PREVIEW / futures_30min / 2021-09-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-24.parquet
  size:    87 KB
  rows:    2,975

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
2021-09-24 00:00:00	ES	Futures	5012.66	5013.22	5010.96	5011.25	937.0
2021-09-24 00:30:00	ES	Futures	5011.25	5011.81	5010.12	5010.68	820.0
2021-09-24 01:00:00	ES	Futures	5010.68	5013.5	5003.34	5004.75	5254.0
2021-09-24 01:30:00	ES	Futures	5004.75	5008.99	5004.19	5006.73	3131.0
2021-09-24 02:00:00	ES	Futures	5007.01	5009.55	5003.91	5004.75	4002.0
2021-09-24 02:30:00	ES	Futures	5004.75	5005.32	4999.39	5001.09	5111.0
2021-09-24 03:00:00	ES	Futures	5001.09	5001.65	4990.93	4994.03	23521.0
2021-09-24 03:30:00	ES	Futures	4993.75	4996.57	4987.82	4990.93	14109.0
2021-09-24 04:00:00	ES	Futures	4991.21	4995.72	4984.72	4992.06	17938.0
2021-09-24 04:30:00	ES	Futures	4992.06	4998.55	4990.93	4997.7	8901.0
2021-09-24 05:00:00	ES	Futures	4997.42	4997.98	4992.06	4992.62	5475.0
2021-09-24 05:30:00	ES	Futures	4992.62	4996.57	4985.85	4986.69	8314.0
2021-09-24 06:00:00	ES	Futures	4986.41	4997.98	4985.85	4993.18	12054.0
2021-09-24 06:30:00	ES	Futures	4993.18	4994.6	4987.82	4989.8	5894.0
2021-09-24 07:00:00	ES	Futures	4990.08	4992.9	4983.87	4992.06	13352.0
2021-09-24 07:30:00	ES	Futures	4992.06	4993.47	4983.87	4984.15	10167.0
2021-09-24 08:00:00	ES	Futures	4984.44	4987.26	4980.2	4986.41	21206.0
2021-09-24 08:30:00	ES	Futures	4986.13	4986.41	4979.07	4982.46	15489.0
2021-09-24 09:00:00	ES	Futures	4982.18	4990.08	4979.64	4989.52	19392.0
2021-09-24 09:30:00	ES	Futures	4989.8	5014.63	4986.98	5014.07	164277.0
2021-09-24 10:00:00	ES	Futures	5014.07	5017.74	5004.75	5008.71	104663.0
2021-09-24 10:30:00	ES	Futures	5008.42	5010.68	4998.26	5003.63	84625.0
2021-09-24 11:00:00	ES	Futures	5003.63	5010.12	4998.83	4999.39	53963.0
2021-09-24 11:30:00	ES	Futures	4999.39	5011.81	4997.42	5009.83	54017.0
2021-09-24 12:00:00	ES	Futures	5009.55	5014.35	5006.73	5011.81	38391.0
2021-09-24 12:30:00	ES	Futures	5011.81	5015.2	5010.12	5012.66	26562.0
2021-09-24 13:00:00	ES	Futures	5012.37	5013.79	5009.55	5012.94	24602.0
2021-09-24 13:30:00	ES	Futures	5012.94	5013.22	5005.04	5005.04	30562.0
2021-09-24 14:00:00	ES	Futures	5005.04	5009.83	5005.04	5009.27	28775.0
2021-09-24 14:30:00	ES	Futures	5008.99	5018.58	5008.71	5018.3	35863.0
2021-09-24 15:00:00	ES	Futures	5018.3	5022.25	5011.53	5019.71	60606.0
2021-09-24 15:30:00	ES	Futures	5019.71	5026.77	5017.74	5018.3	136970.0
2021-09-24 16:00:00	ES	Futures	5018.58	5020.84	5017.74	5018.3	37668.0
2021-09-24 16:30:00	ES	Futures	5018.3	5019.71	5017.74	5018.87	4382.0
2021-09-24 00:00:00	NQ	Futures	17730.43	17732.75	17726.09	17728.12	377.0
2021-09-24 00:30:00	NQ	Futures	17728.12	17731.88	17726.09	17726.96	508.0
2021-09-24 01:00:00	NQ	Futures	17726.96	17732.75	17694.79	17700.87	2873.0
2021-09-24 01:30:00	NQ	Futures	17700.0	17711.89	17698.55	17709.57	1225.0
2021-09-24 02:00:00	NQ	Futures	17709.57	17721.74	17702.32	17707.25	2395.0
2021-09-24 02:30:00	NQ	Futures	17706.67	17709.28	17677.11	17682.9	2970.0
2021-09-24 03:00:00	NQ	Futures	17683.19	17684.35	17647.84	17662.33	6970.0
2021-09-24 03:30:00	NQ	Futures	17661.75	17672.47	17639.43	17654.5	5772.0
2021-09-24 04:00:00	NQ	Futures	17655.08	17665.51	17627.84	17658.27	6557.0
2021-09-24 04:30:00	NQ	Futures	17657.98	17676.24	17652.18	17673.63	3715.0
2021-09-24 05:00:00	NQ	Futures	17673.05	17680.3	17653.92	17653.92	3190.0
2021-09-24 05:30:00	NQ	Futures	17653.92	17674.5	17633.35	17638.27	4028.0
2021-09-24 06:00:00	NQ	Futures	17637.4	17675.08	17636.53	17658.85	4186.0
2021-09-24 06:30:00	NQ	Futures	17659.14	17666.96	17638.85	17644.65	2884.0
2021-09-24 07:00:00	NQ	Futures	17645.52	17660.01	17620.01	17647.55	6080.0
2021-09-24 07:30:00	NQ	Futures	17647.26	17652.76	17617.12	17622.91	4284.0

> showing 50 of 2,975 rows — these rows as CSV

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