PREVIEW / futures_30min / 2021-11-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-17.parquet
  size:    105 KB
  rows:    3,770

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
2021-11-17 00:00:00	ES	Futures	5299.38	5300.8	5297.97	5297.97	1714.0
2021-11-17 00:30:00	ES	Futures	5297.97	5301.36	5297.97	5298.26	2394.0
2021-11-17 01:00:00	ES	Futures	5298.54	5301.36	5297.41	5301.08	1945.0
2021-11-17 01:30:00	ES	Futures	5301.36	5301.36	5299.95	5300.23	1613.0
2021-11-17 02:00:00	ES	Futures	5300.23	5301.08	5297.69	5299.95	2125.0
2021-11-17 02:30:00	ES	Futures	5299.67	5303.34	5299.38	5302.49	2573.0
2021-11-17 03:00:00	ES	Futures	5302.77	5306.44	5301.08	5305.59	6640.0
2021-11-17 03:30:00	ES	Futures	5305.31	5306.72	5303.62	5305.31	3642.0
2021-11-17 04:00:00	ES	Futures	5305.31	5305.59	5302.49	5302.49	3259.0
2021-11-17 04:30:00	ES	Futures	5302.21	5302.49	5299.1	5299.67	4192.0
2021-11-17 05:00:00	ES	Futures	5299.67	5300.8	5298.54	5299.67	3128.0
2021-11-17 05:30:00	ES	Futures	5299.67	5300.23	5298.54	5299.1	2285.0
2021-11-17 06:00:00	ES	Futures	5299.1	5300.51	5297.69	5300.23	2923.0
2021-11-17 06:30:00	ES	Futures	5300.51	5301.08	5297.41	5299.95	4227.0
2021-11-17 07:00:00	ES	Futures	5300.23	5302.77	5299.95	5302.49	6359.0
2021-11-17 07:30:00	ES	Futures	5302.21	5302.77	5299.1	5299.1	5731.0
2021-11-17 08:00:00	ES	Futures	5299.38	5299.38	5292.61	5297.97	15881.0
2021-11-17 08:30:00	ES	Futures	5297.97	5299.1	5295.72	5296.84	8274.0
2021-11-17 09:00:00	ES	Futures	5296.84	5299.67	5296.0	5299.67	11376.0
2021-11-17 09:30:00	ES	Futures	5299.67	5300.23	5282.17	5283.58	149400.0
2021-11-17 10:00:00	ES	Futures	5283.58	5291.48	5282.45	5288.38	97618.0
2021-11-17 10:30:00	ES	Futures	5288.66	5297.69	5287.53	5293.74	80606.0
2021-11-17 11:00:00	ES	Futures	5294.02	5296.0	5290.07	5292.89	44040.0
2021-11-17 11:30:00	ES	Futures	5292.89	5301.64	5291.76	5300.51	48439.0
2021-11-17 12:00:00	ES	Futures	5300.51	5301.92	5285.27	5285.84	71297.0
2021-11-17 12:30:00	ES	Futures	5285.56	5292.33	5284.71	5289.79	57598.0
2021-11-17 13:00:00	ES	Futures	5289.51	5294.3	5287.53	5293.18	40910.0
2021-11-17 13:30:00	ES	Futures	5292.89	5297.13	5291.2	5296.56	32349.0
2021-11-17 14:00:00	ES	Futures	5296.56	5296.84	5288.1	5290.07	38197.0
2021-11-17 14:30:00	ES	Futures	5290.07	5294.3	5287.81	5294.02	33657.0
2021-11-17 15:00:00	ES	Futures	5294.02	5295.43	5288.38	5292.89	45787.0
2021-11-17 15:30:00	ES	Futures	5292.89	5297.13	5288.66	5290.07	110345.0
2021-11-17 16:00:00	ES	Futures	5290.35	5290.92	5285.56	5288.38	46747.0
2021-11-17 16:30:00	ES	Futures	5288.38	5289.51	5288.1	5288.94	4974.0
2021-11-17 18:00:00	ES	Futures	5288.94	5291.2	5288.1	5290.64	3244.0
2021-11-17 18:30:00	ES	Futures	5290.64	5292.89	5289.79	5292.61	2359.0
2021-11-17 19:00:00	ES	Futures	5292.61	5294.3	5291.48	5293.74	2981.0
2021-11-17 19:30:00	ES	Futures	5294.02	5295.43	5292.61	5293.46	2369.0
2021-11-17 20:00:00	ES	Futures	5293.18	5294.02	5291.76	5293.18	2831.0
2021-11-17 20:30:00	ES	Futures	5293.18	5293.46	5291.48	5292.33	2294.0
2021-11-17 21:00:00	ES	Futures	5292.33	5294.02	5289.79	5292.33	2920.0
2021-11-17 21:30:00	ES	Futures	5292.61	5295.15	5292.33	5293.18	2185.0
2021-11-17 22:00:00	ES	Futures	5293.18	5293.46	5291.76	5292.61	1444.0
2021-11-17 22:30:00	ES	Futures	5292.61	5294.59	5292.05	5293.46	1204.0
2021-11-17 23:00:00	ES	Futures	5293.46	5294.87	5293.18	5294.59	987.0
2021-11-17 23:30:00	ES	Futures	5294.3	5296.0	5294.02	5295.72	1092.0
2021-11-17 00:00:00	NQ	Futures	18888.83	18893.76	18881.59	18882.75	795.0
2021-11-17 00:30:00	NQ	Futures	18882.46	18899.56	18882.46	18886.51	1276.0
2021-11-17 01:00:00	NQ	Futures	18886.51	18901.58	18883.33	18901.58	1469.0
2021-11-17 01:30:00	NQ	Futures	18901.58	18902.16	18887.96	18888.54	949.0

> showing 50 of 3,770 rows — these rows as CSV

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