PREVIEW / futures_30min / 2021-06-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-04.parquet
  size:    84 KB
  rows:    2,935

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
2021-06-04 00:00:00	ES	Futures	4712.42	4712.98	4711.29	4711.86	1871.0
2021-06-04 00:30:00	ES	Futures	4712.14	4713.26	4709.61	4711.01	3745.0
2021-06-04 01:00:00	ES	Futures	4711.01	4712.7	4704.27	4711.29	4859.0
2021-06-04 01:30:00	ES	Futures	4711.57	4712.7	4704.55	4705.11	3494.0
2021-06-04 02:00:00	ES	Futures	4705.11	4709.33	4703.71	4704.83	4544.0
2021-06-04 02:30:00	ES	Futures	4704.83	4713.54	4704.83	4711.01	5555.0
2021-06-04 03:00:00	ES	Futures	4711.01	4715.51	4708.76	4712.14	9849.0
2021-06-04 03:30:00	ES	Futures	4712.14	4715.79	4710.17	4710.73	5865.0
2021-06-04 04:00:00	ES	Futures	4710.45	4714.67	4709.33	4710.73	5507.0
2021-06-04 04:30:00	ES	Futures	4711.01	4711.29	4707.08	4708.76	5268.0
2021-06-04 05:00:00	ES	Futures	4709.05	4712.14	4707.36	4708.76	4836.0
2021-06-04 05:30:00	ES	Futures	4708.76	4712.42	4707.08	4711.29	5791.0
2021-06-04 06:00:00	ES	Futures	4711.29	4712.14	4706.8	4708.48	4492.0
2021-06-04 06:30:00	ES	Futures	4708.2	4710.17	4702.02	4709.33	8774.0
2021-06-04 07:00:00	ES	Futures	4709.61	4715.51	4709.61	4714.67	9605.0
2021-06-04 07:30:00	ES	Futures	4714.38	4715.51	4711.57	4714.67	6379.0
2021-06-04 08:00:00	ES	Futures	4714.38	4719.16	4711.86	4714.95	10690.0
2021-06-04 08:30:00	ES	Futures	4715.23	4731.8	4712.7	4728.71	74257.0
2021-06-04 09:00:00	ES	Futures	4728.71	4732.65	4727.87	4731.8	26340.0
2021-06-04 09:30:00	ES	Futures	4731.8	4740.23	4730.68	4737.42	126150.0
2021-06-04 10:00:00	ES	Futures	4737.14	4741.64	4736.86	4738.83	78059.0
2021-06-04 10:30:00	ES	Futures	4738.55	4744.73	4737.99	4742.76	62199.0
2021-06-04 11:00:00	ES	Futures	4742.76	4746.13	4742.2	4744.45	46168.0
2021-06-04 11:30:00	ES	Futures	4744.45	4745.01	4739.67	4741.36	36177.0
2021-06-04 12:00:00	ES	Futures	4741.36	4743.04	4739.67	4741.36	28075.0
2021-06-04 12:30:00	ES	Futures	4741.64	4744.73	4741.64	4744.45	20740.0
2021-06-04 13:00:00	ES	Futures	4744.45	4746.13	4743.04	4743.89	25482.0
2021-06-04 13:30:00	ES	Futures	4743.89	4748.66	4743.89	4747.54	25443.0
2021-06-04 14:00:00	ES	Futures	4747.54	4750.63	4747.54	4750.63	33114.0
2021-06-04 14:30:00	ES	Futures	4750.63	4753.16	4750.07	4751.47	45076.0
2021-06-04 15:00:00	ES	Futures	4751.19	4752.03	4749.51	4751.19	41112.0
2021-06-04 15:30:00	ES	Futures	4750.91	4756.25	4749.79	4752.03	119215.0
2021-06-04 16:00:00	ES	Futures	4752.03	4752.6	4748.1	4749.51	52151.0
2021-06-04 16:30:00	ES	Futures	4749.51	4752.03	4749.22	4751.47	5283.0
2021-06-04 00:00:00	NQ	Futures	15666.91	15668.35	15661.98	15664.88	872.0
2021-06-04 00:30:00	NQ	Futures	15664.3	15666.91	15652.72	15657.93	1495.0
2021-06-04 01:00:00	NQ	Futures	15658.51	15666.91	15633.03	15663.72	2837.0
2021-06-04 01:30:00	NQ	Futures	15663.72	15669.51	15631.88	15635.93	2628.0
2021-06-04 02:00:00	NQ	Futures	15635.35	15652.72	15624.06	15629.27	2815.0
2021-06-04 02:30:00	NQ	Futures	15629.27	15664.01	15629.27	15651.56	3066.0
2021-06-04 03:00:00	NQ	Futures	15652.14	15677.33	15638.54	15665.46	5436.0
2021-06-04 03:30:00	NQ	Futures	15665.46	15685.72	15661.12	15663.14	3943.0
2021-06-04 04:00:00	NQ	Futures	15662.56	15686.59	15658.51	15667.48	3718.0
2021-06-04 04:30:00	NQ	Futures	15668.06	15670.67	15654.17	15661.12	2248.0
2021-06-04 05:00:00	NQ	Futures	15662.56	15675.88	15656.48	15660.83	2303.0
2021-06-04 05:30:00	NQ	Futures	15660.83	15681.96	15656.77	15675.59	3053.0
2021-06-04 06:00:00	NQ	Futures	15675.59	15680.22	15661.98	15667.48	2304.0
2021-06-04 06:30:00	NQ	Futures	15667.77	15676.75	15632.75	15672.99	4943.0
2021-06-04 07:00:00	NQ	Futures	15673.27	15698.17	15673.27	15691.8	4729.0
2021-06-04 07:30:00	NQ	Futures	15691.51	15699.04	15676.46	15698.17	2852.0

> showing 50 of 2,935 rows — these rows as CSV

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