PREVIEW / futures_30min / 2021-10-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-21.parquet
  size:    108 KB
  rows:    3,827

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
2021-10-21 00:00:00	ES	Futures	5103.81	5105.22	5098.45	5099.3	5965.0
2021-10-21 00:30:00	ES	Futures	5099.01	5100.99	5097.88	5100.99	3000.0
2021-10-21 01:00:00	ES	Futures	5100.99	5100.99	5095.06	5097.6	4874.0
2021-10-21 01:30:00	ES	Futures	5097.6	5098.45	5094.22	5097.32	3856.0
2021-10-21 02:00:00	ES	Futures	5097.32	5101.27	5096.76	5099.3	3909.0
2021-10-21 02:30:00	ES	Futures	5099.58	5099.58	5092.52	5094.5	5271.0
2021-10-21 03:00:00	ES	Futures	5094.22	5101.55	5091.39	5100.42	15355.0
2021-10-21 03:30:00	ES	Futures	5100.42	5102.4	5099.3	5100.14	5580.0
2021-10-21 04:00:00	ES	Futures	5100.14	5100.99	5095.34	5095.63	7218.0
2021-10-21 04:30:00	ES	Futures	5095.63	5098.73	5095.63	5097.32	2987.0
2021-10-21 05:00:00	ES	Futures	5097.32	5099.58	5096.76	5098.45	3702.0
2021-10-21 05:30:00	ES	Futures	5098.45	5101.27	5097.6	5101.27	4015.0
2021-10-21 06:00:00	ES	Futures	5100.99	5102.12	5096.76	5097.04	4105.0
2021-10-21 06:30:00	ES	Futures	5097.32	5099.86	5095.91	5096.76	4746.0
2021-10-21 07:00:00	ES	Futures	5096.76	5100.42	5096.76	5097.88	7039.0
2021-10-21 07:30:00	ES	Futures	5098.17	5099.01	5094.78	5095.63	6721.0
2021-10-21 08:00:00	ES	Futures	5095.91	5098.17	5095.34	5096.47	8131.0
2021-10-21 08:30:00	ES	Futures	5096.76	5105.22	5096.76	5100.14	15763.0
2021-10-21 09:00:00	ES	Futures	5100.42	5106.35	5098.45	5104.94	17246.0
2021-10-21 09:30:00	ES	Futures	5104.66	5110.02	5099.86	5107.76	95271.0
2021-10-21 10:00:00	ES	Futures	5107.76	5113.12	5104.94	5113.12	58859.0
2021-10-21 10:30:00	ES	Futures	5113.12	5117.64	5111.15	5111.43	54688.0
2021-10-21 11:00:00	ES	Futures	5111.43	5114.25	5100.71	5101.27	75379.0
2021-10-21 11:30:00	ES	Futures	5101.55	5107.76	5100.42	5107.2	58807.0
2021-10-21 12:00:00	ES	Futures	5106.92	5110.87	5104.94	5109.74	43399.0
2021-10-21 12:30:00	ES	Futures	5110.02	5110.58	5106.63	5108.89	29985.0
2021-10-21 13:00:00	ES	Futures	5109.17	5112.0	5107.76	5111.15	24478.0
2021-10-21 13:30:00	ES	Futures	5111.15	5112.28	5104.94	5106.63	30595.0
2021-10-21 14:00:00	ES	Futures	5106.92	5112.56	5106.35	5112.0	33847.0
2021-10-21 14:30:00	ES	Futures	5112.0	5113.12	5110.02	5113.12	25804.0
2021-10-21 15:00:00	ES	Futures	5113.41	5122.16	5113.12	5121.31	56196.0
2021-10-21 15:30:00	ES	Futures	5121.31	5128.65	5118.2	5126.11	104730.0
2021-10-21 16:00:00	ES	Futures	5126.39	5127.8	5115.66	5116.79	51705.0
2021-10-21 16:30:00	ES	Futures	5116.51	5118.2	5112.56	5115.95	10092.0
2021-10-21 18:00:00	ES	Futures	5113.69	5115.95	5110.58	5113.97	5862.0
2021-10-21 18:30:00	ES	Futures	5113.97	5115.95	5113.69	5113.97	1677.0
2021-10-21 19:00:00	ES	Futures	5114.25	5116.51	5112.28	5113.69	2856.0
2021-10-21 19:30:00	ES	Futures	5113.41	5114.82	5111.71	5113.41	2242.0
2021-10-21 20:00:00	ES	Futures	5113.69	5120.74	5113.12	5120.46	5996.0
2021-10-21 20:30:00	ES	Futures	5120.74	5123.28	5117.08	5121.31	6357.0
2021-10-21 21:00:00	ES	Futures	5121.31	5124.13	5119.9	5123.0	4399.0
2021-10-21 21:30:00	ES	Futures	5123.28	5124.69	5120.74	5122.16	4583.0
2021-10-21 22:00:00	ES	Futures	5122.16	5122.44	5118.77	5119.62	4431.0
2021-10-21 22:30:00	ES	Futures	5119.9	5121.87	5119.05	5120.74	1987.0
2021-10-21 23:00:00	ES	Futures	5120.74	5124.41	5120.18	5123.85	2046.0
2021-10-21 23:30:00	ES	Futures	5124.13	5124.69	5122.44	5123.57	1279.0
2021-10-21 00:00:00	NQ	Futures	17779.41	17786.37	17763.76	17769.85	2552.0
2021-10-21 00:30:00	NQ	Futures	17769.27	17774.78	17764.92	17773.62	1674.0
2021-10-21 01:00:00	NQ	Futures	17773.33	17773.91	17748.11	17763.18	3257.0
2021-10-21 01:30:00	NQ	Futures	17762.89	17765.21	17746.66	17762.02	2284.0

> showing 50 of 3,827 rows — these rows as CSV

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