PREVIEW / futures_30min / 2021-10-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-01.parquet
  size:    94 KB
  rows:    3,108

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
2021-10-01 00:00:00	ES	Futures	4823.01	4825.55	4820.19	4820.75	3686.0
2021-10-01 00:30:00	ES	Futures	4820.75	4826.96	4820.19	4825.55	4780.0
2021-10-01 01:00:00	ES	Futures	4825.83	4828.94	4821.03	4825.55	5612.0
2021-10-01 01:30:00	ES	Futures	4825.83	4832.32	4825.55	4831.76	6253.0
2021-10-01 02:00:00	ES	Futures	4831.48	4836.84	4811.16	4817.08	18789.0
2021-10-01 02:30:00	ES	Futures	4817.08	4818.21	4808.9	4817.37	15951.0
2021-10-01 03:00:00	ES	Futures	4817.37	4832.89	4809.18	4831.19	38255.0
2021-10-01 03:30:00	ES	Futures	4831.19	4834.58	4818.78	4826.4	20963.0
2021-10-01 04:00:00	ES	Futures	4826.4	4830.63	4815.39	4821.88	22374.0
2021-10-01 04:30:00	ES	Futures	4821.88	4827.24	4817.93	4822.45	13913.0
2021-10-01 05:00:00	ES	Futures	4822.16	4829.22	4822.16	4828.09	12037.0
2021-10-01 05:30:00	ES	Futures	4827.81	4830.07	4822.16	4826.4	13864.0
2021-10-01 06:00:00	ES	Futures	4826.4	4834.02	4824.99	4829.78	18430.0
2021-10-01 06:30:00	ES	Futures	4829.78	4836.27	4828.09	4834.86	13460.0
2021-10-01 07:00:00	ES	Futures	4834.86	4860.26	4834.58	4858.0	34642.0
2021-10-01 07:30:00	ES	Futures	4858.29	4874.37	4857.44	4866.19	41592.0
2021-10-01 08:00:00	ES	Futures	4865.91	4876.63	4864.5	4875.78	27758.0
2021-10-01 08:30:00	ES	Futures	4876.07	4876.91	4859.13	4864.5	34244.0
2021-10-01 09:00:00	ES	Futures	4864.5	4872.96	4864.21	4870.99	31756.0
2021-10-01 09:30:00	ES	Futures	4870.99	4878.04	4846.15	4852.64	230488.0
2021-10-01 10:00:00	ES	Futures	4852.92	4863.08	4828.37	4833.17	220547.0
2021-10-01 10:30:00	ES	Futures	4833.45	4851.23	4828.09	4850.38	155026.0
2021-10-01 11:00:00	ES	Futures	4850.1	4870.99	4839.94	4864.5	134869.0
2021-10-01 11:30:00	ES	Futures	4864.21	4883.4	4863.65	4876.07	123847.0
2021-10-01 12:00:00	ES	Futures	4876.07	4880.02	4867.88	4876.91	64984.0
2021-10-01 12:30:00	ES	Futures	4877.19	4881.43	4872.68	4875.5	55579.0
2021-10-01 13:00:00	ES	Futures	4875.78	4887.35	4870.7	4884.53	66001.0
2021-10-01 13:30:00	ES	Futures	4884.53	4903.72	4884.53	4897.23	91155.0
2021-10-01 14:00:00	ES	Futures	4897.23	4908.8	4897.23	4905.42	71412.0
2021-10-01 14:30:00	ES	Futures	4905.42	4915.86	4904.57	4913.6	63056.0
2021-10-01 15:00:00	ES	Futures	4913.6	4928.28	4913.6	4914.73	84431.0
2021-10-01 15:30:00	ES	Futures	4914.73	4920.66	4899.49	4907.11	259503.0
2021-10-01 16:00:00	ES	Futures	4906.83	4913.6	4905.7	4910.21	70838.0
2021-10-01 16:30:00	ES	Futures	4910.21	4912.47	4907.39	4911.34	7113.0
2021-10-01 00:00:00	NQ	Futures	16927.64	16936.62	16907.93	16909.67	2002.0
2021-10-01 00:30:00	NQ	Futures	16910.83	16935.18	16909.09	16928.8	2106.0
2021-10-01 01:00:00	NQ	Futures	16929.38	16941.26	16909.38	16930.54	2782.0
2021-10-01 01:30:00	NQ	Futures	16931.12	16950.83	16927.06	16948.22	2774.0
2021-10-01 02:00:00	NQ	Futures	16947.93	16969.66	16873.73	16900.11	9556.0
2021-10-01 02:30:00	NQ	Futures	16899.24	16906.77	16869.97	16904.45	5564.0
2021-10-01 03:00:00	NQ	Futures	16904.17	16965.61	16874.6	16958.36	11991.0
2021-10-01 03:30:00	NQ	Futures	16959.52	16977.2	16915.76	16951.12	7524.0
2021-10-01 04:00:00	NQ	Futures	16951.7	16965.61	16918.08	16937.2	9695.0
2021-10-01 04:30:00	NQ	Futures	16937.78	16949.67	16901.56	16919.24	7055.0
2021-10-01 05:00:00	NQ	Futures	16919.24	16945.9	16919.24	16940.97	3680.0
2021-10-01 05:30:00	NQ	Futures	16940.97	16955.46	16929.09	16945.9	2749.0
2021-10-01 06:00:00	NQ	Futures	16944.45	16968.79	16941.55	16955.17	3261.0
2021-10-01 06:30:00	NQ	Futures	16954.88	16976.62	16939.81	16971.98	3160.0
2021-10-01 07:00:00	NQ	Futures	16972.56	17066.75	16972.27	17058.93	11379.0
2021-10-01 07:30:00	NQ	Futures	17059.8	17082.98	17048.49	17059.8	9926.0

> showing 50 of 3,108 rows — these rows as CSV

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