PREVIEW / futures_30min / 2021-11-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-01.parquet
  size:    108 KB
  rows:    3,886

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
2021-11-01 00:00:00	ES	Futures	5199.76	5200.61	5198.92	5199.76	1580.0
2021-11-01 00:30:00	ES	Futures	5200.05	5200.61	5198.35	5199.2	2593.0
2021-11-01 01:00:00	ES	Futures	5199.2	5201.74	5199.2	5200.89	2916.0
2021-11-01 01:30:00	ES	Futures	5200.89	5202.3	5196.94	5197.79	4660.0
2021-11-01 02:00:00	ES	Futures	5198.07	5198.35	5194.4	5195.25	4728.0
2021-11-01 02:30:00	ES	Futures	5195.25	5197.79	5194.97	5197.51	2305.0
2021-11-01 03:00:00	ES	Futures	5197.22	5199.76	5196.94	5198.35	3278.0
2021-11-01 03:30:00	ES	Futures	5198.35	5199.48	5197.22	5198.07	2870.0
2021-11-01 04:00:00	ES	Futures	5198.35	5207.1	5198.07	5206.25	12724.0
2021-11-01 04:30:00	ES	Futures	5206.25	5209.64	5205.69	5209.36	7311.0
2021-11-01 05:00:00	ES	Futures	5209.36	5213.31	5208.79	5211.05	8018.0
2021-11-01 05:30:00	ES	Futures	5211.05	5211.9	5209.36	5210.21	4121.0
2021-11-01 06:00:00	ES	Futures	5210.49	5212.75	5210.21	5210.49	6210.0
2021-11-01 06:30:00	ES	Futures	5210.77	5213.87	5210.49	5213.59	5639.0
2021-11-01 07:00:00	ES	Futures	5213.31	5214.72	5211.62	5211.9	6735.0
2021-11-01 07:30:00	ES	Futures	5211.9	5211.9	5209.64	5210.77	5313.0
2021-11-01 08:00:00	ES	Futures	5210.77	5210.77	5207.67	5208.51	9103.0
2021-11-01 08:30:00	ES	Futures	5208.79	5208.79	5202.59	5203.15	14685.0
2021-11-01 09:00:00	ES	Futures	5202.87	5203.43	5197.51	5201.74	25624.0
2021-11-01 09:30:00	ES	Futures	5201.74	5206.25	5188.47	5190.17	149925.0
2021-11-01 10:00:00	ES	Futures	5190.17	5191.58	5177.47	5187.35	104835.0
2021-11-01 10:30:00	ES	Futures	5187.35	5187.63	5178.32	5182.55	66157.0
2021-11-01 11:00:00	ES	Futures	5182.27	5191.86	5181.7	5189.89	52284.0
2021-11-01 11:30:00	ES	Futures	5189.89	5192.99	5187.06	5192.43	34892.0
2021-11-01 12:00:00	ES	Futures	5192.43	5195.25	5191.01	5194.68	35951.0
2021-11-01 12:30:00	ES	Futures	5194.68	5198.35	5193.55	5197.79	31095.0
2021-11-01 13:00:00	ES	Futures	5198.07	5198.35	5187.91	5189.6	41206.0
2021-11-01 13:30:00	ES	Futures	5189.6	5191.3	5183.11	5185.09	40183.0
2021-11-01 14:00:00	ES	Futures	5184.81	5186.22	5177.75	5182.83	49893.0
2021-11-01 14:30:00	ES	Futures	5182.83	5190.73	5182.55	5189.04	38252.0
2021-11-01 15:00:00	ES	Futures	5189.32	5192.99	5186.5	5191.3	37667.0
2021-11-01 15:30:00	ES	Futures	5191.01	5200.61	5191.01	5199.48	111080.0
2021-11-01 16:00:00	ES	Futures	5199.2	5199.48	5195.53	5198.63	35139.0
2021-11-01 16:30:00	ES	Futures	5198.35	5199.2	5198.35	5199.2	5973.0
2021-11-01 18:00:00	ES	Futures	5199.2	5199.76	5195.81	5199.2	2307.0
2021-11-01 18:30:00	ES	Futures	5199.2	5202.02	5198.92	5201.17	2003.0
2021-11-01 19:00:00	ES	Futures	5201.17	5201.17	5196.38	5199.48	3095.0
2021-11-01 19:30:00	ES	Futures	5199.48	5199.48	5196.38	5196.38	1701.0
2021-11-01 20:00:00	ES	Futures	5196.66	5197.79	5194.68	5194.97	3533.0
2021-11-01 20:30:00	ES	Futures	5195.25	5196.94	5194.68	5196.09	2147.0
2021-11-01 21:00:00	ES	Futures	5196.38	5198.92	5195.25	5195.81	3601.0
2021-11-01 21:30:00	ES	Futures	5195.81	5196.38	5190.17	5191.01	7020.0
2021-11-01 22:00:00	ES	Futures	5191.3	5192.71	5189.6	5190.17	3215.0
2021-11-01 22:30:00	ES	Futures	5190.17	5190.17	5187.06	5187.63	3683.0
2021-11-01 23:00:00	ES	Futures	5187.63	5189.32	5185.09	5186.78	3090.0
2021-11-01 23:30:00	ES	Futures	5186.78	5188.47	5186.5	5188.47	2280.0
2021-11-01 00:00:00	NQ	Futures	18399.62	18404.55	18397.59	18403.1	560.0
2021-11-01 00:30:00	NQ	Futures	18403.39	18407.45	18400.78	18404.84	729.0
2021-11-01 01:00:00	NQ	Futures	18404.84	18419.04	18404.84	18413.24	1230.0
2021-11-01 01:30:00	NQ	Futures	18413.82	18422.52	18404.84	18410.06	1308.0

> showing 50 of 3,886 rows — these rows as CSV

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