PREVIEW / futures_30min / 2021-11-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-18.parquet
  size:    104 KB
  rows:    3,764

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
2021-11-18 00:00:00	ES	Futures	5295.72	5298.54	5295.43	5297.13	3283.0
2021-11-18 00:30:00	ES	Futures	5296.84	5298.54	5296.0	5296.0	2033.0
2021-11-18 01:00:00	ES	Futures	5296.28	5297.41	5295.72	5297.41	1478.0
2021-11-18 01:30:00	ES	Futures	5297.41	5298.26	5296.28	5297.69	1390.0
2021-11-18 02:00:00	ES	Futures	5297.69	5299.95	5296.84	5299.1	2026.0
2021-11-18 02:30:00	ES	Futures	5299.1	5300.8	5298.26	5300.23	2278.0
2021-11-18 03:00:00	ES	Futures	5299.95	5303.9	5298.82	5303.9	6604.0
2021-11-18 03:30:00	ES	Futures	5303.62	5304.75	5301.08	5304.46	4044.0
2021-11-18 04:00:00	ES	Futures	5304.46	5310.11	5303.9	5309.54	10632.0
2021-11-18 04:30:00	ES	Futures	5309.54	5309.83	5304.18	5304.18	5283.0
2021-11-18 05:00:00	ES	Futures	5304.18	5305.03	5301.92	5304.75	4078.0
2021-11-18 05:30:00	ES	Futures	5304.46	5306.72	5303.9	5306.72	3166.0
2021-11-18 06:00:00	ES	Futures	5306.44	5308.98	5304.18	5307.85	3734.0
2021-11-18 06:30:00	ES	Futures	5307.85	5308.42	5306.16	5306.72	2885.0
2021-11-18 07:00:00	ES	Futures	5306.72	5307.0	5302.77	5304.46	4908.0
2021-11-18 07:30:00	ES	Futures	5304.46	5304.75	5301.64	5302.21	6903.0
2021-11-18 08:00:00	ES	Futures	5302.49	5303.62	5300.8	5302.21	9034.0
2021-11-18 08:30:00	ES	Futures	5301.92	5305.03	5301.36	5302.21	11978.0
2021-11-18 09:00:00	ES	Futures	5302.21	5305.31	5301.36	5302.49	14364.0
2021-11-18 09:30:00	ES	Futures	5302.49	5303.62	5291.48	5293.74	122590.0
2021-11-18 10:00:00	ES	Futures	5294.02	5296.28	5269.47	5274.83	162574.0
2021-11-18 10:30:00	ES	Futures	5275.11	5284.99	5274.55	5282.73	84615.0
2021-11-18 11:00:00	ES	Futures	5282.45	5290.07	5278.22	5288.1	78448.0
2021-11-18 11:30:00	ES	Futures	5288.1	5302.49	5287.53	5299.38	76697.0
2021-11-18 12:00:00	ES	Futures	5299.67	5310.67	5299.67	5309.54	57340.0
2021-11-18 12:30:00	ES	Futures	5309.26	5310.39	5296.84	5299.67	58751.0
2021-11-18 13:00:00	ES	Futures	5299.95	5306.16	5298.26	5301.64	41946.0
2021-11-18 13:30:00	ES	Futures	5301.64	5305.03	5300.23	5303.62	28266.0
2021-11-18 14:00:00	ES	Futures	5303.62	5305.03	5297.41	5299.38	41615.0
2021-11-18 14:30:00	ES	Futures	5299.38	5305.88	5295.72	5305.31	44952.0
2021-11-18 15:00:00	ES	Futures	5305.03	5308.7	5303.62	5308.13	41184.0
2021-11-18 15:30:00	ES	Futures	5307.85	5311.24	5304.46	5307.85	118103.0
2021-11-18 16:00:00	ES	Futures	5307.85	5310.96	5303.9	5308.7	40010.0
2021-11-18 16:30:00	ES	Futures	5308.7	5312.93	5308.42	5311.52	5434.0
2021-11-18 18:00:00	ES	Futures	5311.52	5314.34	5308.7	5312.37	3778.0
2021-11-18 18:30:00	ES	Futures	5312.37	5313.5	5310.11	5311.24	2274.0
2021-11-18 19:00:00	ES	Futures	5311.24	5314.06	5310.11	5311.8	3648.0
2021-11-18 19:30:00	ES	Futures	5311.8	5313.21	5311.24	5312.65	1492.0
2021-11-18 20:00:00	ES	Futures	5312.37	5312.93	5309.54	5312.08	2711.0
2021-11-18 20:30:00	ES	Futures	5312.08	5321.68	5310.96	5318.57	8883.0
2021-11-18 21:00:00	ES	Futures	5318.86	5322.81	5317.73	5322.24	5259.0
2021-11-18 21:30:00	ES	Futures	5321.96	5327.04	5321.68	5327.04	7273.0
2021-11-18 22:00:00	ES	Futures	5326.76	5330.43	5325.35	5329.3	6450.0
2021-11-18 22:30:00	ES	Futures	5329.3	5329.3	5325.91	5327.89	2580.0
2021-11-18 23:00:00	ES	Futures	5327.89	5330.15	5327.32	5327.89	2078.0
2021-11-18 23:30:00	ES	Futures	5328.17	5329.3	5327.32	5327.61	1722.0
2021-11-18 00:00:00	NQ	Futures	18950.56	18957.81	18948.54	18950.56	1444.0
2021-11-18 00:30:00	NQ	Futures	18949.98	18954.62	18944.48	18949.69	829.0
2021-11-18 01:00:00	NQ	Futures	18949.4	18956.07	18944.77	18955.78	722.0
2021-11-18 01:30:00	NQ	Futures	18955.2	18963.03	18952.59	18958.97	1089.0

> showing 50 of 3,764 rows — these rows as CSV

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