PREVIEW / futures_30min / 2021-10-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-04.parquet
  size:    107 KB
  rows:    3,762

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
2021-10-04 00:00:00	ES	Futures	4888.2	4891.59	4886.23	4888.77	4552.0
2021-10-04 00:30:00	ES	Futures	4888.77	4903.16	4887.64	4901.46	6668.0
2021-10-04 01:00:00	ES	Futures	4901.46	4910.21	4900.62	4904.0	8618.0
2021-10-04 01:30:00	ES	Futures	4904.29	4904.29	4891.02	4895.26	7296.0
2021-10-04 02:00:00	ES	Futures	4894.97	4895.82	4877.19	4889.05	14941.0
2021-10-04 02:30:00	ES	Futures	4889.05	4894.69	4882.84	4886.23	9806.0
2021-10-04 03:00:00	ES	Futures	4885.94	4889.61	4873.24	4875.5	24380.0
2021-10-04 03:30:00	ES	Futures	4875.5	4883.97	4870.99	4882.84	14897.0
2021-10-04 04:00:00	ES	Futures	4882.84	4892.72	4882.56	4882.56	13294.0
2021-10-04 04:30:00	ES	Futures	4882.27	4890.74	4875.78	4888.48	10918.0
2021-10-04 05:00:00	ES	Futures	4888.77	4894.13	4886.51	4891.59	15955.0
2021-10-04 05:30:00	ES	Futures	4891.59	4894.97	4885.94	4888.2	8844.0
2021-10-04 06:00:00	ES	Futures	4888.2	4894.41	4884.53	4888.48	7855.0
2021-10-04 06:30:00	ES	Futures	4888.48	4891.87	4881.99	4890.74	7271.0
2021-10-04 07:00:00	ES	Futures	4890.74	4891.87	4879.45	4884.25	11728.0
2021-10-04 07:30:00	ES	Futures	4884.25	4886.79	4880.3	4884.81	11668.0
2021-10-04 08:00:00	ES	Futures	4884.81	4891.31	4884.25	4889.61	14468.0
2021-10-04 08:30:00	ES	Futures	4889.89	4900.9	4886.23	4897.23	18835.0
2021-10-04 09:00:00	ES	Futures	4897.51	4897.8	4892.15	4893.28	23553.0
2021-10-04 09:30:00	ES	Futures	4893.28	4904.29	4883.69	4889.89	177517.0
2021-10-04 10:00:00	ES	Futures	4889.61	4895.54	4857.16	4858.57	176440.0
2021-10-04 10:30:00	ES	Futures	4858.57	4858.57	4825.83	4836.56	230204.0
2021-10-04 11:00:00	ES	Futures	4836.56	4845.87	4826.68	4835.15	134496.0
2021-10-04 11:30:00	ES	Futures	4835.15	4844.18	4817.37	4840.79	140689.0
2021-10-04 12:00:00	ES	Futures	4840.51	4843.05	4827.24	4830.07	77290.0
2021-10-04 12:30:00	ES	Futures	4830.35	4835.43	4821.03	4827.53	77612.0
2021-10-04 13:00:00	ES	Futures	4827.53	4839.1	4819.06	4827.53	69928.0
2021-10-04 13:30:00	ES	Futures	4827.24	4836.84	4826.68	4828.65	57489.0
2021-10-04 14:00:00	ES	Futures	4828.65	4842.48	4827.24	4833.45	90450.0
2021-10-04 14:30:00	ES	Futures	4833.45	4842.76	4828.37	4838.81	87837.0
2021-10-04 15:00:00	ES	Futures	4839.1	4850.1	4828.37	4832.61	104155.0
2021-10-04 15:30:00	ES	Futures	4832.32	4848.41	4828.94	4845.02	232263.0
2021-10-04 16:00:00	ES	Futures	4845.02	4849.82	4844.46	4846.43	60631.0
2021-10-04 16:30:00	ES	Futures	4846.72	4849.26	4841.92	4847.28	7557.0
2021-10-04 18:00:00	ES	Futures	4849.26	4851.8	4846.72	4850.95	5024.0
2021-10-04 18:30:00	ES	Futures	4850.67	4854.05	4850.38	4852.64	3252.0
2021-10-04 19:00:00	ES	Futures	4852.92	4854.05	4847.56	4848.41	3909.0
2021-10-04 19:30:00	ES	Futures	4848.13	4850.1	4843.05	4846.72	5890.0
2021-10-04 20:00:00	ES	Futures	4846.72	4849.26	4835.99	4840.22	9625.0
2021-10-04 20:30:00	ES	Futures	4839.94	4840.22	4826.4	4828.09	9895.0
2021-10-04 21:00:00	ES	Futures	4828.09	4832.04	4819.06	4823.86	10508.0
2021-10-04 21:30:00	ES	Futures	4823.57	4838.81	4819.91	4834.86	13571.0
2021-10-04 22:00:00	ES	Futures	4834.58	4841.07	4831.48	4840.22	9166.0
2021-10-04 22:30:00	ES	Futures	4839.94	4849.26	4839.38	4847.28	9554.0
2021-10-04 23:00:00	ES	Futures	4847.56	4851.51	4845.59	4847.84	4945.0
2021-10-04 23:30:00	ES	Futures	4847.84	4852.08	4840.22	4851.51	6296.0
2021-10-04 00:00:00	NQ	Futures	17042.7	17051.68	17031.68	17038.35	2896.0
2021-10-04 00:30:00	NQ	Futures	17038.93	17089.94	17033.13	17079.21	2979.0
2021-10-04 01:00:00	NQ	Futures	17078.64	17100.95	17066.17	17078.64	3485.0
2021-10-04 01:30:00	NQ	Futures	17078.64	17079.5	17032.26	17047.04	3705.0

> showing 50 of 3,762 rows — these rows as CSV

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