PREVIEW / futures_30min / 2021-12-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-08.parquet
  size:    108 KB
  rows:    3,770

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
2021-12-08 00:00:00	ES	Futures	5307.85	5309.54	5303.62	5305.88	2979.0
2021-12-08 00:30:00	ES	Futures	5305.88	5309.83	5302.77	5309.26	3028.0
2021-12-08 01:00:00	ES	Futures	5309.26	5310.11	5305.03	5307.29	2731.0
2021-12-08 01:30:00	ES	Futures	5307.57	5307.85	5303.34	5303.9	1978.0
2021-12-08 02:00:00	ES	Futures	5304.18	5306.72	5295.15	5296.84	5501.0
2021-12-08 02:30:00	ES	Futures	5296.84	5302.49	5296.0	5301.08	3422.0
2021-12-08 03:00:00	ES	Futures	5301.36	5305.31	5296.84	5302.49	10939.0
2021-12-08 03:30:00	ES	Futures	5302.49	5307.57	5300.51	5307.0	8721.0
2021-12-08 04:00:00	ES	Futures	5307.0	5307.29	5299.38	5299.95	5873.0
2021-12-08 04:30:00	ES	Futures	5299.67	5303.05	5297.13	5300.51	6142.0
2021-12-08 05:00:00	ES	Futures	5300.51	5301.08	5297.41	5297.41	4116.0
2021-12-08 05:30:00	ES	Futures	5297.41	5297.97	5288.66	5288.94	13760.0
2021-12-08 06:00:00	ES	Futures	5288.66	5295.72	5284.43	5291.2	13851.0
2021-12-08 06:30:00	ES	Futures	5291.2	5319.14	5288.38	5308.7	48362.0
2021-12-08 07:00:00	ES	Futures	5308.7	5316.6	5299.67	5304.75	22100.0
2021-12-08 07:30:00	ES	Futures	5304.46	5305.88	5294.3	5300.51	13667.0
2021-12-08 08:00:00	ES	Futures	5300.51	5302.49	5296.84	5298.82	11962.0
2021-12-08 08:30:00	ES	Futures	5298.82	5299.38	5294.87	5296.84	11359.0
2021-12-08 09:00:00	ES	Futures	5296.84	5297.69	5292.05	5294.87	26396.0
2021-12-08 09:30:00	ES	Futures	5294.59	5301.64	5281.61	5288.66	186978.0
2021-12-08 10:00:00	ES	Futures	5288.38	5296.0	5279.91	5280.76	124131.0
2021-12-08 10:30:00	ES	Futures	5280.76	5290.35	5275.4	5276.53	104241.0
2021-12-08 11:00:00	ES	Futures	5276.24	5286.12	5273.7	5286.12	66556.0
2021-12-08 11:30:00	ES	Futures	5285.84	5290.35	5280.76	5288.38	65429.0
2021-12-08 12:00:00	ES	Futures	5288.1	5289.51	5280.76	5284.99	47023.0
2021-12-08 12:30:00	ES	Futures	5284.71	5292.61	5284.14	5289.51	31932.0
2021-12-08 13:00:00	ES	Futures	5289.79	5294.02	5288.38	5293.18	29206.0
2021-12-08 13:30:00	ES	Futures	5293.46	5298.26	5290.92	5294.02	34309.0
2021-12-08 14:00:00	ES	Futures	5294.02	5297.13	5289.22	5296.28	49123.0
2021-12-08 14:30:00	ES	Futures	5296.28	5299.95	5292.89	5299.38	40942.0
2021-12-08 15:00:00	ES	Futures	5299.1	5303.9	5296.84	5303.34	44313.0
2021-12-08 15:30:00	ES	Futures	5303.05	5309.26	5299.38	5303.9	123444.0
2021-12-08 16:00:00	ES	Futures	5304.18	5305.59	5302.21	5304.75	39794.0
2021-12-08 16:30:00	ES	Futures	5304.75	5305.59	5301.64	5303.05	5348.0
2021-12-08 18:00:00	ES	Futures	5302.49	5305.31	5300.51	5303.34	3496.0
2021-12-08 18:30:00	ES	Futures	5303.62	5304.18	5299.38	5301.92	2717.0
2021-12-08 19:00:00	ES	Futures	5301.64	5303.05	5298.54	5301.36	3215.0
2021-12-08 19:30:00	ES	Futures	5301.36	5302.21	5299.38	5300.23	1829.0
2021-12-08 20:00:00	ES	Futures	5300.23	5302.77	5299.38	5301.92	2873.0
2021-12-08 20:30:00	ES	Futures	5301.92	5304.46	5299.67	5303.9	3278.0
2021-12-08 21:00:00	ES	Futures	5303.9	5307.29	5302.49	5307.0	3090.0
2021-12-08 21:30:00	ES	Futures	5307.0	5309.83	5305.31	5309.26	3747.0
2021-12-08 22:00:00	ES	Futures	5308.98	5312.37	5308.7	5310.11	2882.0
2021-12-08 22:30:00	ES	Futures	5310.11	5310.96	5294.3	5296.28	6612.0
2021-12-08 23:00:00	ES	Futures	5296.0	5300.23	5291.76	5297.13	6348.0
2021-12-08 23:30:00	ES	Futures	5297.13	5298.26	5294.87	5295.72	2536.0
2021-12-08 00:00:00	NQ	Futures	19007.08	19016.06	18992.59	19001.86	2023.0
2021-12-08 00:30:00	NQ	Futures	19002.15	19018.09	18990.56	19016.93	1960.0
2021-12-08 01:00:00	NQ	Futures	19016.35	19021.86	18992.88	19010.27	2167.0
2021-12-08 01:30:00	NQ	Futures	19009.69	19012.58	18993.46	18998.96	1065.0

> showing 50 of 3,770 rows — these rows as CSV

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