PREVIEW / futures_30min / 2021-12-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-23.parquet
  size:    87 KB
  rows:    3,032

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
2021-12-23 00:00:00	ES	Futures	5304.52	5306.22	5304.52	5305.08	941.0
2021-12-23 00:30:00	ES	Futures	5305.08	5306.78	5305.08	5305.37	1370.0
2021-12-23 01:00:00	ES	Futures	5305.65	5309.04	5303.39	5304.8	2424.0
2021-12-23 01:30:00	ES	Futures	5305.08	5306.78	5303.95	5306.22	1041.0
2021-12-23 02:00:00	ES	Futures	5306.22	5306.78	5304.52	5305.08	1948.0
2021-12-23 02:30:00	ES	Futures	5305.08	5307.91	5303.95	5306.5	2517.0
2021-12-23 03:00:00	ES	Futures	5306.5	5307.63	5301.41	5305.65	6000.0
2021-12-23 03:30:00	ES	Futures	5305.37	5312.15	5298.86	5310.17	6862.0
2021-12-23 04:00:00	ES	Futures	5310.17	5312.72	5307.35	5307.35	4794.0
2021-12-23 04:30:00	ES	Futures	5307.06	5309.89	5306.5	5308.48	2475.0
2021-12-23 05:00:00	ES	Futures	5308.76	5312.15	5307.63	5310.74	2205.0
2021-12-23 05:30:00	ES	Futures	5311.02	5315.55	5310.17	5314.13	3292.0
2021-12-23 06:00:00	ES	Futures	5314.13	5316.68	5313.29	5316.4	5361.0
2021-12-23 06:30:00	ES	Futures	5316.68	5316.68	5314.42	5316.68	3353.0
2021-12-23 07:00:00	ES	Futures	5316.4	5319.79	5314.7	5315.83	6685.0
2021-12-23 07:30:00	ES	Futures	5315.83	5318.66	5314.98	5318.66	4821.0
2021-12-23 08:00:00	ES	Futures	5318.09	5320.64	5311.87	5314.7	10444.0
2021-12-23 08:30:00	ES	Futures	5314.42	5316.11	5307.35	5313.29	16732.0
2021-12-23 09:00:00	ES	Futures	5313.29	5317.25	5312.15	5312.72	16179.0
2021-12-23 09:30:00	ES	Futures	5312.72	5335.06	5311.59	5329.12	161260.0
2021-12-23 10:00:00	ES	Futures	5329.12	5336.76	5327.14	5334.5	87385.0
2021-12-23 10:30:00	ES	Futures	5334.5	5340.15	5330.82	5339.59	53124.0
2021-12-23 11:00:00	ES	Futures	5339.87	5344.11	5336.48	5337.89	57488.0
2021-12-23 11:30:00	ES	Futures	5338.17	5342.41	5337.89	5342.41	29580.0
2021-12-23 12:00:00	ES	Futures	5342.41	5342.41	5337.61	5338.17	26933.0
2021-12-23 12:30:00	ES	Futures	5338.46	5340.43	5337.89	5339.87	21826.0
2021-12-23 13:00:00	ES	Futures	5339.59	5342.13	5335.91	5341.57	25773.0
2021-12-23 13:30:00	ES	Futures	5341.57	5343.55	5339.02	5342.13	18750.0
2021-12-23 14:00:00	ES	Futures	5342.41	5346.66	5341.0	5345.24	30059.0
2021-12-23 14:30:00	ES	Futures	5345.24	5348.07	5343.55	5347.79	21553.0
2021-12-23 15:00:00	ES	Futures	5347.79	5348.07	5341.85	5343.55	35338.0
2021-12-23 15:30:00	ES	Futures	5343.83	5352.03	5333.36	5333.65	172109.0
2021-12-23 16:00:00	ES	Futures	5333.93	5337.89	5332.52	5335.63	53241.0
2021-12-23 16:30:00	ES	Futures	5335.63	5337.04	5335.34	5335.63	3477.0
2021-12-23 00:00:00	NQ	Futures	18749.14	18756.39	18749.14	18752.33	462.0
2021-12-23 00:30:00	NQ	Futures	18752.33	18758.99	18751.17	18754.65	593.0
2021-12-23 01:00:00	NQ	Futures	18755.52	18768.56	18742.48	18749.14	1438.0
2021-12-23 01:30:00	NQ	Futures	18748.85	18755.81	18743.63	18754.65	1298.0
2021-12-23 02:00:00	NQ	Futures	18754.94	18759.86	18746.82	18747.4	934.0
2021-12-23 02:30:00	NQ	Futures	18747.11	18760.15	18741.03	18754.07	1299.0
2021-12-23 03:00:00	NQ	Futures	18754.94	18761.6	18725.67	18742.48	3348.0
2021-12-23 03:30:00	NQ	Futures	18742.19	18759.57	18716.68	18750.88	3025.0
2021-12-23 04:00:00	NQ	Futures	18750.88	18761.31	18742.77	18747.4	1516.0
2021-12-23 04:30:00	NQ	Futures	18747.11	18759.86	18745.37	18756.68	905.0
2021-12-23 05:00:00	NQ	Futures	18756.39	18771.75	18750.3	18766.53	1141.0
2021-12-23 05:30:00	NQ	Futures	18766.53	18784.5	18762.18	18776.96	1574.0
2021-12-23 06:00:00	NQ	Futures	18777.25	18788.27	18768.27	18788.27	1505.0
2021-12-23 06:30:00	NQ	Futures	18788.27	18788.27	18774.36	18783.34	1181.0
2021-12-23 07:00:00	NQ	Futures	18783.92	18796.67	18774.93	18779.57	2250.0
2021-12-23 07:30:00	NQ	Futures	18778.41	18796.67	18775.8	18794.64	1943.0

> showing 50 of 3,032 rows — these rows as CSV

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