PREVIEW / futures_30min / 2021-12-31

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-12-31.parquet
  size:    69 KB
  rows:    2,342

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
2021-12-31 00:00:00	ES	Futures	5388.23	5389.08	5385.97	5387.66	839.0
2021-12-31 00:30:00	ES	Futures	5387.66	5393.32	5387.66	5391.9	1926.0
2021-12-31 01:00:00	ES	Futures	5391.9	5393.88	5389.93	5390.77	1291.0
2021-12-31 01:30:00	ES	Futures	5390.77	5391.06	5389.08	5389.93	686.0
2021-12-31 02:00:00	ES	Futures	5389.93	5393.88	5389.93	5392.75	1030.0
2021-12-31 02:30:00	ES	Futures	5392.75	5393.88	5390.49	5392.47	1543.0
2021-12-31 03:00:00	ES	Futures	5392.47	5397.28	5392.19	5394.45	3194.0
2021-12-31 03:30:00	ES	Futures	5394.73	5397.28	5393.88	5394.45	1518.0
2021-12-31 04:00:00	ES	Futures	5394.45	5396.71	5390.21	5391.9	2646.0
2021-12-31 04:30:00	ES	Futures	5391.9	5394.45	5391.62	5394.45	1154.0
2021-12-31 05:00:00	ES	Futures	5394.45	5394.73	5391.9	5393.04	759.0
2021-12-31 05:30:00	ES	Futures	5393.32	5394.17	5389.08	5389.93	1766.0
2021-12-31 06:00:00	ES	Futures	5389.93	5390.77	5385.68	5389.36	2576.0
2021-12-31 06:30:00	ES	Futures	5389.36	5389.64	5383.42	5385.12	2236.0
2021-12-31 07:00:00	ES	Futures	5385.12	5389.36	5380.03	5389.36	5993.0
2021-12-31 07:30:00	ES	Futures	5389.08	5394.17	5388.51	5392.47	5170.0
2021-12-31 08:00:00	ES	Futures	5392.47	5393.04	5390.21	5391.9	4506.0
2021-12-31 08:30:00	ES	Futures	5392.19	5395.58	5390.77	5391.9	5105.0
2021-12-31 09:00:00	ES	Futures	5391.9	5394.73	5390.49	5391.62	6319.0
2021-12-31 09:30:00	ES	Futures	5391.62	5405.48	5389.36	5392.47	100031.0
2021-12-31 10:00:00	ES	Futures	5392.19	5398.69	5382.29	5395.58	75800.0
2021-12-31 10:30:00	ES	Futures	5395.58	5396.43	5385.12	5393.32	53709.0
2021-12-31 11:00:00	ES	Futures	5393.32	5395.3	5388.23	5394.45	32122.0
2021-12-31 11:30:00	ES	Futures	5394.45	5395.02	5387.1	5387.95	25233.0
2021-12-31 12:00:00	ES	Futures	5387.95	5391.62	5383.7	5386.25	34430.0
2021-12-31 12:30:00	ES	Futures	5386.25	5397.56	5385.12	5397.0	28149.0
2021-12-31 13:00:00	ES	Futures	5397.0	5399.82	5395.86	5398.97	22741.0
2021-12-31 13:30:00	ES	Futures	5398.97	5401.52	5394.45	5399.54	24275.0
2021-12-31 14:00:00	ES	Futures	5399.54	5403.5	5394.17	5397.0	30955.0
2021-12-31 14:30:00	ES	Futures	5396.71	5399.82	5393.04	5395.02	25848.0
2021-12-31 15:00:00	ES	Futures	5395.3	5402.37	5394.45	5400.95	43161.0
2021-12-31 15:30:00	ES	Futures	5401.24	5405.2	5381.44	5383.99	211057.0
2021-12-31 16:00:00	ES	Futures	5383.99	5391.9	5383.7	5387.38	52872.0
2021-12-31 16:30:00	ES	Futures	5387.38	5387.66	5384.55	5386.25	3887.0
2021-12-31 00:00:00	NQ	Futures	19021.86	19023.31	19013.45	19018.09	716.0
2021-12-31 00:30:00	NQ	Futures	19018.09	19036.93	19018.09	19029.68	1291.0
2021-12-31 01:00:00	NQ	Futures	19031.13	19036.93	19022.15	19025.34	976.0
2021-12-31 01:30:00	NQ	Futures	19025.34	19027.08	19016.93	19023.6	790.0
2021-12-31 02:00:00	NQ	Futures	19023.6	19036.93	19022.73	19030.26	749.0
2021-12-31 02:30:00	NQ	Futures	19030.26	19035.48	19025.34	19035.48	936.0
2021-12-31 03:00:00	NQ	Futures	19035.48	19046.49	19030.26	19039.25	1761.0
2021-12-31 03:30:00	NQ	Futures	19039.54	19050.26	19029.68	19034.61	1367.0
2021-12-31 04:00:00	NQ	Futures	19034.32	19043.31	19008.53	19018.38	2473.0
2021-12-31 04:30:00	NQ	Futures	19018.38	19029.1	19016.06	19025.05	1084.0
2021-12-31 05:00:00	NQ	Futures	19025.92	19027.95	19018.38	19026.21	623.0
2021-12-31 05:30:00	NQ	Futures	19026.5	19027.66	19010.56	19013.74	978.0
2021-12-31 06:00:00	NQ	Futures	19012.87	19017.8	18994.62	19011.72	1722.0
2021-12-31 06:30:00	NQ	Futures	19011.72	19012.3	18983.6	18994.33	1691.0
2021-12-31 07:00:00	NQ	Futures	18993.46	19015.19	18977.52	19015.19	2522.0
2021-12-31 07:30:00	NQ	Futures	19014.61	19034.9	19012.58	19031.42	2154.0

> showing 50 of 2,342 rows — these rows as CSV

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