PREVIEW / futures_30min / 2021-11-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-23.parquet
  size:    107 KB
  rows:    3,730

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
2021-11-23 00:00:00	ES	Futures	5284.71	5285.56	5278.22	5278.78	2750.0
2021-11-23 00:30:00	ES	Futures	5279.07	5279.07	5270.6	5274.83	4668.0
2021-11-23 01:00:00	ES	Futures	5274.83	5278.5	5270.6	5271.16	3727.0
2021-11-23 01:30:00	ES	Futures	5271.45	5277.94	5270.03	5275.96	4251.0
2021-11-23 02:00:00	ES	Futures	5275.68	5277.37	5261.85	5266.93	13386.0
2021-11-23 02:30:00	ES	Futures	5267.21	5276.24	5259.31	5270.88	13102.0
2021-11-23 03:00:00	ES	Futures	5270.88	5274.55	5259.31	5259.87	21405.0
2021-11-23 03:30:00	ES	Futures	5259.59	5267.78	5254.23	5266.93	19158.0
2021-11-23 04:00:00	ES	Futures	5267.21	5272.86	5261.85	5268.91	14191.0
2021-11-23 04:30:00	ES	Futures	5269.19	5279.35	5266.93	5277.65	17928.0
2021-11-23 05:00:00	ES	Futures	5277.65	5283.58	5277.37	5279.63	14099.0
2021-11-23 05:30:00	ES	Futures	5279.91	5283.02	5277.09	5277.09	8640.0
2021-11-23 06:00:00	ES	Futures	5277.09	5279.35	5268.91	5275.96	15216.0
2021-11-23 06:30:00	ES	Futures	5275.96	5283.58	5274.83	5280.19	12216.0
2021-11-23 07:00:00	ES	Futures	5280.19	5285.27	5277.94	5278.78	17480.0
2021-11-23 07:30:00	ES	Futures	5278.5	5281.04	5275.11	5278.5	11235.0
2021-11-23 08:00:00	ES	Futures	5278.22	5283.02	5277.65	5282.45	17392.0
2021-11-23 08:30:00	ES	Futures	5282.45	5284.71	5279.35	5281.61	22261.0
2021-11-23 09:00:00	ES	Futures	5281.61	5283.02	5277.65	5279.35	19832.0
2021-11-23 09:30:00	ES	Futures	5279.35	5300.51	5268.34	5294.59	207379.0
2021-11-23 10:00:00	ES	Futures	5294.87	5296.28	5264.67	5266.37	177034.0
2021-11-23 10:30:00	ES	Futures	5266.37	5273.7	5254.51	5255.36	131135.0
2021-11-23 11:00:00	ES	Futures	5255.36	5277.09	5248.02	5272.57	151255.0
2021-11-23 11:30:00	ES	Futures	5272.86	5277.37	5263.26	5268.34	120325.0
2021-11-23 12:00:00	ES	Futures	5268.34	5273.14	5256.49	5269.19	79910.0
2021-11-23 12:30:00	ES	Futures	5269.19	5273.99	5257.62	5259.87	65802.0
2021-11-23 13:00:00	ES	Futures	5259.59	5266.65	5255.08	5259.03	64547.0
2021-11-23 13:30:00	ES	Futures	5259.03	5276.24	5253.38	5268.62	79383.0
2021-11-23 14:00:00	ES	Futures	5268.62	5273.14	5260.44	5265.8	67674.0
2021-11-23 14:30:00	ES	Futures	5265.52	5286.4	5260.72	5283.02	93972.0
2021-11-23 15:00:00	ES	Futures	5283.3	5287.25	5276.53	5279.35	75148.0
2021-11-23 15:30:00	ES	Futures	5279.07	5295.72	5279.07	5291.2	164442.0
2021-11-23 16:00:00	ES	Futures	5291.2	5292.05	5281.89	5285.27	48303.0
2021-11-23 16:30:00	ES	Futures	5285.27	5288.94	5284.43	5288.38	4620.0
2021-11-23 18:00:00	ES	Futures	5290.07	5291.2	5285.84	5290.07	3242.0
2021-11-23 18:30:00	ES	Futures	5289.79	5290.07	5284.43	5285.56	2165.0
2021-11-23 19:00:00	ES	Futures	5285.84	5292.33	5285.84	5290.07	4869.0
2021-11-23 19:30:00	ES	Futures	5289.79	5290.07	5286.68	5288.94	2266.0
2021-11-23 20:00:00	ES	Futures	5288.66	5292.05	5288.66	5291.2	3143.0
2021-11-23 20:30:00	ES	Futures	5290.92	5292.89	5290.35	5291.2	2938.0
2021-11-23 21:00:00	ES	Futures	5291.2	5291.48	5285.27	5286.12	3748.0
2021-11-23 21:30:00	ES	Futures	5286.4	5287.53	5285.84	5286.68	1737.0
2021-11-23 22:00:00	ES	Futures	5286.4	5287.25	5280.76	5286.12	3426.0
2021-11-23 22:30:00	ES	Futures	5286.12	5286.12	5283.3	5283.86	1386.0
2021-11-23 23:00:00	ES	Futures	5283.86	5284.14	5277.94	5279.91	3033.0
2021-11-23 23:30:00	ES	Futures	5279.91	5281.61	5279.35	5280.48	1291.0
2021-11-23 00:00:00	NQ	Futures	18965.05	18967.95	18947.38	18948.83	1055.0
2021-11-23 00:30:00	NQ	Futures	18949.69	18949.69	18920.42	18933.75	2620.0
2021-11-23 01:00:00	NQ	Futures	18933.75	18951.43	18923.32	18924.19	1978.0
2021-11-23 01:30:00	NQ	Futures	18924.48	18956.36	18918.39	18944.77	3140.0

> showing 50 of 3,730 rows — these rows as CSV

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