PREVIEW / futures_30min / 2021-09-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-27.parquet
  size:    103 KB
  rows:    3,749

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
2021-09-27 00:00:00	ES	Futures	5036.64	5037.77	5036.36	5037.49	1084.0
2021-09-27 00:30:00	ES	Futures	5037.21	5037.77	5035.23	5036.64	1366.0
2021-09-27 01:00:00	ES	Futures	5036.64	5038.34	5034.67	5038.06	2467.0
2021-09-27 01:30:00	ES	Futures	5038.06	5045.39	5036.93	5045.11	5150.0
2021-09-27 02:00:00	ES	Futures	5045.39	5048.22	5041.44	5041.72	7389.0
2021-09-27 02:30:00	ES	Futures	5042.01	5042.57	5039.18	5040.31	4085.0
2021-09-27 03:00:00	ES	Futures	5040.31	5041.72	5035.23	5035.23	9398.0
2021-09-27 03:30:00	ES	Futures	5035.23	5035.8	5031.28	5031.28	6588.0
2021-09-27 04:00:00	ES	Futures	5031.28	5033.26	5029.59	5031.85	6473.0
2021-09-27 04:30:00	ES	Futures	5031.85	5033.26	5030.72	5032.41	3248.0
2021-09-27 05:00:00	ES	Futures	5032.13	5036.36	5031.28	5031.28	6054.0
2021-09-27 05:30:00	ES	Futures	5031.28	5032.69	5021.69	5021.97	14656.0
2021-09-27 06:00:00	ES	Futures	5021.97	5024.51	5018.87	5021.12	9688.0
2021-09-27 06:30:00	ES	Futures	5021.41	5022.25	5013.22	5013.79	10895.0
2021-09-27 07:00:00	ES	Futures	5013.79	5016.61	5009.55	5012.66	15905.0
2021-09-27 07:30:00	ES	Futures	5012.66	5015.76	5012.09	5013.22	11163.0
2021-09-27 08:00:00	ES	Futures	5013.22	5013.22	5000.24	5002.21	28560.0
2021-09-27 08:30:00	ES	Futures	5001.93	5010.68	4997.42	5006.73	31090.0
2021-09-27 09:00:00	ES	Futures	5006.73	5007.86	5001.65	5005.04	23866.0
2021-09-27 09:30:00	ES	Futures	5004.75	5010.68	4995.16	5006.45	174737.0
2021-09-27 10:00:00	ES	Futures	5006.45	5016.89	5001.09	5016.61	107622.0
2021-09-27 10:30:00	ES	Futures	5016.89	5019.43	5009.27	5009.55	74013.0
2021-09-27 11:00:00	ES	Futures	5009.83	5017.17	5006.17	5008.14	82117.0
2021-09-27 11:30:00	ES	Futures	5008.42	5010.4	4999.67	5004.75	80792.0
2021-09-27 12:00:00	ES	Futures	5004.47	5011.25	5000.8	5008.42	53976.0
2021-09-27 12:30:00	ES	Futures	5008.14	5008.42	4997.13	4999.96	49380.0
2021-09-27 13:00:00	ES	Futures	4999.67	5009.55	4997.7	5008.71	48147.0
2021-09-27 13:30:00	ES	Futures	5008.71	5012.37	5004.75	5011.81	33292.0
2021-09-27 14:00:00	ES	Futures	5012.09	5015.76	5010.4	5015.2	34299.0
2021-09-27 14:30:00	ES	Futures	5015.2	5015.76	5008.99	5010.4	35760.0
2021-09-27 15:00:00	ES	Futures	5010.12	5015.76	5008.14	5010.68	44631.0
2021-09-27 15:30:00	ES	Futures	5010.68	5013.22	5000.24	5004.47	131606.0
2021-09-27 16:00:00	ES	Futures	5004.19	5005.04	4999.11	5001.09	43505.0
2021-09-27 16:30:00	ES	Futures	5001.37	5001.93	4999.67	4999.96	4461.0
2021-09-27 18:00:00	ES	Futures	5000.52	5003.06	5000.24	5001.65	2584.0
2021-09-27 18:30:00	ES	Futures	5001.65	5003.63	4995.72	4995.72	3542.0
2021-09-27 19:00:00	ES	Futures	4995.72	5000.52	4995.72	4998.83	2596.0
2021-09-27 19:30:00	ES	Futures	4998.55	5004.47	4998.55	5000.52	3604.0
2021-09-27 20:00:00	ES	Futures	5000.8	5002.78	4995.16	4997.13	6167.0
2021-09-27 20:30:00	ES	Futures	4997.13	4997.7	4990.93	4994.88	6150.0
2021-09-27 21:00:00	ES	Futures	4994.6	4995.16	4991.21	4994.03	3819.0
2021-09-27 21:30:00	ES	Futures	4994.03	5001.65	4993.18	5001.37	5891.0
2021-09-27 22:00:00	ES	Futures	5001.37	5006.73	5001.09	5005.32	4910.0
2021-09-27 22:30:00	ES	Futures	5005.32	5007.86	5003.06	5006.73	3568.0
2021-09-27 23:00:00	ES	Futures	5006.73	5009.27	5005.32	5006.17	3088.0
2021-09-27 23:30:00	ES	Futures	5006.45	5006.73	5000.8	5001.09	3526.0
2021-09-27 00:00:00	NQ	Futures	17816.51	17822.31	17816.22	17819.99	677.0
2021-09-27 00:30:00	NQ	Futures	17819.41	17821.73	17808.39	17816.22	889.0
2021-09-27 01:00:00	NQ	Futures	17816.8	17822.02	17809.55	17819.7	1307.0
2021-09-27 01:30:00	NQ	Futures	17819.7	17846.94	17815.06	17845.49	2281.0

> showing 50 of 3,749 rows — these rows as CSV

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