PREVIEW / futures_30min / 2021-11-30

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-11-30.parquet
  size:    118 KB
  rows:    3,931

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
2021-11-30 00:00:00	ES	Futures	5256.49	5257.05	5212.18	5223.75	25801.0
2021-11-30 00:30:00	ES	Futures	5224.03	5226.86	5200.05	5202.59	22915.0
2021-11-30 01:00:00	ES	Futures	5202.59	5206.25	5172.39	5203.71	28256.0
2021-11-30 01:30:00	ES	Futures	5203.71	5211.33	5199.76	5206.25	11967.0
2021-11-30 02:00:00	ES	Futures	5206.25	5215.57	5196.38	5206.82	17748.0
2021-11-30 02:30:00	ES	Futures	5207.1	5208.51	5197.79	5205.97	13527.0
2021-11-30 03:00:00	ES	Futures	5205.97	5206.25	5197.51	5205.69	23937.0
2021-11-30 03:30:00	ES	Futures	5205.69	5206.54	5187.35	5197.22	19216.0
2021-11-30 04:00:00	ES	Futures	5196.94	5197.22	5179.73	5184.24	22025.0
2021-11-30 04:30:00	ES	Futures	5184.52	5197.79	5180.86	5197.51	15258.0
2021-11-30 05:00:00	ES	Futures	5197.22	5198.92	5187.06	5192.14	12270.0
2021-11-30 05:30:00	ES	Futures	5192.43	5201.17	5189.32	5198.92	13842.0
2021-11-30 06:00:00	ES	Futures	5198.92	5203.15	5189.89	5201.17	18556.0
2021-11-30 06:30:00	ES	Futures	5201.17	5203.71	5194.97	5197.51	12505.0
2021-11-30 07:00:00	ES	Futures	5197.22	5214.72	5196.09	5213.03	22350.0
2021-11-30 07:30:00	ES	Futures	5213.03	5213.31	5197.51	5204.84	22439.0
2021-11-30 08:00:00	ES	Futures	5204.84	5207.38	5199.48	5202.3	18466.0
2021-11-30 08:30:00	ES	Futures	5202.3	5222.06	5196.94	5220.93	39982.0
2021-11-30 09:00:00	ES	Futures	5220.93	5224.88	5213.87	5219.52	38415.0
2021-11-30 09:30:00	ES	Futures	5219.8	5230.81	5209.08	5224.32	229999.0
2021-11-30 10:00:00	ES	Futures	5224.32	5241.25	5221.21	5228.55	160180.0
2021-11-30 10:30:00	ES	Futures	5228.83	5242.66	5174.08	5174.36	285607.0
2021-11-30 11:00:00	ES	Futures	5174.36	5195.53	5164.2	5181.42	223859.0
2021-11-30 11:30:00	ES	Futures	5181.42	5187.35	5154.05	5166.46	189981.0
2021-11-30 12:00:00	ES	Futures	5166.18	5172.39	5149.81	5170.41	145070.0
2021-11-30 12:30:00	ES	Futures	5170.41	5174.93	5159.97	5164.49	100231.0
2021-11-30 13:00:00	ES	Futures	5164.2	5167.59	5156.02	5164.2	91108.0
2021-11-30 13:30:00	ES	Futures	5164.49	5184.81	5162.51	5184.24	83312.0
2021-11-30 14:00:00	ES	Futures	5184.24	5189.32	5178.32	5179.44	77102.0
2021-11-30 14:30:00	ES	Futures	5179.16	5184.81	5162.23	5167.03	101761.0
2021-11-30 15:00:00	ES	Futures	5167.03	5170.7	5155.17	5157.43	106362.0
2021-11-30 15:30:00	ES	Futures	5157.43	5169.85	5144.17	5150.66	348660.0
2021-11-30 16:00:00	ES	Futures	5150.66	5174.93	5150.38	5171.54	114375.0
2021-11-30 16:30:00	ES	Futures	5171.26	5176.62	5168.72	5176.34	8605.0
2021-11-30 18:00:00	ES	Futures	5178.6	5187.06	5176.9	5178.6	11452.0
2021-11-30 18:30:00	ES	Futures	5178.6	5181.98	5170.13	5175.21	7690.0
2021-11-30 19:00:00	ES	Futures	5175.21	5183.68	5161.38	5164.2	13764.0
2021-11-30 19:30:00	ES	Futures	5164.49	5173.52	5160.54	5167.59	9504.0
2021-11-30 20:00:00	ES	Futures	5167.59	5181.14	5162.51	5180.29	8945.0
2021-11-30 20:30:00	ES	Futures	5180.29	5185.94	5174.65	5183.4	10169.0
2021-11-30 21:00:00	ES	Futures	5183.68	5191.58	5182.55	5190.17	10739.0
2021-11-30 21:30:00	ES	Futures	5190.45	5192.71	5189.6	5192.43	6889.0
2021-11-30 22:00:00	ES	Futures	5192.71	5192.71	5189.32	5192.14	4423.0
2021-11-30 22:30:00	ES	Futures	5192.14	5192.71	5183.11	5188.47	8429.0
2021-11-30 23:00:00	ES	Futures	5188.76	5192.71	5188.76	5192.71	6545.0
2021-11-30 23:30:00	ES	Futures	5192.71	5201.46	5192.71	5200.33	8793.0
2021-11-30 00:00:00	NQ	Futures	19015.48	19018.38	18914.63	18946.8	9796.0
2021-11-30 00:30:00	NQ	Futures	18946.51	18958.1	18878.69	18903.9	8653.0
2021-11-30 01:00:00	NQ	Futures	18904.19	18925.93	18824.78	18920.42	12646.0
2021-11-30 01:30:00	NQ	Futures	18919.26	18948.25	18910.86	18934.62	6480.0

> showing 50 of 3,931 rows — these rows as CSV

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