES	Futures	4961.86	4964.68	4961.29	4963.83	2898.0
2021-09-23 02:00:00	ES	Futures	4964.12	4965.24	4960.73	4962.42	5316.0
2021-09-23 02:30:00	ES	Futures	4962.14	4974.28	4962.14	4972.58	11638.0
2021-09-23 03:00:00	ES	Futures	4972.86	4973.71	4967.78	4971.17	14562.0
2021-09-23 03:30:00	ES	Futures	4971.17	4983.31	4966.94	4982.18	19695.0
2021-09-23 04:00:00	ES	Futures	4982.18	4984.44	4980.2	4982.74	8028.0
2021-09-23 04:30:00	ES	Futures	4982.74	4985.56	4982.46	4984.72	6346.0
2021-09-23 05:00:00	ES	Futures	4984.72	4994.88	4982.46	4988.67	31109.0
2021-09-23 05:30:00	ES	Futures	4988.39	4989.52	4982.46	4985.28	9111.0
2021-09-23 06:00:00	ES	Futures	4985.28	4988.1	4968.63	4979.07	32267.0
2021-09-23 06:30:00	ES	Futures	4979.07	4979.36	4969.2	4975.69	15047.0
2021-09-23 07:00:00	ES	Futures	4975.4	4978.23	4972.58	4975.12	6958.0
2021-09-23 07:30:00	ES	Futures	4975.12	4982.46	4972.02	4975.97	10872.0
2021-09-23 08:00:00	ES	Futures	4976.25	4980.48	4969.48	4979.36	14871.0
2021-09-23 08:30:00	ES	Futures	4979.07	4982.74	4972.86	4973.43	17662.0
2021-09-23 09:00:00	ES	Futures	4973.43	4975.12	4961.58	4971.45	38456.0
2021-09-23 09:30:00	ES	Futures	4971.74	5005.6	4968.35	4998.55	208144.0
2021-09-23 10:00:00	ES	Futures	4998.83	5014.91	4998.55	5010.68	123985.0
2021-09-23 10:30:00	ES	Futures	5010.4	5018.02	5005.6	5015.48	87509.0
2021-09-23 11:00:00	ES	Futures	5015.76	5016.04	5005.32	5011.53	63922.0
2021-09-23 11:30:00	ES	Futures	5011.81	5016.61	5009.27	5016.04	56373.0
2021-09-23 12:00:00	ES	Futures	5016.04	5016.33	5010.96	5015.76	46194.0
2021-09-23 12:30:00	ES	Futures	5015.48	5020.56	5014.91	5015.76	48017.0
2021-09-23 13:00:00	ES	Futures	5016.04	5024.23	5015.76	5023.66	45313.0
2021-09-23 13:30:00	ES	Futures	5023.66	5029.02	5023.38	5028.74	40507.0
2021-09-23 14:00:00	ES	Futures	5028.74	5029.02	5021.41	5022.53	41256.0
2021-09-23 14:30:00	ES	Futures	5022.53	5025.92	5018.02	5021.12	46221.0
2021-09-23 15:00:00	ES	Futures	5021.12	5022.25	5014.35	5016.33	54250.0
2021-09-23 15:30:00	ES	Futures	5016.04	5019.15	5007.58	5008.99	188318.0
2021-09-23 16:00:00	ES	Futures	5008.99	5014.63	5006.73	5009.83	53903.0
2021-09-23 16:30:00	ES	Futures	5009.83	5013.22	5008.14	5010.96	7787.0
2021-09-23 18:00:00	ES	Futures	5010.96	5015.2	5010.12	5013.5	3265.0
2021-09-23 18:30:00	ES	Futures	5013.5	5014.91	5012.37	5014.35	1223.0
2021-09-23 19:00:00	ES	Futures	5014.35	5016.33	5014.07	5014.35	2000.0
2021-09-23 19:30:00	ES	Futures	5014.35	5017.17	5011.25	5013.22	5168.0
2021-09-23 20:00:00	ES	Futures	5013.22	5025.07	5012.94	5021.12	9935.0
2021-09-23 20:30:00	ES	Futures	5020.84	5022.25	5017.45	5018.02	3001.0
2021-09-23 21:00:00	ES	Futures	5018.3	5020.84	5015.2	5020.28	4311.0
2021-09-23 21:30:00	ES	Futures	5020.28	5020.28	5005.04	5006.73	7914.0
2021-09-23 22:00:00	ES	Futures	5007.01	5012.09	5006.45	5010.96	5500.0
2021-09-23 22:30:00	ES	Futures	5011.25	5014.07	5009.27	5012.94	2410.0
2021-09-23 23:00:00	ES	Futures	5012.66	5016.89	5008.14	5014.35	4626.0
2021-09-23 23:30:00	ES	Futures	5014.35	5015.48	5011.53	5012.66	1909.0
2021-09-23 00:00:00	NQ	Futures	17602.62	17611.61	17601.76	17611.03	751.0
2021-09-23 00:30:00	NQ	Futures	17610.45	17619.14	17605.23	17613.64	1088.0
2021-09-23 01:00:00	NQ	Futures	17613.06	17627.84	17608.42	17615.38	1702.0
2021-09-23 01:30:00	NQ	Futures	17615.38	17626.97	17611.03	17614.51	1535.0

> showing 50 of 3,782 rows — these rows as CSV

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