PREVIEW / futures_30min / 2021-11-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-29.parquet
  size:    109 KB
  rows:    3,821

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
2021-11-29 00:00:00	ES	Futures	5227.7	5229.96	5218.11	5219.24	8301.0
2021-11-29 00:30:00	ES	Futures	5218.95	5231.09	5218.67	5224.6	7305.0
2021-11-29 01:00:00	ES	Futures	5224.88	5230.24	5222.34	5229.68	4662.0
2021-11-29 01:30:00	ES	Futures	5229.96	5238.43	5227.14	5237.58	6412.0
2021-11-29 02:00:00	ES	Futures	5237.58	5238.99	5228.27	5236.45	10965.0
2021-11-29 02:30:00	ES	Futures	5236.45	5238.99	5229.68	5231.65	9935.0
2021-11-29 03:00:00	ES	Futures	5231.65	5238.14	5220.65	5221.21	27719.0
2021-11-29 03:30:00	ES	Futures	5220.93	5229.11	5216.98	5222.62	15886.0
2021-11-29 04:00:00	ES	Futures	5222.62	5232.22	5219.52	5225.16	15601.0
2021-11-29 04:30:00	ES	Futures	5225.44	5226.01	5215.29	5215.85	19260.0
2021-11-29 05:00:00	ES	Futures	5215.57	5229.96	5215.57	5228.55	12777.0
2021-11-29 05:30:00	ES	Futures	5228.27	5233.91	5225.44	5230.81	8798.0
2021-11-29 06:00:00	ES	Futures	5231.37	5236.17	5230.52	5233.35	11030.0
2021-11-29 06:30:00	ES	Futures	5233.35	5234.48	5227.7	5227.7	6803.0
2021-11-29 07:00:00	ES	Futures	5227.42	5228.83	5221.21	5221.49	11457.0
2021-11-29 07:30:00	ES	Futures	5221.49	5231.37	5220.65	5229.96	12052.0
2021-11-29 08:00:00	ES	Futures	5229.96	5231.65	5223.75	5227.42	18510.0
2021-11-29 08:30:00	ES	Futures	5227.7	5245.2	5227.7	5242.38	34639.0
2021-11-29 09:00:00	ES	Futures	5242.38	5248.59	5240.68	5243.22	45442.0
2021-11-29 09:30:00	ES	Futures	5243.51	5249.15	5225.16	5237.02	266161.0
2021-11-29 10:00:00	ES	Futures	5236.73	5240.68	5226.29	5226.29	177574.0
2021-11-29 10:30:00	ES	Futures	5226.57	5231.94	5216.7	5226.57	132955.0
2021-11-29 11:00:00	ES	Futures	5226.57	5237.02	5222.62	5231.65	93910.0
2021-11-29 11:30:00	ES	Futures	5231.65	5248.59	5231.37	5248.02	91362.0
2021-11-29 12:00:00	ES	Futures	5248.02	5262.7	5247.46	5261.0	87499.0
2021-11-29 12:30:00	ES	Futures	5261.29	5268.62	5260.72	5266.65	66820.0
2021-11-29 13:00:00	ES	Futures	5266.65	5271.45	5262.41	5265.8	61819.0
2021-11-29 13:30:00	ES	Futures	5265.8	5268.91	5260.72	5267.78	51279.0
2021-11-29 14:00:00	ES	Futures	5267.78	5268.34	5262.98	5264.11	34751.0
2021-11-29 14:30:00	ES	Futures	5264.11	5265.8	5258.46	5261.85	67733.0
2021-11-29 15:00:00	ES	Futures	5261.57	5269.47	5259.03	5262.41	68679.0
2021-11-29 15:30:00	ES	Futures	5262.13	5264.95	5246.05	5249.72	213414.0
2021-11-29 16:00:00	ES	Futures	5249.43	5255.92	5247.46	5253.38	70103.0
2021-11-29 16:30:00	ES	Futures	5253.38	5257.62	5253.38	5255.64	7514.0
2021-11-29 18:00:00	ES	Futures	5257.33	5265.8	5256.49	5263.54	5651.0
2021-11-29 18:30:00	ES	Futures	5263.83	5266.08	5261.85	5263.54	3362.0
2021-11-29 19:00:00	ES	Futures	5263.83	5265.52	5261.0	5264.39	4151.0
2021-11-29 19:30:00	ES	Futures	5264.11	5268.06	5263.26	5266.93	3741.0
2021-11-29 20:00:00	ES	Futures	5267.21	5268.91	5264.39	5267.78	3742.0
2021-11-29 20:30:00	ES	Futures	5267.78	5268.91	5265.52	5265.52	3199.0
2021-11-29 21:00:00	ES	Futures	5265.52	5266.65	5257.33	5259.87	4652.0
2021-11-29 21:30:00	ES	Futures	5259.59	5262.13	5256.77	5261.57	3581.0
2021-11-29 22:00:00	ES	Futures	5261.29	5261.85	5253.1	5253.95	3812.0
2021-11-29 22:30:00	ES	Futures	5254.23	5258.18	5253.1	5257.62	2170.0
2021-11-29 23:00:00	ES	Futures	5257.62	5260.44	5255.08	5256.21	2371.0
2021-11-29 23:30:00	ES	Futures	5256.21	5257.33	5252.82	5256.77	3288.0
2021-11-29 00:00:00	NQ	Futures	18805.95	18813.77	18771.75	18782.47	3729.0
2021-11-29 00:30:00	NQ	Futures	18781.6	18814.06	18781.6	18790.58	3788.0
2021-11-29 01:00:00	NQ	Futures	18791.16	18807.68	18780.73	18799.86	2187.0
2021-11-29 01:30:00	NQ	Futures	18800.44	18842.46	18797.83	18837.83	2951.0

> showing 50 of 3,821 rows — these rows as CSV

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