PREVIEW / futures_30min / 2021-11-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-26.parquet
  size:    82 KB
  rows:    2,525

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
2021-11-26 00:00:00	ES	Futures	5252.82	5253.38	5249.15	5250.28	6335.0
2021-11-26 00:30:00	ES	Futures	5250.28	5255.64	5249.15	5253.67	6301.0
2021-11-26 01:00:00	ES	Futures	5253.67	5254.79	5239.56	5244.64	11242.0
2021-11-26 01:30:00	ES	Futures	5244.92	5245.48	5231.37	5236.45	16064.0
2021-11-26 02:00:00	ES	Futures	5237.02	5237.58	5213.87	5220.08	28476.0
2021-11-26 02:30:00	ES	Futures	5220.08	5229.68	5213.87	5215.85	29948.0
2021-11-26 03:00:00	ES	Futures	5215.85	5217.83	5189.32	5199.48	55690.0
2021-11-26 03:30:00	ES	Futures	5199.48	5224.32	5194.12	5220.08	37180.0
2021-11-26 04:00:00	ES	Futures	5220.36	5221.78	5199.48	5201.74	29519.0
2021-11-26 04:30:00	ES	Futures	5201.46	5211.9	5194.4	5204.28	23522.0
2021-11-26 05:00:00	ES	Futures	5204.28	5218.39	5203.43	5216.7	18402.0
2021-11-26 05:30:00	ES	Futures	5216.7	5217.26	5198.07	5208.23	16941.0
2021-11-26 06:00:00	ES	Futures	5208.23	5220.36	5206.25	5214.44	21124.0
2021-11-26 06:30:00	ES	Futures	5214.44	5215.29	5205.13	5209.36	18497.0
2021-11-26 07:00:00	ES	Futures	5209.64	5224.32	5209.08	5214.16	23417.0
2021-11-26 07:30:00	ES	Futures	5214.44	5223.47	5214.16	5215.85	24594.0
2021-11-26 08:00:00	ES	Futures	5216.13	5222.34	5209.92	5216.13	34951.0
2021-11-26 08:30:00	ES	Futures	5216.13	5218.39	5210.77	5215.57	25428.0
2021-11-26 09:00:00	ES	Futures	5215.57	5225.73	5213.59	5224.32	32644.0
2021-11-26 09:30:00	ES	Futures	5224.6	5241.53	5204.28	5214.16	237195.0
2021-11-26 10:00:00	ES	Futures	5213.87	5214.16	5185.94	5208.51	189426.0
2021-11-26 10:30:00	ES	Futures	5208.51	5213.03	5193.84	5199.48	137526.0
2021-11-26 11:00:00	ES	Futures	5199.48	5199.76	5175.78	5184.81	144812.0
2021-11-26 11:30:00	ES	Futures	5185.09	5193.84	5178.03	5184.81	145774.0
2021-11-26 12:00:00	ES	Futures	5184.81	5204.56	5181.14	5203.71	120761.0
2021-11-26 12:30:00	ES	Futures	5204.0	5213.87	5171.54	5186.78	244262.0
2021-11-26 13:00:00	ES	Futures	5186.78	5193.84	5167.03	5169.0	72311.0
2021-11-26 00:00:00	NQ	Futures	18881.3	18883.33	18860.43	18873.18	2849.0
2021-11-26 00:30:00	NQ	Futures	18873.76	18904.77	18870.86	18891.44	3095.0
2021-11-26 01:00:00	NQ	Futures	18893.47	18905.35	18852.9	18885.07	4627.0
2021-11-26 01:30:00	NQ	Futures	18886.51	18887.67	18823.04	18836.96	9126.0
2021-11-26 02:00:00	NQ	Futures	18838.4	18839.85	18790.3	18800.73	11629.0
2021-11-26 02:30:00	NQ	Futures	18800.73	18833.77	18784.21	18794.06	9490.0
2021-11-26 03:00:00	NQ	Futures	18793.48	18803.34	18719.58	18751.17	14953.0
2021-11-26 03:30:00	NQ	Futures	18748.27	18812.9	18725.09	18798.12	11662.0
2021-11-26 04:00:00	NQ	Futures	18798.99	18802.18	18719.58	18729.14	10778.0
2021-11-26 04:30:00	NQ	Futures	18729.14	18751.17	18690.89	18730.88	9295.0
2021-11-26 05:00:00	NQ	Futures	18731.17	18772.62	18726.25	18764.21	6750.0
2021-11-26 05:30:00	NQ	Futures	18764.5	18766.82	18725.67	18752.91	5003.0
2021-11-26 06:00:00	NQ	Futures	18753.49	18808.26	18748.27	18793.77	8071.0
2021-11-26 06:30:00	NQ	Futures	18794.64	18794.93	18752.91	18773.2	6644.0
2021-11-26 07:00:00	NQ	Futures	18772.62	18845.94	18767.11	18799.86	9746.0
2021-11-26 07:30:00	NQ	Futures	18800.15	18822.46	18771.46	18777.83	8015.0
2021-11-26 08:00:00	NQ	Futures	18778.99	18807.1	18752.33	18788.85	10146.0
2021-11-26 08:30:00	NQ	Futures	18787.98	18794.93	18759.28	18770.88	7016.0
2021-11-26 09:00:00	NQ	Futures	18770.3	18840.43	18770.3	18838.4	11976.0
2021-11-26 09:30:00	NQ	Futures	18839.27	18904.77	18743.34	18814.64	84394.0
2021-11-26 10:00:00	NQ	Futures	18814.64	18824.78	18682.77	18753.49	62957.0
2021-11-26 10:30:00	NQ	Futures	18753.49	18765.37	18664.8	18688.28	48909.0
2021-11-26 11:00:00	NQ	Futures	18688.28	18688.86	18580.47	18632.92	47428.0

> showing 50 of 2,525 rows — these rows as CSV

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