PREVIEW / futures_30min / 2021-11-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-16.parquet
  size:    107 KB
  rows:    3,803

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
2021-11-16 00:00:00	ES	Futures	5281.61	5283.3	5277.37	5278.5	4197.0
2021-11-16 00:30:00	ES	Futures	5278.78	5280.76	5277.94	5279.35	1938.0
2021-11-16 01:00:00	ES	Futures	5279.35	5281.04	5277.37	5277.37	2474.0
2021-11-16 01:30:00	ES	Futures	5277.37	5279.91	5277.37	5279.91	1714.0
2021-11-16 02:00:00	ES	Futures	5279.91	5282.17	5279.35	5281.04	3406.0
2021-11-16 02:30:00	ES	Futures	5281.04	5282.73	5280.19	5281.04	2481.0
2021-11-16 03:00:00	ES	Futures	5281.32	5284.43	5278.78	5278.78	7496.0
2021-11-16 03:30:00	ES	Futures	5279.07	5280.76	5273.14	5275.11	7527.0
2021-11-16 04:00:00	ES	Futures	5275.11	5277.65	5274.83	5276.24	4047.0
2021-11-16 04:30:00	ES	Futures	5276.53	5279.91	5275.96	5279.07	3604.0
2021-11-16 05:00:00	ES	Futures	5278.78	5279.63	5272.57	5274.55	5987.0
2021-11-16 05:30:00	ES	Futures	5274.55	5276.81	5274.55	5275.96	4861.0
2021-11-16 06:00:00	ES	Futures	5275.96	5280.19	5275.4	5279.91	6073.0
2021-11-16 06:30:00	ES	Futures	5279.91	5286.97	5279.63	5285.84	10863.0
2021-11-16 07:00:00	ES	Futures	5286.12	5286.97	5283.02	5283.86	7595.0
2021-11-16 07:30:00	ES	Futures	5283.86	5284.14	5280.76	5282.45	4444.0
2021-11-16 08:00:00	ES	Futures	5282.45	5285.27	5282.17	5284.71	6245.0
2021-11-16 08:30:00	ES	Futures	5284.99	5289.22	5278.78	5281.89	24786.0
2021-11-16 09:00:00	ES	Futures	5281.61	5281.61	5275.68	5278.5	19328.0
2021-11-16 09:30:00	ES	Futures	5278.78	5299.67	5277.94	5294.3	153369.0
2021-11-16 10:00:00	ES	Futures	5294.3	5300.51	5289.22	5289.51	78286.0
2021-11-16 10:30:00	ES	Futures	5289.51	5295.15	5288.94	5292.89	53445.0
2021-11-16 11:00:00	ES	Futures	5292.61	5310.11	5292.61	5308.13	83438.0
2021-11-16 11:30:00	ES	Futures	5308.42	5310.39	5304.75	5307.57	50917.0
2021-11-16 12:00:00	ES	Futures	5307.57	5309.54	5305.59	5307.0	30411.0
2021-11-16 12:30:00	ES	Futures	5307.0	5313.21	5306.16	5310.67	35068.0
2021-11-16 13:00:00	ES	Futures	5310.67	5314.62	5309.54	5312.08	36446.0
2021-11-16 13:30:00	ES	Futures	5311.8	5315.75	5311.8	5315.19	28889.0
2021-11-16 14:00:00	ES	Futures	5314.91	5316.6	5310.11	5312.65	35975.0
2021-11-16 14:30:00	ES	Futures	5312.65	5312.93	5308.98	5310.11	26996.0
2021-11-16 15:00:00	ES	Futures	5309.83	5310.96	5305.88	5307.57	41430.0
2021-11-16 15:30:00	ES	Futures	5307.57	5311.24	5299.38	5302.49	128125.0
2021-11-16 16:00:00	ES	Futures	5302.49	5305.31	5300.23	5304.46	41871.0
2021-11-16 16:30:00	ES	Futures	5304.46	5304.46	5300.51	5301.64	4789.0
2021-11-16 18:00:00	ES	Futures	5301.64	5303.34	5299.67	5301.36	2773.0
2021-11-16 18:30:00	ES	Futures	5301.36	5305.88	5301.08	5304.75	2574.0
2021-11-16 19:00:00	ES	Futures	5304.46	5305.59	5302.49	5303.05	3365.0
2021-11-16 19:30:00	ES	Futures	5303.34	5304.75	5302.21	5303.9	1848.0
2021-11-16 20:00:00	ES	Futures	5303.62	5304.46	5302.77	5303.9	2309.0
2021-11-16 20:30:00	ES	Futures	5303.62	5304.18	5301.36	5302.77	3275.0
2021-11-16 21:00:00	ES	Futures	5302.49	5303.62	5301.08	5303.05	1707.0
2021-11-16 21:30:00	ES	Futures	5302.77	5303.34	5299.95	5300.8	1748.0
2021-11-16 22:00:00	ES	Futures	5300.51	5301.92	5296.28	5297.69	3394.0
2021-11-16 22:30:00	ES	Futures	5297.69	5298.26	5294.87	5296.28	3472.0
2021-11-16 23:00:00	ES	Futures	5296.56	5299.1	5296.28	5297.97	1803.0
2021-11-16 23:30:00	ES	Futures	5297.97	5299.67	5297.13	5299.1	1852.0
2021-11-16 00:00:00	NQ	Futures	18769.14	18776.67	18746.82	18752.62	1823.0
2021-11-16 00:30:00	NQ	Futures	18752.04	18766.82	18750.3	18761.6	1182.0
2021-11-16 01:00:00	NQ	Futures	18761.89	18773.49	18754.36	18756.1	1636.0
2021-11-16 01:30:00	NQ	Futures	18756.39	18767.98	18756.1	18767.69	1307.0

> showing 50 of 3,803 rows — these rows as CSV

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