PREVIEW / futures_30min / 2021-10-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-11.parquet
  size:    104 KB
  rows:    3,738

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
2021-10-11 00:00:00	ES	Futures	4935.61	4938.15	4934.2	4935.89	1855.0
2021-10-11 00:30:00	ES	Futures	4935.89	4942.1	4935.61	4940.13	2886.0
2021-10-11 01:00:00	ES	Futures	4940.13	4944.93	4938.43	4940.69	4134.0
2021-10-11 01:30:00	ES	Futures	4940.97	4944.93	4940.13	4944.36	2379.0
2021-10-11 02:00:00	ES	Futures	4944.36	4947.75	4929.69	4930.25	8516.0
2021-10-11 02:30:00	ES	Futures	4929.97	4934.2	4925.74	4932.51	8293.0
2021-10-11 03:00:00	ES	Futures	4932.23	4940.97	4924.89	4934.2	14994.0
2021-10-11 03:30:00	ES	Futures	4934.2	4937.02	4924.32	4929.97	10187.0
2021-10-11 04:00:00	ES	Futures	4929.97	4935.61	4924.61	4930.25	9772.0
2021-10-11 04:30:00	ES	Futures	4930.25	4935.89	4926.02	4932.51	7967.0
2021-10-11 05:00:00	ES	Futures	4932.51	4936.74	4930.82	4932.79	5364.0
2021-10-11 05:30:00	ES	Futures	4932.51	4937.02	4930.25	4933.64	3927.0
2021-10-11 06:00:00	ES	Futures	4933.92	4935.33	4927.71	4928.56	4959.0
2021-10-11 06:30:00	ES	Futures	4928.28	4929.69	4919.24	4922.63	10155.0
2021-10-11 07:00:00	ES	Futures	4922.63	4931.66	4920.94	4929.69	9317.0
2021-10-11 07:30:00	ES	Futures	4929.4	4930.25	4922.35	4925.17	7054.0
2021-10-11 08:00:00	ES	Futures	4925.17	4930.53	4921.78	4929.69	11552.0
2021-10-11 08:30:00	ES	Futures	4929.69	4938.72	4927.99	4936.18	16764.0
2021-10-11 09:00:00	ES	Futures	4936.46	4943.23	4935.33	4939.85	20549.0
2021-10-11 09:30:00	ES	Futures	4939.85	4965.24	4937.02	4965.24	135313.0
2021-10-11 10:00:00	ES	Futures	4965.24	4975.4	4964.68	4973.99	84503.0
2021-10-11 10:30:00	ES	Futures	4973.99	4974.84	4966.66	4968.35	49873.0
2021-10-11 11:00:00	ES	Futures	4968.35	4970.61	4962.14	4964.96	44315.0
2021-10-11 11:30:00	ES	Futures	4964.96	4973.71	4964.4	4967.5	44914.0
2021-10-11 12:00:00	ES	Futures	4967.5	4968.63	4951.7	4956.5	60943.0
2021-10-11 12:30:00	ES	Futures	4956.21	4956.78	4946.05	4950.01	47470.0
2021-10-11 13:00:00	ES	Futures	4950.01	4950.01	4929.69	4931.66	78181.0
2021-10-11 13:30:00	ES	Futures	4931.66	4935.89	4925.74	4931.94	63192.0
2021-10-11 14:00:00	ES	Futures	4931.66	4941.54	4929.69	4932.79	51188.0
2021-10-11 14:30:00	ES	Futures	4932.51	4938.43	4928.84	4935.89	51964.0
2021-10-11 15:00:00	ES	Futures	4935.61	4938.43	4924.89	4925.45	53931.0
2021-10-11 15:30:00	ES	Futures	4925.45	4928.56	4910.5	4911.34	143217.0
2021-10-11 16:00:00	ES	Futures	4911.34	4911.91	4905.98	4908.52	49768.0
2021-10-11 16:30:00	ES	Futures	4908.52	4908.8	4903.72	4907.39	7124.0
2021-10-11 18:00:00	ES	Futures	4907.96	4910.21	4903.72	4907.67	4659.0
2021-10-11 18:30:00	ES	Futures	4907.96	4910.21	4901.18	4902.59	4752.0
2021-10-11 19:00:00	ES	Futures	4902.59	4907.67	4901.18	4905.13	5531.0
2021-10-11 19:30:00	ES	Futures	4905.13	4909.08	4902.88	4908.24	3541.0
2021-10-11 20:00:00	ES	Futures	4908.24	4909.65	4892.43	4895.54	14425.0
2021-10-11 20:30:00	ES	Futures	4895.54	4897.23	4885.66	4889.89	10870.0
2021-10-11 21:00:00	ES	Futures	4890.18	4891.31	4878.32	4884.25	15318.0
2021-10-11 21:30:00	ES	Futures	4884.25	4891.59	4882.56	4890.46	9807.0
2021-10-11 22:00:00	ES	Futures	4890.46	4894.13	4888.77	4891.59	5632.0
2021-10-11 22:30:00	ES	Futures	4891.59	4895.82	4890.18	4893.0	3993.0
2021-10-11 23:00:00	ES	Futures	4893.0	4894.97	4888.2	4889.33	3773.0
2021-10-11 23:30:00	ES	Futures	4889.33	4889.61	4884.81	4885.38	3370.0
2021-10-11 00:00:00	NQ	Futures	17098.92	17112.83	17093.13	17105.59	1740.0
2021-10-11 00:30:00	NQ	Futures	17105.3	17131.38	17104.43	17122.98	1479.0
2021-10-11 01:00:00	NQ	Futures	17123.85	17142.97	17119.79	17130.51	2339.0
2021-10-11 01:30:00	NQ	Futures	17130.51	17148.48	17125.01	17145.87	1957.0

> showing 50 of 3,738 rows — these rows as CSV

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