PREVIEW / futures_30min / 2021-12-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-16.parquet
  size:    110 KB
  rows:    3,832

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
2021-12-16 00:00:00	ES	Futures	5328.56	5329.12	5264.93	5328.84	1963.0
2021-12-16 00:30:00	ES	Futures	5329.12	5334.21	5329.12	5333.65	4062.0
2021-12-16 01:00:00	ES	Futures	5333.65	5339.3	5332.52	5337.04	4817.0
2021-12-16 01:30:00	ES	Futures	5336.76	5338.74	5334.78	5338.17	3163.0
2021-12-16 02:00:00	ES	Futures	5337.89	5353.16	5335.91	5350.05	13472.0
2021-12-16 02:30:00	ES	Futures	5350.33	5351.75	5343.26	5344.68	6236.0
2021-12-16 03:00:00	ES	Futures	5344.39	5346.37	5335.91	5340.15	14933.0
2021-12-16 03:30:00	ES	Futures	5339.87	5350.62	5339.02	5348.07	10869.0
2021-12-16 04:00:00	ES	Futures	5348.07	5348.07	5341.0	5342.13	12578.0
2021-12-16 04:30:00	ES	Futures	5341.85	5346.37	5341.85	5345.81	7069.0
2021-12-16 05:00:00	ES	Futures	5345.81	5348.64	5343.26	5345.81	7437.0
2021-12-16 05:30:00	ES	Futures	5345.53	5354.86	5345.24	5354.29	8323.0
2021-12-16 06:00:00	ES	Futures	5354.29	5361.93	5352.6	5359.95	14454.0
2021-12-16 06:30:00	ES	Futures	5360.23	5365.6	5359.95	5360.51	15756.0
2021-12-16 07:00:00	ES	Futures	5360.51	5360.51	5352.6	5353.73	21762.0
2021-12-16 07:30:00	ES	Futures	5353.73	5355.99	5351.18	5352.88	11288.0
2021-12-16 08:00:00	ES	Futures	5353.16	5353.73	5346.94	5352.6	17941.0
2021-12-16 08:30:00	ES	Futures	5352.6	5354.01	5339.3	5344.96	29237.0
2021-12-16 09:00:00	ES	Futures	5344.96	5345.24	5332.23	5339.3	53369.0
2021-12-16 09:30:00	ES	Futures	5339.3	5342.98	5319.51	5320.07	222961.0
2021-12-16 10:00:00	ES	Futures	5320.36	5333.36	5308.2	5331.39	172390.0
2021-12-16 10:30:00	ES	Futures	5331.39	5336.76	5324.32	5328.56	88689.0
2021-12-16 11:00:00	ES	Futures	5328.84	5329.69	5307.63	5317.81	110461.0
2021-12-16 11:30:00	ES	Futures	5317.81	5318.94	5303.39	5304.24	82297.0
2021-12-16 12:00:00	ES	Futures	5303.95	5309.33	5295.19	5298.01	87281.0
2021-12-16 12:30:00	ES	Futures	5298.3	5301.69	5283.87	5284.16	83928.0
2021-12-16 13:00:00	ES	Futures	5284.16	5299.43	5284.16	5296.88	60398.0
2021-12-16 13:30:00	ES	Futures	5296.88	5301.69	5288.68	5290.38	63414.0
2021-12-16 14:00:00	ES	Futures	5290.66	5294.9	5271.71	5274.82	83700.0
2021-12-16 14:30:00	ES	Futures	5275.11	5283.03	5251.07	5263.8	146050.0
2021-12-16 15:00:00	ES	Futures	5263.8	5281.05	5253.33	5278.5	141403.0
2021-12-16 15:30:00	ES	Futures	5278.22	5291.51	5266.91	5269.17	244678.0
2021-12-16 16:00:00	ES	Futures	5268.89	5279.92	5266.34	5272.28	69808.0
2021-12-16 16:30:00	ES	Futures	5272.56	5278.22	5272.56	5277.37	6145.0
2021-12-16 18:00:00	ES	Futures	5275.96	5277.37	5263.23	5264.08	9295.0
2021-12-16 18:30:00	ES	Futures	5264.08	5272.0	5264.08	5269.17	5519.0
2021-12-16 19:00:00	ES	Futures	5269.45	5275.39	5269.45	5272.0	6487.0
2021-12-16 19:30:00	ES	Futures	5271.71	5277.94	5271.43	5275.67	4260.0
2021-12-16 20:00:00	ES	Futures	5275.39	5280.48	5274.54	5279.07	8238.0
2021-12-16 20:30:00	ES	Futures	5279.07	5279.35	5273.41	5277.94	4030.0
2021-12-16 21:00:00	ES	Futures	5277.94	5279.63	5275.11	5275.39	1792.0
2021-12-16 21:30:00	ES	Futures	5275.67	5277.37	5273.69	5275.39	1745.0
2021-12-16 22:00:00	ES	Futures	5275.39	5275.39	5266.34	5268.89	3672.0
2021-12-16 22:30:00	ES	Futures	5268.89	5268.89	5251.92	5254.75	9284.0
2021-12-16 23:00:00	ES	Futures	5254.75	5257.57	5252.48	5256.73	3866.0
2021-12-16 23:30:00	ES	Futures	5256.73	5266.34	5255.88	5264.93	4202.0
2021-12-16 00:00:00	NQ	Futures	18928.83	18930.86	18922.16	18928.54	855.0
2021-12-16 00:30:00	NQ	Futures	18928.54	18960.71	18928.54	18958.97	2926.0
2021-12-16 01:00:00	NQ	Futures	18957.81	18987.37	18954.62	18979.55	2626.0
2021-12-16 01:30:00	NQ	Futures	18979.26	18987.37	18967.95	18986.5	1816.0

> showing 50 of 3,832 rows — these rows as CSV

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