PREVIEW / futures_30min / 2021-12-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-02.parquet
  size:    108 KB
  rows:    3,783

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
2021-12-02 00:00:00	ES	Futures	5118.77	5121.03	5114.25	5120.46	4185.0
2021-12-02 00:30:00	ES	Futures	5120.74	5123.85	5117.92	5122.16	2874.0
2021-12-02 01:00:00	ES	Futures	5122.16	5122.72	5117.08	5119.33	3547.0
2021-12-02 01:30:00	ES	Futures	5119.62	5135.14	5119.33	5133.73	9667.0
2021-12-02 02:00:00	ES	Futures	5133.44	5138.52	5115.38	5118.2	14895.0
2021-12-02 02:30:00	ES	Futures	5118.2	5128.08	5116.51	5121.03	10663.0
2021-12-02 03:00:00	ES	Futures	5121.03	5125.82	5107.48	5120.46	20890.0
2021-12-02 03:30:00	ES	Futures	5120.18	5122.72	5108.61	5121.03	13648.0
2021-12-02 04:00:00	ES	Futures	5120.74	5135.98	5117.92	5130.34	13285.0
2021-12-02 04:30:00	ES	Futures	5130.62	5130.62	5121.87	5128.08	10907.0
2021-12-02 05:00:00	ES	Futures	5128.36	5129.49	5109.74	5118.77	15648.0
2021-12-02 05:30:00	ES	Futures	5118.77	5130.34	5115.95	5125.54	12388.0
2021-12-02 06:00:00	ES	Futures	5125.54	5126.39	5117.92	5120.18	11168.0
2021-12-02 06:30:00	ES	Futures	5120.18	5124.41	5116.51	5121.59	10876.0
2021-12-02 07:00:00	ES	Futures	5121.87	5125.54	5097.6	5102.12	22699.0
2021-12-02 07:30:00	ES	Futures	5102.12	5108.04	5090.55	5106.63	34359.0
2021-12-02 08:00:00	ES	Futures	5106.63	5117.36	5100.71	5106.63	34003.0
2021-12-02 08:30:00	ES	Futures	5106.63	5112.0	5094.5	5099.01	30944.0
2021-12-02 09:00:00	ES	Futures	5099.01	5104.09	5086.03	5091.39	56991.0
2021-12-02 09:30:00	ES	Futures	5091.39	5150.09	5086.88	5149.81	282878.0
2021-12-02 10:00:00	ES	Futures	5149.53	5155.17	5124.41	5139.93	240200.0
2021-12-02 10:30:00	ES	Futures	5139.65	5145.86	5105.79	5139.09	204526.0
2021-12-02 11:00:00	ES	Futures	5139.09	5161.1	5130.9	5154.89	145886.0
2021-12-02 11:30:00	ES	Futures	5154.89	5163.36	5132.6	5159.41	154772.0
2021-12-02 12:00:00	ES	Futures	5159.12	5177.47	5154.61	5176.34	122249.0
2021-12-02 12:30:00	ES	Futures	5176.06	5178.03	5163.64	5169.57	101948.0
2021-12-02 13:00:00	ES	Futures	5169.85	5174.65	5155.46	5158.84	110333.0
2021-12-02 13:30:00	ES	Futures	5158.84	5178.03	5152.92	5176.9	90067.0
2021-12-02 14:00:00	ES	Futures	5177.19	5181.98	5168.44	5180.86	81713.0
2021-12-02 14:30:00	ES	Futures	5180.57	5181.98	5163.92	5171.26	89270.0
2021-12-02 15:00:00	ES	Futures	5171.26	5180.57	5162.23	5168.44	104525.0
2021-12-02 15:30:00	ES	Futures	5168.16	5185.65	5154.05	5167.31	267382.0
2021-12-02 16:00:00	ES	Futures	5167.31	5172.39	5161.66	5168.72	64981.0
2021-12-02 16:30:00	ES	Futures	5168.44	5177.19	5168.16	5176.06	7117.0
2021-12-02 18:00:00	ES	Futures	5178.32	5180.29	5159.41	5159.41	10100.0
2021-12-02 18:30:00	ES	Futures	5159.69	5162.23	5146.99	5149.53	9586.0
2021-12-02 19:00:00	ES	Futures	5149.53	5157.71	5143.6	5156.3	10401.0
2021-12-02 19:30:00	ES	Futures	5156.58	5159.41	5150.94	5153.48	5632.0
2021-12-02 20:00:00	ES	Futures	5153.48	5161.1	5148.12	5148.4	5598.0
2021-12-02 20:30:00	ES	Futures	5148.4	5148.68	5129.21	5141.06	15752.0
2021-12-02 21:00:00	ES	Futures	5140.78	5145.58	5137.68	5141.06	6327.0
2021-12-02 21:30:00	ES	Futures	5141.06	5145.01	5136.83	5144.17	4644.0
2021-12-02 22:00:00	ES	Futures	5144.17	5149.81	5143.32	5147.55	3903.0
2021-12-02 22:30:00	ES	Futures	5147.55	5158.84	5147.55	5156.3	4736.0
2021-12-02 23:00:00	ES	Futures	5156.58	5164.49	5156.3	5158.28	5013.0
2021-12-02 23:30:00	ES	Futures	5158.28	5167.59	5158.0	5163.92	4040.0
2021-12-02 00:00:00	NQ	Futures	18486.57	18491.78	18472.95	18489.75	3578.0
2021-12-02 00:30:00	NQ	Futures	18490.33	18498.74	18481.06	18491.2	2688.0
2021-12-02 01:00:00	NQ	Futures	18491.78	18493.23	18471.79	18480.19	2662.0
2021-12-02 01:30:00	NQ	Futures	18479.03	18521.06	18478.74	18516.71	4530.0

> showing 50 of 3,783 rows — these rows as CSV

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