PREVIEW / futures_30min / 2021-10-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-12.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
2021-10-12 00:00:00	ES	Futures	4885.66	4889.89	4885.66	4888.48	2343.0
2021-10-12 00:30:00	ES	Futures	4888.48	4892.72	4886.51	4891.02	2962.0
2021-10-12 01:00:00	ES	Futures	4890.74	4897.51	4889.33	4895.54	4285.0
2021-10-12 01:30:00	ES	Futures	4895.82	4897.51	4892.15	4894.69	3744.0
2021-10-12 02:00:00	ES	Futures	4894.69	4894.69	4881.71	4887.92	10586.0
2021-10-12 02:30:00	ES	Futures	4887.64	4888.2	4873.53	4878.32	10548.0
2021-10-12 03:00:00	ES	Futures	4878.61	4895.82	4875.22	4889.61	21074.0
2021-10-12 03:30:00	ES	Futures	4889.61	4896.67	4887.35	4893.0	9426.0
2021-10-12 04:00:00	ES	Futures	4893.28	4899.77	4888.77	4896.67	10950.0
2021-10-12 04:30:00	ES	Futures	4896.95	4908.8	4895.54	4906.83	10841.0
2021-10-12 05:00:00	ES	Futures	4906.83	4917.55	4906.83	4914.73	14316.0
2021-10-12 05:30:00	ES	Futures	4914.73	4915.58	4911.62	4912.75	9538.0
2021-10-12 06:00:00	ES	Futures	4912.75	4915.86	4906.26	4907.96	11305.0
2021-10-12 06:30:00	ES	Futures	4908.24	4918.68	4907.67	4917.83	7678.0
2021-10-12 07:00:00	ES	Futures	4917.83	4921.22	4914.16	4919.53	7493.0
2021-10-12 07:30:00	ES	Futures	4919.53	4920.37	4912.75	4913.32	7387.0
2021-10-12 08:00:00	ES	Futures	4913.04	4927.43	4912.75	4926.86	18132.0
2021-10-12 08:30:00	ES	Futures	4926.58	4926.58	4914.45	4918.4	22675.0
2021-10-12 09:00:00	ES	Futures	4918.12	4926.02	4917.27	4922.91	22330.0
2021-10-12 09:30:00	ES	Futures	4922.63	4927.43	4898.08	4904.85	161073.0
2021-10-12 10:00:00	ES	Futures	4904.85	4917.83	4898.64	4911.06	109693.0
2021-10-12 10:30:00	ES	Futures	4911.06	4915.29	4903.44	4904.57	70258.0
2021-10-12 11:00:00	ES	Futures	4904.85	4920.66	4904.57	4912.47	57947.0
2021-10-12 11:30:00	ES	Futures	4912.75	4918.96	4906.26	4918.68	42505.0
2021-10-12 12:00:00	ES	Futures	4918.68	4927.43	4915.58	4916.99	45327.0
2021-10-12 12:30:00	ES	Futures	4916.99	4917.55	4903.44	4905.7	50248.0
2021-10-12 13:00:00	ES	Futures	4905.42	4908.52	4900.62	4906.54	37307.0
2021-10-12 13:30:00	ES	Futures	4906.26	4913.6	4904.29	4905.98	50392.0
2021-10-12 14:00:00	ES	Futures	4905.7	4921.5	4904.0	4914.16	51857.0
2021-10-12 14:30:00	ES	Futures	4914.45	4916.14	4905.98	4906.83	47635.0
2021-10-12 15:00:00	ES	Futures	4906.83	4907.67	4900.05	4905.42	48478.0
2021-10-12 15:30:00	ES	Futures	4905.42	4907.67	4889.89	4899.49	132513.0
2021-10-12 16:00:00	ES	Futures	4899.49	4899.77	4883.69	4885.1	53943.0
2021-10-12 16:30:00	ES	Futures	4884.81	4888.2	4883.69	4886.51	6000.0
2021-10-12 18:00:00	ES	Futures	4885.1	4889.61	4884.81	4887.64	3741.0
2021-10-12 18:30:00	ES	Futures	4887.64	4889.33	4884.81	4887.92	1986.0
2021-10-12 19:00:00	ES	Futures	4888.2	4890.18	4886.23	4889.05	2603.0
2021-10-12 19:30:00	ES	Futures	4888.77	4889.05	4883.69	4885.38	3231.0
2021-10-12 20:00:00	ES	Futures	4885.66	4894.41	4885.38	4892.43	6350.0
2021-10-12 20:30:00	ES	Futures	4892.43	4897.8	4889.61	4896.1	4677.0
2021-10-12 21:00:00	ES	Futures	4896.1	4896.95	4886.79	4889.05	5413.0
2021-10-12 21:30:00	ES	Futures	4889.33	4893.0	4888.2	4889.89	4557.0
2021-10-12 22:00:00	ES	Futures	4890.18	4891.59	4886.79	4887.92	2562.0
2021-10-12 22:30:00	ES	Futures	4888.2	4890.18	4886.51	4889.05	3095.0
2021-10-12 23:00:00	ES	Futures	4889.33	4894.97	4889.33	4893.85	4839.0
2021-10-12 23:30:00	ES	Futures	4893.56	4894.41	4892.43	4893.0	2534.0
2021-10-12 00:00:00	NQ	Futures	16948.8	16964.74	16948.22	16960.1	1224.0
2021-10-12 00:30:00	NQ	Futures	16960.1	16976.04	16954.01	16968.5	1797.0
2021-10-12 01:00:00	NQ	Futures	16968.21	16994.01	16963.29	16985.31	2428.0
2021-10-12 01:30:00	NQ	Futures	16985.31	16992.27	16969.66	16977.78	1911.0

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

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