PREVIEW / futures_30min / 2021-12-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-07.parquet
  size:    105 KB
  rows:    3,738

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
2021-12-07 00:00:00	ES	Futures	5200.33	5204.56	5198.92	5204.28	3646.0
2021-12-07 00:30:00	ES	Futures	5204.28	5214.16	5203.15	5214.16	8054.0
2021-12-07 01:00:00	ES	Futures	5214.16	5214.16	5209.08	5210.77	4168.0
2021-12-07 01:30:00	ES	Futures	5210.49	5215.85	5210.21	5213.87	3015.0
2021-12-07 02:00:00	ES	Futures	5213.87	5220.08	5213.31	5216.13	5188.0
2021-12-07 02:30:00	ES	Futures	5216.13	5225.16	5215.0	5223.47	7496.0
2021-12-07 03:00:00	ES	Futures	5223.75	5232.5	5220.36	5231.65	21422.0
2021-12-07 03:30:00	ES	Futures	5231.94	5240.4	5229.4	5238.99	17303.0
2021-12-07 04:00:00	ES	Futures	5239.27	5245.76	5238.14	5242.1	15821.0
2021-12-07 04:30:00	ES	Futures	5242.1	5242.94	5236.17	5240.68	10514.0
2021-12-07 05:00:00	ES	Futures	5240.68	5247.74	5240.12	5246.89	8605.0
2021-12-07 05:30:00	ES	Futures	5246.61	5256.77	5244.92	5252.25	16430.0
2021-12-07 06:00:00	ES	Futures	5251.97	5252.82	5246.89	5248.87	8127.0
2021-12-07 06:30:00	ES	Futures	5248.87	5253.95	5248.87	5250.84	8930.0
2021-12-07 07:00:00	ES	Futures	5251.13	5252.82	5244.92	5248.59	15874.0
2021-12-07 07:30:00	ES	Futures	5248.3	5250.28	5246.89	5249.43	9798.0
2021-12-07 08:00:00	ES	Futures	5249.15	5252.25	5246.89	5250.56	15415.0
2021-12-07 08:30:00	ES	Futures	5250.84	5253.67	5245.48	5245.76	19385.0
2021-12-07 09:00:00	ES	Futures	5245.76	5248.02	5240.68	5246.61	27130.0
2021-12-07 09:30:00	ES	Futures	5246.61	5279.07	5246.05	5278.78	213302.0
2021-12-07 10:00:00	ES	Futures	5278.78	5288.66	5275.4	5281.89	155255.0
2021-12-07 10:30:00	ES	Futures	5282.17	5296.0	5282.17	5292.33	92732.0
2021-12-07 11:00:00	ES	Futures	5292.61	5297.13	5287.81	5290.92	91328.0
2021-12-07 11:30:00	ES	Futures	5290.92	5294.3	5287.53	5288.66	73103.0
2021-12-07 12:00:00	ES	Futures	5288.94	5292.33	5286.68	5288.38	59601.0
2021-12-07 12:30:00	ES	Futures	5288.66	5294.87	5288.38	5294.3	33434.0
2021-12-07 13:00:00	ES	Futures	5294.3	5294.3	5284.99	5289.79	54440.0
2021-12-07 13:30:00	ES	Futures	5289.79	5296.84	5288.38	5292.61	39797.0
2021-12-07 14:00:00	ES	Futures	5292.61	5293.18	5288.38	5290.92	42721.0
2021-12-07 14:30:00	ES	Futures	5290.92	5292.05	5284.99	5289.22	49370.0
2021-12-07 15:00:00	ES	Futures	5288.94	5293.18	5278.5	5278.5	81810.0
2021-12-07 15:30:00	ES	Futures	5278.78	5290.92	5267.49	5290.07	329814.0
2021-12-07 16:00:00	ES	Futures	5290.35	5301.92	5288.66	5299.38	79171.0
2021-12-07 16:30:00	ES	Futures	5299.38	5302.49	5299.38	5299.95	6992.0
2021-12-07 18:00:00	ES	Futures	5300.23	5301.92	5291.48	5292.33	6763.0
2021-12-07 18:30:00	ES	Futures	5292.61	5296.28	5292.05	5293.74	3267.0
2021-12-07 19:00:00	ES	Futures	5294.02	5294.02	5286.68	5292.05	6329.0
2021-12-07 19:30:00	ES	Futures	5292.05	5305.59	5292.05	5305.31	6927.0
2021-12-07 20:00:00	ES	Futures	5305.59	5306.72	5297.69	5299.38	6439.0
2021-12-07 20:30:00	ES	Futures	5299.38	5300.8	5295.15	5299.67	4097.0
2021-12-07 21:00:00	ES	Futures	5299.67	5310.67	5299.38	5305.03	6461.0
2021-12-07 21:30:00	ES	Futures	5305.03	5310.67	5302.21	5307.29	5002.0
2021-12-07 22:00:00	ES	Futures	5307.57	5309.54	5305.03	5305.88	3330.0
2021-12-07 22:30:00	ES	Futures	5305.88	5312.37	5305.59	5308.98	3765.0
2021-12-07 23:00:00	ES	Futures	5308.98	5311.24	5308.7	5310.39	1678.0
2021-12-07 23:30:00	ES	Futures	5310.67	5311.24	5305.59	5308.13	2499.0
2021-12-07 00:00:00	NQ	Futures	18419.62	18453.24	18412.66	18453.24	3790.0
2021-12-07 00:30:00	NQ	Futures	18453.24	18501.06	18446.86	18496.71	4378.0
2021-12-07 01:00:00	NQ	Futures	18497.29	18499.61	18476.42	18490.62	2827.0
2021-12-07 01:30:00	NQ	Futures	18489.75	18515.26	18489.18	18500.77	2349.0

> showing 50 of 3,738 rows — these rows as CSV

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