PREVIEW / futures_30min / 2021-11-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-15.parquet
  size:    105 KB
  rows:    3,777

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
2021-11-15 00:00:00	ES	Futures	5283.3	5286.12	5283.02	5285.56	2715.0
2021-11-15 00:30:00	ES	Futures	5285.27	5285.84	5283.58	5284.71	1441.0
2021-11-15 01:00:00	ES	Futures	5284.71	5284.99	5282.73	5283.58	2190.0
2021-11-15 01:30:00	ES	Futures	5283.86	5284.14	5281.32	5283.02	2047.0
2021-11-15 02:00:00	ES	Futures	5283.02	5283.02	5280.48	5281.32	2590.0
2021-11-15 02:30:00	ES	Futures	5281.04	5283.02	5279.91	5282.73	3454.0
2021-11-15 03:00:00	ES	Futures	5283.02	5285.27	5280.19	5284.71	6840.0
2021-11-15 03:30:00	ES	Futures	5284.71	5289.51	5283.86	5289.22	4807.0
2021-11-15 04:00:00	ES	Futures	5289.22	5292.33	5288.66	5289.51	5147.0
2021-11-15 04:30:00	ES	Futures	5289.22	5290.64	5287.53	5290.07	3103.0
2021-11-15 05:00:00	ES	Futures	5290.07	5292.61	5290.07	5291.48	3705.0
2021-11-15 05:30:00	ES	Futures	5291.76	5294.59	5290.92	5293.74	3444.0
2021-11-15 06:00:00	ES	Futures	5293.46	5294.59	5292.05	5292.05	3066.0
2021-11-15 06:30:00	ES	Futures	5291.76	5295.43	5291.76	5293.74	4884.0
2021-11-15 07:00:00	ES	Futures	5294.02	5294.02	5290.92	5291.48	3411.0
2021-11-15 07:30:00	ES	Futures	5291.48	5294.02	5291.48	5293.74	5094.0
2021-11-15 08:00:00	ES	Futures	5293.74	5302.77	5293.46	5300.8	16702.0
2021-11-15 08:30:00	ES	Futures	5300.8	5302.21	5297.97	5298.26	11239.0
2021-11-15 09:00:00	ES	Futures	5298.54	5300.23	5295.43	5296.0	15173.0
2021-11-15 09:30:00	ES	Futures	5295.72	5297.41	5284.14	5294.59	136268.0
2021-11-15 10:00:00	ES	Futures	5294.59	5294.87	5283.02	5285.56	86119.0
2021-11-15 10:30:00	ES	Futures	5285.27	5288.94	5282.45	5285.56	61523.0
2021-11-15 11:00:00	ES	Futures	5285.56	5289.22	5284.43	5284.43	43715.0
2021-11-15 11:30:00	ES	Futures	5284.71	5288.38	5268.34	5275.68	106498.0
2021-11-15 12:00:00	ES	Futures	5275.68	5277.37	5268.34	5272.29	56526.0
2021-11-15 12:30:00	ES	Futures	5272.29	5279.91	5272.01	5279.35	37984.0
2021-11-15 13:00:00	ES	Futures	5279.07	5283.02	5276.81	5279.63	43522.0
2021-11-15 13:30:00	ES	Futures	5279.63	5280.48	5276.24	5277.65	22657.0
2021-11-15 14:00:00	ES	Futures	5277.65	5278.22	5272.01	5274.55	34089.0
2021-11-15 14:30:00	ES	Futures	5274.55	5282.17	5273.42	5280.19	36744.0
2021-11-15 15:00:00	ES	Futures	5280.19	5282.73	5277.09	5281.61	39929.0
2021-11-15 15:30:00	ES	Futures	5281.61	5283.58	5272.01	5281.89	114911.0
2021-11-15 16:00:00	ES	Futures	5281.89	5285.27	5280.76	5283.86	43070.0
2021-11-15 16:30:00	ES	Futures	5283.86	5284.43	5282.73	5284.14	3560.0
2021-11-15 18:00:00	ES	Futures	5283.86	5284.43	5281.32	5282.45	2342.0
2021-11-15 18:30:00	ES	Futures	5282.73	5283.3	5281.61	5282.45	1685.0
2021-11-15 19:00:00	ES	Futures	5282.73	5285.84	5279.91	5280.19	3889.0
2021-11-15 19:30:00	ES	Futures	5280.19	5284.71	5279.07	5283.86	4264.0
2021-11-15 20:00:00	ES	Futures	5284.14	5288.66	5283.02	5287.81	5966.0
2021-11-15 20:30:00	ES	Futures	5287.53	5290.92	5286.4	5290.07	3891.0
2021-11-15 21:00:00	ES	Futures	5290.07	5290.64	5287.25	5288.1	2670.0
2021-11-15 21:30:00	ES	Futures	5288.1	5289.22	5286.4	5287.25	2334.0
2021-11-15 22:00:00	ES	Futures	5287.25	5288.66	5287.25	5288.1	1397.0
2021-11-15 22:30:00	ES	Futures	5288.38	5288.38	5286.4	5286.97	1208.0
2021-11-15 23:00:00	ES	Futures	5286.97	5286.97	5281.04	5281.61	3078.0
2021-11-15 23:30:00	ES	Futures	5281.61	5283.02	5280.76	5281.32	1941.0
2021-11-15 00:00:00	NQ	Futures	18796.96	18816.09	18796.96	18813.19	1481.0
2021-11-15 00:30:00	NQ	Futures	18813.19	18818.7	18809.42	18814.64	819.0
2021-11-15 01:00:00	NQ	Futures	18814.64	18818.41	18808.26	18816.09	1171.0
2021-11-15 01:30:00	NQ	Futures	18816.67	18821.31	18798.7	18806.24	1451.0

> showing 50 of 3,777 rows — these rows as CSV

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