PREVIEW / futures_30min / 2021-09-30

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-30.parquet
  size:    112 KB
  rows:    3,770

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
2021-09-30 00:00:00	ES	Futures	4936.18	4937.31	4934.77	4937.02	2006.0
2021-09-30 00:30:00	ES	Futures	4937.02	4939.0	4935.33	4938.15	2716.0
2021-09-30 01:00:00	ES	Futures	4938.15	4950.29	4937.87	4943.23	12883.0
2021-09-30 01:30:00	ES	Futures	4943.51	4946.62	4939.85	4940.97	5271.0
2021-09-30 02:00:00	ES	Futures	4941.26	4954.52	4940.97	4947.47	11363.0
2021-09-30 02:30:00	ES	Futures	4947.75	4953.39	4946.9	4948.88	6655.0
2021-09-30 03:00:00	ES	Futures	4948.59	4952.83	4937.31	4950.85	22693.0
2021-09-30 03:30:00	ES	Futures	4950.85	4953.39	4946.05	4947.18	12603.0
2021-09-30 04:00:00	ES	Futures	4946.9	4951.42	4940.97	4943.51	18532.0
2021-09-30 04:30:00	ES	Futures	4943.51	4945.49	4940.41	4944.93	6405.0
2021-09-30 05:00:00	ES	Futures	4945.21	4946.9	4939.0	4941.82	6400.0
2021-09-30 05:30:00	ES	Futures	4941.82	4943.8	4932.51	4933.64	13552.0
2021-09-30 06:00:00	ES	Futures	4933.35	4937.59	4925.45	4926.3	13501.0
2021-09-30 06:30:00	ES	Futures	4926.3	4934.2	4925.45	4929.12	11947.0
2021-09-30 07:00:00	ES	Futures	4928.84	4934.2	4925.74	4930.82	8648.0
2021-09-30 07:30:00	ES	Futures	4930.53	4931.38	4922.91	4927.43	12526.0
2021-09-30 08:00:00	ES	Futures	4927.71	4929.97	4924.89	4927.71	11129.0
2021-09-30 08:30:00	ES	Futures	4927.43	4931.94	4925.45	4926.3	18313.0
2021-09-30 09:00:00	ES	Futures	4926.02	4928.56	4919.24	4928.56	33349.0
2021-09-30 09:30:00	ES	Futures	4928.56	4937.02	4919.24	4926.3	162720.0
2021-09-30 10:00:00	ES	Futures	4926.02	4929.4	4912.75	4917.83	150989.0
2021-09-30 10:30:00	ES	Futures	4917.83	4919.81	4897.8	4901.75	128384.0
2021-09-30 11:00:00	ES	Futures	4901.75	4918.12	4898.08	4913.04	84871.0
2021-09-30 11:30:00	ES	Futures	4913.04	4913.32	4876.63	4884.81	154570.0
2021-09-30 12:00:00	ES	Futures	4885.1	4887.35	4860.54	4863.93	154746.0
2021-09-30 12:30:00	ES	Futures	4863.65	4876.07	4859.13	4868.73	113009.0
2021-09-30 13:00:00	ES	Futures	4868.73	4885.1	4866.19	4869.57	96187.0
2021-09-30 13:30:00	ES	Futures	4869.86	4880.86	4863.93	4880.58	88298.0
2021-09-30 14:00:00	ES	Futures	4880.3	4896.1	4879.45	4889.89	106053.0
2021-09-30 14:30:00	ES	Futures	4889.61	4903.44	4886.23	4886.51	107609.0
2021-09-30 15:00:00	ES	Futures	4886.79	4900.62	4881.15	4885.66	101477.0
2021-09-30 15:30:00	ES	Futures	4885.38	4896.1	4847.56	4850.38	369661.0
2021-09-30 16:00:00	ES	Futures	4850.67	4860.54	4848.41	4852.92	126556.0
2021-09-30 16:30:00	ES	Futures	4853.21	4854.34	4848.97	4852.36	13573.0
2021-09-30 18:00:00	ES	Futures	4855.18	4860.83	4851.8	4853.21	9243.0
2021-09-30 18:30:00	ES	Futures	4852.92	4858.29	4852.92	4857.72	3624.0
2021-09-30 19:00:00	ES	Futures	4858.0	4863.65	4856.59	4863.08	5073.0
2021-09-30 19:30:00	ES	Futures	4863.08	4863.93	4857.16	4860.26	4442.0
2021-09-30 20:00:00	ES	Futures	4859.98	4866.47	4857.72	4863.93	7778.0
2021-09-30 20:30:00	ES	Futures	4863.93	4865.91	4850.95	4852.08	7364.0
2021-09-30 21:00:00	ES	Futures	4852.08	4854.05	4820.47	4829.78	33079.0
2021-09-30 21:30:00	ES	Futures	4829.78	4830.35	4818.78	4823.57	17960.0
2021-09-30 22:00:00	ES	Futures	4823.86	4827.24	4822.16	4826.4	7125.0
2021-09-30 22:30:00	ES	Futures	4826.4	4828.09	4820.19	4823.01	8859.0
2021-09-30 23:00:00	ES	Futures	4823.29	4829.78	4823.29	4826.96	6256.0
2021-09-30 23:30:00	ES	Futures	4826.96	4830.91	4821.6	4822.73	6594.0
2021-09-30 00:00:00	NQ	Futures	17199.2	17202.39	17194.27	17200.36	1157.0
2021-09-30 00:30:00	NQ	Futures	17200.36	17212.82	17190.79	17211.66	1732.0
2021-09-30 01:00:00	NQ	Futures	17211.37	17248.47	17209.63	17221.8	4722.0
2021-09-30 01:30:00	NQ	Futures	17222.38	17237.17	17210.79	17214.85	2305.0

> showing 50 of 3,770 rows — these rows as CSV

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