PREVIEW / futures_30min / 2021-11-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-19.parquet
  size:    92 KB
  rows:    3,039

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
2021-11-19 00:00:00	ES	Futures	5327.61	5329.02	5325.63	5326.76	2501.0
2021-11-19 00:30:00	ES	Futures	5326.76	5328.17	5325.63	5325.63	3242.0
2021-11-19 01:00:00	ES	Futures	5325.63	5328.45	5325.63	5328.17	2080.0
2021-11-19 01:30:00	ES	Futures	5328.45	5329.86	5327.32	5328.17	2746.0
2021-11-19 02:00:00	ES	Futures	5328.17	5329.3	5327.04	5327.61	2962.0
2021-11-19 02:30:00	ES	Futures	5327.61	5332.12	5327.04	5327.32	4353.0
2021-11-19 03:00:00	ES	Futures	5327.32	5327.61	5323.94	5326.48	7610.0
2021-11-19 03:30:00	ES	Futures	5326.48	5327.04	5324.5	5324.5	4386.0
2021-11-19 04:00:00	ES	Futures	5324.5	5326.19	5319.7	5319.99	9700.0
2021-11-19 04:30:00	ES	Futures	5319.7	5319.99	5307.0	5307.85	29058.0
2021-11-19 05:00:00	ES	Futures	5307.85	5308.42	5287.81	5300.8	37986.0
2021-11-19 05:30:00	ES	Futures	5300.8	5306.16	5298.54	5305.31	14845.0
2021-11-19 06:00:00	ES	Futures	5305.31	5306.72	5297.13	5301.08	12814.0
2021-11-19 06:30:00	ES	Futures	5301.08	5301.92	5290.64	5293.46	13826.0
2021-11-19 07:00:00	ES	Futures	5293.46	5299.38	5292.61	5298.26	16694.0
2021-11-19 07:30:00	ES	Futures	5297.97	5299.38	5288.66	5292.05	20049.0
2021-11-19 08:00:00	ES	Futures	5292.05	5295.15	5289.79	5294.3	19789.0
2021-11-19 08:30:00	ES	Futures	5294.3	5301.36	5290.92	5298.82	21405.0
2021-11-19 09:00:00	ES	Futures	5298.54	5310.39	5294.02	5306.44	65191.0
2021-11-19 09:30:00	ES	Futures	5306.44	5313.21	5296.0	5312.65	142772.0
2021-11-19 10:00:00	ES	Futures	5312.65	5313.5	5297.41	5297.69	89837.0
2021-11-19 10:30:00	ES	Futures	5297.69	5308.7	5297.13	5303.34	68225.0
2021-11-19 11:00:00	ES	Futures	5303.34	5312.65	5302.77	5311.8	49574.0
2021-11-19 11:30:00	ES	Futures	5312.08	5313.21	5308.7	5310.67	45001.0
2021-11-19 12:00:00	ES	Futures	5310.67	5316.32	5310.67	5315.47	40251.0
2021-11-19 12:30:00	ES	Futures	5315.75	5321.68	5312.93	5314.62	60598.0
2021-11-19 13:00:00	ES	Futures	5314.34	5316.03	5301.92	5301.92	61889.0
2021-11-19 13:30:00	ES	Futures	5302.21	5305.88	5294.3	5305.59	72577.0
2021-11-19 14:00:00	ES	Futures	5305.59	5309.26	5304.18	5304.46	41878.0
2021-11-19 14:30:00	ES	Futures	5304.46	5306.44	5300.8	5304.18	41231.0
2021-11-19 15:00:00	ES	Futures	5304.18	5305.88	5298.54	5302.21	46243.0
2021-11-19 15:30:00	ES	Futures	5302.21	5303.9	5295.72	5298.54	123463.0
2021-11-19 16:00:00	ES	Futures	5298.54	5301.36	5297.41	5300.23	48698.0
2021-11-19 16:30:00	ES	Futures	5300.23	5303.9	5299.95	5303.05	4684.0
2021-11-19 00:00:00	NQ	Futures	19210.24	19211.69	19193.72	19201.55	1736.0
2021-11-19 00:30:00	NQ	Futures	19201.55	19212.27	19200.39	19204.15	1208.0
2021-11-19 01:00:00	NQ	Futures	19204.15	19209.66	19200.97	19206.47	802.0
2021-11-19 01:30:00	NQ	Futures	19207.34	19215.17	19202.13	19202.7	1176.0
2021-11-19 02:00:00	NQ	Futures	19203.57	19209.08	19187.05	19189.66	2244.0
2021-11-19 02:30:00	NQ	Futures	19189.37	19211.4	19186.19	19201.26	1978.0
2021-11-19 03:00:00	NQ	Futures	19200.97	19204.44	19183.0	19193.72	3528.0
2021-11-19 03:30:00	NQ	Futures	19192.56	19202.7	19180.97	19195.75	2328.0
2021-11-19 04:00:00	NQ	Futures	19195.17	19214.01	19194.01	19199.23	2665.0
2021-11-19 04:30:00	NQ	Futures	19198.94	19203.57	19171.69	19174.3	7520.0
2021-11-19 05:00:00	NQ	Futures	19175.46	19181.26	19137.21	19173.14	10538.0
2021-11-19 05:30:00	NQ	Futures	19172.85	19188.21	19169.67	19179.52	6642.0
2021-11-19 06:00:00	NQ	Futures	19178.94	19187.63	19165.32	19184.45	4476.0
2021-11-19 06:30:00	NQ	Futures	19185.32	19186.48	19145.9	19164.74	5066.0
2021-11-19 07:00:00	NQ	Futures	19164.45	19191.4	19162.42	19184.45	5804.0
2021-11-19 07:30:00	NQ	Futures	19183.87	19195.75	19168.8	19185.61	6346.0

> showing 50 of 3,039 rows — these rows as CSV

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