PREVIEW / futures_30min / 2021-10-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-10-29.parquet
  size:    92 KB
  rows:    3,071

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
2021-10-29 00:00:00	ES	Futures	5163.36	5164.77	5162.79	5163.36	1146.0
2021-10-29 00:30:00	ES	Futures	5163.36	5163.36	5158.28	5158.28	3836.0
2021-10-29 01:00:00	ES	Futures	5158.28	5159.12	5154.61	5156.87	5127.0
2021-10-29 01:30:00	ES	Futures	5156.58	5158.56	5154.89	5155.74	3599.0
2021-10-29 02:00:00	ES	Futures	5156.02	5157.15	5150.09	5155.74	7814.0
2021-10-29 02:30:00	ES	Futures	5155.74	5156.87	5152.92	5155.17	4229.0
2021-10-29 03:00:00	ES	Futures	5155.46	5161.38	5147.27	5159.41	15502.0
2021-10-29 03:30:00	ES	Futures	5159.41	5161.66	5154.05	5156.58	6831.0
2021-10-29 04:00:00	ES	Futures	5156.58	5159.41	5151.51	5151.51	6556.0
2021-10-29 04:30:00	ES	Futures	5151.51	5155.74	5150.66	5155.46	6665.0
2021-10-29 05:00:00	ES	Futures	5155.17	5157.43	5150.66	5154.05	6168.0
2021-10-29 05:30:00	ES	Futures	5153.76	5155.74	5151.79	5154.05	4195.0
2021-10-29 06:00:00	ES	Futures	5154.05	5156.58	5146.71	5148.4	10468.0
2021-10-29 06:30:00	ES	Futures	5148.12	5154.05	5148.12	5152.63	8295.0
2021-10-29 07:00:00	ES	Futures	5152.35	5154.89	5151.22	5153.48	7026.0
2021-10-29 07:30:00	ES	Futures	5153.48	5158.84	5152.07	5154.05	11484.0
2021-10-29 08:00:00	ES	Futures	5154.33	5158.56	5152.92	5156.3	11623.0
2021-10-29 08:30:00	ES	Futures	5156.3	5160.54	5147.55	5150.66	36465.0
2021-10-29 09:00:00	ES	Futures	5150.66	5154.89	5146.71	5152.07	36677.0
2021-10-29 09:30:00	ES	Futures	5151.79	5171.82	5147.84	5165.62	138605.0
2021-10-29 10:00:00	ES	Futures	5165.62	5171.26	5159.41	5161.95	97214.0
2021-10-29 10:30:00	ES	Futures	5161.66	5170.98	5158.28	5168.16	85297.0
2021-10-29 11:00:00	ES	Futures	5168.16	5178.32	5167.87	5176.62	62859.0
2021-10-29 11:30:00	ES	Futures	5176.62	5181.42	5173.52	5176.34	63356.0
2021-10-29 12:00:00	ES	Futures	5176.62	5189.04	5175.21	5188.76	60108.0
2021-10-29 12:30:00	ES	Futures	5188.47	5189.04	5183.4	5184.24	36746.0
2021-10-29 13:00:00	ES	Futures	5184.52	5188.76	5183.68	5185.65	26694.0
2021-10-29 13:30:00	ES	Futures	5185.94	5186.78	5180.86	5183.96	31614.0
2021-10-29 14:00:00	ES	Futures	5183.96	5184.81	5174.08	5174.08	49183.0
2021-10-29 14:30:00	ES	Futures	5174.08	5180.29	5172.95	5178.32	48276.0
2021-10-29 15:00:00	ES	Futures	5178.32	5180.29	5171.26	5174.93	60988.0
2021-10-29 15:30:00	ES	Futures	5174.93	5193.84	5173.52	5189.6	250626.0
2021-10-29 16:00:00	ES	Futures	5189.6	5194.68	5188.19	5194.68	77349.0
2021-10-29 16:30:00	ES	Futures	5194.4	5196.66	5192.71	5195.53	6650.0
2021-10-29 00:00:00	NQ	Futures	18165.45	18166.32	18156.75	18158.49	1079.0
2021-10-29 00:30:00	NQ	Futures	18157.91	18158.2	18132.12	18143.42	2895.0
2021-10-29 01:00:00	NQ	Futures	18143.42	18144.29	18124.01	18128.06	3527.0
2021-10-29 01:30:00	NQ	Futures	18127.77	18137.92	18122.85	18132.12	1972.0
2021-10-29 02:00:00	NQ	Futures	18132.12	18135.6	18108.36	18135.02	4110.0
2021-10-29 02:30:00	NQ	Futures	18135.31	18143.71	18122.85	18130.38	2406.0
2021-10-29 03:00:00	NQ	Futures	18130.96	18156.18	18105.46	18146.32	5632.0
2021-10-29 03:30:00	NQ	Futures	18148.35	18154.73	18129.51	18146.61	3973.0
2021-10-29 04:00:00	NQ	Futures	18146.03	18146.03	18119.37	18120.82	3551.0
2021-10-29 04:30:00	NQ	Futures	18120.24	18132.41	18117.05	18126.61	3388.0
2021-10-29 05:00:00	NQ	Futures	18126.32	18135.89	18106.62	18117.05	3718.0
2021-10-29 05:30:00	NQ	Futures	18117.34	18126.03	18111.83	18117.92	2292.0
2021-10-29 06:00:00	NQ	Futures	18117.34	18127.48	18079.37	18083.72	6263.0
2021-10-29 06:30:00	NQ	Futures	18083.72	18117.05	18083.72	18111.25	4403.0
2021-10-29 07:00:00	NQ	Futures	18110.96	18123.43	18109.51	18114.15	3008.0
2021-10-29 07:30:00	NQ	Futures	18113.86	18137.92	18103.43	18124.01	4930.0

> showing 50 of 3,071 rows — these rows as CSV

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