PREVIEW / futures_30min / 2021-10-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-05.parquet
  size:    106 KB
  rows:    3,781

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
2021-10-05 00:00:00	ES	Futures	4851.23	4851.51	4846.15	4846.43	4245.0
2021-10-05 00:30:00	ES	Futures	4846.43	4850.1	4843.33	4848.69	3289.0
2021-10-05 01:00:00	ES	Futures	4848.41	4851.23	4845.3	4850.67	4580.0
2021-10-05 01:30:00	ES	Futures	4850.67	4850.95	4843.89	4846.15	3467.0
2021-10-05 02:00:00	ES	Futures	4846.43	4848.41	4835.43	4843.61	8081.0
2021-10-05 02:30:00	ES	Futures	4843.33	4848.13	4839.1	4846.43	6043.0
2021-10-05 03:00:00	ES	Futures	4846.15	4856.03	4839.94	4852.08	23755.0
2021-10-05 03:30:00	ES	Futures	4852.08	4852.92	4839.66	4840.22	13716.0
2021-10-05 04:00:00	ES	Futures	4840.22	4855.18	4839.38	4854.62	11801.0
2021-10-05 04:30:00	ES	Futures	4854.62	4858.57	4852.08	4858.57	12105.0
2021-10-05 05:00:00	ES	Futures	4858.57	4865.06	4857.44	4863.08	13100.0
2021-10-05 05:30:00	ES	Futures	4862.8	4865.34	4859.7	4864.78	9615.0
2021-10-05 06:00:00	ES	Futures	4865.06	4865.34	4859.98	4861.11	8375.0
2021-10-05 06:30:00	ES	Futures	4861.11	4863.65	4857.16	4861.11	11165.0
2021-10-05 07:00:00	ES	Futures	4861.11	4867.88	4859.7	4866.75	16821.0
2021-10-05 07:30:00	ES	Futures	4867.04	4870.7	4864.21	4866.19	10951.0
2021-10-05 08:00:00	ES	Futures	4866.19	4867.88	4863.08	4863.93	10885.0
2021-10-05 08:30:00	ES	Futures	4863.93	4867.88	4863.08	4867.32	13489.0
2021-10-05 09:00:00	ES	Futures	4867.6	4868.45	4859.98	4862.24	35239.0
2021-10-05 09:30:00	ES	Futures	4862.52	4878.89	4852.36	4873.53	193621.0
2021-10-05 10:00:00	ES	Futures	4873.24	4902.59	4872.4	4901.75	168232.0
2021-10-05 10:30:00	ES	Futures	4902.03	4910.5	4895.26	4910.21	116172.0
2021-10-05 11:00:00	ES	Futures	4909.93	4918.12	4907.11	4912.19	84794.0
2021-10-05 11:30:00	ES	Futures	4912.19	4915.58	4902.31	4911.06	80212.0
2021-10-05 12:00:00	ES	Futures	4911.06	4918.12	4904.57	4907.11	65349.0
2021-10-05 12:30:00	ES	Futures	4907.11	4911.06	4903.16	4910.5	43736.0
2021-10-05 13:00:00	ES	Futures	4910.5	4913.04	4905.7	4910.78	54149.0
2021-10-05 13:30:00	ES	Futures	4910.78	4918.96	4909.37	4916.14	53563.0
2021-10-05 14:00:00	ES	Futures	4916.14	4920.37	4911.91	4917.55	47402.0
2021-10-05 14:30:00	ES	Futures	4917.55	4921.5	4915.01	4915.58	53813.0
2021-10-05 15:00:00	ES	Futures	4915.58	4919.81	4908.52	4909.65	57068.0
2021-10-05 15:30:00	ES	Futures	4909.37	4914.16	4891.02	4893.56	195926.0
2021-10-05 16:00:00	ES	Futures	4893.56	4896.67	4892.43	4893.85	65603.0
2021-10-05 16:30:00	ES	Futures	4893.56	4895.54	4889.05	4894.69	7272.0
2021-10-05 18:00:00	ES	Futures	4892.43	4898.64	4892.43	4896.95	3574.0
2021-10-05 18:30:00	ES	Futures	4896.95	4898.08	4895.26	4897.23	1593.0
2021-10-05 19:00:00	ES	Futures	4897.23	4897.51	4886.51	4887.64	5710.0
2021-10-05 19:30:00	ES	Futures	4887.64	4889.89	4884.53	4885.94	4207.0
2021-10-05 20:00:00	ES	Futures	4885.94	4895.26	4884.53	4894.41	8111.0
2021-10-05 20:30:00	ES	Futures	4894.41	4896.95	4892.43	4893.28	4502.0
2021-10-05 21:00:00	ES	Futures	4893.28	4894.69	4879.73	4880.58	12161.0
2021-10-05 21:30:00	ES	Futures	4880.3	4881.43	4861.39	4870.99	20260.0
2021-10-05 22:00:00	ES	Futures	4870.7	4874.09	4868.16	4872.68	9046.0
2021-10-05 22:30:00	ES	Futures	4872.4	4873.53	4862.24	4867.32	8948.0
2021-10-05 23:00:00	ES	Futures	4867.32	4872.11	4863.93	4870.7	5736.0
2021-10-05 23:30:00	ES	Futures	4870.99	4875.22	4868.16	4873.24	5091.0
2021-10-05 00:00:00	NQ	Futures	16827.36	16827.36	16791.14	16793.74	2312.0
2021-10-05 00:30:00	NQ	Futures	16794.03	16817.51	16787.37	16811.71	1786.0
2021-10-05 01:00:00	NQ	Futures	16809.39	16820.99	16795.19	16814.61	3094.0
2021-10-05 01:30:00	NQ	Futures	16814.61	16818.09	16786.79	16799.25	2447.0

> showing 50 of 3,781 rows — these rows as CSV

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