PREVIEW / futures_30min / 2021-12-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-28.parquet
  size:    97 KB
  rows:    3,603

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
2021-12-28 00:00:00	ES	Futures	5404.07	5405.48	5403.22	5404.35	1113.0
2021-12-28 00:30:00	ES	Futures	5404.35	5408.59	5404.07	5408.59	1966.0
2021-12-28 01:00:00	ES	Futures	5408.87	5409.72	5404.91	5407.74	2591.0
2021-12-28 01:30:00	ES	Futures	5408.02	5409.16	5406.61	5408.59	1318.0
2021-12-28 02:00:00	ES	Futures	5408.59	5409.16	5405.48	5405.76	1434.0
2021-12-28 02:30:00	ES	Futures	5405.76	5405.76	5401.8	5404.07	1978.0
2021-12-28 03:00:00	ES	Futures	5403.78	5415.94	5403.5	5413.4	5640.0
2021-12-28 03:30:00	ES	Futures	5413.96	5417.92	5409.44	5416.79	5406.0
2021-12-28 04:00:00	ES	Futures	5416.79	5423.01	5415.09	5421.88	7026.0
2021-12-28 04:30:00	ES	Futures	5421.88	5424.14	5420.47	5423.3	4705.0
2021-12-28 05:00:00	ES	Futures	5423.3	5426.69	5422.73	5422.73	5629.0
2021-12-28 05:30:00	ES	Futures	5422.73	5425.56	5421.6	5423.86	3257.0
2021-12-28 06:00:00	ES	Futures	5423.86	5424.71	5422.45	5424.43	2409.0
2021-12-28 06:30:00	ES	Futures	5424.43	5424.43	5419.9	5421.32	2691.0
2021-12-28 07:00:00	ES	Futures	5421.03	5425.56	5419.9	5424.43	3304.0
2021-12-28 07:30:00	ES	Futures	5424.43	5426.12	5423.58	5424.14	5441.0
2021-12-28 08:00:00	ES	Futures	5424.14	5425.56	5421.88	5423.3	6293.0
2021-12-28 08:30:00	ES	Futures	5423.01	5425.28	5417.07	5417.64	10817.0
2021-12-28 09:00:00	ES	Futures	5417.64	5418.49	5411.98	5415.38	20079.0
2021-12-28 09:30:00	ES	Futures	5415.38	5427.54	5409.72	5423.86	123132.0
2021-12-28 10:00:00	ES	Futures	5424.14	5426.97	5408.02	5417.36	96447.0
2021-12-28 10:30:00	ES	Futures	5417.64	5423.3	5413.68	5416.51	58994.0
2021-12-28 11:00:00	ES	Futures	5416.23	5419.9	5409.16	5413.96	51450.0
2021-12-28 11:30:00	ES	Futures	5413.96	5420.47	5410.29	5419.05	45737.0
2021-12-28 12:00:00	ES	Futures	5418.77	5419.62	5404.91	5405.76	43321.0
2021-12-28 12:30:00	ES	Futures	5405.48	5407.74	5396.43	5404.63	59943.0
2021-12-28 13:00:00	ES	Futures	5404.63	5407.18	5400.95	5405.76	35391.0
2021-12-28 13:30:00	ES	Futures	5405.76	5409.44	5401.8	5409.16	28360.0
2021-12-28 14:00:00	ES	Futures	5409.44	5409.44	5398.69	5403.22	38974.0
2021-12-28 14:30:00	ES	Futures	5403.22	5407.74	5401.24	5406.89	29994.0
2021-12-28 15:00:00	ES	Futures	5407.18	5409.16	5402.37	5406.89	34068.0
2021-12-28 15:30:00	ES	Futures	5406.61	5415.38	5401.52	5407.18	118345.0
2021-12-28 16:00:00	ES	Futures	5407.18	5412.83	5406.61	5411.42	29367.0
2021-12-28 16:30:00	ES	Futures	5411.42	5411.7	5407.46	5408.31	3471.0
2021-12-28 18:00:00	ES	Futures	5408.31	5413.11	5408.31	5411.98	3212.0
2021-12-28 18:30:00	ES	Futures	5412.27	5415.66	5411.98	5414.25	2399.0
2021-12-28 19:00:00	ES	Futures	5413.96	5415.94	5411.98	5413.4	3753.0
2021-12-28 19:30:00	ES	Futures	5413.4	5415.09	5411.42	5414.81	1794.0
2021-12-28 20:00:00	ES	Futures	5414.81	5416.51	5411.42	5412.83	3191.0
2021-12-28 20:30:00	ES	Futures	5412.83	5412.83	5403.22	5403.78	5589.0
2021-12-28 21:00:00	ES	Futures	5403.78	5405.48	5402.09	5404.63	2341.0
2021-12-28 21:30:00	ES	Futures	5404.63	5409.44	5404.07	5409.44	2424.0
2021-12-28 22:00:00	ES	Futures	5409.72	5411.42	5407.18	5408.31	1578.0
2021-12-28 22:30:00	ES	Futures	5408.31	5412.27	5408.31	5411.14	1302.0
2021-12-28 23:00:00	ES	Futures	5411.14	5411.14	5408.87	5409.44	942.0
2021-12-28 23:30:00	ES	Futures	5409.44	5411.14	5409.16	5410.57	623.0
2021-12-28 00:00:00	NQ	Futures	19187.05	19194.59	19182.71	19189.95	1407.0
2021-12-28 00:30:00	NQ	Futures	19189.37	19200.97	19189.37	19200.68	1145.0
2021-12-28 01:00:00	NQ	Futures	19200.97	19208.79	19189.66	19198.65	1748.0
2021-12-28 01:30:00	NQ	Futures	19199.23	19202.13	19192.85	19199.52	900.0

> showing 50 of 3,603 rows — these rows as CSV

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