PREVIEW / futures_30min / 2021-10-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-08.parquet
  size:    88 KB
  rows:    3,051

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
2021-10-08 00:00:00	ES	Futures	4958.47	4959.6	4956.5	4958.47	2632.0
2021-10-08 00:30:00	ES	Futures	4958.19	4960.73	4956.21	4957.06	2554.0
2021-10-08 01:00:00	ES	Futures	4957.06	4959.6	4952.55	4953.39	4351.0
2021-10-08 01:30:00	ES	Futures	4953.39	4959.04	4952.83	4953.67	4162.0
2021-10-08 02:00:00	ES	Futures	4953.67	4958.47	4952.55	4957.91	6048.0
2021-10-08 02:30:00	ES	Futures	4957.91	4960.17	4956.5	4959.6	3223.0
2021-10-08 03:00:00	ES	Futures	4959.6	4968.91	4955.93	4956.78	14916.0
2021-10-08 03:30:00	ES	Futures	4957.06	4960.45	4952.55	4957.34	12472.0
2021-10-08 04:00:00	ES	Futures	4957.34	4959.6	4953.39	4956.21	7562.0
2021-10-08 04:30:00	ES	Futures	4956.21	4956.78	4946.9	4948.59	17940.0
2021-10-08 05:00:00	ES	Futures	4948.59	4951.42	4946.9	4949.16	9895.0
2021-10-08 05:30:00	ES	Futures	4949.44	4956.5	4948.31	4956.21	8603.0
2021-10-08 06:00:00	ES	Futures	4956.21	4960.17	4954.8	4959.88	7602.0
2021-10-08 06:30:00	ES	Futures	4959.88	4961.58	4955.93	4956.21	5842.0
2021-10-08 07:00:00	ES	Futures	4956.5	4962.99	4956.5	4962.71	8288.0
2021-10-08 07:30:00	ES	Futures	4962.71	4962.99	4959.32	4960.45	6420.0
2021-10-08 08:00:00	ES	Futures	4960.17	4969.2	4959.04	4964.68	16444.0
2021-10-08 08:30:00	ES	Futures	4964.68	4975.69	4947.18	4967.5	109056.0
2021-10-08 09:00:00	ES	Futures	4967.5	4973.15	4963.83	4966.09	39509.0
2021-10-08 09:30:00	ES	Futures	4966.09	4970.61	4948.59	4953.39	185679.0
2021-10-08 10:00:00	ES	Futures	4953.39	4968.35	4952.83	4960.17	99094.0
2021-10-08 10:30:00	ES	Futures	4960.45	4964.68	4950.01	4957.91	87367.0
2021-10-08 11:00:00	ES	Futures	4957.63	4965.53	4952.55	4960.73	71991.0
2021-10-08 11:30:00	ES	Futures	4960.73	4961.58	4951.42	4953.11	47969.0
2021-10-08 12:00:00	ES	Futures	4953.39	4956.78	4947.18	4947.75	51439.0
2021-10-08 12:30:00	ES	Futures	4947.75	4957.06	4946.9	4951.42	60919.0
2021-10-08 13:00:00	ES	Futures	4951.42	4954.24	4940.13	4943.23	60568.0
2021-10-08 13:30:00	ES	Futures	4942.95	4950.57	4940.97	4949.72	38044.0
2021-10-08 14:00:00	ES	Futures	4949.72	4963.27	4948.88	4962.71	49721.0
2021-10-08 14:30:00	ES	Futures	4962.71	4964.4	4956.5	4957.63	36266.0
2021-10-08 15:00:00	ES	Futures	4957.91	4962.42	4956.21	4959.32	41276.0
2021-10-08 15:30:00	ES	Futures	4959.04	4959.6	4943.51	4947.75	142756.0
2021-10-08 16:00:00	ES	Futures	4948.03	4948.31	4940.69	4942.1	44782.0
2021-10-08 16:30:00	ES	Futures	4942.39	4946.9	4942.1	4944.93	4568.0
2021-10-08 00:00:00	NQ	Futures	17258.32	17262.38	17251.08	17254.26	1255.0
2021-10-08 00:30:00	NQ	Futures	17255.13	17263.25	17243.25	17247.02	1330.0
2021-10-08 01:00:00	NQ	Futures	17247.6	17257.74	17219.49	17222.67	3610.0
2021-10-08 01:30:00	NQ	Futures	17222.09	17240.35	17215.43	17218.04	2777.0
2021-10-08 02:00:00	NQ	Futures	17217.75	17252.53	17217.75	17251.37	2672.0
2021-10-08 02:30:00	NQ	Futures	17250.5	17257.74	17238.9	17252.24	2398.0
2021-10-08 03:00:00	NQ	Futures	17253.1	17289.04	17225.57	17230.21	8552.0
2021-10-08 03:30:00	NQ	Futures	17229.05	17240.93	17198.33	17231.37	6200.0
2021-10-08 04:00:00	NQ	Futures	17231.37	17238.9	17217.46	17228.18	3305.0
2021-10-08 04:30:00	NQ	Futures	17229.05	17231.95	17201.81	17208.76	3645.0
2021-10-08 05:00:00	NQ	Futures	17209.63	17221.8	17202.97	17216.59	2793.0
2021-10-08 05:30:00	NQ	Futures	17216.88	17252.24	17210.79	17248.18	2914.0
2021-10-08 06:00:00	NQ	Futures	17247.89	17253.1	17231.37	17250.79	2866.0
2021-10-08 06:30:00	NQ	Futures	17250.79	17258.61	17243.25	17244.99	2673.0
2021-10-08 07:00:00	NQ	Futures	17245.86	17278.32	17245.86	17277.16	3526.0
2021-10-08 07:30:00	NQ	Futures	17277.45	17279.48	17264.7	17274.26	3358.0

> showing 50 of 3,051 rows — these rows as CSV

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