PREVIEW / futures_30min / 2021-12-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-17.parquet
  size:    91 KB
  rows:    3,037

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
2021-12-17 00:00:00	ES	Futures	5264.93	5268.04	5256.73	5261.53	4128.0
2021-12-17 00:30:00	ES	Futures	5261.25	5267.47	5259.27	5262.95	3848.0
2021-12-17 01:00:00	ES	Futures	5262.95	5267.19	5261.53	5262.66	3725.0
2021-12-17 01:30:00	ES	Futures	5262.95	5266.06	5256.44	5262.1	4127.0
2021-12-17 02:00:00	ES	Futures	5262.38	5273.41	5261.25	5271.43	5744.0
2021-12-17 02:30:00	ES	Futures	5271.71	5274.82	5270.02	5273.69	5511.0
2021-12-17 03:00:00	ES	Futures	5273.98	5278.22	5267.75	5275.67	14698.0
2021-12-17 03:30:00	ES	Futures	5275.11	5275.96	5262.1	5265.78	8577.0
2021-12-17 04:00:00	ES	Futures	5265.78	5266.62	5242.59	5260.4	28284.0
2021-12-17 04:30:00	ES	Futures	5260.68	5263.8	5249.09	5262.66	13861.0
2021-12-17 05:00:00	ES	Futures	5262.95	5264.64	5251.63	5252.77	10234.0
2021-12-17 05:30:00	ES	Futures	5252.77	5256.73	5246.83	5253.05	14719.0
2021-12-17 06:00:00	ES	Futures	5252.77	5258.71	5248.81	5256.44	12073.0
2021-12-17 06:30:00	ES	Futures	5256.73	5259.55	5252.77	5257.86	7947.0
2021-12-17 07:00:00	ES	Futures	5257.86	5259.55	5246.83	5247.68	11624.0
2021-12-17 07:30:00	ES	Futures	5247.68	5250.22	5230.99	5237.49	31308.0
2021-12-17 08:00:00	ES	Futures	5237.49	5240.61	5233.25	5238.34	29028.0
2021-12-17 08:30:00	ES	Futures	5238.63	5242.02	5234.1	5240.61	34358.0
2021-12-17 09:00:00	ES	Futures	5240.61	5242.59	5226.75	5231.27	69533.0
2021-12-17 09:30:00	ES	Futures	5231.56	5241.17	5206.39	5219.11	312956.0
2021-12-17 10:00:00	ES	Futures	5219.11	5219.4	5192.25	5207.52	198763.0
2021-12-17 10:30:00	ES	Futures	5207.52	5259.27	5202.14	5251.35	214983.0
2021-12-17 11:00:00	ES	Futures	5251.35	5268.04	5244.85	5260.4	130886.0
2021-12-17 11:30:00	ES	Futures	5260.4	5262.1	5218.26	5229.86	155137.0
2021-12-17 12:00:00	ES	Futures	5229.58	5236.36	5212.04	5232.12	113916.0
2021-12-17 12:30:00	ES	Futures	5232.12	5244.85	5226.18	5234.38	95254.0
2021-12-17 13:00:00	ES	Futures	5234.1	5248.81	5226.18	5247.68	73939.0
2021-12-17 13:30:00	ES	Futures	5247.68	5256.73	5239.47	5255.31	70256.0
2021-12-17 14:00:00	ES	Futures	5255.59	5256.44	5236.93	5240.32	59565.0
2021-12-17 14:30:00	ES	Futures	5240.32	5251.92	5234.67	5240.61	75109.0
2021-12-17 15:00:00	ES	Futures	5240.61	5251.63	5230.14	5234.95	96875.0
2021-12-17 15:30:00	ES	Futures	5234.95	5237.21	5209.21	5213.17	297255.0
2021-12-17 16:00:00	ES	Futures	5213.17	5227.03	5210.91	5225.62	89349.0
2021-12-17 16:30:00	ES	Futures	5225.62	5226.18	5224.77	5225.33	8882.0
2021-12-17 00:00:00	NQ	Futures	18354.99	18365.42	18317.6	18346.3	3774.0
2021-12-17 00:30:00	NQ	Futures	18346.87	18372.67	18334.12	18353.54	2925.0
2021-12-17 01:00:00	NQ	Futures	18352.38	18371.22	18342.82	18347.45	2423.0
2021-12-17 01:30:00	NQ	Futures	18347.74	18359.92	18309.2	18336.73	3531.0
2021-12-17 02:00:00	NQ	Futures	18336.44	18396.72	18330.07	18384.55	4046.0
2021-12-17 02:30:00	NQ	Futures	18385.13	18397.3	18364.84	18384.55	3269.0
2021-12-17 03:00:00	NQ	Futures	18385.13	18401.07	18338.47	18361.95	6474.0
2021-12-17 03:30:00	NQ	Futures	18363.68	18368.32	18286.88	18316.44	5669.0
2021-12-17 04:00:00	NQ	Futures	18317.6	18324.27	18173.56	18250.66	15448.0
2021-12-17 04:30:00	NQ	Futures	18249.79	18286.59	18205.44	18276.74	7813.0
2021-12-17 05:00:00	NQ	Futures	18277.61	18285.43	18215.88	18223.12	5534.0
2021-12-17 05:30:00	NQ	Futures	18223.99	18254.71	18204.28	18229.21	6107.0
2021-12-17 06:00:00	NQ	Futures	18228.05	18276.45	18220.22	18264.57	5891.0
2021-12-17 06:30:00	NQ	Futures	18266.02	18279.06	18249.5	18272.68	3470.0
2021-12-17 07:00:00	NQ	Futures	18272.1	18281.09	18210.66	18214.14	5136.0
2021-12-17 07:30:00	NQ	Futures	18214.14	18231.24	18155.89	18193.56	11052.0

> showing 50 of 3,037 rows — these rows as CSV

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