PREVIEW / futures_30min / 2021-12-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-06.parquet
  size:    107 KB
  rows:    3,796

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
2021-12-06 00:00:00	ES	Futures	5146.71	5150.09	5145.58	5149.53	1734.0
2021-12-06 00:30:00	ES	Futures	5149.53	5154.89	5145.58	5151.22	4654.0
2021-12-06 01:00:00	ES	Futures	5151.51	5153.2	5145.86	5148.4	4271.0
2021-12-06 01:30:00	ES	Futures	5148.12	5150.38	5145.58	5148.12	1795.0
2021-12-06 02:00:00	ES	Futures	5148.4	5152.07	5139.65	5141.63	5781.0
2021-12-06 02:30:00	ES	Futures	5141.35	5148.4	5138.81	5145.58	6332.0
2021-12-06 03:00:00	ES	Futures	5145.58	5152.07	5138.81	5145.58	16724.0
2021-12-06 03:30:00	ES	Futures	5145.58	5149.81	5142.19	5146.99	9739.0
2021-12-06 04:00:00	ES	Futures	5146.99	5160.82	5146.43	5156.87	21284.0
2021-12-06 04:30:00	ES	Futures	5157.15	5158.84	5131.19	5133.73	17127.0
2021-12-06 05:00:00	ES	Futures	5134.01	5138.24	5119.62	5121.59	16223.0
2021-12-06 05:30:00	ES	Futures	5121.59	5125.54	5115.38	5117.08	17573.0
2021-12-06 06:00:00	ES	Futures	5117.36	5132.6	5116.23	5128.65	11824.0
2021-12-06 06:30:00	ES	Futures	5128.93	5143.6	5128.08	5143.04	11908.0
2021-12-06 07:00:00	ES	Futures	5143.32	5145.86	5132.6	5134.57	12979.0
2021-12-06 07:30:00	ES	Futures	5134.29	5139.65	5132.6	5135.14	10528.0
2021-12-06 08:00:00	ES	Futures	5135.7	5143.04	5134.29	5138.81	15539.0
2021-12-06 08:30:00	ES	Futures	5139.09	5146.71	5134.85	5146.43	18638.0
2021-12-06 09:00:00	ES	Futures	5146.14	5153.2	5141.35	5152.92	26836.0
2021-12-06 09:30:00	ES	Futures	5152.63	5159.41	5124.13	5154.33	261465.0
2021-12-06 10:00:00	ES	Futures	5154.05	5177.47	5138.24	5175.21	208908.0
2021-12-06 10:30:00	ES	Futures	5175.49	5178.6	5160.82	5177.75	129851.0
2021-12-06 11:00:00	ES	Futures	5177.75	5179.44	5157.43	5168.44	112212.0
2021-12-06 11:30:00	ES	Futures	5168.44	5177.19	5161.95	5166.74	89234.0
2021-12-06 12:00:00	ES	Futures	5167.03	5184.24	5165.62	5181.98	87326.0
2021-12-06 12:30:00	ES	Futures	5181.98	5192.71	5178.03	5192.43	72190.0
2021-12-06 13:00:00	ES	Futures	5192.71	5204.56	5188.76	5200.89	88641.0
2021-12-06 13:30:00	ES	Futures	5200.89	5203.15	5196.94	5200.89	67302.0
2021-12-06 14:00:00	ES	Futures	5200.89	5205.97	5197.22	5199.2	57978.0
2021-12-06 14:30:00	ES	Futures	5199.2	5202.3	5182.83	5184.24	78965.0
2021-12-06 15:00:00	ES	Futures	5183.96	5192.43	5180.29	5185.65	91178.0
2021-12-06 15:30:00	ES	Futures	5185.37	5191.86	5177.75	5182.83	192135.0
2021-12-06 16:00:00	ES	Futures	5182.83	5185.94	5178.88	5185.37	57048.0
2021-12-06 16:30:00	ES	Futures	5185.37	5187.35	5184.81	5187.35	6239.0
2021-12-06 18:00:00	ES	Futures	5186.22	5190.17	5181.42	5183.96	4293.0
2021-12-06 18:30:00	ES	Futures	5183.96	5186.5	5181.42	5185.65	2500.0
2021-12-06 19:00:00	ES	Futures	5185.65	5187.06	5178.32	5181.42	4876.0
2021-12-06 19:30:00	ES	Futures	5181.14	5185.37	5179.16	5185.09	2721.0
2021-12-06 20:00:00	ES	Futures	5185.09	5194.97	5184.52	5191.58	6970.0
2021-12-06 20:30:00	ES	Futures	5191.58	5197.51	5189.04	5192.99	5290.0
2021-12-06 21:00:00	ES	Futures	5192.99	5193.84	5186.5	5190.73	3815.0
2021-12-06 21:30:00	ES	Futures	5190.73	5191.01	5185.65	5186.78	2485.0
2021-12-06 22:00:00	ES	Futures	5186.78	5191.3	5184.81	5189.89	2545.0
2021-12-06 22:30:00	ES	Futures	5189.89	5194.68	5189.89	5194.12	2149.0
2021-12-06 23:00:00	ES	Futures	5194.4	5201.46	5193.55	5200.89	3568.0
2021-12-06 23:30:00	ES	Futures	5200.89	5202.3	5197.51	5200.33	2431.0
2021-12-06 00:00:00	NQ	Futures	18242.54	18252.68	18236.45	18251.24	1681.0
2021-12-06 00:30:00	NQ	Futures	18250.37	18285.72	18239.93	18275.0	3190.0
2021-12-06 01:00:00	NQ	Futures	18275.29	18279.93	18244.57	18256.16	2643.0
2021-12-06 01:30:00	NQ	Futures	18256.16	18262.54	18239.93	18254.13	1447.0

> showing 50 of 3,796 rows — these rows as CSV

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