PREVIEW / futures_30min / 2021-10-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-27.parquet
  size:    109 KB
  rows:    3,813

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
2021-10-27 00:00:00	ES	Futures	5153.48	5155.17	5153.2	5154.61	830.0
2021-10-27 00:30:00	ES	Futures	5154.89	5156.3	5154.33	5156.3	1615.0
2021-10-27 01:00:00	ES	Futures	5156.3	5158.28	5155.46	5158.28	2680.0
2021-10-27 01:30:00	ES	Futures	5158.0	5161.66	5157.43	5161.38	2916.0
2021-10-27 02:00:00	ES	Futures	5161.66	5161.95	5157.15	5159.69	3039.0
2021-10-27 02:30:00	ES	Futures	5159.41	5160.82	5158.0	5159.12	1813.0
2021-10-27 03:00:00	ES	Futures	5159.41	5165.9	5158.84	5160.54	8950.0
2021-10-27 03:30:00	ES	Futures	5160.54	5162.23	5158.56	5161.66	5798.0
2021-10-27 04:00:00	ES	Futures	5161.95	5163.92	5159.12	5160.25	5605.0
2021-10-27 04:30:00	ES	Futures	5160.25	5160.82	5152.63	5153.48	7711.0
2021-10-27 05:00:00	ES	Futures	5153.48	5153.76	5145.3	5150.09	13334.0
2021-10-27 05:30:00	ES	Futures	5149.81	5152.07	5145.86	5147.55	7789.0
2021-10-27 06:00:00	ES	Futures	5147.55	5151.22	5147.27	5150.09	5057.0
2021-10-27 06:30:00	ES	Futures	5150.38	5153.2	5143.6	5147.55	6871.0
2021-10-27 07:00:00	ES	Futures	5147.27	5154.05	5147.27	5152.63	8043.0
2021-10-27 07:30:00	ES	Futures	5152.63	5154.61	5147.55	5147.84	8139.0
2021-10-27 08:00:00	ES	Futures	5148.12	5156.3	5147.55	5154.33	14155.0
2021-10-27 08:30:00	ES	Futures	5154.89	5159.97	5153.76	5157.43	15180.0
2021-10-27 09:00:00	ES	Futures	5157.43	5160.25	5156.58	5157.71	16022.0
2021-10-27 09:30:00	ES	Futures	5157.71	5165.05	5145.3	5164.49	173235.0
2021-10-27 10:00:00	ES	Futures	5164.77	5166.46	5149.53	5151.51	118545.0
2021-10-27 10:30:00	ES	Futures	5151.79	5157.43	5147.84	5150.09	88924.0
2021-10-27 11:00:00	ES	Futures	5150.38	5158.28	5148.68	5155.17	57335.0
2021-10-27 11:30:00	ES	Futures	5155.17	5156.87	5149.25	5152.35	44902.0
2021-10-27 12:00:00	ES	Futures	5152.35	5158.84	5150.66	5156.58	40176.0
2021-10-27 12:30:00	ES	Futures	5156.87	5157.15	5152.07	5155.46	36446.0
2021-10-27 13:00:00	ES	Futures	5155.17	5163.36	5154.33	5161.66	38660.0
2021-10-27 13:30:00	ES	Futures	5161.95	5164.2	5159.97	5163.92	29198.0
2021-10-27 14:00:00	ES	Futures	5164.2	5165.9	5160.82	5161.38	36920.0
2021-10-27 14:30:00	ES	Futures	5161.66	5162.23	5155.17	5155.46	40636.0
2021-10-27 15:00:00	ES	Futures	5155.17	5156.3	5136.83	5145.58	109692.0
2021-10-27 15:30:00	ES	Futures	5145.58	5146.14	5129.21	5129.49	170201.0
2021-10-27 16:00:00	ES	Futures	5129.77	5134.29	5129.49	5131.47	48188.0
2021-10-27 16:30:00	ES	Futures	5131.75	5134.57	5130.62	5133.73	7228.0
2021-10-27 18:00:00	ES	Futures	5134.85	5137.96	5134.01	5137.11	3915.0
2021-10-27 18:30:00	ES	Futures	5137.11	5139.09	5134.57	5138.52	2996.0
2021-10-27 19:00:00	ES	Futures	5138.52	5140.22	5136.55	5138.52	2433.0
2021-10-27 19:30:00	ES	Futures	5138.81	5141.35	5137.39	5140.5	2216.0
2021-10-27 20:00:00	ES	Futures	5140.5	5141.35	5137.39	5139.09	4245.0
2021-10-27 20:30:00	ES	Futures	5139.09	5139.37	5135.14	5139.09	3577.0
2021-10-27 21:00:00	ES	Futures	5139.09	5139.65	5135.98	5137.11	2794.0
2021-10-27 21:30:00	ES	Futures	5137.11	5140.5	5137.11	5139.09	2851.0
2021-10-27 22:00:00	ES	Futures	5138.81	5140.22	5133.16	5134.57	4437.0
2021-10-27 22:30:00	ES	Futures	5134.29	5137.96	5134.01	5137.68	2642.0
2021-10-27 23:00:00	ES	Futures	5137.68	5139.37	5136.27	5137.39	1552.0
2021-10-27 23:30:00	ES	Futures	5137.39	5139.09	5137.11	5138.52	1038.0
2021-10-27 00:00:00	NQ	Futures	18012.43	18017.06	18010.4	18013.88	724.0
2021-10-27 00:30:00	NQ	Futures	18013.88	18024.31	18012.43	18023.73	1016.0
2021-10-27 01:00:00	NQ	Futures	18023.44	18039.38	18023.15	18038.22	2045.0
2021-10-27 01:30:00	NQ	Futures	18037.64	18050.68	18034.45	18050.1	1839.0

> showing 50 of 3,813 rows — these rows as CSV

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