PREVIEW / futures_30min / 2021-06-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-03.parquet
  size:    99 KB
  rows:    3,601

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
2021-06-03 00:00:00	ES	Futures	4730.4	4731.8	4730.12	4730.96	855.0
2021-06-03 00:30:00	ES	Futures	4730.96	4730.96	4729.28	4729.28	812.0
2021-06-03 01:00:00	ES	Futures	4729.28	4731.24	4728.71	4730.12	1858.0
2021-06-03 01:30:00	ES	Futures	4730.12	4730.4	4728.43	4730.12	1810.0
2021-06-03 02:00:00	ES	Futures	4729.84	4730.96	4727.03	4727.31	2762.0
2021-06-03 02:30:00	ES	Futures	4727.31	4727.59	4721.69	4725.9	7343.0
2021-06-03 03:00:00	ES	Futures	4725.62	4726.19	4720.85	4722.53	8977.0
2021-06-03 03:30:00	ES	Futures	4722.53	4723.38	4718.04	4719.44	5401.0
2021-06-03 04:00:00	ES	Futures	4719.16	4720.57	4717.47	4720.57	6939.0
2021-06-03 04:30:00	ES	Futures	4720.57	4724.22	4720.0	4722.81	6012.0
2021-06-03 05:00:00	ES	Futures	4722.81	4723.09	4715.23	4716.63	7478.0
2021-06-03 05:30:00	ES	Futures	4716.63	4719.44	4715.79	4717.76	4416.0
2021-06-03 06:00:00	ES	Futures	4717.47	4718.32	4709.05	4712.14	16487.0
2021-06-03 06:30:00	ES	Futures	4712.14	4712.98	4698.09	4701.18	20788.0
2021-06-03 07:00:00	ES	Futures	4700.9	4701.46	4692.47	4696.68	33699.0
2021-06-03 07:30:00	ES	Futures	4696.68	4698.65	4688.25	4692.47	22255.0
2021-06-03 08:00:00	ES	Futures	4692.47	4695.84	4686.01	4694.15	29555.0
2021-06-03 08:30:00	ES	Futures	4693.87	4701.18	4692.19	4696.12	21804.0
2021-06-03 09:00:00	ES	Futures	4696.4	4702.58	4696.4	4698.93	21728.0
2021-06-03 09:30:00	ES	Futures	4698.93	4702.86	4681.23	4690.78	186155.0
2021-06-03 10:00:00	ES	Futures	4690.78	4702.3	4689.38	4696.4	135932.0
2021-06-03 10:30:00	ES	Futures	4696.12	4715.79	4692.19	4715.51	144318.0
2021-06-03 11:00:00	ES	Futures	4715.51	4723.09	4713.26	4719.44	123566.0
2021-06-03 11:30:00	ES	Futures	4719.44	4720.85	4712.42	4716.63	53344.0
2021-06-03 12:00:00	ES	Futures	4716.63	4719.16	4711.01	4715.23	51329.0
2021-06-03 12:30:00	ES	Futures	4715.51	4720.28	4712.98	4718.04	41869.0
2021-06-03 13:00:00	ES	Futures	4718.04	4721.41	4710.45	4720.57	53771.0
2021-06-03 13:30:00	ES	Futures	4720.85	4721.97	4715.79	4717.76	45661.0
2021-06-03 14:00:00	ES	Futures	4717.76	4718.88	4711.86	4712.42	38436.0
2021-06-03 14:30:00	ES	Futures	4712.14	4714.95	4709.05	4709.33	45350.0
2021-06-03 15:00:00	ES	Futures	4709.05	4714.1	4708.76	4714.1	39625.0
2021-06-03 15:30:00	ES	Futures	4714.1	4717.19	4709.05	4709.89	101045.0
2021-06-03 16:00:00	ES	Futures	4709.89	4711.29	4707.64	4708.48	41591.0
2021-06-03 16:30:00	ES	Futures	4707.92	4711.01	4707.64	4710.45	3274.0
2021-06-03 18:00:00	ES	Futures	4709.89	4713.82	4709.05	4709.89	3007.0
2021-06-03 18:30:00	ES	Futures	4709.89	4710.45	4707.36	4710.17	2358.0
2021-06-03 19:00:00	ES	Futures	4710.17	4711.57	4705.67	4707.08	2620.0
2021-06-03 19:30:00	ES	Futures	4706.8	4707.64	4704.27	4705.11	2726.0
2021-06-03 20:00:00	ES	Futures	4705.11	4705.39	4696.96	4698.93	11313.0
2021-06-03 20:30:00	ES	Futures	4698.65	4701.74	4694.44	4700.9	8405.0
2021-06-03 21:00:00	ES	Futures	4700.9	4702.86	4700.05	4702.3	3758.0
2021-06-03 21:30:00	ES	Futures	4702.3	4707.36	4700.62	4704.83	7499.0
2021-06-03 22:00:00	ES	Futures	4704.83	4707.36	4703.43	4706.8	4108.0
2021-06-03 22:30:00	ES	Futures	4706.8	4708.2	4705.96	4706.8	2883.0
2021-06-03 23:00:00	ES	Futures	4706.8	4710.73	4706.52	4710.17	3382.0
2021-06-03 23:30:00	ES	Futures	4710.17	4713.82	4709.61	4712.7	4605.0
2021-06-03 00:00:00	NQ	Futures	15850.45	15855.37	15850.16	15852.18	489.0
2021-06-03 00:30:00	NQ	Futures	15851.6	15852.76	15847.26	15847.55	418.0
2021-06-03 01:00:00	NQ	Futures	15847.55	15861.16	15844.95	15857.39	1291.0
2021-06-03 01:30:00	NQ	Futures	15856.53	15858.26	15849.0	15856.24	951.0

> showing 50 of 3,601 rows — these rows as CSV

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