PREVIEW / futures_30min / 2021-10-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-19.parquet
  size:    108 KB
  rows:    3,826

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
2021-10-19 00:00:00	ES	Futures	5054.99	5055.55	5053.58	5054.71	1344.0
2021-10-19 00:30:00	ES	Futures	5054.42	5055.55	5052.73	5054.42	1311.0
2021-10-19 01:00:00	ES	Futures	5054.42	5055.84	5053.3	5054.14	1322.0
2021-10-19 01:30:00	ES	Futures	5054.14	5060.07	5054.14	5060.07	3156.0
2021-10-19 02:00:00	ES	Futures	5059.79	5062.89	5058.09	5062.33	5010.0
2021-10-19 02:30:00	ES	Futures	5062.33	5067.69	5062.04	5067.41	8653.0
2021-10-19 03:00:00	ES	Futures	5067.41	5067.41	5059.22	5062.33	10341.0
2021-10-19 03:30:00	ES	Futures	5062.33	5064.02	5060.91	5063.74	4968.0
2021-10-19 04:00:00	ES	Futures	5063.45	5072.77	5062.33	5068.53	9513.0
2021-10-19 04:30:00	ES	Futures	5068.53	5069.66	5066.28	5068.82	6584.0
2021-10-19 05:00:00	ES	Futures	5068.82	5071.36	5066.28	5070.23	5641.0
2021-10-19 05:30:00	ES	Futures	5070.23	5073.61	5069.1	5071.64	5024.0
2021-10-19 06:00:00	ES	Futures	5071.64	5076.44	5070.79	5076.15	5380.0
2021-10-19 06:30:00	ES	Futures	5076.15	5081.52	5075.31	5080.11	13193.0
2021-10-19 07:00:00	ES	Futures	5080.11	5084.9	5077.85	5084.06	10945.0
2021-10-19 07:30:00	ES	Futures	5084.34	5084.34	5077.85	5080.11	9898.0
2021-10-19 08:00:00	ES	Futures	5080.11	5080.39	5075.03	5075.03	10892.0
2021-10-19 08:30:00	ES	Futures	5075.31	5077.0	5072.2	5072.2	10035.0
2021-10-19 09:00:00	ES	Futures	5072.2	5074.18	5069.95	5072.77	18514.0
2021-10-19 09:30:00	ES	Futures	5072.49	5076.72	5065.43	5069.38	146703.0
2021-10-19 10:00:00	ES	Futures	5069.66	5082.36	5068.82	5081.8	78076.0
2021-10-19 10:30:00	ES	Futures	5081.8	5084.34	5073.9	5083.21	67553.0
2021-10-19 11:00:00	ES	Futures	5083.21	5088.01	5082.93	5085.75	55565.0
2021-10-19 11:30:00	ES	Futures	5085.75	5088.57	5083.21	5087.44	47252.0
2021-10-19 12:00:00	ES	Futures	5087.44	5089.42	5084.9	5086.88	29162.0
2021-10-19 12:30:00	ES	Futures	5087.16	5091.39	5086.88	5090.83	27787.0
2021-10-19 13:00:00	ES	Futures	5091.11	5091.39	5086.88	5087.73	30337.0
2021-10-19 13:30:00	ES	Futures	5087.73	5089.98	5087.16	5089.42	21651.0
2021-10-19 14:00:00	ES	Futures	5089.42	5090.27	5085.47	5085.75	27946.0
2021-10-19 14:30:00	ES	Futures	5085.47	5086.31	5080.39	5084.62	49514.0
2021-10-19 15:00:00	ES	Futures	5084.62	5092.8	5083.77	5089.14	49133.0
2021-10-19 15:30:00	ES	Futures	5089.14	5093.65	5084.62	5093.09	107563.0
2021-10-19 16:00:00	ES	Futures	5093.09	5099.58	5091.96	5099.3	54923.0
2021-10-19 16:30:00	ES	Futures	5099.3	5099.58	5096.76	5097.04	6544.0
2021-10-19 18:00:00	ES	Futures	5097.88	5097.88	5092.8	5093.93	3574.0
2021-10-19 18:30:00	ES	Futures	5093.93	5095.06	5091.96	5093.93	2384.0
2021-10-19 19:00:00	ES	Futures	5093.93	5096.19	5092.8	5095.06	1509.0
2021-10-19 19:30:00	ES	Futures	5095.06	5098.73	5094.22	5097.6	3441.0
2021-10-19 20:00:00	ES	Futures	5097.6	5099.3	5091.39	5092.8	6146.0
2021-10-19 20:30:00	ES	Futures	5092.52	5095.91	5091.11	5093.37	3258.0
2021-10-19 21:00:00	ES	Futures	5093.37	5093.93	5089.14	5093.37	5106.0
2021-10-19 21:30:00	ES	Futures	5093.65	5094.22	5089.98	5091.68	3849.0
2021-10-19 22:00:00	ES	Futures	5091.68	5092.24	5087.73	5089.7	3160.0
2021-10-19 22:30:00	ES	Futures	5089.42	5090.27	5088.29	5089.42	1951.0
2021-10-19 23:00:00	ES	Futures	5089.7	5091.68	5088.29	5091.11	1976.0
2021-10-19 23:30:00	ES	Futures	5091.39	5093.37	5090.27	5092.8	1976.0
2021-10-19 00:00:00	NQ	Futures	17728.12	17728.98	17719.42	17724.35	891.0
2021-10-19 00:30:00	NQ	Futures	17724.64	17728.98	17717.68	17722.9	865.0
2021-10-19 01:00:00	NQ	Futures	17722.03	17727.54	17714.49	17720.58	994.0
2021-10-19 01:30:00	NQ	Futures	17720.87	17747.24	17720.87	17743.48	2167.0

> showing 50 of 3,826 rows — these rows as CSV

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