PREVIEW / futures_30min / 2021-11-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-09.parquet
  size:    106 KB
  rows:    3,787

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
2021-11-09 00:00:00	ES	Futures	5285.27	5288.66	5285.27	5287.81	2161.0
2021-11-09 00:30:00	ES	Futures	5287.81	5292.05	5287.25	5291.2	3090.0
2021-11-09 01:00:00	ES	Futures	5291.48	5293.18	5290.35	5290.92	1846.0
2021-11-09 01:30:00	ES	Futures	5291.2	5292.89	5290.92	5291.76	1236.0
2021-11-09 02:00:00	ES	Futures	5291.76	5293.74	5290.35	5292.89	2258.0
2021-11-09 02:30:00	ES	Futures	5292.61	5292.89	5289.22	5290.35	3018.0
2021-11-09 03:00:00	ES	Futures	5290.35	5298.54	5288.66	5295.43	11394.0
2021-11-09 03:30:00	ES	Futures	5295.15	5300.8	5295.15	5299.38	5709.0
2021-11-09 04:00:00	ES	Futures	5299.1	5299.67	5295.72	5297.41	5339.0
2021-11-09 04:30:00	ES	Futures	5297.41	5300.8	5296.84	5299.67	3138.0
2021-11-09 05:00:00	ES	Futures	5299.95	5302.77	5299.67	5300.8	3966.0
2021-11-09 05:30:00	ES	Futures	5300.8	5301.64	5299.67	5300.23	3572.0
2021-11-09 06:00:00	ES	Futures	5300.23	5302.77	5299.1	5300.51	3698.0
2021-11-09 06:30:00	ES	Futures	5300.51	5301.64	5299.95	5300.23	4279.0
2021-11-09 07:00:00	ES	Futures	5300.23	5301.36	5298.54	5299.95	7110.0
2021-11-09 07:30:00	ES	Futures	5300.23	5300.51	5290.64	5292.89	13594.0
2021-11-09 08:00:00	ES	Futures	5292.89	5297.41	5291.76	5296.84	7752.0
2021-11-09 08:30:00	ES	Futures	5297.13	5302.21	5296.84	5299.95	14740.0
2021-11-09 09:00:00	ES	Futures	5300.23	5304.46	5299.95	5303.34	15218.0
2021-11-09 09:30:00	ES	Futures	5303.62	5306.16	5270.88	5276.53	175972.0
2021-11-09 10:00:00	ES	Futures	5276.53	5283.58	5267.49	5279.35	202545.0
2021-11-09 10:30:00	ES	Futures	5279.07	5288.38	5278.22	5279.91	96443.0
2021-11-09 11:00:00	ES	Futures	5279.91	5284.14	5269.19	5273.42	74128.0
2021-11-09 11:30:00	ES	Futures	5273.42	5283.02	5270.6	5272.29	60346.0
2021-11-09 12:00:00	ES	Futures	5272.29	5275.68	5264.11	5270.6	73783.0
2021-11-09 12:30:00	ES	Futures	5270.32	5279.07	5268.62	5273.14	55292.0
2021-11-09 13:00:00	ES	Futures	5273.14	5278.5	5270.32	5272.29	40564.0
2021-11-09 13:30:00	ES	Futures	5272.57	5275.68	5265.24	5267.78	46129.0
2021-11-09 14:00:00	ES	Futures	5267.78	5277.65	5266.08	5273.7	49891.0
2021-11-09 14:30:00	ES	Futures	5273.7	5278.78	5272.01	5278.78	38100.0
2021-11-09 15:00:00	ES	Futures	5278.78	5279.35	5272.57	5275.11	40260.0
2021-11-09 15:30:00	ES	Futures	5275.11	5283.02	5271.73	5281.61	111821.0
2021-11-09 16:00:00	ES	Futures	5281.89	5282.45	5276.53	5276.53	31754.0
2021-11-09 16:30:00	ES	Futures	5276.81	5278.5	5276.53	5277.65	3517.0
2021-11-09 18:00:00	ES	Futures	5277.09	5278.22	5272.86	5274.55	3448.0
2021-11-09 18:30:00	ES	Futures	5274.27	5276.24	5273.14	5273.99	2264.0
2021-11-09 19:00:00	ES	Futures	5273.7	5277.09	5272.29	5273.14	4653.0
2021-11-09 19:30:00	ES	Futures	5273.14	5273.7	5270.32	5270.6	3986.0
2021-11-09 20:00:00	ES	Futures	5270.88	5273.42	5269.75	5270.03	5152.0
2021-11-09 20:30:00	ES	Futures	5270.03	5271.45	5267.21	5270.88	6627.0
2021-11-09 21:00:00	ES	Futures	5270.88	5271.45	5266.93	5267.78	4605.0
2021-11-09 21:30:00	ES	Futures	5268.06	5268.34	5261.0	5261.85	8456.0
2021-11-09 22:00:00	ES	Futures	5262.13	5263.54	5259.87	5262.98	5373.0
2021-11-09 22:30:00	ES	Futures	5262.98	5263.26	5258.46	5261.57	4398.0
2021-11-09 23:00:00	ES	Futures	5261.57	5262.41	5259.87	5261.0	3394.0
2021-11-09 23:30:00	ES	Futures	5261.0	5262.7	5260.16	5262.13	2553.0
2021-11-09 00:00:00	NQ	Futures	18896.37	18916.37	18896.37	18911.73	1176.0
2021-11-09 00:30:00	NQ	Futures	18912.02	18920.13	18905.93	18918.1	1071.0
2021-11-09 01:00:00	NQ	Futures	18918.68	18929.12	18913.47	18917.24	1315.0
2021-11-09 01:30:00	NQ	Futures	18917.81	18925.64	18916.95	18917.52	540.0

> showing 50 of 3,787 rows — these rows as CSV

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