PREVIEW / futures_30min / 2021-11-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-03.parquet
  size:    108 KB
  rows:    3,774

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
2021-11-03 00:00:00	ES	Futures	5213.59	5214.72	5213.03	5213.31	930.0
2021-11-03 00:30:00	ES	Futures	5213.59	5214.44	5213.31	5213.87	478.0
2021-11-03 01:00:00	ES	Futures	5214.16	5214.72	5211.9	5213.03	1794.0
2021-11-03 01:30:00	ES	Futures	5213.03	5213.31	5211.9	5212.46	1049.0
2021-11-03 02:00:00	ES	Futures	5212.75	5215.85	5211.62	5215.0	2644.0
2021-11-03 02:30:00	ES	Futures	5215.0	5215.29	5212.18	5213.59	1533.0
2021-11-03 03:00:00	ES	Futures	5213.31	5215.0	5212.46	5214.72	2460.0
2021-11-03 03:30:00	ES	Futures	5214.72	5215.57	5213.03	5214.44	1997.0
2021-11-03 04:00:00	ES	Futures	5214.44	5218.95	5213.59	5218.39	6881.0
2021-11-03 04:30:00	ES	Futures	5218.39	5218.67	5215.57	5217.26	3592.0
2021-11-03 05:00:00	ES	Futures	5217.26	5220.08	5216.98	5217.83	3839.0
2021-11-03 05:30:00	ES	Futures	5217.83	5218.39	5216.13	5217.54	3617.0
2021-11-03 06:00:00	ES	Futures	5217.54	5218.67	5214.44	5216.13	5234.0
2021-11-03 06:30:00	ES	Futures	5215.85	5216.13	5213.31	5215.85	4107.0
2021-11-03 07:00:00	ES	Futures	5215.57	5215.85	5213.59	5215.85	3665.0
2021-11-03 07:30:00	ES	Futures	5216.13	5216.98	5214.72	5216.13	7454.0
2021-11-03 08:00:00	ES	Futures	5216.13	5216.13	5213.03	5214.16	5187.0
2021-11-03 08:30:00	ES	Futures	5214.16	5214.16	5211.05	5211.9	7678.0
2021-11-03 09:00:00	ES	Futures	5211.9	5213.59	5209.64	5212.75	15046.0
2021-11-03 09:30:00	ES	Futures	5213.03	5215.85	5207.38	5213.59	111459.0
2021-11-03 10:00:00	ES	Futures	5213.87	5215.85	5207.38	5212.46	72808.0
2021-11-03 10:30:00	ES	Futures	5212.18	5215.85	5210.21	5214.44	41144.0
2021-11-03 11:00:00	ES	Futures	5214.44	5215.0	5210.49	5211.33	35567.0
2021-11-03 11:30:00	ES	Futures	5211.62	5215.29	5209.92	5214.44	29087.0
2021-11-03 12:00:00	ES	Futures	5214.44	5215.57	5211.9	5213.59	27194.0
2021-11-03 12:30:00	ES	Futures	5213.87	5215.29	5211.62	5213.03	26817.0
2021-11-03 13:00:00	ES	Futures	5212.75	5213.03	5209.92	5212.46	22249.0
2021-11-03 13:30:00	ES	Futures	5212.75	5214.16	5208.79	5211.05	22256.0
2021-11-03 14:00:00	ES	Futures	5211.33	5229.4	5207.67	5224.88	129963.0
2021-11-03 14:30:00	ES	Futures	5224.88	5246.05	5221.21	5242.38	120734.0
2021-11-03 15:00:00	ES	Futures	5242.66	5248.3	5240.4	5246.05	85378.0
2021-11-03 15:30:00	ES	Futures	5246.05	5257.05	5244.64	5251.69	154939.0
2021-11-03 16:00:00	ES	Futures	5251.69	5252.25	5248.3	5250.56	51562.0
2021-11-03 16:30:00	ES	Futures	5250.28	5251.41	5249.15	5251.13	5407.0
2021-11-03 18:00:00	ES	Futures	5250.84	5255.92	5250.56	5254.23	3417.0
2021-11-03 18:30:00	ES	Futures	5254.23	5256.49	5253.67	5255.64	1557.0
2021-11-03 19:00:00	ES	Futures	5255.64	5261.0	5255.36	5257.9	4645.0
2021-11-03 19:30:00	ES	Futures	5257.9	5260.16	5256.21	5259.87	2873.0
2021-11-03 20:00:00	ES	Futures	5259.59	5259.59	5255.36	5255.92	4191.0
2021-11-03 20:30:00	ES	Futures	5255.64	5256.21	5253.1	5254.51	3713.0
2021-11-03 21:00:00	ES	Futures	5254.23	5254.23	5251.69	5253.95	3615.0
2021-11-03 21:30:00	ES	Futures	5253.67	5254.23	5250.0	5251.13	4634.0
2021-11-03 22:00:00	ES	Futures	5251.13	5253.67	5250.84	5253.1	2547.0
2021-11-03 22:30:00	ES	Futures	5253.1	5254.23	5252.82	5253.67	1271.0
2021-11-03 23:00:00	ES	Futures	5253.67	5253.95	5252.82	5253.1	1037.0
2021-11-03 23:30:00	ES	Futures	5253.1	5253.38	5250.84	5251.41	1893.0
2021-11-03 00:00:00	NQ	Futures	18500.19	18504.54	18496.13	18497.58	511.0
2021-11-03 00:30:00	NQ	Futures	18497.29	18508.88	18496.71	18502.22	677.0
2021-11-03 01:00:00	NQ	Futures	18501.64	18503.67	18491.78	18497.29	1266.0
2021-11-03 01:30:00	NQ	Futures	18495.84	18497.87	18491.78	18493.23	622.0

> showing 50 of 3,774 rows — these rows as CSV

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