PREVIEW / futures_30min / 2021-06-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-07.parquet
  size:    95 KB
  rows:    3,525

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
2021-06-07 00:00:00	ES	Futures	4745.85	4748.1	4744.17	4747.26	2122.0
2021-06-07 00:30:00	ES	Futures	4747.26	4747.82	4745.85	4746.13	1140.0
2021-06-07 01:00:00	ES	Futures	4746.41	4747.26	4744.45	4745.85	1985.0
2021-06-07 01:30:00	ES	Futures	4746.13	4746.41	4743.32	4743.89	1990.0
2021-06-07 02:00:00	ES	Futures	4744.17	4745.29	4742.76	4744.17	3030.0
2021-06-07 02:30:00	ES	Futures	4744.17	4745.85	4742.48	4745.85	2787.0
2021-06-07 03:00:00	ES	Futures	4745.85	4745.85	4736.02	4744.73	14372.0
2021-06-07 03:30:00	ES	Futures	4744.73	4745.85	4742.76	4744.17	4999.0
2021-06-07 04:00:00	ES	Futures	4743.89	4744.45	4740.23	4743.89	5111.0
2021-06-07 04:30:00	ES	Futures	4744.17	4747.26	4742.48	4746.7	3615.0
2021-06-07 05:00:00	ES	Futures	4746.7	4747.26	4739.39	4739.95	7158.0
2021-06-07 05:30:00	ES	Futures	4739.67	4743.61	4739.11	4742.2	4082.0
2021-06-07 06:00:00	ES	Futures	4742.48	4744.73	4741.36	4744.45	5685.0
2021-06-07 06:30:00	ES	Futures	4744.45	4747.54	4743.89	4745.85	5989.0
2021-06-07 07:00:00	ES	Futures	4745.85	4751.47	4745.57	4750.07	9789.0
2021-06-07 07:30:00	ES	Futures	4750.35	4753.72	4748.94	4752.6	9510.0
2021-06-07 08:00:00	ES	Futures	4752.6	4752.88	4750.35	4751.75	7546.0
2021-06-07 08:30:00	ES	Futures	4751.75	4756.81	4751.75	4755.41	10787.0
2021-06-07 09:00:00	ES	Futures	4755.41	4755.69	4751.19	4752.32	16266.0
2021-06-07 09:30:00	ES	Futures	4752.32	4754.56	4745.01	4748.1	103334.0
2021-06-07 10:00:00	ES	Futures	4747.82	4748.38	4739.95	4741.36	83685.0
2021-06-07 10:30:00	ES	Futures	4741.64	4743.04	4737.7	4742.76	67480.0
2021-06-07 11:00:00	ES	Futures	4742.76	4744.73	4739.39	4739.39	57610.0
2021-06-07 11:30:00	ES	Futures	4739.67	4740.51	4737.14	4740.23	46235.0
2021-06-07 12:00:00	ES	Futures	4740.51	4743.89	4739.67	4740.51	32416.0
2021-06-07 12:30:00	ES	Futures	4740.51	4743.61	4739.95	4742.2	20709.0
2021-06-07 13:00:00	ES	Futures	4742.48	4743.61	4738.83	4740.23	29262.0
2021-06-07 13:30:00	ES	Futures	4740.23	4741.92	4736.58	4737.14	35038.0
2021-06-07 14:00:00	ES	Futures	4737.14	4740.8	4736.86	4740.23	25644.0
2021-06-07 14:30:00	ES	Futures	4740.23	4745.57	4739.39	4743.61	35997.0
2021-06-07 15:00:00	ES	Futures	4743.89	4748.38	4743.32	4748.1	36786.0
2021-06-07 15:30:00	ES	Futures	4748.1	4750.35	4743.61	4748.66	107312.0
2021-06-07 16:00:00	ES	Futures	4748.66	4750.35	4748.38	4749.51	30664.0
2021-06-07 16:30:00	ES	Futures	4749.22	4751.19	4749.22	4750.91	5569.0
2021-06-07 18:00:00	ES	Futures	4751.19	4751.75	4748.94	4749.79	2355.0
2021-06-07 18:30:00	ES	Futures	4749.79	4750.35	4748.38	4748.66	1604.0
2021-06-07 19:00:00	ES	Futures	4748.38	4753.44	4748.38	4751.75	3087.0
2021-06-07 19:30:00	ES	Futures	4751.47	4752.03	4748.38	4749.22	2579.0
2021-06-07 20:00:00	ES	Futures	4749.22	4755.97	4748.38	4753.44	7071.0
2021-06-07 20:30:00	ES	Futures	4753.44	4757.09	4753.44	4756.53	3257.0
2021-06-07 21:00:00	ES	Futures	4756.53	4759.34	4755.69	4756.25	4536.0
2021-06-07 21:30:00	ES	Futures	4756.25	4757.37	4754.0	4755.97	3640.0
2021-06-07 22:00:00	ES	Futures	4755.97	4757.09	4752.03	4752.32	3824.0
2021-06-07 22:30:00	ES	Futures	4752.32	4753.72	4749.22	4749.51	4136.0
2021-06-07 23:00:00	ES	Futures	4749.51	4752.88	4749.22	4752.6	3105.0
2021-06-07 23:30:00	ES	Futures	4752.6	4752.6	4749.22	4750.91	2094.0
2021-06-07 00:00:00	NQ	Futures	15918.48	15923.4	15911.24	15917.61	1014.0
2021-06-07 00:30:00	NQ	Futures	15918.19	15920.5	15913.56	15915.58	593.0
2021-06-07 01:00:00	NQ	Futures	15916.16	15920.21	15907.19	15915.58	1130.0
2021-06-07 01:30:00	NQ	Futures	15915.29	15917.03	15899.37	15906.03	1339.0

> showing 50 of 3,525 rows — these rows as CSV

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