PREVIEW / futures_30min / 2021-12-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-01.parquet
  size:    116 KB
  rows:    3,902

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
2021-12-01 00:00:00	ES	Futures	5200.05	5201.46	5195.81	5199.48	3271.0
2021-12-01 00:30:00	ES	Futures	5199.48	5200.05	5196.09	5196.94	3008.0
2021-12-01 01:00:00	ES	Futures	5196.94	5208.51	5193.84	5206.54	7362.0
2021-12-01 01:30:00	ES	Futures	5206.54	5207.67	5198.92	5202.02	4173.0
2021-12-01 02:00:00	ES	Futures	5201.74	5206.25	5197.79	5200.89	6841.0
2021-12-01 02:30:00	ES	Futures	5200.61	5205.97	5197.51	5201.17	6858.0
2021-12-01 03:00:00	ES	Futures	5200.89	5204.84	5197.51	5198.35	13977.0
2021-12-01 03:30:00	ES	Futures	5198.07	5202.02	5188.19	5201.74	14889.0
2021-12-01 04:00:00	ES	Futures	5201.74	5215.0	5200.61	5213.03	17929.0
2021-12-01 04:30:00	ES	Futures	5212.75	5221.78	5211.9	5217.26	15040.0
2021-12-01 05:00:00	ES	Futures	5217.54	5218.39	5211.33	5214.16	8681.0
2021-12-01 05:30:00	ES	Futures	5213.87	5218.95	5213.31	5216.98	6652.0
2021-12-01 06:00:00	ES	Futures	5217.26	5218.39	5209.36	5214.16	8532.0
2021-12-01 06:30:00	ES	Futures	5214.16	5220.36	5212.18	5219.52	8400.0
2021-12-01 07:00:00	ES	Futures	5219.52	5225.16	5215.85	5222.06	17169.0
2021-12-01 07:30:00	ES	Futures	5222.06	5223.19	5218.67	5220.65	15517.0
2021-12-01 08:00:00	ES	Futures	5220.36	5221.21	5212.75	5213.59	17516.0
2021-12-01 08:30:00	ES	Futures	5213.87	5223.19	5213.03	5217.54	23872.0
2021-12-01 09:00:00	ES	Futures	5217.54	5220.93	5213.87	5215.85	26414.0
2021-12-01 09:30:00	ES	Futures	5215.85	5218.39	5199.76	5213.59	189152.0
2021-12-01 10:00:00	ES	Futures	5213.59	5232.78	5213.31	5222.62	168930.0
2021-12-01 10:30:00	ES	Futures	5222.62	5237.3	5210.49	5236.17	132920.0
2021-12-01 11:00:00	ES	Futures	5236.17	5250.0	5232.78	5244.92	116148.0
2021-12-01 11:30:00	ES	Futures	5245.2	5248.3	5222.62	5227.42	130929.0
2021-12-01 12:00:00	ES	Futures	5227.42	5240.12	5224.32	5226.57	100393.0
2021-12-01 12:30:00	ES	Futures	5226.29	5231.37	5200.05	5202.3	106996.0
2021-12-01 13:00:00	ES	Futures	5202.3	5210.49	5182.83	5199.76	178584.0
2021-12-01 13:30:00	ES	Futures	5199.76	5201.17	5167.31	5186.78	155494.0
2021-12-01 14:00:00	ES	Futures	5186.78	5189.6	5161.1	5181.98	148251.0
2021-12-01 14:30:00	ES	Futures	5181.98	5189.89	5166.74	5168.44	112672.0
2021-12-01 15:00:00	ES	Futures	5168.16	5172.11	5119.33	5126.95	227684.0
2021-12-01 15:30:00	ES	Futures	5126.67	5144.45	5086.03	5089.42	340568.0
2021-12-01 16:00:00	ES	Futures	5089.42	5099.86	5077.28	5090.55	125699.0
2021-12-01 16:30:00	ES	Futures	5090.83	5093.09	5082.08	5088.29	14121.0
2021-12-01 18:00:00	ES	Futures	5096.47	5104.94	5088.85	5094.5	13740.0
2021-12-01 18:30:00	ES	Futures	5094.78	5111.71	5094.5	5110.02	10433.0
2021-12-01 19:00:00	ES	Futures	5110.02	5115.38	5104.66	5114.82	7614.0
2021-12-01 19:30:00	ES	Futures	5114.82	5116.51	5099.86	5105.5	11884.0
2021-12-01 20:00:00	ES	Futures	5105.5	5110.58	5101.27	5106.63	9524.0
2021-12-01 20:30:00	ES	Futures	5106.35	5120.46	5103.81	5119.05	12770.0
2021-12-01 21:00:00	ES	Futures	5118.77	5119.05	5110.58	5114.25	10187.0
2021-12-01 21:30:00	ES	Futures	5114.54	5128.36	5114.25	5127.52	10403.0
2021-12-01 22:00:00	ES	Futures	5127.23	5127.52	5117.08	5120.46	6546.0
2021-12-01 22:30:00	ES	Futures	5120.74	5122.44	5115.1	5120.74	5301.0
2021-12-01 23:00:00	ES	Futures	5121.03	5126.39	5118.49	5119.62	5536.0
2021-12-01 23:30:00	ES	Futures	5119.62	5123.28	5116.79	5118.77	4262.0
2021-12-01 00:00:00	NQ	Futures	18978.68	18982.73	18965.63	18971.72	2235.0
2021-12-01 00:30:00	NQ	Futures	18970.56	18976.94	18960.42	18972.3	2185.0
2021-12-01 01:00:00	NQ	Futures	18972.3	19009.4	18962.16	19006.5	4504.0
2021-12-01 01:30:00	NQ	Futures	19007.66	19016.06	18974.91	18989.69	3391.0

> showing 50 of 3,902 rows — these rows as CSV

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