PREVIEW / futures_30min / 2021-10-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-06.parquet
  size:    112 KB
  rows:    3,821

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
2021-10-06 00:00:00	ES	Futures	4873.53	4874.94	4868.73	4868.73	4719.0
2021-10-06 00:30:00	ES	Futures	4868.73	4870.7	4862.24	4870.14	5285.0
2021-10-06 01:00:00	ES	Futures	4870.14	4877.76	4866.47	4874.09	6856.0
2021-10-06 01:30:00	ES	Futures	4874.09	4874.37	4867.88	4870.42	5027.0
2021-10-06 02:00:00	ES	Futures	4870.14	4872.96	4862.8	4867.6	8020.0
2021-10-06 02:30:00	ES	Futures	4867.32	4875.78	4865.62	4873.53	7067.0
2021-10-06 03:00:00	ES	Futures	4873.53	4873.53	4850.95	4856.88	38966.0
2021-10-06 03:30:00	ES	Futures	4856.88	4856.88	4842.48	4845.59	27984.0
2021-10-06 04:00:00	ES	Futures	4845.87	4848.97	4838.25	4848.69	26886.0
2021-10-06 04:30:00	ES	Futures	4848.41	4850.95	4837.97	4839.66	18405.0
2021-10-06 05:00:00	ES	Futures	4839.38	4839.94	4827.81	4828.37	23741.0
2021-10-06 05:30:00	ES	Futures	4828.37	4834.86	4824.42	4832.32	23190.0
2021-10-06 06:00:00	ES	Futures	4832.32	4837.4	4827.81	4835.99	12907.0
2021-10-06 06:30:00	ES	Futures	4835.99	4835.99	4828.37	4833.45	10135.0
2021-10-06 07:00:00	ES	Futures	4833.45	4839.66	4832.04	4838.53	25064.0
2021-10-06 07:30:00	ES	Futures	4838.53	4844.18	4832.61	4842.2	20485.0
2021-10-06 08:00:00	ES	Futures	4841.92	4853.49	4839.1	4852.08	36336.0
2021-10-06 08:30:00	ES	Futures	4852.08	4855.18	4845.02	4846.43	35088.0
2021-10-06 09:00:00	ES	Futures	4846.43	4857.16	4845.59	4850.67	40187.0
2021-10-06 09:30:00	ES	Futures	4850.67	4873.81	4843.33	4846.15	217142.0
2021-10-06 10:00:00	ES	Futures	4846.15	4871.83	4830.91	4865.34	234057.0
2021-10-06 10:30:00	ES	Futures	4865.34	4876.07	4855.46	4869.57	145844.0
2021-10-06 11:00:00	ES	Futures	4869.57	4874.94	4852.36	4853.77	104145.0
2021-10-06 11:30:00	ES	Futures	4854.05	4872.4	4848.13	4870.7	104389.0
2021-10-06 12:00:00	ES	Futures	4870.7	4872.4	4848.69	4853.77	89766.0
2021-10-06 12:30:00	ES	Futures	4854.05	4865.34	4851.51	4859.13	67345.0
2021-10-06 13:00:00	ES	Futures	4858.85	4873.24	4849.82	4873.24	90540.0
2021-10-06 13:30:00	ES	Futures	4873.24	4891.02	4872.11	4887.92	115252.0
2021-10-06 14:00:00	ES	Futures	4888.2	4906.54	4881.71	4904.0	133670.0
2021-10-06 14:30:00	ES	Futures	4903.72	4910.21	4895.26	4896.1	88573.0
2021-10-06 15:00:00	ES	Futures	4896.1	4904.0	4894.41	4903.44	76503.0
2021-10-06 15:30:00	ES	Futures	4903.44	4916.99	4893.28	4914.45	153035.0
2021-10-06 16:00:00	ES	Futures	4914.45	4918.12	4910.5	4916.7	50808.0
2021-10-06 16:30:00	ES	Futures	4916.7	4918.96	4915.58	4916.42	6555.0
2021-10-06 18:00:00	ES	Futures	4916.42	4925.17	4916.14	4922.91	5665.0
2021-10-06 18:30:00	ES	Futures	4923.2	4930.25	4922.63	4928.28	5087.0
2021-10-06 19:00:00	ES	Futures	4928.28	4934.77	4927.71	4928.84	7507.0
2021-10-06 19:30:00	ES	Futures	4928.56	4929.4	4924.32	4927.99	6278.0
2021-10-06 20:00:00	ES	Futures	4927.99	4931.66	4924.89	4928.84	8826.0
2021-10-06 20:30:00	ES	Futures	4928.56	4936.18	4928.56	4931.38	7510.0
2021-10-06 21:00:00	ES	Futures	4931.66	4932.79	4928.56	4932.23	6057.0
2021-10-06 21:30:00	ES	Futures	4932.23	4942.95	4930.82	4939.28	9486.0
2021-10-06 22:00:00	ES	Futures	4939.56	4947.47	4938.43	4944.08	6475.0
2021-10-06 22:30:00	ES	Futures	4944.08	4944.93	4940.97	4942.95	3647.0
2021-10-06 23:00:00	ES	Futures	4942.95	4943.51	4937.87	4939.56	3707.0
2021-10-06 23:30:00	ES	Futures	4939.56	4940.69	4937.59	4940.13	3108.0
2021-10-06 00:00:00	NQ	Futures	16914.31	16920.68	16885.04	16887.07	3211.0
2021-10-06 00:30:00	NQ	Futures	16886.49	16900.69	16867.36	16898.66	3503.0
2021-10-06 01:00:00	NQ	Futures	16898.37	16924.74	16886.2	16911.99	3609.0
2021-10-06 01:30:00	NQ	Futures	16912.86	16913.73	16876.63	16888.51	2905.0

> showing 50 of 3,821 rows — these rows as CSV

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