PREVIEW / futures_30min / 2021-12-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-21.parquet
  size:    108 KB
  rows:    3,790

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
2021-12-21 00:00:00	ES	Futures	5189.42	5197.9	5189.42	5195.36	5467.0
2021-12-21 00:30:00	ES	Futures	5194.79	5198.75	5193.94	5198.19	2736.0
2021-12-21 01:00:00	ES	Futures	5197.9	5201.01	5196.49	5196.49	4203.0
2021-12-21 01:30:00	ES	Futures	5196.77	5205.82	5196.49	5204.41	4384.0
2021-12-21 02:00:00	ES	Futures	5204.41	5205.26	5199.03	5202.71	4570.0
2021-12-21 02:30:00	ES	Futures	5202.71	5202.71	5190.55	5193.09	6988.0
2021-12-21 03:00:00	ES	Futures	5193.09	5193.38	5181.78	5182.63	14044.0
2021-12-21 03:30:00	ES	Futures	5182.63	5189.98	5178.39	5189.42	8277.0
2021-12-21 04:00:00	ES	Futures	5189.42	5196.21	5185.46	5195.07	6617.0
2021-12-21 04:30:00	ES	Futures	5195.07	5195.36	5182.07	5182.91	6304.0
2021-12-21 05:00:00	ES	Futures	5182.91	5193.09	5180.37	5189.14	4972.0
2021-12-21 05:30:00	ES	Futures	5189.14	5196.21	5188.29	5195.36	4515.0
2021-12-21 06:00:00	ES	Futures	5195.36	5209.21	5194.79	5208.65	11790.0
2021-12-21 06:30:00	ES	Futures	5208.65	5209.78	5205.26	5207.52	9501.0
2021-12-21 07:00:00	ES	Futures	5207.8	5209.78	5204.97	5207.8	8670.0
2021-12-21 07:30:00	ES	Futures	5207.8	5210.91	5204.97	5209.78	9929.0
2021-12-21 08:00:00	ES	Futures	5209.78	5210.06	5197.34	5201.3	21793.0
2021-12-21 08:30:00	ES	Futures	5201.58	5206.39	5199.6	5204.41	13202.0
2021-12-21 09:00:00	ES	Futures	5204.41	5205.54	5197.05	5197.62	18026.0
2021-12-21 09:30:00	ES	Futures	5197.62	5208.08	5180.93	5184.33	177105.0
2021-12-21 10:00:00	ES	Futures	5184.33	5200.16	5175.84	5178.11	140386.0
2021-12-21 10:30:00	ES	Futures	5178.39	5187.16	5172.17	5185.74	111438.0
2021-12-21 11:00:00	ES	Futures	5185.18	5199.6	5182.35	5194.79	74787.0
2021-12-21 11:30:00	ES	Futures	5195.07	5218.26	5194.51	5211.76	85819.0
2021-12-21 12:00:00	ES	Futures	5211.48	5226.75	5210.91	5226.18	73604.0
2021-12-21 12:30:00	ES	Futures	5226.18	5236.65	5225.05	5235.52	68439.0
2021-12-21 13:00:00	ES	Futures	5235.52	5236.36	5228.73	5234.38	46105.0
2021-12-21 13:30:00	ES	Futures	5234.67	5243.15	5234.38	5238.91	53030.0
2021-12-21 14:00:00	ES	Futures	5238.91	5243.43	5235.52	5240.04	44657.0
2021-12-21 14:30:00	ES	Futures	5240.04	5245.98	5233.82	5245.98	61965.0
2021-12-21 15:00:00	ES	Futures	5245.98	5247.39	5240.32	5241.17	48565.0
2021-12-21 15:30:00	ES	Futures	5241.17	5251.35	5228.45	5249.09	183901.0
2021-12-21 16:00:00	ES	Futures	5249.37	5251.92	5243.43	5251.07	55671.0
2021-12-21 16:30:00	ES	Futures	5251.35	5252.2	5250.79	5251.07	5125.0
2021-12-21 18:00:00	ES	Futures	5250.79	5251.92	5245.13	5246.26	4430.0
2021-12-21 18:30:00	ES	Futures	5246.26	5248.24	5244.56	5246.26	2709.0
2021-12-21 19:00:00	ES	Futures	5246.54	5249.37	5242.59	5248.24	5926.0
2021-12-21 19:30:00	ES	Futures	5248.24	5248.52	5244.0	5244.56	2342.0
2021-12-21 20:00:00	ES	Futures	5244.56	5249.37	5244.56	5248.81	2168.0
2021-12-21 20:30:00	ES	Futures	5248.81	5251.92	5244.0	5245.13	3796.0
2021-12-21 21:00:00	ES	Futures	5245.13	5247.11	5243.15	5246.83	1912.0
2021-12-21 21:30:00	ES	Futures	5246.54	5246.83	5238.91	5241.17	2599.0
2021-12-21 22:00:00	ES	Futures	5240.89	5243.15	5238.63	5242.59	1888.0
2021-12-21 22:30:00	ES	Futures	5242.59	5244.56	5241.45	5242.3	1254.0
2021-12-21 23:00:00	ES	Futures	5242.59	5244.56	5242.02	5242.02	783.0
2021-12-21 23:30:00	ES	Futures	5242.02	5243.72	5241.74	5242.59	892.0
2021-12-21 00:00:00	NQ	Futures	18277.61	18301.95	18277.61	18290.36	2347.0
2021-12-21 00:30:00	NQ	Futures	18289.78	18300.21	18284.85	18298.77	1367.0
2021-12-21 01:00:00	NQ	Futures	18297.9	18327.75	18294.71	18309.2	2943.0
2021-12-21 01:30:00	NQ	Futures	18309.49	18348.03	18308.04	18341.08	2522.0

> showing 50 of 3,790 rows — these rows as CSV

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