PREVIEW / futures_30min / 2021-11-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-08.parquet
  size:    105 KB
  rows:    3,830

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
2021-11-08 00:00:00	ES	Futures	5282.45	5284.43	5281.89	5283.86	1869.0
2021-11-08 00:30:00	ES	Futures	5283.86	5288.1	5282.45	5287.25	4563.0
2021-11-08 01:00:00	ES	Futures	5287.25	5288.66	5284.71	5285.56	2838.0
2021-11-08 01:30:00	ES	Futures	5285.27	5286.12	5283.58	5284.71	2025.0
2021-11-08 02:00:00	ES	Futures	5284.43	5289.22	5283.58	5287.81	4426.0
2021-11-08 02:30:00	ES	Futures	5287.81	5288.66	5285.27	5287.53	3015.0
2021-11-08 03:00:00	ES	Futures	5287.53	5293.18	5286.68	5289.22	9399.0
2021-11-08 03:30:00	ES	Futures	5289.51	5295.43	5288.38	5294.3	6486.0
2021-11-08 04:00:00	ES	Futures	5294.59	5298.82	5293.18	5297.69	8858.0
2021-11-08 04:30:00	ES	Futures	5297.69	5299.38	5295.43	5296.28	6354.0
2021-11-08 05:00:00	ES	Futures	5296.28	5299.38	5294.3	5298.82	3729.0
2021-11-08 05:30:00	ES	Futures	5298.54	5299.38	5295.43	5297.69	3097.0
2021-11-08 06:00:00	ES	Futures	5297.69	5298.82	5296.56	5298.26	3017.0
2021-11-08 06:30:00	ES	Futures	5298.26	5299.67	5297.69	5298.82	3079.0
2021-11-08 07:00:00	ES	Futures	5298.54	5299.1	5295.43	5297.69	5347.0
2021-11-08 07:30:00	ES	Futures	5297.69	5299.95	5295.72	5296.84	6719.0
2021-11-08 08:00:00	ES	Futures	5296.56	5302.21	5296.56	5301.64	12050.0
2021-11-08 08:30:00	ES	Futures	5301.92	5305.59	5300.51	5305.31	14258.0
2021-11-08 09:00:00	ES	Futures	5305.31	5310.39	5304.18	5307.57	28559.0
2021-11-08 09:30:00	ES	Futures	5307.57	5313.5	5299.95	5304.46	158137.0
2021-11-08 10:00:00	ES	Futures	5304.75	5308.7	5298.26	5304.18	70456.0
2021-11-08 10:30:00	ES	Futures	5304.18	5307.85	5295.72	5300.23	75635.0
2021-11-08 11:00:00	ES	Futures	5300.23	5303.9	5295.72	5302.49	52829.0
2021-11-08 11:30:00	ES	Futures	5302.49	5303.9	5294.3	5296.0	40632.0
2021-11-08 12:00:00	ES	Futures	5296.0	5297.13	5290.64	5295.43	46218.0
2021-11-08 12:30:00	ES	Futures	5295.43	5297.41	5291.2	5295.43	32432.0
2021-11-08 13:00:00	ES	Futures	5295.15	5299.67	5293.18	5297.97	28918.0
2021-11-08 13:30:00	ES	Futures	5297.97	5301.08	5295.72	5300.23	21914.0
2021-11-08 14:00:00	ES	Futures	5300.23	5304.75	5298.54	5299.1	34513.0
2021-11-08 14:30:00	ES	Futures	5299.1	5305.03	5298.82	5304.75	25981.0
2021-11-08 15:00:00	ES	Futures	5305.03	5305.03	5298.54	5300.51	33563.0
2021-11-08 15:30:00	ES	Futures	5300.51	5303.34	5294.59	5299.1	98197.0
2021-11-08 16:00:00	ES	Futures	5299.38	5300.8	5292.33	5294.87	52929.0
2021-11-08 16:30:00	ES	Futures	5294.87	5296.84	5294.59	5296.56	3611.0
2021-11-08 18:00:00	ES	Futures	5295.15	5296.84	5291.48	5294.3	3694.0
2021-11-08 18:30:00	ES	Futures	5294.3	5296.0	5292.05	5292.61	2780.0
2021-11-08 19:00:00	ES	Futures	5292.61	5294.02	5286.68	5287.25	7648.0
2021-11-08 19:30:00	ES	Futures	5287.25	5287.81	5284.99	5285.84	4763.0
2021-11-08 20:00:00	ES	Futures	5285.56	5287.25	5284.14	5285.84	4733.0
2021-11-08 20:30:00	ES	Futures	5285.84	5286.12	5283.3	5284.99	4057.0
2021-11-08 21:00:00	ES	Futures	5285.27	5288.66	5284.99	5288.1	3517.0
2021-11-08 21:30:00	ES	Futures	5288.1	5289.51	5286.97	5288.1	1783.0
2021-11-08 22:00:00	ES	Futures	5288.38	5288.94	5286.97	5288.1	1466.0
2021-11-08 22:30:00	ES	Futures	5288.1	5288.66	5283.02	5284.43	4373.0
2021-11-08 23:00:00	ES	Futures	5284.71	5285.56	5283.86	5285.27	1571.0
2021-11-08 23:30:00	ES	Futures	5284.99	5286.12	5284.43	5285.27	1514.0
2021-11-08 00:00:00	NQ	Futures	18881.01	18885.36	18877.53	18881.88	638.0
2021-11-08 00:30:00	NQ	Futures	18881.88	18915.5	18881.88	18908.54	2978.0
2021-11-08 01:00:00	NQ	Futures	18909.12	18914.34	18888.54	18894.34	1430.0
2021-11-08 01:30:00	NQ	Futures	18894.63	18901.3	18879.27	18887.96	1397.0

> showing 50 of 3,830 rows — these rows as CSV

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