PREVIEW / futures_30min / 2021-05-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-26.parquet
  size:    98 KB
  rows:    3,686

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
2021-05-26 00:00:00	ES	Futures	4717.76	4718.32	4716.63	4718.32	1209.0
2021-05-26 00:30:00	ES	Futures	4718.32	4718.6	4716.63	4717.47	993.0
2021-05-26 01:00:00	ES	Futures	4717.47	4720.0	4716.91	4718.88	2945.0
2021-05-26 01:30:00	ES	Futures	4719.16	4720.0	4718.6	4718.88	2095.0
2021-05-26 02:00:00	ES	Futures	4719.16	4719.44	4710.45	4713.54	7621.0
2021-05-26 02:30:00	ES	Futures	4713.54	4723.09	4713.26	4721.13	7893.0
2021-05-26 03:00:00	ES	Futures	4720.85	4723.38	4714.38	4715.79	10265.0
2021-05-26 03:30:00	ES	Futures	4716.07	4718.88	4714.38	4717.47	6043.0
2021-05-26 04:00:00	ES	Futures	4717.47	4720.57	4715.79	4719.72	6066.0
2021-05-26 04:30:00	ES	Futures	4719.44	4720.0	4715.23	4716.63	4624.0
2021-05-26 05:00:00	ES	Futures	4716.63	4722.81	4715.51	4722.53	6377.0
2021-05-26 05:30:00	ES	Futures	4722.81	4725.06	4716.35	4716.63	6921.0
2021-05-26 06:00:00	ES	Futures	4716.91	4718.88	4715.51	4717.19	3828.0
2021-05-26 06:30:00	ES	Futures	4716.91	4718.04	4715.79	4716.91	2695.0
2021-05-26 07:00:00	ES	Futures	4717.19	4724.22	4716.63	4720.57	8352.0
2021-05-26 07:30:00	ES	Futures	4720.85	4720.85	4716.35	4716.63	8966.0
2021-05-26 08:00:00	ES	Futures	4716.63	4721.41	4716.35	4720.57	8164.0
2021-05-26 08:30:00	ES	Futures	4720.85	4720.85	4712.14	4714.67	18141.0
2021-05-26 09:00:00	ES	Futures	4714.67	4716.07	4709.33	4710.45	18246.0
2021-05-26 09:30:00	ES	Futures	4710.73	4714.38	4698.93	4700.34	125678.0
2021-05-26 10:00:00	ES	Futures	4700.05	4711.86	4698.37	4709.61	86250.0
2021-05-26 10:30:00	ES	Futures	4709.33	4711.86	4707.36	4711.29	62745.0
2021-05-26 11:00:00	ES	Futures	4711.29	4716.63	4709.89	4711.86	68067.0
2021-05-26 11:30:00	ES	Futures	4711.86	4716.35	4709.05	4715.51	45770.0
2021-05-26 12:00:00	ES	Futures	4715.51	4717.47	4714.38	4715.79	33436.0
2021-05-26 12:30:00	ES	Futures	4715.51	4718.04	4714.67	4716.63	22938.0
2021-05-26 13:00:00	ES	Futures	4716.63	4719.16	4712.7	4715.23	48205.0
2021-05-26 13:30:00	ES	Futures	4715.51	4715.51	4705.96	4708.76	60278.0
2021-05-26 14:00:00	ES	Futures	4708.76	4714.38	4708.48	4713.26	37456.0
2021-05-26 14:30:00	ES	Futures	4713.54	4714.1	4709.05	4710.73	39400.0
2021-05-26 15:00:00	ES	Futures	4710.45	4714.1	4707.92	4711.86	50446.0
2021-05-26 15:30:00	ES	Futures	4711.86	4713.82	4707.64	4713.26	129948.0
2021-05-26 16:00:00	ES	Futures	4713.26	4713.54	4711.57	4713.26	40935.0
2021-05-26 16:30:00	ES	Futures	4713.26	4713.82	4712.7	4713.26	7792.0
2021-05-26 18:00:00	ES	Futures	4712.42	4716.35	4711.57	4715.79	3624.0
2021-05-26 18:30:00	ES	Futures	4715.79	4715.79	4712.14	4712.14	1900.0
2021-05-26 19:00:00	ES	Futures	4712.14	4712.42	4709.89	4711.57	2373.0
2021-05-26 19:30:00	ES	Futures	4711.57	4712.42	4709.61	4712.42	1765.0
2021-05-26 20:00:00	ES	Futures	4712.42	4713.82	4710.45	4711.57	3436.0
2021-05-26 20:30:00	ES	Futures	4711.57	4712.14	4706.24	4709.89	5118.0
2021-05-26 21:00:00	ES	Futures	4709.61	4710.17	4702.02	4704.27	7155.0
2021-05-26 21:30:00	ES	Futures	4704.27	4704.27	4700.62	4703.43	8417.0
2021-05-26 22:00:00	ES	Futures	4703.71	4704.55	4702.58	4702.86	4377.0
2021-05-26 22:30:00	ES	Futures	4702.86	4705.96	4701.18	4704.83	3659.0
2021-05-26 23:00:00	ES	Futures	4704.83	4705.96	4703.15	4705.11	2200.0
2021-05-26 23:30:00	ES	Futures	4705.11	4708.48	4705.11	4707.64	2844.0
2021-05-26 00:00:00	NQ	Futures	15870.42	15874.18	15865.21	15873.61	629.0
2021-05-26 00:30:00	NQ	Futures	15873.61	15875.05	15868.39	15871.58	578.0
2021-05-26 01:00:00	NQ	Futures	15872.16	15884.03	15871.29	15880.55	1229.0
2021-05-26 01:30:00	NQ	Futures	15880.55	15885.76	15875.63	15879.68	1343.0

> showing 50 of 3,686 rows — these rows as CSV

> unlock the full archive -- $79 one-time