PREVIEW / futures_30min / 2021-12-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-10.parquet
  size:    86 KB
  rows:    2,913

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
2021-12-10 00:00:00	ES	Futures	5270.88	5272.57	5269.47	5270.03	1307.0
2021-12-10 00:30:00	ES	Futures	5270.03	5270.32	5266.08	5267.49	1945.0
2021-12-10 01:00:00	ES	Futures	5267.49	5271.73	5266.93	5270.32	1916.0
2021-12-10 01:30:00	ES	Futures	5270.6	5272.86	5269.75	5272.57	1816.0
2021-12-10 02:00:00	ES	Futures	5272.86	5274.55	5270.03	5273.14	4093.0
2021-12-10 02:30:00	ES	Futures	5273.14	5274.83	5272.01	5273.7	1842.0
2021-12-10 03:00:00	ES	Futures	5273.99	5278.5	5272.86	5277.37	6204.0
2021-12-10 03:30:00	ES	Futures	5277.37	5283.3	5276.24	5283.02	4673.0
2021-12-10 04:00:00	ES	Futures	5283.02	5283.3	5277.94	5279.07	3394.0
2021-12-10 04:30:00	ES	Futures	5279.07	5283.58	5278.78	5283.3	2820.0
2021-12-10 05:00:00	ES	Futures	5283.02	5283.58	5280.48	5281.89	1304.0
2021-12-10 05:30:00	ES	Futures	5281.89	5284.14	5281.32	5283.3	1502.0
2021-12-10 06:00:00	ES	Futures	5283.3	5289.79	5283.3	5289.51	3247.0
2021-12-10 06:30:00	ES	Futures	5289.22	5292.89	5287.25	5290.64	3834.0
2021-12-10 07:00:00	ES	Futures	5290.35	5290.92	5284.71	5288.38	4319.0
2021-12-10 07:30:00	ES	Futures	5288.38	5288.66	5283.02	5284.99	5764.0
2021-12-10 08:00:00	ES	Futures	5284.99	5290.35	5281.89	5286.4	13007.0
2021-12-10 08:30:00	ES	Futures	5285.84	5312.93	5282.73	5306.72	54540.0
2021-12-10 09:00:00	ES	Futures	5306.72	5308.7	5300.51	5301.36	19377.0
2021-12-10 09:30:00	ES	Futures	5301.08	5310.96	5288.94	5292.05	127682.0
2021-12-10 10:00:00	ES	Futures	5291.48	5304.75	5290.07	5303.34	86976.0
2021-12-10 10:30:00	ES	Futures	5303.34	5304.75	5279.91	5287.25	69154.0
2021-12-10 11:00:00	ES	Futures	5287.25	5288.94	5270.32	5287.25	73974.0
2021-12-10 11:30:00	ES	Futures	5287.25	5297.97	5282.17	5295.15	39848.0
2021-12-10 12:00:00	ES	Futures	5295.43	5299.67	5291.48	5293.74	37495.0
2021-12-10 12:30:00	ES	Futures	5294.02	5297.69	5286.68	5297.13	25029.0
2021-12-10 13:00:00	ES	Futures	5297.13	5303.34	5294.87	5301.36	27421.0
2021-12-10 13:30:00	ES	Futures	5301.36	5302.49	5296.56	5301.64	20423.0
2021-12-10 14:00:00	ES	Futures	5301.36	5304.18	5298.82	5303.62	20218.0
2021-12-10 14:30:00	ES	Futures	5303.34	5305.31	5293.46	5294.87	26463.0
2021-12-10 15:00:00	ES	Futures	5294.87	5305.31	5292.05	5303.9	28393.0
2021-12-10 15:30:00	ES	Futures	5303.9	5319.7	5303.9	5317.73	79244.0
2021-12-10 16:00:00	ES	Futures	5317.73	5319.99	5314.91	5317.73	33274.0
2021-12-10 16:30:00	ES	Futures	5317.73	5319.42	5316.88	5319.42	5763.0
2021-12-10 00:00:00	NQ	Futures	18735.23	18744.21	18733.78	18734.94	902.0
2021-12-10 00:30:00	NQ	Futures	18735.52	18736.1	18712.91	18715.52	1614.0
2021-12-10 01:00:00	NQ	Futures	18715.81	18729.72	18713.2	18724.8	1302.0
2021-12-10 01:30:00	NQ	Futures	18724.51	18740.45	18717.55	18740.16	1365.0
2021-12-10 02:00:00	NQ	Futures	18740.45	18740.45	18721.61	18723.06	2285.0
2021-12-10 02:30:00	NQ	Futures	18723.06	18734.36	18718.71	18733.49	1588.0
2021-12-10 03:00:00	NQ	Futures	18733.49	18761.6	18728.56	18745.66	4581.0
2021-12-10 03:30:00	NQ	Futures	18745.95	18783.05	18744.21	18781.31	2978.0
2021-12-10 04:00:00	NQ	Futures	18781.02	18781.89	18747.11	18759.86	2700.0
2021-12-10 04:30:00	NQ	Futures	18759.28	18782.47	18757.84	18781.6	1605.0
2021-12-10 05:00:00	NQ	Futures	18781.89	18784.79	18761.6	18774.65	1335.0
2021-12-10 05:30:00	NQ	Futures	18773.49	18783.63	18771.46	18779.28	1274.0
2021-12-10 06:00:00	NQ	Futures	18778.41	18800.44	18775.8	18800.44	1655.0
2021-12-10 06:30:00	NQ	Futures	18799.28	18811.45	18787.69	18799.28	1832.0
2021-12-10 07:00:00	NQ	Futures	18798.7	18802.18	18772.33	18782.76	2703.0
2021-12-10 07:30:00	NQ	Futures	18782.76	18785.95	18749.14	18762.47	3094.0

> showing 50 of 2,913 rows — these rows as CSV

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