PREVIEW / futures_30min / 2021-09-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-28.parquet
  size:    111 KB
  rows:    3,814

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
2021-09-28 00:00:00	ES	Futures	5001.09	5004.19	4999.67	5003.63	2467.0
2021-09-28 00:30:00	ES	Futures	5003.63	5006.45	5001.09	5005.88	2556.0
2021-09-28 01:00:00	ES	Futures	5005.88	5008.14	5002.5	5006.45	3856.0
2021-09-28 01:30:00	ES	Futures	5006.73	5014.35	5004.47	5014.07	7129.0
2021-09-28 02:00:00	ES	Futures	5014.07	5014.35	4996.01	4996.85	9970.0
2021-09-28 02:30:00	ES	Futures	4996.85	4996.85	4985.0	4987.26	13544.0
2021-09-28 03:00:00	ES	Futures	4987.26	4990.64	4973.43	4974.56	28875.0
2021-09-28 03:30:00	ES	Futures	4974.28	4979.36	4970.32	4973.43	24003.0
2021-09-28 04:00:00	ES	Futures	4973.71	4973.71	4962.42	4968.63	27070.0
2021-09-28 04:30:00	ES	Futures	4968.91	4974.84	4968.63	4972.86	16212.0
2021-09-28 05:00:00	ES	Futures	4973.15	4976.53	4967.5	4974.56	11971.0
2021-09-28 05:30:00	ES	Futures	4974.56	4974.56	4956.78	4959.32	19333.0
2021-09-28 06:00:00	ES	Futures	4959.04	4962.99	4953.39	4961.29	20204.0
2021-09-28 06:30:00	ES	Futures	4961.29	4965.81	4959.04	4959.32	14081.0
2021-09-28 07:00:00	ES	Futures	4959.6	4966.09	4954.8	4959.6	21533.0
2021-09-28 07:30:00	ES	Futures	4959.6	4972.3	4958.47	4968.91	20417.0
2021-09-28 08:00:00	ES	Futures	4969.2	4969.76	4963.27	4964.4	16160.0
2021-09-28 08:30:00	ES	Futures	4964.68	4966.94	4957.34	4961.86	20697.0
2021-09-28 09:00:00	ES	Futures	4961.58	4977.94	4960.73	4970.04	38446.0
2021-09-28 09:30:00	ES	Futures	4970.04	4973.99	4941.82	4951.13	210602.0
2021-09-28 10:00:00	ES	Futures	4951.13	4951.13	4916.42	4926.3	217889.0
2021-09-28 10:30:00	ES	Futures	4926.3	4935.33	4915.29	4924.32	169879.0
2021-09-28 11:00:00	ES	Futures	4924.04	4929.12	4903.16	4912.75	139363.0
2021-09-28 11:30:00	ES	Futures	4913.04	4917.55	4902.88	4912.19	110974.0
2021-09-28 12:00:00	ES	Futures	4912.19	4918.68	4901.46	4912.47	87970.0
2021-09-28 12:30:00	ES	Futures	4912.47	4912.47	4895.26	4897.8	85861.0
2021-09-28 13:00:00	ES	Futures	4897.51	4916.99	4893.28	4913.32	97740.0
2021-09-28 13:30:00	ES	Futures	4913.32	4916.14	4901.75	4902.03	64104.0
2021-09-28 14:00:00	ES	Futures	4902.03	4919.53	4894.13	4918.96	95524.0
2021-09-28 14:30:00	ES	Futures	4918.68	4930.25	4907.96	4926.58	117301.0
2021-09-28 15:00:00	ES	Futures	4926.3	4935.61	4914.45	4914.45	116445.0
2021-09-28 15:30:00	ES	Futures	4914.73	4923.48	4896.39	4903.44	283689.0
2021-09-28 16:00:00	ES	Futures	4903.44	4909.93	4902.03	4905.98	68340.0
2021-09-28 16:30:00	ES	Futures	4905.98	4910.78	4903.72	4906.54	7116.0
2021-09-28 18:00:00	ES	Futures	4907.67	4912.19	4907.67	4909.08	4973.0
2021-09-28 18:30:00	ES	Futures	4909.08	4913.6	4906.26	4911.91	4283.0
2021-09-28 19:00:00	ES	Futures	4911.91	4914.73	4909.93	4910.78	3296.0
2021-09-28 19:30:00	ES	Futures	4911.06	4917.27	4905.13	4916.7	6183.0
2021-09-28 20:00:00	ES	Futures	4916.7	4926.02	4915.58	4924.89	12782.0
2021-09-28 20:30:00	ES	Futures	4924.89	4928.56	4921.78	4924.32	7258.0
2021-09-28 21:00:00	ES	Futures	4924.32	4926.02	4912.19	4913.6	11728.0
2021-09-28 21:30:00	ES	Futures	4913.6	4919.81	4907.39	4918.68	14605.0
2021-09-28 22:00:00	ES	Futures	4918.68	4928.28	4916.7	4926.3	8547.0
2021-09-28 22:30:00	ES	Futures	4926.58	4927.43	4923.76	4925.45	5685.0
2021-09-28 23:00:00	ES	Futures	4925.45	4929.97	4920.37	4929.97	6882.0
2021-09-28 23:30:00	ES	Futures	4929.69	4930.53	4926.58	4927.43	4402.0
2021-09-28 00:00:00	NQ	Futures	17561.47	17573.35	17553.65	17569.88	2067.0
2021-09-28 00:30:00	NQ	Futures	17569.88	17592.48	17558.86	17587.55	2161.0
2021-09-28 01:00:00	NQ	Futures	17587.84	17598.86	17570.45	17591.03	2405.0
2021-09-28 01:30:00	NQ	Futures	17591.32	17611.9	17581.47	17610.16	2317.0

> showing 50 of 3,814 rows — these rows as CSV

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