PREVIEW / futures_30min / 2021-11-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-05.parquet
  size:    92 KB
  rows:    3,076

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
2021-11-05 00:00:00	ES	Futures	5274.83	5276.24	5274.55	5275.4	921.0
2021-11-05 00:30:00	ES	Futures	5275.68	5277.09	5275.4	5276.53	1285.0
2021-11-05 01:00:00	ES	Futures	5276.53	5276.81	5275.11	5276.24	2060.0
2021-11-05 01:30:00	ES	Futures	5276.24	5276.53	5275.11	5275.4	1245.0
2021-11-05 02:00:00	ES	Futures	5275.68	5276.24	5274.27	5274.27	2447.0
2021-11-05 02:30:00	ES	Futures	5274.55	5275.11	5273.42	5274.83	1834.0
2021-11-05 03:00:00	ES	Futures	5274.83	5274.83	5270.88	5271.16	3797.0
2021-11-05 03:30:00	ES	Futures	5271.16	5272.86	5268.91	5272.01	4716.0
2021-11-05 04:00:00	ES	Futures	5272.29	5279.35	5272.29	5276.81	11648.0
2021-11-05 04:30:00	ES	Futures	5277.09	5277.94	5275.68	5276.81	4550.0
2021-11-05 05:00:00	ES	Futures	5276.81	5281.89	5276.81	5280.76	4586.0
2021-11-05 05:30:00	ES	Futures	5281.04	5287.25	5280.48	5286.12	8317.0
2021-11-05 06:00:00	ES	Futures	5286.12	5288.94	5285.27	5287.81	8897.0
2021-11-05 06:30:00	ES	Futures	5287.81	5289.22	5286.4	5288.94	7978.0
2021-11-05 07:00:00	ES	Futures	5288.94	5291.48	5283.58	5284.43	15111.0
2021-11-05 07:30:00	ES	Futures	5284.43	5287.81	5283.58	5287.81	9207.0
2021-11-05 08:00:00	ES	Futures	5287.53	5289.79	5286.4	5288.66	9777.0
2021-11-05 08:30:00	ES	Futures	5288.66	5302.21	5286.12	5298.54	48114.0
2021-11-05 09:00:00	ES	Futures	5298.26	5304.75	5296.56	5302.77	31850.0
2021-11-05 09:30:00	ES	Futures	5303.05	5316.03	5299.67	5314.62	182773.0
2021-11-05 10:00:00	ES	Futures	5314.62	5318.86	5309.26	5311.24	122670.0
2021-11-05 10:30:00	ES	Futures	5311.24	5315.75	5310.67	5312.65	71074.0
2021-11-05 11:00:00	ES	Futures	5312.93	5315.19	5306.72	5307.0	55253.0
2021-11-05 11:30:00	ES	Futures	5307.29	5312.37	5303.62	5303.9	85859.0
2021-11-05 12:00:00	ES	Futures	5303.9	5307.57	5302.77	5305.88	49315.0
2021-11-05 12:30:00	ES	Futures	5305.59	5307.85	5297.41	5299.38	60690.0
2021-11-05 13:00:00	ES	Futures	5299.38	5301.36	5276.53	5276.81	98209.0
2021-11-05 13:30:00	ES	Futures	5276.81	5291.2	5276.53	5290.64	92480.0
2021-11-05 14:00:00	ES	Futures	5290.64	5297.41	5288.38	5296.0	55406.0
2021-11-05 14:30:00	ES	Futures	5296.0	5297.97	5292.05	5296.56	35591.0
2021-11-05 15:00:00	ES	Futures	5296.28	5297.69	5288.38	5291.76	59480.0
2021-11-05 15:30:00	ES	Futures	5291.76	5301.92	5290.35	5294.3	150306.0
2021-11-05 16:00:00	ES	Futures	5294.3	5295.43	5286.97	5288.1	54676.0
2021-11-05 16:30:00	ES	Futures	5288.1	5290.07	5287.25	5289.51	4930.0
2021-11-05 00:00:00	NQ	Futures	18936.65	18943.61	18934.91	18938.1	807.0
2021-11-05 00:30:00	NQ	Futures	18938.39	18949.98	18938.39	18944.19	844.0
2021-11-05 01:00:00	NQ	Futures	18943.32	18946.8	18939.55	18943.32	696.0
2021-11-05 01:30:00	NQ	Futures	18943.32	18946.51	18937.23	18945.64	542.0
2021-11-05 02:00:00	NQ	Futures	18945.64	18950.56	18941.58	18941.87	806.0
2021-11-05 02:30:00	NQ	Futures	18941.58	18943.61	18929.99	18934.33	817.0
2021-11-05 03:00:00	NQ	Futures	18934.91	18934.91	18917.24	18919.26	1683.0
2021-11-05 03:30:00	NQ	Futures	18919.26	18921.0	18898.4	18915.79	2957.0
2021-11-05 04:00:00	NQ	Futures	18915.79	18957.52	18915.21	18947.96	4112.0
2021-11-05 04:30:00	NQ	Futures	18949.11	18958.68	18940.42	18953.75	1807.0
2021-11-05 05:00:00	NQ	Futures	18953.75	18975.49	18953.75	18973.46	2639.0
2021-11-05 05:30:00	NQ	Futures	18973.75	19025.92	18973.75	19018.96	4975.0
2021-11-05 06:00:00	NQ	Futures	19018.96	19039.54	19013.45	19030.84	4677.0
2021-11-05 06:30:00	NQ	Futures	19030.55	19030.55	19009.11	19011.43	2885.0
2021-11-05 07:00:00	NQ	Futures	19011.14	19016.93	18950.56	18954.04	6523.0
2021-11-05 07:30:00	NQ	Futures	18954.62	18972.01	18947.96	18967.95	5159.0

> showing 50 of 3,076 rows — these rows as CSV

> unlock the full archive -- $79 one-time