PREVIEW / futures_30min / 2021-11-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-02.parquet
  size:    106 KB
  rows:    3,821

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
2021-11-02 00:00:00	ES	Futures	5188.76	5190.17	5188.19	5189.04	1700.0
2021-11-02 00:30:00	ES	Futures	5189.04	5189.89	5188.19	5188.47	1482.0
2021-11-02 01:00:00	ES	Futures	5188.19	5189.89	5186.5	5189.89	2930.0
2021-11-02 01:30:00	ES	Futures	5189.6	5195.81	5189.6	5193.55	4112.0
2021-11-02 02:00:00	ES	Futures	5193.55	5194.12	5190.73	5192.14	2618.0
2021-11-02 02:30:00	ES	Futures	5192.43	5196.94	5191.86	5195.81	1797.0
2021-11-02 03:00:00	ES	Futures	5196.09	5198.63	5193.84	5195.25	4600.0
2021-11-02 03:30:00	ES	Futures	5194.97	5199.76	5194.68	5197.51	4155.0
2021-11-02 04:00:00	ES	Futures	5197.51	5198.92	5195.81	5197.51	9798.0
2021-11-02 04:30:00	ES	Futures	5197.79	5199.76	5193.27	5193.27	6257.0
2021-11-02 05:00:00	ES	Futures	5193.27	5198.07	5191.01	5196.38	7149.0
2021-11-02 05:30:00	ES	Futures	5196.38	5197.22	5192.99	5196.38	3961.0
2021-11-02 06:00:00	ES	Futures	5196.38	5197.22	5192.99	5194.97	4865.0
2021-11-02 06:30:00	ES	Futures	5194.97	5199.2	5194.97	5199.2	3801.0
2021-11-02 07:00:00	ES	Futures	5198.92	5200.33	5196.94	5198.35	5531.0
2021-11-02 07:30:00	ES	Futures	5198.35	5202.59	5198.07	5199.76	6870.0
2021-11-02 08:00:00	ES	Futures	5199.76	5203.15	5199.48	5202.02	6558.0
2021-11-02 08:30:00	ES	Futures	5201.74	5204.0	5201.46	5201.74	8538.0
2021-11-02 09:00:00	ES	Futures	5202.02	5203.15	5199.48	5200.61	11394.0
2021-11-02 09:30:00	ES	Futures	5200.61	5212.46	5198.92	5211.05	128889.0
2021-11-02 10:00:00	ES	Futures	5211.33	5214.16	5206.25	5211.9	86051.0
2021-11-02 10:30:00	ES	Futures	5211.62	5217.54	5210.21	5215.85	60261.0
2021-11-02 11:00:00	ES	Futures	5215.85	5218.67	5212.18	5218.39	67160.0
2021-11-02 11:30:00	ES	Futures	5218.39	5223.19	5213.59	5213.87	73474.0
2021-11-02 12:00:00	ES	Futures	5213.87	5218.11	5209.92	5217.26	49422.0
2021-11-02 12:30:00	ES	Futures	5217.26	5221.78	5215.57	5220.08	37943.0
2021-11-02 13:00:00	ES	Futures	5220.08	5221.49	5215.57	5215.57	34293.0
2021-11-02 13:30:00	ES	Futures	5215.57	5218.11	5212.75	5216.41	31739.0
2021-11-02 14:00:00	ES	Futures	5216.41	5217.54	5211.62	5214.44	34761.0
2021-11-02 14:30:00	ES	Futures	5214.44	5220.08	5212.75	5219.52	35308.0
2021-11-02 15:00:00	ES	Futures	5219.8	5220.65	5215.29	5218.39	35278.0
2021-11-02 15:30:00	ES	Futures	5218.39	5221.49	5213.87	5219.52	101973.0
2021-11-02 16:00:00	ES	Futures	5219.8	5220.08	5215.29	5217.26	28626.0
2021-11-02 16:30:00	ES	Futures	5216.98	5218.67	5216.98	5216.98	4393.0
2021-11-02 18:00:00	ES	Futures	5216.7	5217.54	5214.72	5215.29	2319.0
2021-11-02 18:30:00	ES	Futures	5215.29	5217.26	5214.44	5214.72	1390.0
2021-11-02 19:00:00	ES	Futures	5214.72	5216.13	5214.16	5215.85	1395.0
2021-11-02 19:30:00	ES	Futures	5215.85	5215.85	5213.87	5214.44	1409.0
2021-11-02 20:00:00	ES	Futures	5214.44	5216.13	5212.75	5215.0	2618.0
2021-11-02 20:30:00	ES	Futures	5215.29	5216.41	5214.44	5215.85	1010.0
2021-11-02 21:00:00	ES	Futures	5215.85	5218.67	5215.57	5218.11	2775.0
2021-11-02 21:30:00	ES	Futures	5218.11	5220.93	5216.7	5216.98	3263.0
2021-11-02 22:00:00	ES	Futures	5216.98	5217.26	5215.29	5216.7	2069.0
2021-11-02 22:30:00	ES	Futures	5216.7	5217.26	5214.44	5215.0	2024.0
2021-11-02 23:00:00	ES	Futures	5214.72	5215.57	5214.16	5214.44	1440.0
2021-11-02 23:30:00	ES	Futures	5214.44	5215.0	5213.03	5213.31	1805.0
2021-11-02 00:00:00	NQ	Futures	18390.35	18398.75	18389.48	18398.17	1018.0
2021-11-02 00:30:00	NQ	Futures	18398.17	18402.52	18396.14	18397.01	886.0
2021-11-02 01:00:00	NQ	Futures	18397.01	18401.94	18389.19	18400.78	1330.0
2021-11-02 01:30:00	NQ	Futures	18400.78	18428.89	18400.78	18423.97	2496.0

> showing 50 of 3,821 rows — these rows as CSV

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