PREVIEW / futures_30min / 2021-12-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-09.parquet
  size:    105 KB
  rows:    3,760

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
2021-12-09 00:00:00	ES	Futures	5295.43	5297.69	5294.59	5296.56	2049.0
2021-12-09 00:30:00	ES	Futures	5296.84	5299.1	5294.87	5295.15	2296.0
2021-12-09 01:00:00	ES	Futures	5295.15	5297.97	5294.87	5297.97	1572.0
2021-12-09 01:30:00	ES	Futures	5297.97	5301.08	5297.69	5299.95	2208.0
2021-12-09 02:00:00	ES	Futures	5299.95	5304.18	5298.82	5303.62	3115.0
2021-12-09 02:30:00	ES	Futures	5303.62	5305.59	5301.64	5301.92	2388.0
2021-12-09 03:00:00	ES	Futures	5301.92	5303.05	5290.64	5297.69	10183.0
2021-12-09 03:30:00	ES	Futures	5297.69	5299.67	5293.46	5293.74	5412.0
2021-12-09 04:00:00	ES	Futures	5293.74	5294.59	5289.51	5293.18	5666.0
2021-12-09 04:30:00	ES	Futures	5293.18	5296.28	5292.61	5293.74	3793.0
2021-12-09 05:00:00	ES	Futures	5293.74	5294.02	5282.17	5285.84	11178.0
2021-12-09 05:30:00	ES	Futures	5285.56	5289.79	5285.56	5287.81	4757.0
2021-12-09 06:00:00	ES	Futures	5287.53	5290.64	5280.19	5286.97	8736.0
2021-12-09 06:30:00	ES	Futures	5287.25	5290.07	5281.61	5286.12	6088.0
2021-12-09 07:00:00	ES	Futures	5286.12	5293.18	5285.84	5289.51	8307.0
2021-12-09 07:30:00	ES	Futures	5289.22	5290.92	5286.68	5289.22	7225.0
2021-12-09 08:00:00	ES	Futures	5289.22	5289.51	5281.61	5284.71	14168.0
2021-12-09 08:30:00	ES	Futures	5284.43	5287.81	5280.19	5285.84	15586.0
2021-12-09 09:00:00	ES	Futures	5285.84	5291.2	5285.84	5288.1	17949.0
2021-12-09 09:30:00	ES	Futures	5288.38	5298.82	5284.71	5289.79	147792.0
2021-12-09 10:00:00	ES	Futures	5289.79	5296.0	5281.04	5281.61	93190.0
2021-12-09 10:30:00	ES	Futures	5281.61	5290.35	5276.24	5289.22	99847.0
2021-12-09 11:00:00	ES	Futures	5289.22	5294.3	5281.89	5293.46	63326.0
2021-12-09 11:30:00	ES	Futures	5293.46	5296.56	5283.86	5286.4	43654.0
2021-12-09 12:00:00	ES	Futures	5286.4	5290.92	5282.73	5288.1	34519.0
2021-12-09 12:30:00	ES	Futures	5287.81	5298.26	5286.68	5297.41	35230.0
2021-12-09 13:00:00	ES	Futures	5297.41	5297.41	5291.76	5292.61	47126.0
2021-12-09 13:30:00	ES	Futures	5292.61	5299.67	5285.84	5291.76	52158.0
2021-12-09 14:00:00	ES	Futures	5292.05	5295.15	5286.97	5288.38	39724.0
2021-12-09 14:30:00	ES	Futures	5288.1	5289.79	5277.37	5280.48	56882.0
2021-12-09 15:00:00	ES	Futures	5280.76	5286.97	5267.78	5273.42	106110.0
2021-12-09 15:30:00	ES	Futures	5273.42	5283.58	5266.08	5268.06	155423.0
2021-12-09 16:00:00	ES	Futures	5268.34	5270.88	5262.98	5270.03	50114.0
2021-12-09 16:30:00	ES	Futures	5270.03	5270.88	5267.78	5270.03	4841.0
2021-12-09 18:00:00	ES	Futures	5270.88	5276.53	5270.32	5274.55	2861.0
2021-12-09 18:30:00	ES	Futures	5274.55	5277.94	5274.27	5274.83	2235.0
2021-12-09 19:00:00	ES	Futures	5274.83	5277.37	5271.16	5273.42	4050.0
2021-12-09 19:30:00	ES	Futures	5273.42	5273.99	5269.19	5270.32	2380.0
2021-12-09 20:00:00	ES	Futures	5270.6	5271.73	5265.24	5271.16	3751.0
2021-12-09 20:30:00	ES	Futures	5271.16	5276.24	5270.88	5274.55	2667.0
2021-12-09 21:00:00	ES	Futures	5274.55	5276.24	5274.27	5275.11	1433.0
2021-12-09 21:30:00	ES	Futures	5275.4	5275.96	5273.42	5275.96	1002.0
2021-12-09 22:00:00	ES	Futures	5275.96	5277.94	5275.68	5277.37	1118.0
2021-12-09 22:30:00	ES	Futures	5277.09	5277.94	5273.7	5274.27	999.0
2021-12-09 23:00:00	ES	Futures	5274.55	5276.24	5273.14	5275.68	795.0
2021-12-09 23:30:00	ES	Futures	5275.68	5275.68	5270.88	5271.16	831.0
2021-12-09 00:00:00	NQ	Futures	18966.21	18982.15	18961.0	18975.78	1284.0
2021-12-09 00:30:00	NQ	Futures	18977.81	18992.59	18974.91	18974.91	1139.0
2021-12-09 01:00:00	NQ	Futures	18974.91	18983.6	18971.72	18980.71	872.0
2021-12-09 01:30:00	NQ	Futures	18980.71	18988.53	18977.23	18985.34	827.0

> showing 50 of 3,760 rows — these rows as CSV

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