PREVIEW / futures_30min / 2021-10-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-07.parquet
  size:    107 KB
  rows:    3,767

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
2021-10-07 00:00:00	ES	Futures	4940.13	4941.54	4939.56	4939.85	2203.0
2021-10-07 00:30:00	ES	Futures	4939.56	4941.26	4934.2	4936.18	4249.0
2021-10-07 01:00:00	ES	Futures	4936.18	4940.13	4932.51	4939.0	5085.0
2021-10-07 01:30:00	ES	Futures	4939.0	4939.28	4932.51	4936.46	4168.0
2021-10-07 02:00:00	ES	Futures	4936.18	4949.44	4935.33	4947.47	10552.0
2021-10-07 02:30:00	ES	Futures	4947.47	4950.01	4938.72	4943.51	9543.0
2021-10-07 03:00:00	ES	Futures	4943.51	4946.05	4935.61	4941.26	15193.0
2021-10-07 03:30:00	ES	Futures	4940.97	4945.49	4938.43	4944.93	9621.0
2021-10-07 04:00:00	ES	Futures	4944.64	4945.21	4937.02	4940.69	10632.0
2021-10-07 04:30:00	ES	Futures	4940.69	4948.88	4940.13	4944.93	9752.0
2021-10-07 05:00:00	ES	Futures	4944.93	4945.49	4941.26	4941.82	5008.0
2021-10-07 05:30:00	ES	Futures	4942.1	4946.62	4941.26	4946.62	7140.0
2021-10-07 06:00:00	ES	Futures	4946.62	4950.85	4945.49	4945.77	10807.0
2021-10-07 06:30:00	ES	Futures	4945.49	4956.21	4945.49	4955.37	9467.0
2021-10-07 07:00:00	ES	Futures	4955.37	4963.55	4954.8	4962.42	18511.0
2021-10-07 07:30:00	ES	Futures	4962.42	4964.4	4959.32	4960.73	13819.0
2021-10-07 08:00:00	ES	Futures	4960.73	4962.42	4958.47	4959.88	14110.0
2021-10-07 08:30:00	ES	Futures	4960.17	4965.24	4957.34	4960.73	20586.0
2021-10-07 09:00:00	ES	Futures	4960.45	4961.58	4950.57	4953.96	30962.0
2021-10-07 09:30:00	ES	Futures	4953.67	4979.92	4951.98	4979.64	200495.0
2021-10-07 10:00:00	ES	Futures	4979.64	4991.21	4977.94	4988.1	136770.0
2021-10-07 10:30:00	ES	Futures	4988.1	4990.36	4981.61	4987.54	80868.0
2021-10-07 11:00:00	ES	Futures	4987.82	4988.39	4977.66	4981.9	63645.0
2021-10-07 11:30:00	ES	Futures	4982.18	4988.39	4980.77	4988.1	45161.0
2021-10-07 12:00:00	ES	Futures	4988.1	4990.08	4980.77	4983.59	39243.0
2021-10-07 12:30:00	ES	Futures	4983.59	4986.98	4980.2	4985.28	43605.0
2021-10-07 13:00:00	ES	Futures	4985.56	4986.13	4980.77	4985.85	32510.0
2021-10-07 13:30:00	ES	Futures	4985.85	4986.13	4977.66	4978.79	37271.0
2021-10-07 14:00:00	ES	Futures	4978.51	4979.36	4970.32	4971.45	57215.0
2021-10-07 14:30:00	ES	Futures	4971.74	4973.15	4961.01	4962.42	61522.0
2021-10-07 15:00:00	ES	Futures	4962.42	4972.58	4959.32	4967.78	70841.0
2021-10-07 15:30:00	ES	Futures	4967.5	4968.91	4951.7	4956.78	162159.0
2021-10-07 16:00:00	ES	Futures	4957.06	4960.17	4955.65	4958.47	53739.0
2021-10-07 16:30:00	ES	Futures	4958.47	4961.58	4954.24	4955.93	7387.0
2021-10-07 18:00:00	ES	Futures	4956.21	4961.29	4955.65	4959.04	3532.0
2021-10-07 18:30:00	ES	Futures	4958.75	4962.99	4957.34	4962.42	2791.0
2021-10-07 19:00:00	ES	Futures	4962.71	4964.96	4960.45	4962.71	2862.0
2021-10-07 19:30:00	ES	Futures	4962.71	4968.35	4960.73	4967.22	4904.0
2021-10-07 20:00:00	ES	Futures	4967.22	4967.22	4952.55	4958.19	12369.0
2021-10-07 20:30:00	ES	Futures	4957.91	4965.81	4954.52	4965.24	7511.0
2021-10-07 21:00:00	ES	Futures	4965.24	4967.78	4962.71	4964.4	5818.0
2021-10-07 21:30:00	ES	Futures	4964.68	4970.61	4963.55	4965.53	6583.0
2021-10-07 22:00:00	ES	Futures	4965.24	4968.07	4962.99	4966.94	3274.0
2021-10-07 22:30:00	ES	Futures	4966.94	4968.07	4964.4	4965.81	2799.0
2021-10-07 23:00:00	ES	Futures	4966.09	4966.66	4957.63	4958.75	4385.0
2021-10-07 23:30:00	ES	Futures	4958.75	4961.01	4956.78	4958.47	3022.0
2021-10-07 00:00:00	NQ	Futures	17231.37	17236.88	17228.76	17230.21	920.0
2021-10-07 00:30:00	NQ	Futures	17229.92	17234.56	17200.36	17208.47	2348.0
2021-10-07 01:00:00	NQ	Futures	17208.18	17226.73	17194.56	17225.86	2566.0
2021-10-07 01:30:00	NQ	Futures	17226.15	17228.47	17198.91	17217.46	1941.0

> showing 50 of 3,767 rows — these rows as CSV

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