PREVIEW / futures_30min / 2021-10-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-28.parquet
  size:    107 KB
  rows:    3,836

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
2021-10-28 00:00:00	ES	Futures	5138.52	5139.65	5137.39	5139.09	1057.0
2021-10-28 00:30:00	ES	Futures	5138.81	5139.09	5137.39	5138.81	1568.0
2021-10-28 01:00:00	ES	Futures	5138.52	5140.5	5137.39	5137.68	2608.0
2021-10-28 01:30:00	ES	Futures	5137.96	5139.37	5137.11	5137.68	2004.0
2021-10-28 02:00:00	ES	Futures	5137.68	5139.09	5133.16	5138.24	5102.0
2021-10-28 02:30:00	ES	Futures	5138.24	5138.81	5130.9	5131.47	5543.0
2021-10-28 03:00:00	ES	Futures	5131.75	5142.47	5130.9	5139.65	11917.0
2021-10-28 03:30:00	ES	Futures	5139.37	5139.93	5135.14	5139.37	7541.0
2021-10-28 04:00:00	ES	Futures	5139.65	5139.93	5133.44	5135.7	8641.0
2021-10-28 04:30:00	ES	Futures	5135.7	5142.47	5135.7	5141.06	7215.0
2021-10-28 05:00:00	ES	Futures	5141.35	5141.63	5137.11	5137.96	5163.0
2021-10-28 05:30:00	ES	Futures	5137.96	5139.37	5135.42	5138.81	4835.0
2021-10-28 06:00:00	ES	Futures	5138.81	5140.5	5136.83	5140.22	4985.0
2021-10-28 06:30:00	ES	Futures	5140.5	5146.43	5140.22	5145.86	10455.0
2021-10-28 07:00:00	ES	Futures	5146.14	5148.68	5145.3	5146.71	9976.0
2021-10-28 07:30:00	ES	Futures	5146.43	5146.71	5142.47	5143.32	7982.0
2021-10-28 08:00:00	ES	Futures	5143.32	5150.38	5143.04	5145.86	9993.0
2021-10-28 08:30:00	ES	Futures	5145.86	5148.4	5141.63	5145.86	18525.0
2021-10-28 09:00:00	ES	Futures	5146.14	5147.55	5143.04	5146.99	22608.0
2021-10-28 09:30:00	ES	Futures	5147.27	5163.92	5146.43	5161.66	169011.0
2021-10-28 10:00:00	ES	Futures	5161.66	5165.9	5153.48	5165.33	101631.0
2021-10-28 10:30:00	ES	Futures	5165.33	5175.49	5164.2	5169.57	101328.0
2021-10-28 11:00:00	ES	Futures	5169.57	5174.36	5169.0	5170.41	53352.0
2021-10-28 11:30:00	ES	Futures	5170.7	5175.49	5162.79	5165.33	55627.0
2021-10-28 12:00:00	ES	Futures	5165.33	5172.39	5165.05	5167.59	38454.0
2021-10-28 12:30:00	ES	Futures	5167.59	5169.28	5158.56	5160.82	39474.0
2021-10-28 13:00:00	ES	Futures	5160.82	5165.9	5160.54	5164.77	31948.0
2021-10-28 13:30:00	ES	Futures	5165.05	5169.85	5164.77	5168.16	27995.0
2021-10-28 14:00:00	ES	Futures	5168.44	5174.36	5168.16	5173.24	34741.0
2021-10-28 14:30:00	ES	Futures	5173.24	5174.65	5168.72	5170.13	32080.0
2021-10-28 15:00:00	ES	Futures	5169.85	5170.98	5165.33	5167.03	45837.0
2021-10-28 15:30:00	ES	Futures	5167.03	5180.01	5165.62	5178.88	152539.0
2021-10-28 16:00:00	ES	Futures	5178.6	5181.14	5170.98	5174.93	58375.0
2021-10-28 16:30:00	ES	Futures	5174.93	5174.93	5160.54	5168.44	27206.0
2021-10-28 18:00:00	ES	Futures	5166.74	5169.57	5165.05	5169.0	5018.0
2021-10-28 18:30:00	ES	Futures	5169.0	5169.85	5163.64	5164.77	2875.0
2021-10-28 19:00:00	ES	Futures	5164.77	5166.18	5161.66	5162.79	2984.0
2021-10-28 19:30:00	ES	Futures	5162.79	5165.33	5161.66	5164.2	2193.0
2021-10-28 20:00:00	ES	Futures	5164.2	5166.46	5159.69	5160.54	5259.0
2021-10-28 20:30:00	ES	Futures	5160.25	5163.64	5159.41	5160.25	3071.0
2021-10-28 21:00:00	ES	Futures	5160.54	5161.66	5156.58	5159.41	4427.0
2021-10-28 21:30:00	ES	Futures	5159.41	5161.95	5157.71	5159.41	3618.0
2021-10-28 22:00:00	ES	Futures	5159.41	5162.23	5159.12	5160.54	3041.0
2021-10-28 22:30:00	ES	Futures	5160.54	5161.95	5159.41	5160.82	1524.0
2021-10-28 23:00:00	ES	Futures	5161.1	5165.9	5159.97	5165.05	3061.0
2021-10-28 23:30:00	ES	Futures	5165.33	5165.33	5162.79	5163.36	1763.0
2021-10-28 00:00:00	NQ	Futures	18102.27	18109.22	18096.76	18103.14	798.0
2021-10-28 00:30:00	NQ	Futures	18103.14	18111.83	18100.53	18110.09	820.0
2021-10-28 01:00:00	NQ	Futures	18109.8	18117.63	18102.85	18104.59	1270.0
2021-10-28 01:30:00	NQ	Futures	18104.88	18109.22	18097.92	18099.66	1182.0

> showing 50 of 3,836 rows — these rows as CSV

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