PREVIEW / futures_30min / 2021-11-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-10.parquet
  size:    114 KB
  rows:    3,844

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
2021-11-10 00:00:00	ES	Futures	5262.13	5263.54	5261.29	5262.41	2580.0
2021-11-10 00:30:00	ES	Futures	5262.7	5266.08	5262.41	5264.67	2922.0
2021-11-10 01:00:00	ES	Futures	5264.67	5270.03	5263.83	5269.75	3247.0
2021-11-10 01:30:00	ES	Futures	5269.75	5274.83	5268.62	5273.7	4715.0
2021-11-10 02:00:00	ES	Futures	5273.99	5281.89	5272.57	5279.63	7164.0
2021-11-10 02:30:00	ES	Futures	5279.63	5281.32	5278.5	5279.35	4109.0
2021-11-10 03:00:00	ES	Futures	5279.35	5283.3	5279.07	5280.19	9786.0
2021-11-10 03:30:00	ES	Futures	5280.19	5281.04	5274.55	5274.83	4718.0
2021-11-10 04:00:00	ES	Futures	5274.83	5276.53	5268.62	5269.75	7681.0
2021-11-10 04:30:00	ES	Futures	5269.75	5277.94	5269.19	5275.68	7525.0
2021-11-10 05:00:00	ES	Futures	5275.68	5276.81	5270.88	5271.45	4766.0
2021-11-10 05:30:00	ES	Futures	5271.16	5271.73	5264.39	5268.34	8120.0
2021-11-10 06:00:00	ES	Futures	5268.34	5270.32	5264.95	5268.62	5270.0
2021-11-10 06:30:00	ES	Futures	5268.62	5268.91	5261.85	5263.26	8680.0
2021-11-10 07:00:00	ES	Futures	5263.26	5268.91	5262.98	5268.91	7775.0
2021-11-10 07:30:00	ES	Futures	5268.62	5270.6	5264.95	5268.91	7844.0
2021-11-10 08:00:00	ES	Futures	5268.91	5272.57	5268.62	5270.03	9526.0
2021-11-10 08:30:00	ES	Futures	5270.03	5270.6	5256.77	5262.98	54553.0
2021-11-10 09:00:00	ES	Futures	5263.26	5266.65	5260.44	5261.0	23606.0
2021-11-10 09:30:00	ES	Futures	5261.0	5279.63	5258.18	5278.22	163542.0
2021-11-10 10:00:00	ES	Futures	5277.94	5281.61	5273.99	5276.53	84684.0
2021-11-10 10:30:00	ES	Futures	5276.24	5279.63	5272.86	5274.27	62015.0
2021-11-10 11:00:00	ES	Futures	5274.27	5280.48	5273.14	5273.99	53469.0
2021-11-10 11:30:00	ES	Futures	5273.99	5276.81	5268.34	5274.83	61330.0
2021-11-10 12:00:00	ES	Futures	5274.83	5276.53	5266.37	5266.37	44544.0
2021-11-10 12:30:00	ES	Futures	5266.65	5270.6	5260.44	5266.08	57544.0
2021-11-10 13:00:00	ES	Futures	5266.08	5267.21	5249.15	5255.08	145480.0
2021-11-10 13:30:00	ES	Futures	5255.08	5259.31	5242.38	5245.48	93421.0
2021-11-10 14:00:00	ES	Futures	5245.48	5246.33	5229.4	5229.68	115890.0
2021-11-10 14:30:00	ES	Futures	5229.68	5236.45	5221.21	5229.11	145554.0
2021-11-10 15:00:00	ES	Futures	5229.11	5244.07	5225.44	5241.25	96613.0
2021-11-10 15:30:00	ES	Futures	5241.25	5246.61	5232.22	5239.27	161109.0
2021-11-10 16:00:00	ES	Futures	5239.27	5242.66	5237.86	5241.25	52094.0
2021-11-10 16:30:00	ES	Futures	5241.53	5244.07	5241.25	5242.66	6532.0
2021-11-10 18:00:00	ES	Futures	5243.51	5244.07	5240.12	5240.97	4144.0
2021-11-10 18:30:00	ES	Futures	5240.97	5241.81	5235.6	5239.84	3963.0
2021-11-10 19:00:00	ES	Futures	5239.84	5248.02	5239.56	5247.18	7250.0
2021-11-10 19:30:00	ES	Futures	5247.46	5248.87	5244.07	5246.33	4745.0
2021-11-10 20:00:00	ES	Futures	5246.05	5246.89	5241.53	5243.22	4679.0
2021-11-10 20:30:00	ES	Futures	5243.22	5252.25	5240.97	5252.25	7268.0
2021-11-10 21:00:00	ES	Futures	5252.25	5253.67	5251.13	5251.97	5154.0
2021-11-10 21:30:00	ES	Futures	5251.97	5252.82	5247.74	5248.59	3754.0
2021-11-10 22:00:00	ES	Futures	5248.3	5250.28	5247.46	5248.87	2824.0
2021-11-10 22:30:00	ES	Futures	5248.87	5248.87	5244.35	5245.2	3593.0
2021-11-10 23:00:00	ES	Futures	5245.2	5245.76	5238.43	5239.27	3739.0
2021-11-10 23:30:00	ES	Futures	5239.27	5241.81	5238.71	5241.25	3936.0
2021-11-10 00:00:00	NQ	Futures	18731.46	18738.42	18729.72	18736.97	1930.0
2021-11-10 00:30:00	NQ	Futures	18737.26	18749.72	18737.26	18741.9	1290.0
2021-11-10 01:00:00	NQ	Futures	18741.9	18766.24	18737.26	18765.66	1514.0
2021-11-10 01:30:00	NQ	Futures	18765.66	18801.6	18758.13	18789.14	3335.0

> showing 50 of 3,844 rows — these rows as CSV

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