PREVIEW / futures_30min / 2021-12-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-27.parquet
  size:    96 KB
  rows:    3,509

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
2021-12-27 00:00:00	ES	Futures	5339.59	5341.0	5338.74	5339.59	974.0
2021-12-27 00:30:00	ES	Futures	5339.59	5340.15	5337.89	5339.02	1307.0
2021-12-27 01:00:00	ES	Futures	5338.74	5339.87	5333.93	5336.19	2511.0
2021-12-27 01:30:00	ES	Futures	5336.19	5337.89	5335.63	5337.61	1204.0
2021-12-27 02:00:00	ES	Futures	5337.61	5341.28	5336.48	5336.48	2471.0
2021-12-27 02:30:00	ES	Futures	5336.76	5337.04	5331.67	5335.06	3530.0
2021-12-27 03:00:00	ES	Futures	5335.06	5340.72	5333.36	5335.91	4945.0
2021-12-27 03:30:00	ES	Futures	5335.91	5343.26	5335.63	5340.43	2843.0
2021-12-27 04:00:00	ES	Futures	5340.43	5342.13	5336.19	5339.02	3733.0
2021-12-27 04:30:00	ES	Futures	5339.02	5344.96	5336.19	5343.83	3008.0
2021-12-27 05:00:00	ES	Futures	5344.11	5345.53	5341.57	5343.83	4378.0
2021-12-27 05:30:00	ES	Futures	5343.83	5346.09	5343.55	5344.11	2147.0
2021-12-27 06:00:00	ES	Futures	5344.11	5344.96	5342.13	5342.98	1503.0
2021-12-27 06:30:00	ES	Futures	5342.98	5344.96	5341.85	5344.11	1163.0
2021-12-27 07:00:00	ES	Futures	5344.11	5348.92	5343.26	5348.64	3054.0
2021-12-27 07:30:00	ES	Futures	5348.64	5354.01	5348.35	5350.33	8314.0
2021-12-27 08:00:00	ES	Futures	5350.33	5354.86	5349.77	5352.31	6955.0
2021-12-27 08:30:00	ES	Futures	5352.31	5356.27	5351.75	5354.01	6255.0
2021-12-27 09:00:00	ES	Futures	5353.73	5355.42	5350.05	5350.33	10807.0
2021-12-27 09:30:00	ES	Futures	5350.33	5369.56	5350.05	5363.91	113540.0
2021-12-27 10:00:00	ES	Futures	5363.91	5380.59	5362.49	5380.31	77739.0
2021-12-27 10:30:00	ES	Futures	5380.31	5384.27	5377.76	5383.99	61227.0
2021-12-27 11:00:00	ES	Futures	5384.27	5387.66	5380.03	5385.68	55142.0
2021-12-27 11:30:00	ES	Futures	5385.97	5387.38	5382.01	5387.1	33080.0
2021-12-27 12:00:00	ES	Futures	5387.1	5392.19	5386.81	5391.9	29600.0
2021-12-27 12:30:00	ES	Futures	5391.9	5393.6	5389.64	5393.04	26420.0
2021-12-27 13:00:00	ES	Futures	5393.04	5397.56	5391.62	5395.58	30406.0
2021-12-27 13:30:00	ES	Futures	5395.58	5399.26	5393.6	5399.26	29740.0
2021-12-27 14:00:00	ES	Futures	5399.26	5402.65	5396.15	5402.65	31359.0
2021-12-27 14:30:00	ES	Futures	5402.37	5402.65	5394.73	5397.56	42881.0
2021-12-27 15:00:00	ES	Futures	5397.56	5398.97	5392.19	5398.69	43003.0
2021-12-27 15:30:00	ES	Futures	5398.69	5411.14	5397.0	5410.29	135914.0
2021-12-27 16:00:00	ES	Futures	5410.57	5411.98	5408.31	5410.29	37630.0
2021-12-27 16:30:00	ES	Futures	5410.0	5411.42	5409.16	5409.72	5125.0
2021-12-27 18:00:00	ES	Futures	5407.74	5410.29	5404.91	5406.04	5323.0
2021-12-27 18:30:00	ES	Futures	5406.04	5407.46	5404.91	5405.48	1964.0
2021-12-27 19:00:00	ES	Futures	5405.48	5406.61	5401.52	5406.33	5187.0
2021-12-27 19:30:00	ES	Futures	5406.33	5408.31	5403.78	5407.18	3520.0
2021-12-27 20:00:00	ES	Futures	5406.89	5407.46	5401.8	5402.37	2792.0
2021-12-27 20:30:00	ES	Futures	5402.37	5404.91	5401.24	5403.78	3180.0
2021-12-27 21:00:00	ES	Futures	5403.5	5403.78	5399.82	5401.52	2507.0
2021-12-27 21:30:00	ES	Futures	5401.52	5403.5	5400.67	5402.37	1342.0
2021-12-27 22:00:00	ES	Futures	5402.37	5403.22	5400.95	5401.8	1353.0
2021-12-27 22:30:00	ES	Futures	5401.8	5404.35	5401.8	5403.78	1620.0
2021-12-27 23:00:00	ES	Futures	5403.5	5404.63	5402.65	5404.63	1267.0
2021-12-27 23:30:00	ES	Futures	5404.63	5405.76	5403.78	5404.35	1336.0
2021-12-27 00:00:00	NQ	Futures	18936.94	18942.45	18933.46	18937.81	884.0
2021-12-27 00:30:00	NQ	Futures	18937.81	18940.42	18933.46	18936.36	696.0
2021-12-27 01:00:00	NQ	Futures	18935.49	18940.13	18911.73	18924.77	2171.0
2021-12-27 01:30:00	NQ	Futures	18924.48	18930.57	18920.42	18929.7	810.0

> showing 50 of 3,509 rows — these rows as CSV

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