PREVIEW / futures_30min / 2021-10-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-15.parquet
  size:    88 KB
  rows:    3,044

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
2021-10-15 00:00:00	ES	Futures	5015.76	5017.74	5014.07	5016.61	2624.0
2021-10-15 00:30:00	ES	Futures	5016.89	5020.84	5016.33	5019.15	3807.0
2021-10-15 01:00:00	ES	Futures	5019.15	5020.28	5016.89	5018.87	3025.0
2021-10-15 01:30:00	ES	Futures	5018.87	5020.84	5017.17	5019.99	2717.0
2021-10-15 02:00:00	ES	Futures	5020.28	5022.25	5012.94	5015.76	6455.0
2021-10-15 02:30:00	ES	Futures	5015.76	5018.02	5013.22	5017.17	3882.0
2021-10-15 03:00:00	ES	Futures	5017.17	5018.3	5011.53	5013.79	11844.0
2021-10-15 03:30:00	ES	Futures	5013.5	5014.63	5007.86	5013.79	10703.0
2021-10-15 04:00:00	ES	Futures	5013.5	5018.58	5012.94	5016.04	7397.0
2021-10-15 04:30:00	ES	Futures	5016.04	5018.3	5014.07	5014.35	4902.0
2021-10-15 05:00:00	ES	Futures	5014.35	5014.35	5012.09	5014.35	7021.0
2021-10-15 05:30:00	ES	Futures	5014.63	5016.33	5010.12	5015.48	7501.0
2021-10-15 06:00:00	ES	Futures	5015.48	5019.71	5014.63	5019.43	7187.0
2021-10-15 06:30:00	ES	Futures	5019.43	5020.56	5014.35	5014.63	5995.0
2021-10-15 07:00:00	ES	Futures	5014.63	5019.71	5014.35	5019.15	6685.0
2021-10-15 07:30:00	ES	Futures	5019.15	5021.41	5018.3	5018.58	11426.0
2021-10-15 08:00:00	ES	Futures	5018.58	5019.99	5014.07	5016.61	14703.0
2021-10-15 08:30:00	ES	Futures	5016.33	5027.61	5014.63	5022.53	27963.0
2021-10-15 09:00:00	ES	Futures	5022.53	5028.46	5020.28	5025.64	32226.0
2021-10-15 09:30:00	ES	Futures	5025.64	5031.28	5017.74	5031.28	156436.0
2021-10-15 10:00:00	ES	Futures	5031.0	5036.64	5020.84	5021.97	108772.0
2021-10-15 10:30:00	ES	Futures	5021.97	5033.82	5021.97	5033.26	71435.0
2021-10-15 11:00:00	ES	Futures	5033.54	5034.67	5029.87	5031.0	46652.0
2021-10-15 11:30:00	ES	Futures	5030.72	5032.69	5023.95	5026.2	47898.0
2021-10-15 12:00:00	ES	Futures	5026.2	5031.28	5025.92	5028.46	40352.0
2021-10-15 12:30:00	ES	Futures	5028.74	5033.26	5026.2	5031.85	29356.0
2021-10-15 13:00:00	ES	Futures	5032.13	5033.54	5028.46	5029.87	29394.0
2021-10-15 13:30:00	ES	Futures	5030.15	5036.64	5029.87	5035.23	31286.0
2021-10-15 14:00:00	ES	Futures	5035.52	5043.14	5035.23	5040.6	49582.0
2021-10-15 14:30:00	ES	Futures	5040.6	5041.44	5035.8	5040.31	44787.0
2021-10-15 15:00:00	ES	Futures	5040.6	5041.44	5032.69	5038.06	66850.0
2021-10-15 15:30:00	ES	Futures	5038.06	5039.75	5032.98	5038.34	131611.0
2021-10-15 16:00:00	ES	Futures	5038.06	5040.31	5036.08	5038.9	43658.0
2021-10-15 16:30:00	ES	Futures	5038.9	5040.6	5038.62	5040.6	5368.0
2021-10-15 00:00:00	NQ	Futures	17488.15	17495.1	17478.58	17489.31	1257.0
2021-10-15 00:30:00	NQ	Futures	17489.02	17508.72	17487.57	17504.96	2597.0
2021-10-15 01:00:00	NQ	Futures	17505.25	17506.41	17493.94	17500.9	1631.0
2021-10-15 01:30:00	NQ	Futures	17500.9	17515.39	17494.81	17511.04	1834.0
2021-10-15 02:00:00	NQ	Futures	17511.04	17519.74	17467.86	17482.06	4770.0
2021-10-15 02:30:00	NQ	Futures	17482.35	17489.31	17470.47	17485.83	2236.0
2021-10-15 03:00:00	NQ	Futures	17485.54	17486.99	17449.89	17462.64	4897.0
2021-10-15 03:30:00	NQ	Futures	17462.64	17463.22	17430.76	17461.19	5874.0
2021-10-15 04:00:00	NQ	Futures	17460.61	17486.99	17457.43	17476.26	4569.0
2021-10-15 04:30:00	NQ	Futures	17476.55	17493.07	17474.24	17475.68	2204.0
2021-10-15 05:00:00	NQ	Futures	17476.55	17478.29	17468.73	17477.42	1963.0
2021-10-15 05:30:00	NQ	Futures	17477.71	17483.8	17456.56	17479.16	2954.0
2021-10-15 06:00:00	NQ	Futures	17479.16	17495.39	17472.21	17492.78	2641.0
2021-10-15 06:30:00	NQ	Futures	17493.36	17495.1	17472.79	17475.97	2342.0
2021-10-15 07:00:00	NQ	Futures	17476.55	17496.84	17473.66	17494.23	2723.0
2021-10-15 07:30:00	NQ	Futures	17494.52	17501.77	17486.7	17491.62	3728.0

> showing 50 of 3,044 rows — these rows as CSV

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