PREVIEW / futures_30min / 2021-10-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-26.parquet
  size:    103 KB
  rows:    3,755

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
2021-10-26 00:00:00	ES	Futures	5158.0	5159.12	5157.43	5158.84	1239.0
2021-10-26 00:30:00	ES	Futures	5158.84	5160.25	5158.28	5158.84	1350.0
2021-10-26 01:00:00	ES	Futures	5158.84	5159.41	5157.15	5158.84	1986.0
2021-10-26 01:30:00	ES	Futures	5158.56	5158.56	5154.33	5154.89	3279.0
2021-10-26 02:00:00	ES	Futures	5154.89	5159.69	5154.33	5159.12	2886.0
2021-10-26 02:30:00	ES	Futures	5159.12	5162.23	5158.84	5159.97	3244.0
2021-10-26 03:00:00	ES	Futures	5159.97	5163.08	5156.87	5158.84	8016.0
2021-10-26 03:30:00	ES	Futures	5158.56	5165.9	5157.71	5165.33	8255.0
2021-10-26 04:00:00	ES	Futures	5165.33	5170.98	5164.77	5165.33	11345.0
2021-10-26 04:30:00	ES	Futures	5165.05	5167.31	5163.08	5166.46	6350.0
2021-10-26 05:00:00	ES	Futures	5166.46	5167.03	5164.77	5165.9	4236.0
2021-10-26 05:30:00	ES	Futures	5166.18	5167.03	5163.64	5166.74	4344.0
2021-10-26 06:00:00	ES	Futures	5166.74	5167.31	5164.49	5164.77	5365.0
2021-10-26 06:30:00	ES	Futures	5164.77	5166.74	5163.36	5166.74	4926.0
2021-10-26 07:00:00	ES	Futures	5166.74	5168.44	5166.18	5167.59	6690.0
2021-10-26 07:30:00	ES	Futures	5167.87	5168.16	5164.49	5165.33	8074.0
2021-10-26 08:00:00	ES	Futures	5165.62	5167.31	5163.36	5165.62	7951.0
2021-10-26 08:30:00	ES	Futures	5165.62	5166.18	5164.49	5166.18	5542.0
2021-10-26 09:00:00	ES	Futures	5165.9	5166.74	5163.64	5166.46	13318.0
2021-10-26 09:30:00	ES	Futures	5166.18	5173.52	5161.95	5169.28	155115.0
2021-10-26 10:00:00	ES	Futures	5169.28	5181.42	5166.74	5178.32	102897.0
2021-10-26 10:30:00	ES	Futures	5178.32	5180.57	5173.52	5177.47	67176.0
2021-10-26 11:00:00	ES	Futures	5177.19	5180.01	5174.65	5179.16	51588.0
2021-10-26 11:30:00	ES	Futures	5179.44	5180.01	5165.9	5166.18	84767.0
2021-10-26 12:00:00	ES	Futures	5166.18	5167.59	5158.84	5160.54	86539.0
2021-10-26 12:30:00	ES	Futures	5160.54	5162.79	5148.4	5155.46	105109.0
2021-10-26 13:00:00	ES	Futures	5155.74	5159.69	5151.22	5156.3	68521.0
2021-10-26 13:30:00	ES	Futures	5156.02	5163.92	5154.89	5159.97	43589.0
2021-10-26 14:00:00	ES	Futures	5159.97	5165.62	5159.69	5162.51	43780.0
2021-10-26 14:30:00	ES	Futures	5162.23	5166.46	5159.12	5165.05	39422.0
2021-10-26 15:00:00	ES	Futures	5165.33	5167.87	5161.1	5161.38	48464.0
2021-10-26 15:30:00	ES	Futures	5161.38	5169.28	5151.51	5152.92	124685.0
2021-10-26 16:00:00	ES	Futures	5152.92	5156.87	5151.22	5152.92	43373.0
2021-10-26 16:30:00	ES	Futures	5152.92	5154.05	5150.09	5151.22	7050.0
2021-10-26 18:00:00	ES	Futures	5151.79	5159.12	5151.22	5158.28	5423.0
2021-10-26 18:30:00	ES	Futures	5158.56	5160.82	5157.71	5159.12	2626.0
2021-10-26 19:00:00	ES	Futures	5158.84	5160.54	5158.0	5159.41	1946.0
2021-10-26 19:30:00	ES	Futures	5159.41	5162.23	5155.17	5158.28	3519.0
2021-10-26 20:00:00	ES	Futures	5158.28	5160.82	5155.74	5158.0	3087.0
2021-10-26 20:30:00	ES	Futures	5157.71	5159.69	5152.07	5152.63	4616.0
2021-10-26 21:00:00	ES	Futures	5152.92	5155.46	5151.79	5153.48	3105.0
2021-10-26 21:30:00	ES	Futures	5153.48	5154.61	5149.25	5149.81	4050.0
2021-10-26 22:00:00	ES	Futures	5149.81	5154.33	5149.81	5152.63	2651.0
2021-10-26 22:30:00	ES	Futures	5152.35	5154.05	5151.22	5153.2	1901.0
2021-10-26 23:00:00	ES	Futures	5153.2	5155.46	5153.2	5154.33	2074.0
2021-10-26 23:30:00	ES	Futures	5154.61	5154.61	5152.35	5153.76	1279.0
2021-10-26 00:00:00	NQ	Futures	18046.62	18054.45	18045.47	18053.29	869.0
2021-10-26 00:30:00	NQ	Futures	18053.58	18061.41	18051.26	18055.61	1255.0
2021-10-26 01:00:00	NQ	Futures	18056.19	18061.69	18050.39	18061.41	1249.0
2021-10-26 01:30:00	NQ	Futures	18060.83	18062.27	18046.33	18047.49	1550.0

> showing 50 of 3,755 rows — these rows as CSV

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