PREVIEW / futures_30min / 2021-12-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-22.parquet
  size:    104 KB
  rows:    3,736

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
2021-12-22 00:00:00	ES	Futures	5242.59	5245.7	5239.47	5241.74	2079.0
2021-12-22 00:30:00	ES	Futures	5242.02	5245.13	5240.89	5245.13	1449.0
2021-12-22 01:00:00	ES	Futures	5244.85	5251.63	5242.87	5248.24	2826.0
2021-12-22 01:30:00	ES	Futures	5248.52	5250.79	5242.87	5244.56	2223.0
2021-12-22 02:00:00	ES	Futures	5244.28	5248.24	5242.87	5243.15	2476.0
2021-12-22 02:30:00	ES	Futures	5242.87	5244.0	5240.32	5241.17	3112.0
2021-12-22 03:00:00	ES	Futures	5241.17	5244.0	5236.08	5236.93	8059.0
2021-12-22 03:30:00	ES	Futures	5236.93	5238.63	5228.73	5236.36	8029.0
2021-12-22 04:00:00	ES	Futures	5236.36	5242.02	5234.95	5238.34	4364.0
2021-12-22 04:30:00	ES	Futures	5238.06	5241.45	5236.36	5237.78	3755.0
2021-12-22 05:00:00	ES	Futures	5237.49	5240.89	5236.65	5240.61	2296.0
2021-12-22 05:30:00	ES	Futures	5240.61	5250.22	5238.34	5249.66	5963.0
2021-12-22 06:00:00	ES	Futures	5249.94	5252.77	5247.11	5249.66	5699.0
2021-12-22 06:30:00	ES	Futures	5249.94	5255.31	5247.39	5255.31	9310.0
2021-12-22 07:00:00	ES	Futures	5255.03	5255.59	5251.07	5251.63	4948.0
2021-12-22 07:30:00	ES	Futures	5251.35	5252.77	5247.96	5248.24	7448.0
2021-12-22 08:00:00	ES	Futures	5248.24	5249.66	5236.93	5241.17	13607.0
2021-12-22 08:30:00	ES	Futures	5241.17	5244.28	5232.97	5237.49	19522.0
2021-12-22 09:00:00	ES	Futures	5237.78	5246.83	5235.52	5246.26	19362.0
2021-12-22 09:30:00	ES	Futures	5245.98	5258.42	5243.72	5253.33	137547.0
2021-12-22 10:00:00	ES	Futures	5253.05	5266.06	5249.09	5261.25	103774.0
2021-12-22 10:30:00	ES	Futures	5261.25	5285.85	5260.68	5283.59	105033.0
2021-12-22 11:00:00	ES	Futures	5283.59	5288.4	5279.35	5285.01	61131.0
2021-12-22 11:30:00	ES	Futures	5285.29	5290.1	5282.18	5287.83	43088.0
2021-12-22 12:00:00	ES	Futures	5287.83	5290.94	5283.03	5287.83	39595.0
2021-12-22 12:30:00	ES	Futures	5287.83	5292.36	5283.87	5291.51	33043.0
2021-12-22 13:00:00	ES	Futures	5291.51	5292.08	5284.72	5285.57	28255.0
2021-12-22 13:30:00	ES	Futures	5285.57	5288.68	5277.65	5280.76	41900.0
2021-12-22 14:00:00	ES	Futures	5280.76	5282.46	5273.41	5275.11	46011.0
2021-12-22 14:30:00	ES	Futures	5275.11	5286.42	5275.11	5285.57	36028.0
2021-12-22 15:00:00	ES	Futures	5285.57	5290.38	5283.03	5287.83	42228.0
2021-12-22 15:30:00	ES	Futures	5287.55	5302.54	5285.85	5301.13	137901.0
2021-12-22 16:00:00	ES	Futures	5301.13	5305.37	5299.71	5304.8	49811.0
2021-12-22 16:30:00	ES	Futures	5304.8	5305.93	5304.24	5304.52	6633.0
2021-12-22 18:00:00	ES	Futures	5304.24	5309.04	5303.95	5305.65	4420.0
2021-12-22 18:30:00	ES	Futures	5305.65	5308.48	5304.8	5306.5	3048.0
2021-12-22 19:00:00	ES	Futures	5306.5	5307.06	5302.26	5303.95	4505.0
2021-12-22 19:30:00	ES	Futures	5303.95	5306.5	5303.67	5304.52	3088.0
2021-12-22 20:00:00	ES	Futures	5304.52	5304.8	5301.41	5304.8	2279.0
2021-12-22 20:30:00	ES	Futures	5304.8	5305.08	5301.97	5302.54	2104.0
2021-12-22 21:00:00	ES	Futures	5302.54	5306.78	5302.54	5305.65	2609.0
2021-12-22 21:30:00	ES	Futures	5305.93	5306.78	5304.8	5306.5	1537.0
2021-12-22 22:00:00	ES	Futures	5306.22	5306.78	5303.95	5304.52	858.0
2021-12-22 22:30:00	ES	Futures	5304.52	5305.93	5303.67	5305.08	837.0
2021-12-22 23:00:00	ES	Futures	5305.08	5305.65	5304.52	5305.08	529.0
2021-12-22 23:30:00	ES	Futures	5305.37	5305.65	5303.67	5304.52	770.0
2021-12-22 00:00:00	NQ	Futures	18472.95	18489.18	18461.35	18470.34	1824.0
2021-12-22 00:30:00	NQ	Futures	18470.63	18485.12	18463.09	18483.96	1751.0
2021-12-22 01:00:00	NQ	Futures	18484.83	18521.34	18476.13	18510.33	3001.0
2021-12-22 01:30:00	NQ	Futures	18510.33	18520.19	18491.49	18498.16	1495.0

> showing 50 of 3,736 rows — these rows as CSV

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