PREVIEW / futures_30min / 2021-10-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-20.parquet
  size:    105 KB
  rows:    3,802

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
2021-10-20 00:00:00	ES	Futures	5092.8	5093.09	5089.7	5090.83	1954.0
2021-10-20 00:30:00	ES	Futures	5090.83	5091.11	5089.98	5089.98	940.0
2021-10-20 01:00:00	ES	Futures	5090.27	5091.11	5086.31	5087.73	3427.0
2021-10-20 01:30:00	ES	Futures	5087.73	5089.98	5086.88	5088.57	2489.0
2021-10-20 02:00:00	ES	Futures	5088.57	5088.85	5084.62	5085.19	4909.0
2021-10-20 02:30:00	ES	Futures	5085.47	5087.44	5084.9	5086.03	3389.0
2021-10-20 03:00:00	ES	Futures	5086.31	5097.6	5084.34	5096.19	11558.0
2021-10-20 03:30:00	ES	Futures	5096.19	5097.32	5087.73	5089.14	8453.0
2021-10-20 04:00:00	ES	Futures	5089.14	5091.68	5088.01	5090.27	6963.0
2021-10-20 04:30:00	ES	Futures	5090.27	5093.37	5090.27	5092.52	4041.0
2021-10-20 05:00:00	ES	Futures	5092.24	5093.65	5089.42	5093.65	3450.0
2021-10-20 05:30:00	ES	Futures	5093.93	5095.06	5090.83	5092.8	3576.0
2021-10-20 06:00:00	ES	Futures	5092.8	5094.5	5091.11	5091.39	7619.0
2021-10-20 06:30:00	ES	Futures	5091.68	5093.65	5090.55	5092.8	3972.0
2021-10-20 07:00:00	ES	Futures	5092.52	5094.5	5089.7	5091.11	8329.0
2021-10-20 07:30:00	ES	Futures	5091.39	5091.96	5087.44	5088.01	7800.0
2021-10-20 08:00:00	ES	Futures	5088.29	5093.65	5088.01	5092.8	11870.0
2021-10-20 08:30:00	ES	Futures	5092.8	5093.93	5091.68	5092.52	9342.0
2021-10-20 09:00:00	ES	Futures	5092.52	5098.45	5090.27	5097.88	19470.0
2021-10-20 09:30:00	ES	Futures	5097.6	5107.76	5096.19	5103.25	116928.0
2021-10-20 10:00:00	ES	Futures	5103.25	5113.69	5100.14	5113.41	82423.0
2021-10-20 10:30:00	ES	Futures	5113.41	5116.23	5108.33	5108.61	79167.0
2021-10-20 11:00:00	ES	Futures	5108.61	5112.0	5106.07	5108.04	56605.0
2021-10-20 11:30:00	ES	Futures	5108.33	5113.97	5105.5	5113.41	38719.0
2021-10-20 12:00:00	ES	Futures	5113.41	5114.25	5110.02	5111.15	28020.0
2021-10-20 12:30:00	ES	Futures	5111.15	5113.97	5111.15	5113.41	26086.0
2021-10-20 13:00:00	ES	Futures	5113.41	5113.97	5096.76	5105.5	82551.0
2021-10-20 13:30:00	ES	Futures	5105.5	5106.63	5102.12	5105.5	38745.0
2021-10-20 14:00:00	ES	Futures	5105.5	5111.71	5104.38	5109.46	38227.0
2021-10-20 14:30:00	ES	Futures	5109.46	5111.71	5108.04	5110.3	30315.0
2021-10-20 15:00:00	ES	Futures	5110.58	5113.41	5107.48	5107.76	42543.0
2021-10-20 15:30:00	ES	Futures	5107.76	5112.84	5103.81	5112.84	98179.0
2021-10-20 16:00:00	ES	Futures	5112.56	5115.1	5106.07	5107.48	40570.0
2021-10-20 16:30:00	ES	Futures	5107.48	5108.61	5107.2	5108.04	4044.0
2021-10-20 18:00:00	ES	Futures	5108.04	5109.74	5105.22	5106.92	2948.0
2021-10-20 18:30:00	ES	Futures	5106.92	5109.17	5106.63	5107.2	1482.0
2021-10-20 19:00:00	ES	Futures	5107.2	5108.89	5105.22	5106.63	1567.0
2021-10-20 19:30:00	ES	Futures	5106.63	5106.92	5102.96	5103.25	2655.0
2021-10-20 20:00:00	ES	Futures	5103.25	5105.5	5101.27	5102.4	4477.0
2021-10-20 20:30:00	ES	Futures	5102.4	5105.22	5100.42	5103.81	2694.0
2021-10-20 21:00:00	ES	Futures	5103.53	5105.22	5101.55	5102.12	2934.0
2021-10-20 21:30:00	ES	Futures	5102.12	5110.3	5101.55	5109.17	4243.0
2021-10-20 22:00:00	ES	Futures	5109.17	5110.87	5108.33	5110.3	1544.0
2021-10-20 22:30:00	ES	Futures	5110.3	5111.15	5108.33	5109.17	1773.0
2021-10-20 23:00:00	ES	Futures	5109.17	5109.46	5105.79	5106.63	1641.0
2021-10-20 23:30:00	ES	Futures	5106.92	5107.2	5104.09	5104.09	1761.0
2021-10-20 00:00:00	NQ	Futures	17837.96	17838.83	17827.23	17830.42	1141.0
2021-10-20 00:30:00	NQ	Futures	17830.71	17833.9	17829.26	17830.71	638.0
2021-10-20 01:00:00	NQ	Futures	17831.0	17836.8	17817.67	17825.49	1540.0
2021-10-20 01:30:00	NQ	Futures	17825.49	17836.51	17820.28	17829.26	1594.0

> showing 50 of 3,802 rows — these rows as CSV

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