PREVIEW / futures_30min / 2021-11-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-25.parquet
  size:    77 KB
  rows:    2,768

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
2021-11-25 00:00:00	ES	Futures	5319.7	5321.68	5318.86	5321.11	1738.0
2021-11-25 00:30:00	ES	Futures	5321.11	5322.81	5320.27	5322.81	1532.0
2021-11-25 01:00:00	ES	Futures	5322.81	5324.5	5322.81	5323.09	2280.0
2021-11-25 01:30:00	ES	Futures	5323.37	5324.5	5322.81	5324.22	1675.0
2021-11-25 02:00:00	ES	Futures	5324.22	5324.78	5319.99	5320.83	2953.0
2021-11-25 02:30:00	ES	Futures	5320.83	5322.53	5319.99	5320.55	1840.0
2021-11-25 03:00:00	ES	Futures	5320.55	5322.24	5318.57	5318.86	5525.0
2021-11-25 03:30:00	ES	Futures	5318.86	5323.09	5317.73	5322.81	3149.0
2021-11-25 04:00:00	ES	Futures	5322.81	5323.09	5318.57	5319.42	2234.0
2021-11-25 04:30:00	ES	Futures	5319.42	5319.99	5316.88	5317.16	2025.0
2021-11-25 05:00:00	ES	Futures	5317.16	5317.73	5313.78	5314.91	2699.0
2021-11-25 05:30:00	ES	Futures	5315.19	5316.88	5314.34	5316.88	2225.0
2021-11-25 06:00:00	ES	Futures	5316.88	5318.29	5312.37	5314.34	2283.0
2021-11-25 06:30:00	ES	Futures	5314.62	5318.01	5313.21	5317.45	2227.0
2021-11-25 07:00:00	ES	Futures	5317.16	5317.45	5313.5	5313.78	2427.0
2021-11-25 07:30:00	ES	Futures	5313.78	5317.45	5313.5	5313.78	2976.0
2021-11-25 08:00:00	ES	Futures	5313.5	5314.34	5310.96	5312.08	3481.0
2021-11-25 08:30:00	ES	Futures	5312.08	5312.65	5308.42	5309.83	3493.0
2021-11-25 09:00:00	ES	Futures	5309.54	5312.08	5306.44	5312.08	4908.0
2021-11-25 09:30:00	ES	Futures	5312.08	5315.47	5309.83	5315.47	6079.0
2021-11-25 10:00:00	ES	Futures	5315.19	5315.47	5312.08	5314.34	3844.0
2021-11-25 10:30:00	ES	Futures	5314.06	5315.19	5309.54	5310.39	4052.0
2021-11-25 11:00:00	ES	Futures	5310.39	5311.52	5309.26	5311.52	3744.0
2021-11-25 11:30:00	ES	Futures	5311.24	5313.21	5310.39	5312.65	2761.0
2021-11-25 12:00:00	ES	Futures	5312.65	5313.78	5312.37	5312.65	1294.0
2021-11-25 12:30:00	ES	Futures	5312.93	5314.06	5310.39	5311.8	1869.0
2021-11-25 18:00:00	ES	Futures	5314.34	5315.19	5300.8	5301.64	7605.0
2021-11-25 18:30:00	ES	Futures	5301.92	5302.49	5289.79	5291.76	11422.0
2021-11-25 19:00:00	ES	Futures	5292.05	5292.05	5279.63	5282.17	12010.0
2021-11-25 19:30:00	ES	Futures	5282.17	5284.71	5277.94	5282.45	6400.0
2021-11-25 20:00:00	ES	Futures	5282.73	5283.86	5272.29	5281.04	12958.0
2021-11-25 20:30:00	ES	Futures	5280.76	5281.32	5267.21	5273.14	9415.0
2021-11-25 21:00:00	ES	Futures	5273.42	5274.27	5252.54	5259.59	14581.0
2021-11-25 21:30:00	ES	Futures	5259.59	5263.54	5255.36	5259.03	9639.0
2021-11-25 22:00:00	ES	Futures	5258.75	5262.98	5254.79	5259.31	7000.0
2021-11-25 22:30:00	ES	Futures	5259.31	5259.31	5250.56	5253.1	6416.0
2021-11-25 23:00:00	ES	Futures	5253.38	5256.49	5249.15	5254.79	8321.0
2021-11-25 23:30:00	ES	Futures	5254.51	5257.62	5252.25	5252.82	5355.0
2021-11-25 00:00:00	NQ	Futures	19004.18	19018.96	19002.44	19014.61	1759.0
2021-11-25 00:30:00	NQ	Futures	19014.61	19027.66	19012.3	19026.21	1536.0
2021-11-25 01:00:00	NQ	Futures	19026.79	19033.45	19024.18	19032.58	1466.0
2021-11-25 01:30:00	NQ	Futures	19032.58	19038.67	19030.84	19037.51	1496.0
2021-11-25 02:00:00	NQ	Futures	19037.22	19039.54	19023.6	19026.5	1704.0
2021-11-25 02:30:00	NQ	Futures	19026.21	19030.55	19023.6	19023.89	958.0
2021-11-25 03:00:00	NQ	Futures	19024.76	19049.68	19019.25	19038.09	4683.0
2021-11-25 03:30:00	NQ	Futures	19037.51	19053.74	19033.45	19050.84	1619.0
2021-11-25 04:00:00	NQ	Futures	19051.42	19053.16	19034.61	19037.51	1121.0
2021-11-25 04:30:00	NQ	Futures	19036.93	19040.12	19028.52	19030.26	1108.0
2021-11-25 05:00:00	NQ	Futures	19031.71	19034.61	19023.6	19027.95	1066.0
2021-11-25 05:30:00	NQ	Futures	19028.24	19034.61	19019.83	19022.73	1451.0

> showing 50 of 2,768 rows — these rows as CSV

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