PREVIEW / futures_30min / 2021-12-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-15.parquet
  size:    107 KB
  rows:    3,793

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
2021-12-15 00:00:00	ES	Futures	5241.74	5242.59	5238.06	5240.89	2202.0
2021-12-15 00:30:00	ES	Futures	5240.61	5246.83	5240.61	5242.59	5390.0
2021-12-15 01:00:00	ES	Futures	5242.87	5245.7	5241.17	5241.45	2755.0
2021-12-15 01:30:00	ES	Futures	5241.45	5242.02	5232.69	5234.38	3133.0
2021-12-15 02:00:00	ES	Futures	5234.1	5235.8	5229.29	5232.97	4271.0
2021-12-15 02:30:00	ES	Futures	5232.97	5241.17	5232.12	5237.49	5425.0
2021-12-15 03:00:00	ES	Futures	5237.21	5245.41	5236.93	5239.47	10804.0
2021-12-15 03:30:00	ES	Futures	5239.19	5243.15	5236.08	5239.47	6228.0
2021-12-15 04:00:00	ES	Futures	5239.47	5241.17	5226.75	5229.29	8569.0
2021-12-15 04:30:00	ES	Futures	5229.01	5234.95	5228.16	5232.4	6090.0
2021-12-15 05:00:00	ES	Futures	5232.4	5235.23	5230.42	5235.23	4872.0
2021-12-15 05:30:00	ES	Futures	5235.52	5238.63	5233.54	5238.06	5067.0
2021-12-15 06:00:00	ES	Futures	5238.06	5238.91	5227.88	5232.12	6157.0
2021-12-15 06:30:00	ES	Futures	5232.12	5233.54	5227.31	5232.12	6507.0
2021-12-15 07:00:00	ES	Futures	5232.12	5238.63	5232.12	5237.49	7896.0
2021-12-15 07:30:00	ES	Futures	5237.49	5239.47	5233.25	5234.1	7500.0
2021-12-15 08:00:00	ES	Futures	5234.1	5239.76	5229.58	5236.36	13154.0
2021-12-15 08:30:00	ES	Futures	5236.36	5242.59	5231.84	5234.38	18825.0
2021-12-15 09:00:00	ES	Futures	5234.1	5238.91	5230.71	5236.08	24012.0
2021-12-15 09:30:00	ES	Futures	5236.08	5239.76	5213.17	5216.57	147451.0
2021-12-15 10:00:00	ES	Futures	5216.28	5222.22	5210.35	5219.4	100955.0
2021-12-15 10:30:00	ES	Futures	5219.4	5230.71	5217.42	5221.38	73842.0
2021-12-15 11:00:00	ES	Futures	5221.09	5224.2	5210.63	5214.31	58536.0
2021-12-15 11:30:00	ES	Futures	5214.59	5216.0	5206.1	5212.89	69784.0
2021-12-15 12:00:00	ES	Futures	5212.89	5221.09	5207.8	5220.24	49427.0
2021-12-15 12:30:00	ES	Futures	5220.24	5223.07	5215.15	5221.94	39898.0
2021-12-15 13:00:00	ES	Futures	5221.94	5224.2	5219.11	5221.66	30318.0
2021-12-15 13:30:00	ES	Futures	5221.66	5229.29	5217.98	5227.31	39380.0
2021-12-15 14:00:00	ES	Futures	5226.75	5260.68	5205.82	5238.63	253284.0
2021-12-15 14:30:00	ES	Futures	5238.63	5263.8	5233.82	5251.35	195797.0
2021-12-15 15:00:00	ES	Futures	5251.63	5307.35	5250.79	5304.8	196682.0
2021-12-15 15:30:00	ES	Futures	5304.8	5320.64	5289.53	5316.96	263477.0
2021-12-15 16:00:00	ES	Futures	5316.96	5323.18	5313.57	5319.22	61486.0
2021-12-15 16:30:00	ES	Futures	5319.22	5320.92	5316.96	5319.51	7291.0
2021-12-15 18:00:00	ES	Futures	5319.79	5330.25	5318.38	5328.27	9635.0
2021-12-15 18:30:00	ES	Futures	5328.56	5329.69	5322.05	5325.73	6338.0
2021-12-15 19:00:00	ES	Futures	5325.73	5325.73	5317.53	5319.51	7363.0
2021-12-15 19:30:00	ES	Futures	5319.51	5324.88	5318.66	5320.64	3977.0
2021-12-15 20:00:00	ES	Futures	5320.64	5323.18	5319.51	5322.34	3523.0
2021-12-15 20:30:00	ES	Futures	5322.34	5325.16	5313.29	5314.98	6004.0
2021-12-15 21:00:00	ES	Futures	5314.7	5323.18	5314.7	5321.77	4539.0
2021-12-15 21:30:00	ES	Futures	5321.77	5322.05	5318.38	5320.92	3074.0
2021-12-15 22:00:00	ES	Futures	5320.92	5322.9	5319.79	5320.64	1578.0
2021-12-15 22:30:00	ES	Futures	5320.64	5324.6	5320.07	5323.75	1745.0
2021-12-15 23:00:00	ES	Futures	5323.75	5327.99	5323.47	5326.86	3934.0
2021-12-15 23:30:00	ES	Futures	5327.14	5328.56	5326.01	5328.56	2140.0
2021-12-15 00:00:00	NQ	Futures	18465.41	18468.89	18451.5	18461.93	1032.0
2021-12-15 00:30:00	NQ	Futures	18462.22	18494.1	18460.48	18486.86	2479.0
2021-12-15 01:00:00	NQ	Futures	18487.15	18500.19	18479.9	18481.35	1937.0
2021-12-15 01:30:00	NQ	Futures	18481.35	18483.67	18445.41	18454.98	2152.0

> showing 50 of 3,793 rows — these rows as CSV

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