PREVIEW / futures_30min / 2021-12-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-14.parquet
  size:    105 KB
  rows:    3,765

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
2021-12-14 00:00:00	ES	Futures	5278.22	5278.78	5276.52	5278.22	969.0
2021-12-14 00:30:00	ES	Futures	5278.22	5279.92	5276.52	5277.65	1625.0
2021-12-14 01:00:00	ES	Futures	5277.94	5279.35	5275.11	5279.07	1865.0
2021-12-14 01:30:00	ES	Futures	5279.35	5282.46	5278.5	5280.2	1956.0
2021-12-14 02:00:00	ES	Futures	5280.48	5286.14	5278.5	5283.59	4045.0
2021-12-14 02:30:00	ES	Futures	5283.87	5285.57	5282.74	5283.31	2268.0
2021-12-14 03:00:00	ES	Futures	5283.59	5290.38	5282.74	5286.42	8016.0
2021-12-14 03:30:00	ES	Futures	5286.7	5288.4	5282.74	5283.31	5162.0
2021-12-14 04:00:00	ES	Futures	5283.31	5287.27	5281.05	5281.33	7327.0
2021-12-14 04:30:00	ES	Futures	5281.05	5283.03	5251.63	5252.48	21072.0
2021-12-14 05:00:00	ES	Futures	5252.77	5256.73	5249.37	5255.88	12389.0
2021-12-14 05:30:00	ES	Futures	5255.88	5260.4	5252.48	5256.16	7754.0
2021-12-14 06:00:00	ES	Futures	5255.88	5263.23	5255.59	5258.71	8070.0
2021-12-14 06:30:00	ES	Futures	5258.71	5262.66	5255.88	5258.14	11122.0
2021-12-14 07:00:00	ES	Futures	5258.42	5266.91	5257.86	5265.49	8018.0
2021-12-14 07:30:00	ES	Futures	5265.49	5266.06	5258.14	5260.4	7367.0
2021-12-14 08:00:00	ES	Futures	5260.68	5264.93	5256.73	5258.99	10144.0
2021-12-14 08:30:00	ES	Futures	5259.55	5260.12	5235.8	5238.91	41143.0
2021-12-14 09:00:00	ES	Futures	5238.91	5242.02	5230.14	5231.27	36899.0
2021-12-14 09:30:00	ES	Futures	5231.56	5262.38	5229.86	5247.96	205171.0
2021-12-14 10:00:00	ES	Futures	5248.24	5251.35	5232.4	5245.7	143200.0
2021-12-14 10:30:00	ES	Futures	5245.98	5246.83	5210.06	5216.28	124749.0
2021-12-14 11:00:00	ES	Futures	5216.28	5221.38	5209.21	5220.24	112825.0
2021-12-14 11:30:00	ES	Futures	5220.53	5221.66	5204.69	5208.65	86337.0
2021-12-14 12:00:00	ES	Futures	5208.37	5210.91	5201.3	5210.06	80175.0
2021-12-14 12:30:00	ES	Futures	5210.06	5211.19	5199.32	5203.84	60329.0
2021-12-14 13:00:00	ES	Futures	5203.84	5213.46	5201.58	5212.33	51800.0
2021-12-14 13:30:00	ES	Futures	5212.33	5212.61	5201.58	5204.12	41711.0
2021-12-14 14:00:00	ES	Futures	5204.12	5222.79	5202.43	5217.98	66055.0
2021-12-14 14:30:00	ES	Futures	5217.98	5226.75	5216.57	5224.77	60235.0
2021-12-14 15:00:00	ES	Futures	5224.49	5241.74	5223.35	5241.17	81928.0
2021-12-14 15:30:00	ES	Futures	5241.17	5247.11	5223.92	5236.08	173663.0
2021-12-14 16:00:00	ES	Futures	5236.08	5237.21	5230.71	5233.54	42915.0
2021-12-14 16:30:00	ES	Futures	5233.54	5237.21	5233.54	5236.65	4793.0
2021-12-14 18:00:00	ES	Futures	5236.36	5239.76	5231.84	5232.12	5777.0
2021-12-14 18:30:00	ES	Futures	5232.12	5235.8	5230.71	5234.1	3127.0
2021-12-14 19:00:00	ES	Futures	5234.38	5241.17	5233.54	5240.89	6357.0
2021-12-14 19:30:00	ES	Futures	5240.89	5242.02	5238.91	5240.04	3078.0
2021-12-14 20:00:00	ES	Futures	5240.04	5240.61	5230.14	5230.42	5770.0
2021-12-14 20:30:00	ES	Futures	5230.42	5238.06	5229.01	5237.49	4427.0
2021-12-14 21:00:00	ES	Futures	5237.21	5238.91	5232.12	5233.25	3487.0
2021-12-14 21:30:00	ES	Futures	5233.54	5240.04	5232.97	5239.47	4012.0
2021-12-14 22:00:00	ES	Futures	5239.76	5242.02	5238.91	5239.47	3042.0
2021-12-14 22:30:00	ES	Futures	5239.47	5242.87	5239.47	5242.02	2444.0
2021-12-14 23:00:00	ES	Futures	5242.3	5243.15	5240.32	5240.61	2073.0
2021-12-14 23:30:00	ES	Futures	5240.89	5243.15	5240.61	5242.02	1215.0
2021-12-14 00:00:00	NQ	Futures	18664.8	18667.41	18659.3	18663.07	592.0
2021-12-14 00:30:00	NQ	Futures	18663.36	18667.7	18656.98	18662.78	1054.0
2021-12-14 01:00:00	NQ	Futures	18662.2	18665.38	18652.05	18662.78	974.0
2021-12-14 01:30:00	NQ	Futures	18662.78	18669.44	18656.4	18657.56	999.0

> showing 50 of 3,765 rows — these rows as CSV

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