PREVIEW / futures_30min / 2021-11-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-12.parquet
  size:    88 KB
  rows:    3,012

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
2021-11-12 00:00:00	ES	Futures	5248.3	5248.87	5245.76	5248.02	2288.0
2021-11-12 00:30:00	ES	Futures	5248.3	5250.28	5247.74	5250.0	1479.0
2021-11-12 01:00:00	ES	Futures	5250.0	5251.41	5248.59	5250.56	1917.0
2021-11-12 01:30:00	ES	Futures	5250.56	5251.13	5243.22	5244.64	3861.0
2021-11-12 02:00:00	ES	Futures	5244.64	5248.87	5243.22	5247.46	3132.0
2021-11-12 02:30:00	ES	Futures	5247.46	5248.3	5242.94	5245.2	3491.0
2021-11-12 03:00:00	ES	Futures	5245.48	5250.84	5244.92	5246.05	9722.0
2021-11-12 03:30:00	ES	Futures	5246.05	5250.0	5242.94	5248.59	7041.0
2021-11-12 04:00:00	ES	Futures	5248.87	5250.0	5243.22	5243.51	8067.0
2021-11-12 04:30:00	ES	Futures	5243.22	5246.89	5242.1	5245.76	5104.0
2021-11-12 05:00:00	ES	Futures	5245.76	5247.46	5244.92	5245.76	3805.0
2021-11-12 05:30:00	ES	Futures	5245.76	5251.41	5245.2	5249.15	5043.0
2021-11-12 06:00:00	ES	Futures	5249.15	5251.13	5247.18	5250.0	4353.0
2021-11-12 06:30:00	ES	Futures	5250.0	5254.51	5249.72	5253.67	4239.0
2021-11-12 07:00:00	ES	Futures	5253.67	5254.23	5251.41	5252.25	4752.0
2021-11-12 07:30:00	ES	Futures	5252.25	5252.54	5249.43	5249.72	3922.0
2021-11-12 08:00:00	ES	Futures	5250.0	5254.79	5249.43	5254.79	6050.0
2021-11-12 08:30:00	ES	Futures	5254.51	5256.21	5253.1	5254.79	8875.0
2021-11-12 09:00:00	ES	Futures	5254.79	5259.31	5254.51	5255.64	16422.0
2021-11-12 09:30:00	ES	Futures	5255.92	5256.49	5244.35	5246.33	116900.0
2021-11-12 10:00:00	ES	Futures	5246.33	5253.95	5245.2	5248.59	78440.0
2021-11-12 10:30:00	ES	Futures	5248.87	5258.75	5244.64	5258.46	68695.0
2021-11-12 11:00:00	ES	Futures	5258.18	5277.94	5258.18	5275.11	132950.0
2021-11-12 11:30:00	ES	Futures	5275.4	5280.48	5272.57	5278.5	71908.0
2021-11-12 12:00:00	ES	Futures	5278.5	5281.32	5275.4	5279.07	48052.0
2021-11-12 12:30:00	ES	Futures	5279.07	5279.35	5273.42	5275.11	39499.0
2021-11-12 13:00:00	ES	Futures	5275.11	5275.4	5270.32	5273.14	46545.0
2021-11-12 13:30:00	ES	Futures	5273.42	5277.37	5272.86	5276.81	24677.0
2021-11-12 14:00:00	ES	Futures	5276.81	5277.09	5271.16	5271.73	31101.0
2021-11-12 14:30:00	ES	Futures	5272.01	5275.4	5268.62	5273.14	32896.0
2021-11-12 15:00:00	ES	Futures	5273.14	5280.48	5272.57	5280.19	44801.0
2021-11-12 15:30:00	ES	Futures	5280.19	5286.97	5277.37	5279.91	153654.0
2021-11-12 16:00:00	ES	Futures	5280.19	5289.22	5279.35	5288.94	58454.0
2021-11-12 16:30:00	ES	Futures	5288.66	5289.22	5283.86	5284.14	7991.0
2021-11-12 00:00:00	NQ	Futures	18612.06	18620.46	18599.6	18616.69	1374.0
2021-11-12 00:30:00	NQ	Futures	18616.98	18624.81	18614.96	18622.78	864.0
2021-11-12 01:00:00	NQ	Futures	18622.78	18625.68	18614.96	18621.33	1045.0
2021-11-12 01:30:00	NQ	Futures	18622.2	18625.68	18585.39	18593.8	2144.0
2021-11-12 02:00:00	NQ	Futures	18592.93	18619.01	18592.93	18612.64	1892.0
2021-11-12 02:30:00	NQ	Futures	18613.22	18617.85	18594.38	18606.84	1550.0
2021-11-12 03:00:00	NQ	Futures	18606.26	18639.3	18605.1	18618.14	3861.0
2021-11-12 03:30:00	NQ	Futures	18617.56	18635.82	18598.15	18628.58	2568.0
2021-11-12 04:00:00	NQ	Futures	18629.16	18633.79	18598.15	18598.15	3363.0
2021-11-12 04:30:00	NQ	Futures	18598.73	18609.74	18591.48	18601.62	1999.0
2021-11-12 05:00:00	NQ	Futures	18601.04	18611.48	18596.41	18603.07	1331.0
2021-11-12 05:30:00	NQ	Futures	18603.65	18625.97	18601.33	18616.98	1830.0
2021-11-12 06:00:00	NQ	Futures	18616.98	18619.3	18605.97	18614.09	1398.0
2021-11-12 06:30:00	NQ	Futures	18613.8	18631.77	18612.64	18624.81	1955.0
2021-11-12 07:00:00	NQ	Futures	18624.23	18628.29	18618.14	18621.33	1724.0
2021-11-12 07:30:00	NQ	Futures	18622.2	18625.1	18609.45	18612.06	1730.0

> showing 50 of 3,012 rows — these rows as CSV

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