PREVIEW / futures_30min / 2021-12-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-20.parquet
  size:    109 KB
  rows:    3,803

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
2021-12-20 00:00:00	ES	Futures	5167.93	5168.21	5160.86	5163.97	5571.0
2021-12-20 00:30:00	ES	Futures	5163.68	5165.38	5152.94	5154.63	6450.0
2021-12-20 01:00:00	ES	Futures	5154.63	5159.44	5142.76	5143.32	8913.0
2021-12-20 01:30:00	ES	Futures	5143.6	5153.5	5142.47	5151.81	10247.0
2021-12-20 02:00:00	ES	Futures	5152.09	5155.48	5131.44	5137.95	12747.0
2021-12-20 02:30:00	ES	Futures	5137.95	5151.24	5137.67	5150.11	11408.0
2021-12-20 03:00:00	ES	Futures	5150.11	5152.09	5132.86	5147.28	20898.0
2021-12-20 03:30:00	ES	Futures	5147.0	5148.69	5125.79	5131.73	20686.0
2021-12-20 04:00:00	ES	Futures	5131.73	5133.14	5120.13	5124.37	17455.0
2021-12-20 04:30:00	ES	Futures	5124.37	5136.53	5124.09	5136.25	14164.0
2021-12-20 05:00:00	ES	Futures	5136.25	5150.11	5135.69	5146.72	16953.0
2021-12-20 05:30:00	ES	Futures	5146.72	5155.48	5141.06	5151.81	11978.0
2021-12-20 06:00:00	ES	Futures	5152.09	5153.79	5145.02	5153.22	8200.0
2021-12-20 06:30:00	ES	Futures	5153.22	5162.27	5150.11	5161.14	9853.0
2021-12-20 07:00:00	ES	Futures	5160.86	5167.36	5154.07	5155.2	14463.0
2021-12-20 07:30:00	ES	Futures	5154.92	5159.44	5148.69	5148.98	12243.0
2021-12-20 08:00:00	ES	Futures	5149.26	5153.22	5144.74	5146.43	21997.0
2021-12-20 08:30:00	ES	Futures	5146.72	5151.24	5143.32	5148.13	24546.0
2021-12-20 09:00:00	ES	Futures	5148.13	5156.9	5147.56	5150.11	31804.0
2021-12-20 09:30:00	ES	Futures	5150.11	5156.33	5129.18	5146.72	307771.0
2021-12-20 10:00:00	ES	Futures	5146.72	5149.83	5125.79	5127.2	191819.0
2021-12-20 10:30:00	ES	Futures	5127.2	5137.95	5118.72	5122.39	126231.0
2021-12-20 11:00:00	ES	Futures	5122.11	5128.62	5115.32	5120.7	110644.0
2021-12-20 11:30:00	ES	Futures	5120.7	5133.42	5113.34	5132.86	98326.0
2021-12-20 12:00:00	ES	Futures	5132.86	5139.65	5125.22	5132.29	67609.0
2021-12-20 12:30:00	ES	Futures	5132.01	5132.29	5120.13	5121.26	60397.0
2021-12-20 13:00:00	ES	Futures	5121.26	5132.01	5118.15	5129.46	54912.0
2021-12-20 13:30:00	ES	Futures	5129.75	5146.72	5123.81	5139.08	81667.0
2021-12-20 14:00:00	ES	Futures	5138.8	5150.39	5137.38	5141.06	77309.0
2021-12-20 14:30:00	ES	Futures	5140.78	5149.83	5133.42	5141.62	70846.0
2021-12-20 15:00:00	ES	Futures	5141.91	5155.77	5141.62	5150.11	85899.0
2021-12-20 15:30:00	ES	Futures	5149.83	5162.27	5139.36	5157.18	223274.0
2021-12-20 16:00:00	ES	Futures	5156.9	5172.45	5152.94	5171.04	59318.0
2021-12-20 16:30:00	ES	Futures	5171.04	5172.45	5168.49	5168.77	5693.0
2021-12-20 18:00:00	ES	Futures	5167.08	5176.41	5166.79	5176.13	6449.0
2021-12-20 18:30:00	ES	Futures	5176.13	5182.07	5176.13	5179.52	6458.0
2021-12-20 19:00:00	ES	Futures	5179.52	5180.09	5171.32	5171.6	6459.0
2021-12-20 19:30:00	ES	Futures	5171.88	5177.54	5169.62	5173.86	5623.0
2021-12-20 20:00:00	ES	Futures	5173.86	5175.56	5164.81	5174.71	7723.0
2021-12-20 20:30:00	ES	Futures	5174.43	5189.14	5174.15	5186.87	10699.0
2021-12-20 21:00:00	ES	Futures	5187.16	5187.72	5182.63	5184.33	3660.0
2021-12-20 21:30:00	ES	Futures	5184.05	5185.18	5177.26	5181.5	3575.0
2021-12-20 22:00:00	ES	Futures	5181.5	5192.25	5180.93	5188.29	4886.0
2021-12-20 22:30:00	ES	Futures	5188.57	5189.42	5185.18	5188.57	2934.0
2021-12-20 23:00:00	ES	Futures	5188.57	5189.7	5185.74	5189.7	1818.0
2021-12-20 23:30:00	ES	Futures	5189.7	5190.83	5188.0	5189.14	1672.0
2021-12-20 00:00:00	NQ	Futures	18119.08	18121.69	18086.62	18099.95	3494.0
2021-12-20 00:30:00	NQ	Futures	18099.37	18109.22	18049.81	18061.69	3587.0
2021-12-20 01:00:00	NQ	Futures	18060.25	18080.82	18040.83	18049.52	4423.0
2021-12-20 01:30:00	NQ	Futures	18051.55	18092.42	18048.94	18089.23	4242.0

> showing 50 of 3,803 rows — these rows as CSV

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