PREVIEW / futures_30min / 2021-10-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-18.parquet
  size:    108 KB
  rows:    3,818

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
2021-10-18 00:00:00	ES	Futures	5034.1	5034.39	5031.56	5031.56	2214.0
2021-10-18 00:30:00	ES	Futures	5031.56	5033.26	5030.15	5030.44	1661.0
2021-10-18 01:00:00	ES	Futures	5030.15	5032.69	5030.15	5031.85	1525.0
2021-10-18 01:30:00	ES	Futures	5032.13	5032.13	5030.15	5030.72	1826.0
2021-10-18 02:00:00	ES	Futures	5031.0	5031.0	5019.43	5021.69	9520.0
2021-10-18 02:30:00	ES	Futures	5021.69	5025.64	5019.15	5024.23	5400.0
2021-10-18 03:00:00	ES	Futures	5023.95	5025.36	5014.07	5021.41	15696.0
2021-10-18 03:30:00	ES	Futures	5021.41	5024.23	5018.58	5021.97	7327.0
2021-10-18 04:00:00	ES	Futures	5021.69	5029.31	5020.84	5025.64	7409.0
2021-10-18 04:30:00	ES	Futures	5025.64	5026.49	5021.41	5021.69	7222.0
2021-10-18 05:00:00	ES	Futures	5021.97	5024.23	5017.74	5024.23	6204.0
2021-10-18 05:30:00	ES	Futures	5024.51	5024.51	5018.02	5019.43	4660.0
2021-10-18 06:00:00	ES	Futures	5019.43	5021.97	5013.22	5018.02	7535.0
2021-10-18 06:30:00	ES	Futures	5018.02	5023.1	5018.02	5018.58	6378.0
2021-10-18 07:00:00	ES	Futures	5018.58	5028.46	5018.3	5028.46	7965.0
2021-10-18 07:30:00	ES	Futures	5028.46	5029.02	5021.41	5022.25	9972.0
2021-10-18 08:00:00	ES	Futures	5022.25	5022.53	5015.48	5018.3	15809.0
2021-10-18 08:30:00	ES	Futures	5018.3	5019.99	5007.86	5012.09	24087.0
2021-10-18 09:00:00	ES	Futures	5012.09	5017.17	5010.68	5016.33	23523.0
2021-10-18 09:30:00	ES	Futures	5016.33	5033.82	5008.42	5031.56	144381.0
2021-10-18 10:00:00	ES	Futures	5031.85	5036.93	5029.31	5036.36	80570.0
2021-10-18 10:30:00	ES	Futures	5036.64	5040.31	5029.87	5037.77	75186.0
2021-10-18 11:00:00	ES	Futures	5037.77	5051.04	5037.21	5045.11	72760.0
2021-10-18 11:30:00	ES	Futures	5045.11	5050.19	5043.7	5048.5	43995.0
2021-10-18 12:00:00	ES	Futures	5048.78	5051.32	5046.52	5048.5	33103.0
2021-10-18 12:30:00	ES	Futures	5048.22	5049.91	5044.55	5046.24	25730.0
2021-10-18 13:00:00	ES	Futures	5046.24	5049.91	5045.68	5048.78	22985.0
2021-10-18 13:30:00	ES	Futures	5049.06	5050.47	5047.09	5047.65	21782.0
2021-10-18 14:00:00	ES	Futures	5047.65	5048.78	5044.83	5048.22	29704.0
2021-10-18 14:30:00	ES	Futures	5048.22	5052.17	5046.24	5050.47	34694.0
2021-10-18 15:00:00	ES	Futures	5050.19	5054.99	5048.5	5051.32	52539.0
2021-10-18 15:30:00	ES	Futures	5051.32	5056.96	5049.06	5053.58	129121.0
2021-10-18 16:00:00	ES	Futures	5053.86	5054.42	5051.6	5052.45	37526.0
2021-10-18 16:30:00	ES	Futures	5052.45	5053.58	5051.6	5052.73	4795.0
2021-10-18 18:00:00	ES	Futures	5052.45	5053.58	5049.91	5050.47	2152.0
2021-10-18 18:30:00	ES	Futures	5050.19	5051.32	5047.93	5048.5	2695.0
2021-10-18 19:00:00	ES	Futures	5048.78	5050.47	5048.5	5050.47	1946.0
2021-10-18 19:30:00	ES	Futures	5050.47	5055.27	5050.47	5054.42	3719.0
2021-10-18 20:00:00	ES	Futures	5054.42	5062.04	5053.86	5056.96	8478.0
2021-10-18 20:30:00	ES	Futures	5056.96	5057.53	5050.76	5053.86	4643.0
2021-10-18 21:00:00	ES	Futures	5053.86	5054.71	5048.78	5049.91	4391.0
2021-10-18 21:30:00	ES	Futures	5049.91	5058.66	5048.5	5057.25	5187.0
2021-10-18 22:00:00	ES	Futures	5057.53	5058.09	5054.14	5054.71	2663.0
2021-10-18 22:30:00	ES	Futures	5054.42	5055.55	5051.88	5053.58	2104.0
2021-10-18 23:00:00	ES	Futures	5053.3	5055.27	5052.45	5052.45	1636.0
2021-10-18 23:30:00	ES	Futures	5052.73	5056.12	5052.17	5054.99	1427.0
2021-10-18 00:00:00	NQ	Futures	17495.97	17497.13	17485.25	17486.99	1385.0
2021-10-18 00:30:00	NQ	Futures	17487.57	17500.03	17487.57	17491.33	1275.0
2021-10-18 01:00:00	NQ	Futures	17491.33	17498.58	17490.47	17493.94	1112.0
2021-10-18 01:30:00	NQ	Futures	17494.23	17494.81	17487.28	17491.04	998.0

> showing 50 of 3,818 rows — these rows as CSV

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