PREVIEW / futures_30min / 2021-11-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-04.parquet
  size:    108 KB
  rows:    3,822

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
2021-11-04 00:00:00	ES	Futures	5251.41	5253.67	5251.13	5253.1	1300.0
2021-11-04 00:30:00	ES	Futures	5253.38	5254.23	5251.97	5252.54	1280.0
2021-11-04 01:00:00	ES	Futures	5252.54	5253.67	5251.41	5251.97	2285.0
2021-11-04 01:30:00	ES	Futures	5252.25	5253.38	5250.56	5250.84	3059.0
2021-11-04 02:00:00	ES	Futures	5250.84	5255.08	5250.28	5254.51	4266.0
2021-11-04 02:30:00	ES	Futures	5254.51	5254.79	5253.1	5253.67	1490.0
2021-11-04 03:00:00	ES	Futures	5253.67	5255.64	5253.1	5255.36	2847.0
2021-11-04 03:30:00	ES	Futures	5255.36	5256.77	5254.23	5255.08	3113.0
2021-11-04 04:00:00	ES	Futures	5254.79	5263.26	5254.51	5258.46	15825.0
2021-11-04 04:30:00	ES	Futures	5258.46	5260.16	5255.36	5255.92	8042.0
2021-11-04 05:00:00	ES	Futures	5256.21	5258.18	5255.64	5257.9	4899.0
2021-11-04 05:30:00	ES	Futures	5257.9	5258.18	5254.79	5256.49	3724.0
2021-11-04 06:00:00	ES	Futures	5256.77	5256.77	5254.79	5256.49	4165.0
2021-11-04 06:30:00	ES	Futures	5256.77	5260.16	5256.49	5259.59	5069.0
2021-11-04 07:00:00	ES	Futures	5259.59	5260.16	5258.75	5259.87	6574.0
2021-11-04 07:30:00	ES	Futures	5259.59	5260.72	5256.77	5257.33	7910.0
2021-11-04 08:00:00	ES	Futures	5257.62	5262.98	5257.33	5259.31	18234.0
2021-11-04 08:30:00	ES	Futures	5259.31	5259.59	5255.92	5258.75	12328.0
2021-11-04 09:00:00	ES	Futures	5258.46	5261.85	5257.33	5258.46	17386.0
2021-11-04 09:30:00	ES	Futures	5258.18	5272.29	5254.23	5269.75	138752.0
2021-11-04 10:00:00	ES	Futures	5269.75	5276.81	5268.06	5273.14	81023.0
2021-11-04 10:30:00	ES	Futures	5273.42	5277.09	5270.6	5271.45	60089.0
2021-11-04 11:00:00	ES	Futures	5271.16	5271.45	5257.33	5258.18	92164.0
2021-11-04 11:30:00	ES	Futures	5258.46	5268.62	5256.49	5268.34	73719.0
2021-11-04 12:00:00	ES	Futures	5268.34	5271.45	5262.98	5265.52	54737.0
2021-11-04 12:30:00	ES	Futures	5265.52	5266.65	5262.13	5264.95	37559.0
2021-11-04 13:00:00	ES	Futures	5265.24	5266.93	5259.87	5266.65	44478.0
2021-11-04 13:30:00	ES	Futures	5266.65	5270.32	5262.98	5269.47	41926.0
2021-11-04 14:00:00	ES	Futures	5269.19	5269.75	5261.0	5266.37	49672.0
2021-11-04 14:30:00	ES	Futures	5266.37	5268.91	5262.98	5263.26	39626.0
2021-11-04 15:00:00	ES	Futures	5263.26	5267.78	5260.44	5265.8	56537.0
2021-11-04 15:30:00	ES	Futures	5265.8	5276.81	5261.0	5276.24	138763.0
2021-11-04 16:00:00	ES	Futures	5275.96	5276.24	5272.57	5275.4	46442.0
2021-11-04 16:30:00	ES	Futures	5275.11	5278.78	5273.7	5274.83	8571.0
2021-11-04 18:00:00	ES	Futures	5273.7	5278.5	5271.16	5277.37	3592.0
2021-11-04 18:30:00	ES	Futures	5277.37	5278.22	5275.68	5277.09	1944.0
2021-11-04 19:00:00	ES	Futures	5277.09	5277.94	5275.11	5275.4	1443.0
2021-11-04 19:30:00	ES	Futures	5275.4	5280.19	5275.4	5279.63	3242.0
2021-11-04 20:00:00	ES	Futures	5279.63	5280.19	5275.11	5275.68	5142.0
2021-11-04 20:30:00	ES	Futures	5275.68	5275.96	5272.57	5274.83	3138.0
2021-11-04 21:00:00	ES	Futures	5274.83	5276.24	5271.45	5274.55	3442.0
2021-11-04 21:30:00	ES	Futures	5274.55	5274.55	5270.6	5271.73	4131.0
2021-11-04 22:00:00	ES	Futures	5271.45	5274.55	5270.88	5274.55	2187.0
2021-11-04 22:30:00	ES	Futures	5274.55	5275.96	5273.42	5274.55	1792.0
2021-11-04 23:00:00	ES	Futures	5274.55	5275.96	5274.27	5274.83	2098.0
2021-11-04 23:30:00	ES	Futures	5275.11	5275.4	5272.57	5275.11	1420.0
2021-11-04 00:00:00	NQ	Futures	18730.3	18739.58	18729.43	18735.81	600.0
2021-11-04 00:30:00	NQ	Futures	18736.1	18741.61	18732.91	18735.52	561.0
2021-11-04 01:00:00	NQ	Futures	18735.81	18740.45	18731.75	18735.81	693.0
2021-11-04 01:30:00	NQ	Futures	18735.52	18749.43	18733.49	18735.81	1266.0

> showing 50 of 3,822 rows — these rows as CSV

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