PREVIEW / futures_30min / 2021-11-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-24.parquet
  size:    103 KB
  rows:    3,644

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
2021-11-24 00:00:00	ES	Futures	5280.76	5285.56	5280.19	5285.27	1932.0
2021-11-24 00:30:00	ES	Futures	5285.27	5292.05	5285.27	5291.76	3832.0
2021-11-24 01:00:00	ES	Futures	5291.76	5294.3	5290.64	5294.3	4082.0
2021-11-24 01:30:00	ES	Futures	5294.3	5296.56	5293.18	5294.02	2628.0
2021-11-24 02:00:00	ES	Futures	5294.3	5296.56	5289.79	5290.35	3454.0
2021-11-24 02:30:00	ES	Futures	5290.64	5290.92	5286.68	5288.66	4286.0
2021-11-24 03:00:00	ES	Futures	5288.38	5290.92	5284.43	5288.38	8280.0
2021-11-24 03:30:00	ES	Futures	5288.1	5290.92	5285.84	5288.1	4861.0
2021-11-24 04:00:00	ES	Futures	5287.81	5290.92	5282.45	5288.94	8118.0
2021-11-24 04:30:00	ES	Futures	5288.94	5289.22	5271.73	5274.83	16053.0
2021-11-24 05:00:00	ES	Futures	5274.83	5282.73	5272.86	5278.5	8434.0
2021-11-24 05:30:00	ES	Futures	5278.5	5279.91	5269.75	5270.32	8154.0
2021-11-24 06:00:00	ES	Futures	5270.6	5279.35	5268.91	5276.81	11400.0
2021-11-24 06:30:00	ES	Futures	5276.81	5284.99	5275.96	5278.22	8048.0
2021-11-24 07:00:00	ES	Futures	5277.94	5282.17	5273.99	5276.24	6935.0
2021-11-24 07:30:00	ES	Futures	5276.24	5279.35	5271.16	5273.99	8204.0
2021-11-24 08:00:00	ES	Futures	5273.99	5277.09	5273.14	5276.81	11154.0
2021-11-24 08:30:00	ES	Futures	5276.81	5281.89	5262.13	5264.95	36572.0
2021-11-24 09:00:00	ES	Futures	5265.24	5269.47	5260.72	5266.08	37625.0
2021-11-24 09:30:00	ES	Futures	5266.08	5273.42	5256.21	5268.06	178558.0
2021-11-24 10:00:00	ES	Futures	5268.06	5282.17	5261.29	5280.76	145748.0
2021-11-24 10:30:00	ES	Futures	5280.76	5284.14	5273.42	5281.32	97146.0
2021-11-24 11:00:00	ES	Futures	5281.61	5293.74	5276.24	5292.61	82214.0
2021-11-24 11:30:00	ES	Futures	5292.89	5296.28	5286.68	5288.66	72617.0
2021-11-24 12:00:00	ES	Futures	5288.94	5293.18	5284.99	5286.12	49509.0
2021-11-24 12:30:00	ES	Futures	5286.12	5296.0	5285.56	5295.43	36384.0
2021-11-24 13:00:00	ES	Futures	5295.43	5299.67	5293.74	5297.69	41196.0
2021-11-24 13:30:00	ES	Futures	5297.69	5298.82	5293.18	5293.46	34822.0
2021-11-24 14:00:00	ES	Futures	5293.46	5300.51	5280.48	5286.68	101628.0
2021-11-24 14:30:00	ES	Futures	5286.68	5297.97	5286.68	5295.15	55931.0
2021-11-24 15:00:00	ES	Futures	5294.87	5304.75	5292.61	5303.34	57083.0
2021-11-24 15:30:00	ES	Futures	5303.34	5306.44	5297.97	5303.9	130358.0
2021-11-24 16:00:00	ES	Futures	5303.62	5306.44	5301.92	5305.59	39054.0
2021-11-24 16:30:00	ES	Futures	5305.59	5308.13	5305.59	5306.16	5903.0
2021-11-24 18:00:00	ES	Futures	5306.16	5309.54	5305.88	5308.13	1935.0
2021-11-24 18:30:00	ES	Futures	5308.13	5308.7	5306.16	5307.57	1795.0
2021-11-24 19:00:00	ES	Futures	5307.57	5310.39	5307.29	5309.54	2869.0
2021-11-24 19:30:00	ES	Futures	5309.26	5315.19	5309.26	5314.06	3298.0
2021-11-24 20:00:00	ES	Futures	5314.06	5316.03	5312.93	5313.78	3269.0
2021-11-24 20:30:00	ES	Futures	5313.78	5314.34	5312.37	5313.5	2992.0
2021-11-24 21:00:00	ES	Futures	5313.5	5314.34	5311.8	5313.5	1724.0
2021-11-24 21:30:00	ES	Futures	5313.5	5314.62	5311.8	5314.62	1450.0
2021-11-24 22:00:00	ES	Futures	5314.62	5319.99	5313.78	5319.14	4248.0
2021-11-24 22:30:00	ES	Futures	5319.42	5320.55	5318.57	5318.86	1739.0
2021-11-24 23:00:00	ES	Futures	5318.86	5319.99	5317.73	5319.14	1326.0
2021-11-24 23:30:00	ES	Futures	5319.42	5320.27	5318.57	5319.7	1269.0
2021-11-24 00:00:00	NQ	Futures	18869.13	18894.63	18866.52	18889.99	1416.0
2021-11-24 00:30:00	NQ	Futures	18890.86	18936.36	18890.57	18934.91	2882.0
2021-11-24 01:00:00	NQ	Futures	18933.75	18952.3	18933.75	18948.83	2882.0
2021-11-24 01:30:00	NQ	Futures	18948.54	18958.68	18944.19	18945.06	1948.0

> showing 50 of 3,644 rows — these rows as CSV

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