PREVIEW / futures_30min / 2021-12-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-29.parquet
  size:    104 KB
  rows:    3,778

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
2021-12-29 00:00:00	ES	Futures	5410.85	5411.7	5407.74	5408.31	1205.0
2021-12-29 00:30:00	ES	Futures	5408.31	5415.38	5408.02	5413.68	2098.0
2021-12-29 01:00:00	ES	Futures	5413.68	5415.38	5410.0	5411.98	1711.0
2021-12-29 01:30:00	ES	Futures	5412.27	5413.96	5411.98	5413.11	1204.0
2021-12-29 02:00:00	ES	Futures	5413.4	5417.64	5413.11	5415.38	2751.0
2021-12-29 02:30:00	ES	Futures	5415.38	5418.49	5413.4	5417.07	2214.0
2021-12-29 03:00:00	ES	Futures	5417.07	5418.49	5413.4	5415.09	6814.0
2021-12-29 03:30:00	ES	Futures	5415.09	5418.21	5413.4	5415.94	2501.0
2021-12-29 04:00:00	ES	Futures	5416.23	5418.21	5413.96	5416.51	3229.0
2021-12-29 04:30:00	ES	Futures	5416.51	5417.64	5415.94	5417.07	1888.0
2021-12-29 05:00:00	ES	Futures	5417.36	5419.05	5414.25	5415.94	3640.0
2021-12-29 05:30:00	ES	Futures	5415.66	5416.79	5413.11	5415.38	2560.0
2021-12-29 06:00:00	ES	Futures	5415.38	5415.38	5409.16	5409.16	4015.0
2021-12-29 06:30:00	ES	Futures	5409.16	5410.57	5408.87	5410.57	2314.0
2021-12-29 07:00:00	ES	Futures	5410.29	5410.57	5406.04	5410.0	4392.0
2021-12-29 07:30:00	ES	Futures	5410.0	5410.0	5405.76	5406.04	4028.0
2021-12-29 08:00:00	ES	Futures	5406.04	5408.31	5402.65	5404.35	10118.0
2021-12-29 08:30:00	ES	Futures	5404.63	5407.18	5401.52	5406.61	11081.0
2021-12-29 09:00:00	ES	Futures	5406.61	5412.55	5406.04	5407.46	11763.0
2021-12-29 09:30:00	ES	Futures	5407.46	5420.47	5406.04	5413.96	115670.0
2021-12-29 10:00:00	ES	Futures	5414.25	5415.94	5395.86	5403.5	111862.0
2021-12-29 10:30:00	ES	Futures	5403.78	5412.55	5401.52	5410.0	64943.0
2021-12-29 11:00:00	ES	Futures	5409.72	5412.55	5403.22	5404.07	40375.0
2021-12-29 11:30:00	ES	Futures	5404.07	5406.89	5401.24	5402.65	37149.0
2021-12-29 12:00:00	ES	Futures	5402.93	5404.07	5398.41	5398.97	26765.0
2021-12-29 12:30:00	ES	Futures	5399.26	5405.2	5397.84	5404.91	24822.0
2021-12-29 13:00:00	ES	Futures	5404.91	5408.31	5404.07	5404.35	25398.0
2021-12-29 13:30:00	ES	Futures	5404.63	5410.57	5402.93	5409.16	23516.0
2021-12-29 14:00:00	ES	Futures	5409.16	5411.98	5407.46	5410.85	23171.0
2021-12-29 14:30:00	ES	Futures	5410.85	5414.25	5409.72	5413.68	24805.0
2021-12-29 15:00:00	ES	Futures	5413.68	5417.92	5411.14	5417.64	34784.0
2021-12-29 15:30:00	ES	Futures	5417.36	5425.28	5411.14	5412.27	121380.0
2021-12-29 16:00:00	ES	Futures	5412.55	5415.66	5410.57	5411.7	34828.0
2021-12-29 16:30:00	ES	Futures	5411.7	5412.55	5410.57	5411.7	3232.0
2021-12-29 18:00:00	ES	Futures	5412.55	5414.53	5405.48	5406.33	6659.0
2021-12-29 18:30:00	ES	Futures	5406.33	5410.0	5406.04	5407.74	2811.0
2021-12-29 19:00:00	ES	Futures	5407.74	5408.02	5402.09	5404.91	4121.0
2021-12-29 19:30:00	ES	Futures	5404.63	5408.02	5404.35	5407.46	2149.0
2021-12-29 20:00:00	ES	Futures	5407.74	5410.85	5406.04	5409.72	2602.0
2021-12-29 20:30:00	ES	Futures	5409.72	5412.83	5408.87	5411.7	1981.0
2021-12-29 21:00:00	ES	Futures	5411.98	5414.25	5410.57	5411.14	1906.0
2021-12-29 21:30:00	ES	Futures	5411.42	5411.98	5408.59	5409.72	1473.0
2021-12-29 22:00:00	ES	Futures	5409.72	5411.14	5408.02	5408.02	1335.0
2021-12-29 22:30:00	ES	Futures	5408.31	5409.44	5408.02	5408.31	692.0
2021-12-29 23:00:00	ES	Futures	5408.31	5410.57	5407.74	5409.72	908.0
2021-12-29 23:30:00	ES	Futures	5409.72	5410.57	5408.59	5410.29	940.0
2021-12-29 00:00:00	NQ	Futures	19176.91	19177.49	19163.29	19164.45	644.0
2021-12-29 00:30:00	NQ	Futures	19165.32	19190.82	19161.26	19184.45	1584.0
2021-12-29 01:00:00	NQ	Futures	19184.74	19188.79	19169.67	19172.85	1382.0
2021-12-29 01:30:00	NQ	Futures	19174.3	19181.55	19172.27	19178.94	734.0

> showing 50 of 3,778 rows — these rows as CSV

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