PREVIEW / futures_30min / 2021-06-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-02.parquet
  size:    96 KB
  rows:    3,576

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
2021-06-02 00:00:00	ES	Futures	4719.16	4719.44	4717.19	4717.47	1238.0
2021-06-02 00:30:00	ES	Futures	4717.19	4718.88	4716.35	4717.19	1256.0
2021-06-02 01:00:00	ES	Futures	4717.19	4720.28	4716.63	4718.6	1836.0
2021-06-02 01:30:00	ES	Futures	4718.6	4721.41	4718.32	4718.6	1619.0
2021-06-02 02:00:00	ES	Futures	4718.6	4718.88	4715.23	4715.79	3353.0
2021-06-02 02:30:00	ES	Futures	4715.79	4718.04	4714.67	4717.76	2819.0
2021-06-02 03:00:00	ES	Futures	4717.76	4723.66	4712.14	4713.54	12409.0
2021-06-02 03:30:00	ES	Futures	4713.26	4716.35	4710.73	4715.51	7318.0
2021-06-02 04:00:00	ES	Futures	4715.51	4720.0	4715.23	4716.35	5573.0
2021-06-02 04:30:00	ES	Futures	4716.63	4717.47	4712.7	4714.1	6339.0
2021-06-02 05:00:00	ES	Futures	4714.1	4719.16	4714.1	4717.76	4105.0
2021-06-02 05:30:00	ES	Futures	4717.76	4720.0	4716.35	4719.44	3729.0
2021-06-02 06:00:00	ES	Futures	4719.44	4719.72	4716.91	4719.16	3369.0
2021-06-02 06:30:00	ES	Futures	4719.16	4721.41	4718.6	4721.13	4103.0
2021-06-02 07:00:00	ES	Futures	4721.41	4722.53	4717.19	4719.44	8091.0
2021-06-02 07:30:00	ES	Futures	4719.44	4722.53	4719.44	4721.13	5410.0
2021-06-02 08:00:00	ES	Futures	4721.13	4727.31	4720.28	4725.9	12456.0
2021-06-02 08:30:00	ES	Futures	4725.9	4728.71	4725.06	4728.43	11808.0
2021-06-02 09:00:00	ES	Futures	4728.43	4730.4	4725.06	4727.59	20772.0
2021-06-02 09:30:00	ES	Futures	4727.59	4730.96	4718.04	4727.59	129397.0
2021-06-02 10:00:00	ES	Futures	4727.87	4734.33	4725.62	4732.93	78702.0
2021-06-02 10:30:00	ES	Futures	4732.65	4734.33	4728.71	4730.96	57253.0
2021-06-02 11:00:00	ES	Futures	4731.24	4737.14	4728.71	4735.46	71031.0
2021-06-02 11:30:00	ES	Futures	4735.18	4736.58	4732.09	4732.65	36160.0
2021-06-02 12:00:00	ES	Futures	4732.93	4733.49	4726.19	4728.15	40743.0
2021-06-02 12:30:00	ES	Futures	4727.87	4728.99	4724.5	4728.15	43282.0
2021-06-02 13:00:00	ES	Futures	4727.87	4729.28	4718.6	4721.41	57751.0
2021-06-02 13:30:00	ES	Futures	4721.41	4723.66	4718.32	4720.85	52080.0
2021-06-02 14:00:00	ES	Futures	4720.85	4723.38	4715.23	4720.85	62961.0
2021-06-02 14:30:00	ES	Futures	4720.57	4722.53	4719.16	4721.69	31281.0
2021-06-02 15:00:00	ES	Futures	4721.69	4723.66	4719.72	4720.57	36154.0
2021-06-02 15:30:00	ES	Futures	4720.28	4728.71	4718.32	4727.31	128976.0
2021-06-02 16:00:00	ES	Futures	4727.31	4728.15	4725.34	4725.9	31472.0
2021-06-02 16:30:00	ES	Futures	4726.19	4728.15	4721.97	4727.87	8867.0
2021-06-02 18:00:00	ES	Futures	4729.28	4729.84	4727.31	4728.99	2484.0
2021-06-02 18:30:00	ES	Futures	4728.99	4728.99	4727.31	4727.87	1126.0
2021-06-02 19:00:00	ES	Futures	4728.15	4728.43	4727.03	4727.87	1704.0
2021-06-02 19:30:00	ES	Futures	4727.87	4730.68	4727.87	4729.84	2255.0
2021-06-02 20:00:00	ES	Futures	4729.84	4733.49	4728.99	4733.21	6160.0
2021-06-02 20:30:00	ES	Futures	4733.21	4735.18	4732.37	4734.05	2586.0
2021-06-02 21:00:00	ES	Futures	4734.33	4734.33	4730.4	4732.65	3943.0
2021-06-02 21:30:00	ES	Futures	4732.65	4734.05	4730.4	4731.8	2986.0
2021-06-02 22:00:00	ES	Futures	4731.8	4733.21	4731.24	4731.8	1892.0
2021-06-02 22:30:00	ES	Futures	4731.52	4731.8	4727.87	4730.68	2890.0
2021-06-02 23:00:00	ES	Futures	4730.4	4731.24	4728.99	4728.99	1431.0
2021-06-02 23:30:00	ES	Futures	4729.28	4731.24	4729.28	4730.12	1165.0
2021-06-02 00:00:00	NQ	Futures	15798.63	15798.63	15789.36	15792.84	747.0
2021-06-02 00:30:00	NQ	Futures	15792.84	15798.92	15790.52	15796.02	521.0
2021-06-02 01:00:00	NQ	Futures	15795.44	15809.05	15792.84	15804.42	1136.0
2021-06-02 01:30:00	NQ	Futures	15803.84	15819.18	15802.97	15805.57	1113.0

> showing 50 of 3,576 rows — these rows as CSV

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