PREVIEW / futures_30min / 2021-10-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-22.parquet
  size:    90 KB
  rows:    3,046

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
2021-10-22 00:00:00	ES	Futures	5123.85	5124.13	5121.31	5121.31	2426.0
2021-10-22 00:30:00	ES	Futures	5121.03	5121.87	5118.2	5121.31	1995.0
2021-10-22 01:00:00	ES	Futures	5121.31	5122.44	5117.92	5120.74	2089.0
2021-10-22 01:30:00	ES	Futures	5120.74	5120.74	5117.64	5118.77	1765.0
2021-10-22 02:00:00	ES	Futures	5118.49	5122.72	5117.36	5121.31	4118.0
2021-10-22 02:30:00	ES	Futures	5121.03	5121.59	5119.05	5121.03	2614.0
2021-10-22 03:00:00	ES	Futures	5121.03	5127.52	5115.95	5123.85	15683.0
2021-10-22 03:30:00	ES	Futures	5123.85	5128.08	5119.33	5121.59	8840.0
2021-10-22 04:00:00	ES	Futures	5121.59	5124.13	5117.92	5123.85	6578.0
2021-10-22 04:30:00	ES	Futures	5123.85	5126.11	5122.72	5124.13	5595.0
2021-10-22 05:00:00	ES	Futures	5124.13	5124.98	5121.87	5123.0	3432.0
2021-10-22 05:30:00	ES	Futures	5123.0	5124.41	5121.87	5123.85	2976.0
2021-10-22 06:00:00	ES	Futures	5124.13	5130.06	5122.72	5127.23	5711.0
2021-10-22 06:30:00	ES	Futures	5127.52	5132.03	5127.52	5130.62	6690.0
2021-10-22 07:00:00	ES	Futures	5130.9	5134.01	5129.77	5133.16	8229.0
2021-10-22 07:30:00	ES	Futures	5133.16	5133.73	5132.03	5132.88	4275.0
2021-10-22 08:00:00	ES	Futures	5132.6	5133.16	5129.49	5130.62	10986.0
2021-10-22 08:30:00	ES	Futures	5130.62	5130.9	5123.28	5124.98	14362.0
2021-10-22 09:00:00	ES	Futures	5124.69	5124.98	5118.49	5120.46	22075.0
2021-10-22 09:30:00	ES	Futures	5120.46	5132.88	5117.92	5128.93	137223.0
2021-10-22 10:00:00	ES	Futures	5128.65	5137.96	5125.54	5137.68	82110.0
2021-10-22 10:30:00	ES	Futures	5137.96	5137.96	5123.0	5124.69	77544.0
2021-10-22 11:00:00	ES	Futures	5124.69	5129.77	5107.2	5112.56	119592.0
2021-10-22 11:30:00	ES	Futures	5112.84	5113.97	5097.04	5105.79	152159.0
2021-10-22 12:00:00	ES	Futures	5105.5	5111.71	5100.14	5111.71	67255.0
2021-10-22 12:30:00	ES	Futures	5111.71	5123.57	5110.87	5115.66	67028.0
2021-10-22 13:00:00	ES	Futures	5115.66	5121.03	5114.25	5117.64	35468.0
2021-10-22 13:30:00	ES	Futures	5117.92	5122.44	5113.12	5113.97	39559.0
2021-10-22 14:00:00	ES	Futures	5113.97	5124.13	5113.97	5124.13	38498.0
2021-10-22 14:30:00	ES	Futures	5124.13	5131.47	5120.46	5120.74	54103.0
2021-10-22 15:00:00	ES	Futures	5121.03	5122.16	5115.66	5118.77	54414.0
2021-10-22 15:30:00	ES	Futures	5119.05	5126.95	5117.64	5120.74	121444.0
2021-10-22 16:00:00	ES	Futures	5120.74	5122.16	5116.23	5117.92	39328.0
2021-10-22 16:30:00	ES	Futures	5117.64	5118.2	5111.43	5112.84	5090.0
2021-10-22 00:00:00	NQ	Futures	17862.3	17865.49	17849.84	17850.71	1151.0
2021-10-22 00:30:00	NQ	Futures	17850.42	17857.95	17844.91	17854.48	963.0
2021-10-22 01:00:00	NQ	Futures	17854.77	17860.85	17842.3	17851.87	1336.0
2021-10-22 01:30:00	NQ	Futures	17851.58	17852.74	17842.3	17848.68	967.0
2021-10-22 02:00:00	NQ	Futures	17848.39	17863.17	17844.33	17855.63	2337.0
2021-10-22 02:30:00	NQ	Futures	17855.35	17868.1	17849.84	17867.23	2006.0
2021-10-22 03:00:00	NQ	Futures	17867.52	17889.83	17848.68	17880.27	6834.0
2021-10-22 03:30:00	NQ	Futures	17880.27	17890.7	17864.33	17875.34	3759.0
2021-10-22 04:00:00	NQ	Futures	17875.92	17883.46	17857.37	17881.14	2696.0
2021-10-22 04:30:00	NQ	Futures	17882.3	17892.73	17875.05	17883.75	2540.0
2021-10-22 05:00:00	NQ	Futures	17884.62	17887.8	17877.08	17879.98	1350.0
2021-10-22 05:30:00	NQ	Futures	17879.11	17888.38	17874.18	17888.09	1306.0
2021-10-22 06:00:00	NQ	Futures	17887.8	17907.8	17881.43	17899.98	2723.0
2021-10-22 06:30:00	NQ	Futures	17900.27	17914.76	17899.98	17907.51	2782.0
2021-10-22 07:00:00	NQ	Futures	17907.51	17921.42	17900.27	17917.95	3853.0
2021-10-22 07:30:00	NQ	Futures	17917.37	17919.1	17909.54	17911.86	2025.0

> showing 50 of 3,046 rows — these rows as CSV

> unlock the full archive -- $79 one-time