PREVIEW / futures_30min / 2021-12-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-03.parquet
  size:    93 KB
  rows:    3,020

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
2021-12-03 00:00:00	ES	Futures	5163.92	5167.87	5159.97	5165.9	2857.0
2021-12-03 00:30:00	ES	Futures	5166.18	5170.7	5163.64	5168.44	3711.0
2021-12-03 01:00:00	ES	Futures	5168.72	5173.52	5165.05	5172.11	4780.0
2021-12-03 01:30:00	ES	Futures	5172.11	5173.52	5165.05	5167.59	3579.0
2021-12-03 02:00:00	ES	Futures	5168.16	5168.72	5159.12	5165.05	4733.0
2021-12-03 02:30:00	ES	Futures	5165.05	5173.52	5162.51	5172.39	4756.0
2021-12-03 03:00:00	ES	Futures	5172.39	5174.36	5163.92	5165.62	9995.0
2021-12-03 03:30:00	ES	Futures	5165.62	5165.62	5156.87	5162.23	8944.0
2021-12-03 04:00:00	ES	Futures	5161.95	5169.0	5157.43	5165.62	6901.0
2021-12-03 04:30:00	ES	Futures	5165.62	5167.31	5158.56	5160.54	6154.0
2021-12-03 05:00:00	ES	Futures	5160.25	5163.36	5149.25	5154.05	8299.0
2021-12-03 05:30:00	ES	Futures	5154.05	5155.46	5144.73	5149.53	11031.0
2021-12-03 06:00:00	ES	Futures	5149.81	5155.46	5147.84	5153.48	8677.0
2021-12-03 06:30:00	ES	Futures	5153.48	5164.2	5152.07	5163.08	9448.0
2021-12-03 07:00:00	ES	Futures	5163.08	5167.87	5160.54	5166.74	12763.0
2021-12-03 07:30:00	ES	Futures	5166.74	5172.95	5165.33	5170.13	10353.0
2021-12-03 08:00:00	ES	Futures	5170.41	5180.01	5168.72	5175.21	21862.0
2021-12-03 08:30:00	ES	Futures	5176.34	5194.97	5171.26	5184.52	72021.0
2021-12-03 09:00:00	ES	Futures	5184.81	5192.14	5180.57	5187.06	38467.0
2021-12-03 09:30:00	ES	Futures	5187.06	5200.05	5141.35	5144.73	239252.0
2021-12-03 10:00:00	ES	Futures	5144.45	5152.92	5123.57	5146.43	223702.0
2021-12-03 10:30:00	ES	Futures	5146.43	5146.71	5101.55	5105.79	230189.0
2021-12-03 11:00:00	ES	Futures	5105.79	5121.31	5095.91	5118.77	177139.0
2021-12-03 11:30:00	ES	Futures	5118.77	5124.41	5087.73	5089.14	155218.0
2021-12-03 12:00:00	ES	Futures	5089.14	5112.28	5084.62	5108.89	129759.0
2021-12-03 12:30:00	ES	Futures	5109.17	5119.9	5095.34	5103.53	119101.0
2021-12-03 13:00:00	ES	Futures	5103.25	5118.77	5095.91	5106.07	106580.0
2021-12-03 13:30:00	ES	Futures	5106.07	5106.92	5086.6	5089.14	99847.0
2021-12-03 14:00:00	ES	Futures	5088.85	5100.14	5076.72	5092.24	128416.0
2021-12-03 14:30:00	ES	Futures	5092.24	5095.34	5077.57	5078.98	124895.0
2021-12-03 15:00:00	ES	Futures	5079.26	5103.53	5070.79	5095.34	160669.0
2021-12-03 15:30:00	ES	Futures	5095.63	5124.41	5081.23	5121.87	319001.0
2021-12-03 16:00:00	ES	Futures	5122.16	5128.65	5110.87	5116.51	82047.0
2021-12-03 16:30:00	ES	Futures	5116.51	5117.92	5112.56	5117.36	11086.0
2021-12-03 00:00:00	NQ	Futures	18514.97	18534.68	18501.06	18526.85	2757.0
2021-12-03 00:30:00	NQ	Futures	18526.85	18553.22	18519.61	18540.18	3440.0
2021-12-03 01:00:00	NQ	Futures	18541.05	18568.3	18529.17	18561.05	2781.0
2021-12-03 01:30:00	NQ	Futures	18561.34	18565.98	18520.48	18533.81	3006.0
2021-12-03 02:00:00	NQ	Futures	18534.1	18536.71	18493.23	18519.9	3372.0
2021-12-03 02:30:00	NQ	Futures	18519.32	18554.09	18508.3	18544.82	2946.0
2021-12-03 03:00:00	NQ	Futures	18545.11	18548.01	18495.26	18502.51	5175.0
2021-12-03 03:30:00	NQ	Futures	18502.51	18502.51	18462.8	18498.45	4627.0
2021-12-03 04:00:00	NQ	Futures	18499.32	18533.81	18479.03	18515.26	3864.0
2021-12-03 04:30:00	NQ	Futures	18515.55	18521.92	18478.16	18492.07	4264.0
2021-12-03 05:00:00	NQ	Futures	18491.2	18507.43	18463.96	18479.9	3949.0
2021-12-03 05:30:00	NQ	Futures	18479.32	18486.28	18446.86	18472.08	4190.0
2021-12-03 06:00:00	NQ	Futures	18472.37	18495.84	18468.02	18492.36	3443.0
2021-12-03 06:30:00	NQ	Futures	18493.23	18532.07	18490.33	18528.01	3071.0
2021-12-03 07:00:00	NQ	Futures	18529.17	18554.09	18517.0	18548.59	4470.0
2021-12-03 07:30:00	NQ	Futures	18549.46	18577.28	18542.79	18570.61	4050.0

> showing 50 of 3,020 rows — these rows as CSV

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