PREVIEW / futures_30min / 2021-06-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-01.parquet
  size:    100 KB
  rows:    3,668

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
2021-06-01 00:00:00	ES	Futures	4722.53	4723.94	4722.25	4722.53	975.0
2021-06-01 00:30:00	ES	Futures	4722.81	4726.19	4721.69	4725.9	2642.0
2021-06-01 01:00:00	ES	Futures	4725.62	4726.47	4724.5	4724.5	2216.0
2021-06-01 01:30:00	ES	Futures	4724.5	4727.03	4723.94	4725.34	3439.0
2021-06-01 02:00:00	ES	Futures	4725.06	4727.03	4722.53	4723.94	5822.0
2021-06-01 02:30:00	ES	Futures	4724.22	4729.56	4723.38	4727.87	5181.0
2021-06-01 03:00:00	ES	Futures	4727.87	4733.77	4727.87	4733.21	12707.0
2021-06-01 03:30:00	ES	Futures	4733.49	4741.08	4733.21	4740.51	13270.0
2021-06-01 04:00:00	ES	Futures	4740.51	4742.76	4737.42	4738.27	12768.0
2021-06-01 04:30:00	ES	Futures	4738.55	4742.76	4736.3	4742.2	7728.0
2021-06-01 05:00:00	ES	Futures	4741.92	4745.29	4740.8	4743.61	9654.0
2021-06-01 05:30:00	ES	Futures	4743.61	4745.29	4742.2	4742.76	7948.0
2021-06-01 06:00:00	ES	Futures	4743.04	4745.85	4742.76	4744.45	5198.0
2021-06-01 06:30:00	ES	Futures	4744.45	4745.01	4742.48	4744.45	5617.0
2021-06-01 07:00:00	ES	Futures	4744.45	4752.03	4744.17	4749.22	14882.0
2021-06-01 07:30:00	ES	Futures	4749.22	4749.51	4746.98	4748.38	10715.0
2021-06-01 08:00:00	ES	Futures	4748.66	4749.51	4747.26	4748.94	12251.0
2021-06-01 08:30:00	ES	Futures	4749.22	4749.22	4744.73	4747.26	12783.0
2021-06-01 09:00:00	ES	Futures	4747.26	4752.88	4745.57	4752.32	16509.0
2021-06-01 09:30:00	ES	Futures	4752.6	4754.0	4734.61	4738.27	171294.0
2021-06-01 10:00:00	ES	Futures	4738.27	4740.8	4722.25	4728.43	154405.0
2021-06-01 10:30:00	ES	Futures	4728.71	4731.52	4717.47	4721.69	127347.0
2021-06-01 11:00:00	ES	Futures	4721.41	4727.03	4718.32	4725.9	62130.0
2021-06-01 11:30:00	ES	Futures	4725.9	4728.99	4723.09	4727.03	46763.0
2021-06-01 12:00:00	ES	Futures	4727.03	4727.87	4720.57	4723.94	45860.0
2021-06-01 12:30:00	ES	Futures	4723.94	4726.19	4719.72	4721.69	31241.0
2021-06-01 13:00:00	ES	Futures	4721.69	4721.69	4714.67	4716.07	47125.0
2021-06-01 13:30:00	ES	Futures	4716.07	4719.72	4714.95	4718.88	35136.0
2021-06-01 14:00:00	ES	Futures	4718.88	4724.22	4717.47	4724.22	35679.0
2021-06-01 14:30:00	ES	Futures	4724.22	4727.87	4723.09	4727.03	44716.0
2021-06-01 15:00:00	ES	Futures	4727.31	4727.59	4721.69	4721.97	44511.0
2021-06-01 15:30:00	ES	Futures	4722.25	4723.66	4717.19	4719.44	132960.0
2021-06-01 16:00:00	ES	Futures	4719.44	4722.53	4717.47	4720.28	37787.0
2021-06-01 16:30:00	ES	Futures	4720.28	4720.57	4717.47	4718.6	5249.0
2021-06-01 18:00:00	ES	Futures	4718.6	4718.88	4711.29	4714.38	5763.0
2021-06-01 18:30:00	ES	Futures	4714.38	4714.95	4710.45	4711.29	3117.0
2021-06-01 19:00:00	ES	Futures	4711.01	4712.98	4709.89	4712.98	2637.0
2021-06-01 19:30:00	ES	Futures	4712.7	4715.79	4712.42	4715.51	2688.0
2021-06-01 20:00:00	ES	Futures	4715.79	4721.97	4712.42	4721.41	7435.0
2021-06-01 20:30:00	ES	Futures	4721.13	4721.97	4719.16	4721.13	3033.0
2021-06-01 21:00:00	ES	Futures	4721.13	4721.97	4719.44	4719.72	2653.0
2021-06-01 21:30:00	ES	Futures	4719.72	4721.97	4718.04	4719.16	4035.0
2021-06-01 22:00:00	ES	Futures	4719.16	4722.81	4716.91	4721.69	3346.0
2021-06-01 22:30:00	ES	Futures	4721.69	4722.81	4718.32	4718.6	2354.0
2021-06-01 23:00:00	ES	Futures	4718.6	4721.69	4718.32	4719.72	1685.0
2021-06-01 23:30:00	ES	Futures	4719.72	4720.28	4718.04	4719.16	1601.0
2021-06-01 00:00:00	NQ	Futures	15850.16	15855.37	15847.55	15850.74	557.0
2021-06-01 00:30:00	NQ	Futures	15851.02	15860.0	15844.66	15857.68	996.0
2021-06-01 01:00:00	NQ	Futures	15857.68	15860.29	15853.92	15855.08	712.0
2021-06-01 01:30:00	NQ	Futures	15855.08	15862.6	15850.45	15853.92	963.0

> showing 50 of 3,668 rows — these rows as CSV

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