PREVIEW / futures_30min / 2021-12-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-13.parquet
  size:    104 KB
  rows:    3,737

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
2021-12-13 00:00:00	ES	Futures	5337.2	5337.48	5331.84	5332.12	946.0
2021-12-13 00:30:00	ES	Futures	5332.4	5336.07	5331.56	5334.38	1253.0
2021-12-13 01:00:00	ES	Futures	5334.1	5335.51	5332.69	5334.94	1043.0
2021-12-13 01:30:00	ES	Futures	5334.94	5337.77	5334.94	5336.07	1272.0
2021-12-13 02:00:00	ES	Futures	5336.07	5337.77	5329.58	5330.15	2264.0
2021-12-13 02:30:00	ES	Futures	5330.15	5332.69	5329.58	5331.27	1407.0
2021-12-13 03:00:00	ES	Futures	5331.27	5332.4	5324.22	5330.43	4346.0
2021-12-13 03:30:00	ES	Futures	5330.71	5334.66	5329.3	5330.71	2836.0
2021-12-13 04:00:00	ES	Futures	5330.71	5337.2	5329.3	5337.2	2854.0
2021-12-13 04:30:00	ES	Futures	5337.2	5338.89	5334.1	5335.51	2532.0
2021-12-13 05:00:00	ES	Futures	5335.79	5336.92	5329.58	5332.69	2224.0
2021-12-13 05:30:00	ES	Futures	5332.69	5335.51	5331.56	5334.1	2056.0
2021-12-13 06:00:00	ES	Futures	5334.1	5339.18	5333.81	5335.51	2251.0
2021-12-13 06:30:00	ES	Futures	5335.23	5336.35	5329.02	5333.25	5081.0
2021-12-13 07:00:00	ES	Futures	5332.69	5332.69	5327.32	5329.02	3711.0
2021-12-13 07:30:00	ES	Futures	5329.02	5331.27	5326.48	5327.32	2742.0
2021-12-13 08:00:00	ES	Futures	5327.32	5329.58	5325.63	5328.73	3964.0
2021-12-13 08:30:00	ES	Futures	5328.45	5331.56	5324.5	5325.63	5277.0
2021-12-13 09:00:00	ES	Futures	5325.91	5325.91	5311.8	5311.8	11243.0
2021-12-13 09:30:00	ES	Futures	5312.08	5316.03	5291.76	5295.43	97717.0
2021-12-13 10:00:00	ES	Futures	5295.43	5302.77	5279.91	5284.99	53851.0
2021-12-13 10:30:00	ES	Futures	5284.99	5292.33	5278.78	5284.43	33450.0
2021-12-13 11:00:00	ES	Futures	5284.43	5286.97	5273.14	5275.68	35975.0
2021-12-13 11:30:00	ES	Futures	5275.96	5281.89	5273.14	5279.35	37622.0
2021-12-13 12:00:00	ES	Futures	5279.07	5286.97	5273.14	5285.56	23196.0
2021-12-13 12:30:00	ES	Futures	5285.27	5288.66	5278.5	5281.61	18267.0
2021-12-13 13:00:00	ES	Futures	5281.61	5286.12	5279.35	5281.32	13549.0
2021-12-13 13:30:00	ES	Futures	5281.61	5285.27	5275.68	5284.14	13132.0
2021-12-13 14:00:00	ES	Futures	5284.14	5290.64	5280.19	5286.68	17439.0
2021-12-13 14:30:00	ES	Futures	5286.68	5289.79	5283.86	5289.79	15442.0
2021-12-13 15:00:00	ES	Futures	5289.51	5294.02	5285.56	5285.84	28646.0
2021-12-13 15:30:00	ES	Futures	5285.84	5293.74	5268.06	5271.73	100313.0
2021-12-13 16:00:00	ES	Futures	5271.73	5274.83	5265.8	5272.01	17430.0
2021-12-13 16:30:00	ES	Futures	5272.01	5277.65	5271.73	5274.83	2420.0
2021-12-13 18:00:00	ES	Futures	5273.99	5278.78	5272.29	5272.86	2117.0
2021-12-13 18:30:00	ES	Futures	5273.14	5277.94	5273.14	5276.81	1031.0
2021-12-13 19:00:00	ES	Futures	5276.81	5281.32	5276.24	5279.35	2374.0
2021-12-13 19:30:00	ES	Futures	5279.07	5281.89	5277.37	5281.61	1305.0
2021-12-13 20:00:00	ES	Futures	5281.61	5282.17	5276.81	5278.22	1221.0
2021-12-13 20:30:00	ES	Futures	5277.94	5282.17	5277.09	5279.07	1765.0
2021-12-13 21:00:00	ES	Futures	5279.35	5280.48	5276.81	5277.94	1168.0
2021-12-13 21:30:00	ES	Futures	5277.94	5280.48	5276.53	5277.09	1268.0
2021-12-13 22:00:00	ES	Futures	5277.37	5280.19	5277.09	5280.19	483.0
2021-12-13 22:30:00	ES	Futures	5279.91	5280.19	5271.73	5279.35	1731.0
2021-12-13 23:00:00	ES	Futures	5279.63	5280.76	5278.5	5278.78	670.0
2021-12-13 23:30:00	ES	Futures	5279.07	5279.63	5276.81	5278.22	588.0
2021-12-13 00:00:00	NQ	Futures	19001.57	19002.73	18977.52	18978.97	694.0
2021-12-13 00:30:00	NQ	Futures	18979.84	18989.11	18978.97	18981.57	813.0
2021-12-13 01:00:00	NQ	Futures	18980.42	18986.79	18976.07	18983.6	556.0
2021-12-13 01:30:00	NQ	Futures	18983.89	18998.67	18983.89	18989.69	1032.0

> showing 50 of 3,737 rows — these rows as CSV

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