PREVIEW / futures_30min / 2021-10-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-25.parquet
  size:    102 KB
  rows:    3,749

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
2021-10-25 00:00:00	ES	Futures	5123.57	5124.13	5122.16	5123.85	1995.0
2021-10-25 00:30:00	ES	Futures	5123.85	5125.26	5123.0	5124.98	1639.0
2021-10-25 01:00:00	ES	Futures	5124.98	5126.11	5123.0	5125.54	3159.0
2021-10-25 01:30:00	ES	Futures	5125.54	5128.36	5124.69	5128.08	3952.0
2021-10-25 02:00:00	ES	Futures	5128.08	5128.36	5124.13	5126.11	3575.0
2021-10-25 02:30:00	ES	Futures	5126.11	5128.93	5126.11	5128.36	3311.0
2021-10-25 03:00:00	ES	Futures	5128.36	5128.65	5123.0	5124.69	8796.0
2021-10-25 03:30:00	ES	Futures	5124.69	5126.95	5122.72	5125.54	5012.0
2021-10-25 04:00:00	ES	Futures	5125.54	5132.03	5124.98	5128.08	8100.0
2021-10-25 04:30:00	ES	Futures	5128.08	5128.65	5126.39	5126.39	3278.0
2021-10-25 05:00:00	ES	Futures	5126.67	5128.08	5123.85	5124.13	4636.0
2021-10-25 05:30:00	ES	Futures	5124.13	5126.39	5124.13	5125.26	2733.0
2021-10-25 06:00:00	ES	Futures	5124.98	5128.65	5124.41	5127.52	4090.0
2021-10-25 06:30:00	ES	Futures	5127.52	5128.65	5126.95	5127.23	3384.0
2021-10-25 07:00:00	ES	Futures	5126.95	5128.36	5122.72	5126.67	5857.0
2021-10-25 07:30:00	ES	Futures	5126.67	5129.21	5125.54	5128.93	6484.0
2021-10-25 08:00:00	ES	Futures	5129.21	5130.62	5126.95	5129.21	8237.0
2021-10-25 08:30:00	ES	Futures	5128.93	5130.06	5127.52	5128.36	8650.0
2021-10-25 09:00:00	ES	Futures	5128.36	5134.29	5128.08	5133.44	14169.0
2021-10-25 09:30:00	ES	Futures	5133.73	5134.01	5112.28	5126.39	150148.0
2021-10-25 10:00:00	ES	Futures	5126.67	5130.9	5122.44	5129.77	83408.0
2021-10-25 10:30:00	ES	Futures	5129.49	5133.44	5126.95	5132.6	46568.0
2021-10-25 11:00:00	ES	Futures	5132.31	5138.24	5130.62	5137.68	54740.0
2021-10-25 11:30:00	ES	Futures	5137.96	5141.06	5134.57	5140.78	43243.0
2021-10-25 12:00:00	ES	Futures	5140.78	5146.99	5138.81	5145.86	48553.0
2021-10-25 12:30:00	ES	Futures	5146.14	5148.4	5143.89	5146.14	37311.0
2021-10-25 13:00:00	ES	Futures	5146.43	5152.07	5146.43	5149.25	36718.0
2021-10-25 13:30:00	ES	Futures	5148.97	5150.09	5144.73	5146.14	32870.0
2021-10-25 14:00:00	ES	Futures	5146.43	5150.66	5144.17	5150.09	36747.0
2021-10-25 14:30:00	ES	Futures	5150.38	5152.07	5145.86	5147.27	44946.0
2021-10-25 15:00:00	ES	Futures	5147.55	5148.4	5142.76	5146.71	42965.0
2021-10-25 15:30:00	ES	Futures	5146.43	5148.12	5140.22	5147.84	116616.0
2021-10-25 16:00:00	ES	Futures	5147.84	5152.07	5139.09	5152.07	56381.0
2021-10-25 16:30:00	ES	Futures	5152.07	5154.61	5151.79	5153.48	8485.0
2021-10-25 18:00:00	ES	Futures	5152.92	5154.33	5150.66	5152.35	2382.0
2021-10-25 18:30:00	ES	Futures	5152.35	5152.63	5149.25	5149.81	1863.0
2021-10-25 19:00:00	ES	Futures	5150.09	5151.51	5149.53	5150.66	1199.0
2021-10-25 19:30:00	ES	Futures	5150.38	5156.02	5150.38	5154.89	2859.0
2021-10-25 20:00:00	ES	Futures	5155.17	5158.56	5153.48	5158.0	6351.0
2021-10-25 20:30:00	ES	Futures	5157.71	5161.1	5155.17	5159.69	4486.0
2021-10-25 21:00:00	ES	Futures	5159.69	5164.49	5159.41	5161.66	4930.0
2021-10-25 21:30:00	ES	Futures	5161.95	5161.95	5158.28	5158.84	3703.0
2021-10-25 22:00:00	ES	Futures	5158.56	5159.12	5157.15	5158.0	2554.0
2021-10-25 22:30:00	ES	Futures	5158.0	5161.38	5158.0	5161.1	1539.0
2021-10-25 23:00:00	ES	Futures	5160.82	5161.1	5158.0	5158.28	1326.0
2021-10-25 23:30:00	ES	Futures	5158.28	5158.56	5156.3	5158.0	1481.0
2021-10-25 00:00:00	NQ	Futures	17798.25	17802.89	17794.19	17798.25	917.0
2021-10-25 00:30:00	NQ	Futures	17798.83	17803.18	17796.22	17798.83	831.0
2021-10-25 01:00:00	NQ	Futures	17799.12	17805.21	17788.98	17801.15	1529.0
2021-10-25 01:30:00	NQ	Futures	17801.44	17813.61	17798.83	17810.42	1557.0

> showing 50 of 3,749 rows — these rows as CSV

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