PREVIEW / futures_30min / 2021-10-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-14.parquet
  size:    107 KB
  rows:    3,810

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
2021-10-14 00:00:00	ES	Futures	4932.23	4933.35	4931.1	4931.94	1562.0
2021-10-14 00:30:00	ES	Futures	4931.66	4933.07	4930.82	4932.51	1277.0
2021-10-14 01:00:00	ES	Futures	4932.23	4934.48	4930.25	4932.23	2460.0
2021-10-14 01:30:00	ES	Futures	4932.23	4938.15	4931.38	4937.87	4470.0
2021-10-14 02:00:00	ES	Futures	4938.15	4943.51	4933.07	4942.1	9959.0
2021-10-14 02:30:00	ES	Futures	4942.39	4946.9	4941.54	4945.77	7534.0
2021-10-14 03:00:00	ES	Futures	4945.77	4945.77	4936.46	4942.67	16122.0
2021-10-14 03:30:00	ES	Futures	4942.39	4944.36	4937.02	4943.8	7236.0
2021-10-14 04:00:00	ES	Futures	4943.8	4950.85	4943.8	4946.62	12234.0
2021-10-14 04:30:00	ES	Futures	4946.34	4950.29	4945.77	4948.31	5576.0
2021-10-14 05:00:00	ES	Futures	4948.31	4950.85	4948.03	4950.29	4455.0
2021-10-14 05:30:00	ES	Futures	4950.29	4952.26	4948.88	4950.01	7630.0
2021-10-14 06:00:00	ES	Futures	4950.01	4950.57	4946.62	4947.18	9856.0
2021-10-14 06:30:00	ES	Futures	4947.18	4949.72	4945.49	4948.31	4547.0
2021-10-14 07:00:00	ES	Futures	4948.59	4954.24	4947.47	4951.42	7934.0
2021-10-14 07:30:00	ES	Futures	4951.7	4960.17	4951.7	4958.75	12306.0
2021-10-14 08:00:00	ES	Futures	4959.04	4964.96	4959.04	4961.01	23862.0
2021-10-14 08:30:00	ES	Futures	4960.73	4965.81	4959.04	4960.73	26330.0
2021-10-14 09:00:00	ES	Futures	4960.73	4964.68	4959.04	4961.86	26357.0
2021-10-14 09:30:00	ES	Futures	4961.58	4970.04	4955.65	4966.94	159942.0
2021-10-14 10:00:00	ES	Futures	4966.94	4982.74	4966.66	4978.51	114560.0
2021-10-14 10:30:00	ES	Futures	4978.51	4985.85	4975.4	4985.28	73255.0
2021-10-14 11:00:00	ES	Futures	4985.56	4986.98	4980.48	4984.72	54729.0
2021-10-14 11:30:00	ES	Futures	4984.72	4992.06	4983.02	4991.77	53081.0
2021-10-14 12:00:00	ES	Futures	4991.49	4996.57	4990.93	4993.18	46899.0
2021-10-14 12:30:00	ES	Futures	4993.47	4995.72	4991.77	4995.72	34195.0
2021-10-14 13:00:00	ES	Futures	4995.72	4997.42	4989.52	4990.93	39372.0
2021-10-14 13:30:00	ES	Futures	4990.93	4999.39	4990.93	4997.7	34796.0
2021-10-14 14:00:00	ES	Futures	4997.7	5000.24	4994.6	4999.96	36192.0
2021-10-14 14:30:00	ES	Futures	4999.96	5001.09	4997.13	4999.96	40779.0
2021-10-14 15:00:00	ES	Futures	4999.96	5000.24	4993.47	4996.01	58053.0
2021-10-14 15:30:00	ES	Futures	4995.72	5001.93	4990.36	4999.67	179693.0
2021-10-14 16:00:00	ES	Futures	4999.39	5008.99	4998.26	5006.45	56094.0
2021-10-14 16:30:00	ES	Futures	5006.45	5007.86	5006.45	5007.01	6516.0
2021-10-14 18:00:00	ES	Futures	5004.19	5007.58	5003.34	5007.29	3367.0
2021-10-14 18:30:00	ES	Futures	5007.29	5009.27	5005.32	5007.86	2088.0
2021-10-14 19:00:00	ES	Futures	5008.14	5010.12	5007.29	5008.99	2373.0
2021-10-14 19:30:00	ES	Futures	5008.71	5008.99	5007.29	5008.14	2054.0
2021-10-14 20:00:00	ES	Futures	5008.14	5008.14	4999.96	5001.09	6990.0
2021-10-14 20:30:00	ES	Futures	5000.8	5004.19	4998.83	5004.19	3988.0
2021-10-14 21:00:00	ES	Futures	5004.19	5005.6	4996.57	5000.8	6226.0
2021-10-14 21:30:00	ES	Futures	5000.8	5007.29	4998.83	5006.45	6091.0
2021-10-14 22:00:00	ES	Futures	5006.45	5018.3	5006.17	5015.2	10827.0
2021-10-14 22:30:00	ES	Futures	5015.2	5016.89	5013.5	5016.33	3972.0
2021-10-14 23:00:00	ES	Futures	5016.61	5016.89	5013.22	5014.07	2167.0
2021-10-14 23:30:00	ES	Futures	5014.35	5016.04	5013.79	5015.48	1451.0
2021-10-14 00:00:00	NQ	Futures	17182.39	17185.58	17179.2	17180.65	708.0
2021-10-14 00:30:00	NQ	Futures	17180.65	17185.58	17176.3	17181.81	673.0
2021-10-14 01:00:00	NQ	Futures	17183.55	17193.98	17176.59	17188.48	1299.0
2021-10-14 01:30:00	NQ	Futures	17188.19	17217.46	17185.58	17217.46	2411.0

> showing 50 of 3,810 rows — these rows as CSV

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