PREVIEW / futures_30min / 2021-11-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-11.parquet
  size:    103 KB
  rows:    3,716

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
2021-11-11 00:00:00	ES	Futures	5241.53	5244.64	5240.4	5244.35	3930.0
2021-11-11 00:30:00	ES	Futures	5244.64	5248.02	5244.35	5245.2	3471.0
2021-11-11 01:00:00	ES	Futures	5245.48	5248.59	5244.35	5248.3	2615.0
2021-11-11 01:30:00	ES	Futures	5248.3	5249.15	5245.48	5247.46	3053.0
2021-11-11 02:00:00	ES	Futures	5247.74	5251.41	5246.05	5251.41	4939.0
2021-11-11 02:30:00	ES	Futures	5251.41	5251.97	5246.05	5247.46	4470.0
2021-11-11 03:00:00	ES	Futures	5247.74	5251.69	5245.2	5249.72	10167.0
2021-11-11 03:30:00	ES	Futures	5249.72	5250.28	5242.94	5249.72	8874.0
2021-11-11 04:00:00	ES	Futures	5250.0	5259.59	5249.72	5258.46	11389.0
2021-11-11 04:30:00	ES	Futures	5258.46	5259.87	5257.05	5258.75	7510.0
2021-11-11 05:00:00	ES	Futures	5258.75	5261.85	5258.46	5260.44	6319.0
2021-11-11 05:30:00	ES	Futures	5260.16	5260.16	5254.79	5256.49	5371.0
2021-11-11 06:00:00	ES	Futures	5256.49	5259.31	5255.92	5258.18	3998.0
2021-11-11 06:30:00	ES	Futures	5258.18	5260.72	5256.77	5260.44	4095.0
2021-11-11 07:00:00	ES	Futures	5260.16	5262.13	5257.62	5259.31	6674.0
2021-11-11 07:30:00	ES	Futures	5259.03	5260.44	5256.49	5259.31	6312.0
2021-11-11 08:00:00	ES	Futures	5259.31	5259.87	5257.33	5258.18	9135.0
2021-11-11 08:30:00	ES	Futures	5258.18	5260.16	5257.05	5259.59	11747.0
2021-11-11 09:00:00	ES	Futures	5259.31	5259.59	5255.64	5256.49	20765.0
2021-11-11 09:30:00	ES	Futures	5256.77	5257.62	5245.76	5254.23	128001.0
2021-11-11 10:00:00	ES	Futures	5254.51	5254.79	5245.48	5245.76	74970.0
2021-11-11 10:30:00	ES	Futures	5246.05	5252.25	5242.1	5248.87	79316.0
2021-11-11 11:00:00	ES	Futures	5248.87	5251.41	5245.76	5247.74	39201.0
2021-11-11 11:30:00	ES	Futures	5248.02	5255.36	5247.18	5250.84	42459.0
2021-11-11 12:00:00	ES	Futures	5250.84	5252.54	5241.25	5245.48	47549.0
2021-11-11 12:30:00	ES	Futures	5245.48	5250.84	5244.64	5247.74	28619.0
2021-11-11 13:00:00	ES	Futures	5247.74	5248.02	5241.81	5246.05	32996.0
2021-11-11 13:30:00	ES	Futures	5245.76	5248.59	5244.64	5247.18	23911.0
2021-11-11 14:00:00	ES	Futures	5247.18	5251.69	5246.33	5247.74	26768.0
2021-11-11 14:30:00	ES	Futures	5247.74	5252.54	5244.92	5246.05	33833.0
2021-11-11 15:00:00	ES	Futures	5245.76	5247.74	5241.25	5246.05	42537.0
2021-11-11 15:30:00	ES	Futures	5246.05	5248.02	5240.12	5240.97	94622.0
2021-11-11 16:00:00	ES	Futures	5240.97	5245.2	5240.4	5243.79	28942.0
2021-11-11 16:30:00	ES	Futures	5244.07	5245.76	5243.22	5245.2	2953.0
2021-11-11 18:00:00	ES	Futures	5245.76	5248.3	5244.92	5247.74	2322.0
2021-11-11 18:30:00	ES	Futures	5248.02	5250.56	5247.18	5250.28	2714.0
2021-11-11 19:00:00	ES	Futures	5250.28	5255.08	5250.0	5254.51	7208.0
2021-11-11 19:30:00	ES	Futures	5254.23	5258.46	5253.95	5254.23	4785.0
2021-11-11 20:00:00	ES	Futures	5254.23	5255.92	5252.25	5253.95	3639.0
2021-11-11 20:30:00	ES	Futures	5253.95	5256.21	5252.82	5254.79	3342.0
2021-11-11 21:00:00	ES	Futures	5255.08	5255.36	5253.38	5253.67	2735.0
2021-11-11 21:30:00	ES	Futures	5253.67	5254.23	5248.3	5248.87	5941.0
2021-11-11 22:00:00	ES	Futures	5248.87	5249.43	5246.05	5248.59	2872.0
2021-11-11 22:30:00	ES	Futures	5248.59	5250.0	5247.46	5248.02	1389.0
2021-11-11 23:00:00	ES	Futures	5248.02	5249.15	5246.61	5249.15	1483.0
2021-11-11 23:30:00	ES	Futures	5249.15	5250.28	5247.74	5248.02	2236.0
2021-11-11 00:00:00	NQ	Futures	18546.85	18565.11	18537.28	18564.53	2307.0
2021-11-11 00:30:00	NQ	Futures	18564.24	18578.15	18562.21	18569.45	1921.0
2021-11-11 01:00:00	NQ	Futures	18568.87	18580.76	18564.24	18574.96	1474.0
2021-11-11 01:30:00	NQ	Futures	18575.54	18581.34	18560.47	18573.22	1380.0

> showing 50 of 3,716 rows — these rows as CSV

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