PREVIEW / futures_30min / 2021-09-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-29.parquet
  size:    108 KB
  rows:    3,755

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
2021-09-29 00:00:00	ES	Futures	4927.71	4930.82	4924.32	4928.84	4175.0
2021-09-29 00:30:00	ES	Futures	4928.84	4934.77	4928.28	4933.92	6708.0
2021-09-29 01:00:00	ES	Futures	4933.64	4934.2	4922.63	4926.86	11883.0
2021-09-29 01:30:00	ES	Futures	4926.86	4932.23	4924.61	4930.25	10244.0
2021-09-29 02:00:00	ES	Futures	4930.25	4935.61	4923.2	4928.28	13666.0
2021-09-29 02:30:00	ES	Futures	4927.99	4932.79	4924.04	4929.12	7459.0
2021-09-29 03:00:00	ES	Futures	4928.84	4942.1	4923.48	4940.13	21974.0
2021-09-29 03:30:00	ES	Futures	4939.85	4942.95	4938.72	4939.0	14528.0
2021-09-29 04:00:00	ES	Futures	4938.72	4940.69	4929.69	4933.64	17706.0
2021-09-29 04:30:00	ES	Futures	4933.92	4938.15	4932.51	4937.87	11428.0
2021-09-29 05:00:00	ES	Futures	4938.15	4941.82	4932.51	4935.61	10986.0
2021-09-29 05:30:00	ES	Futures	4935.61	4939.56	4932.79	4939.28	7184.0
2021-09-29 06:00:00	ES	Futures	4939.28	4942.1	4938.15	4939.85	8581.0
2021-09-29 06:30:00	ES	Futures	4939.85	4940.97	4933.64	4933.64	8090.0
2021-09-29 07:00:00	ES	Futures	4933.35	4936.46	4926.3	4930.25	9917.0
2021-09-29 07:30:00	ES	Futures	4930.25	4933.35	4922.07	4930.25	18782.0
2021-09-29 08:00:00	ES	Futures	4929.97	4933.35	4925.17	4925.45	20812.0
2021-09-29 08:30:00	ES	Futures	4925.45	4927.43	4916.99	4922.63	32983.0
2021-09-29 09:00:00	ES	Futures	4922.63	4924.04	4913.6	4919.24	29095.0
2021-09-29 09:30:00	ES	Futures	4919.53	4933.92	4905.98	4930.82	205317.0
2021-09-29 10:00:00	ES	Futures	4930.53	4939.28	4926.02	4931.1	128272.0
2021-09-29 10:30:00	ES	Futures	4931.1	4940.41	4922.63	4936.46	116391.0
2021-09-29 11:00:00	ES	Futures	4936.46	4937.59	4924.61	4925.74	83046.0
2021-09-29 11:30:00	ES	Futures	4925.74	4928.28	4916.7	4924.61	99874.0
2021-09-29 12:00:00	ES	Futures	4924.61	4927.43	4908.24	4911.62	74874.0
2021-09-29 12:30:00	ES	Futures	4911.34	4921.22	4909.65	4916.99	70646.0
2021-09-29 13:00:00	ES	Futures	4916.7	4921.22	4910.78	4912.75	70184.0
2021-09-29 13:30:00	ES	Futures	4912.75	4916.99	4904.0	4916.14	89677.0
2021-09-29 14:00:00	ES	Futures	4916.14	4935.33	4915.01	4930.82	108363.0
2021-09-29 14:30:00	ES	Futures	4930.82	4939.28	4930.82	4935.61	59533.0
2021-09-29 15:00:00	ES	Futures	4935.61	4938.43	4927.71	4929.69	63633.0
2021-09-29 15:30:00	ES	Futures	4929.97	4931.38	4905.13	4911.06	185909.0
2021-09-29 16:00:00	ES	Futures	4911.06	4920.09	4909.65	4915.01	52753.0
2021-09-29 16:30:00	ES	Futures	4914.73	4920.09	4914.73	4917.83	6630.0
2021-09-29 18:00:00	ES	Futures	4921.78	4922.63	4916.42	4916.42	4526.0
2021-09-29 18:30:00	ES	Futures	4916.42	4920.94	4916.42	4919.81	2600.0
2021-09-29 19:00:00	ES	Futures	4919.81	4928.84	4919.81	4927.99	4260.0
2021-09-29 19:30:00	ES	Futures	4927.99	4928.84	4923.2	4924.61	4001.0
2021-09-29 20:00:00	ES	Futures	4924.32	4927.99	4922.63	4926.58	5382.0
2021-09-29 20:30:00	ES	Futures	4926.58	4930.82	4924.04	4928.56	4704.0
2021-09-29 21:00:00	ES	Futures	4928.56	4929.4	4923.48	4926.58	5582.0
2021-09-29 21:30:00	ES	Futures	4926.58	4934.2	4923.76	4932.51	7590.0
2021-09-29 22:00:00	ES	Futures	4932.79	4936.46	4931.66	4935.61	4463.0
2021-09-29 22:30:00	ES	Futures	4935.61	4935.61	4932.23	4932.79	2927.0
2021-09-29 23:00:00	ES	Futures	4933.07	4935.33	4932.51	4933.64	2919.0
2021-09-29 23:30:00	ES	Futures	4933.35	4937.31	4932.23	4935.89	3800.0
2021-09-29 00:00:00	NQ	Futures	17201.52	17209.05	17188.19	17204.13	2461.0
2021-09-29 00:30:00	NQ	Futures	17204.71	17233.11	17202.1	17222.96	2759.0
2021-09-29 01:00:00	NQ	Futures	17222.67	17228.18	17180.65	17196.88	5864.0
2021-09-29 01:30:00	NQ	Futures	17196.59	17222.38	17194.56	17212.82	3978.0

> showing 50 of 3,755 rows — these rows as CSV

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