PREVIEW / futures_30min / 2021-06-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-08.parquet
  size:    94 KB
  rows:    3,584

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
2021-06-08 00:00:00	ES	Futures	4750.91	4752.03	4750.35	4751.75	1084.0
2021-06-08 00:30:00	ES	Futures	4751.75	4752.6	4751.19	4752.32	1853.0
2021-06-08 01:00:00	ES	Futures	4752.32	4752.6	4749.79	4750.07	2499.0
2021-06-08 01:30:00	ES	Futures	4750.07	4751.19	4749.22	4749.51	2523.0
2021-06-08 02:00:00	ES	Futures	4749.79	4753.44	4749.22	4749.79	4372.0
2021-06-08 02:30:00	ES	Futures	4750.07	4750.91	4748.66	4750.07	2855.0
2021-06-08 03:00:00	ES	Futures	4750.07	4751.75	4745.29	4748.66	10297.0
2021-06-08 03:30:00	ES	Futures	4748.38	4748.94	4745.57	4746.98	4433.0
2021-06-08 04:00:00	ES	Futures	4746.98	4748.66	4745.29	4746.41	4603.0
2021-06-08 04:30:00	ES	Futures	4746.7	4750.91	4746.41	4750.91	3607.0
2021-06-08 05:00:00	ES	Futures	4750.63	4755.69	4748.1	4754.28	7079.0
2021-06-08 05:30:00	ES	Futures	4754.28	4754.84	4752.03	4753.72	3931.0
2021-06-08 06:00:00	ES	Futures	4753.44	4753.72	4734.05	4738.27	28721.0
2021-06-08 06:30:00	ES	Futures	4738.27	4752.03	4734.61	4751.19	24540.0
2021-06-08 07:00:00	ES	Futures	4751.47	4755.97	4749.79	4753.72	11712.0
2021-06-08 07:30:00	ES	Futures	4753.72	4757.37	4753.16	4757.09	8608.0
2021-06-08 08:00:00	ES	Futures	4757.09	4761.59	4755.97	4760.18	11608.0
2021-06-08 08:30:00	ES	Futures	4759.9	4760.74	4756.81	4757.65	15166.0
2021-06-08 09:00:00	ES	Futures	4757.93	4760.74	4757.65	4758.5	17772.0
2021-06-08 09:30:00	ES	Futures	4758.5	4759.62	4741.92	4742.76	156920.0
2021-06-08 10:00:00	ES	Futures	4743.04	4748.94	4740.51	4744.45	85371.0
2021-06-08 10:30:00	ES	Futures	4744.45	4748.66	4741.36	4744.73	65660.0
2021-06-08 11:00:00	ES	Futures	4744.45	4748.1	4726.75	4733.77	140890.0
2021-06-08 11:30:00	ES	Futures	4733.77	4747.26	4733.21	4745.85	98269.0
2021-06-08 12:00:00	ES	Futures	4745.85	4751.19	4744.73	4750.91	60902.0
2021-06-08 12:30:00	ES	Futures	4750.91	4752.88	4749.51	4752.32	46995.0
2021-06-08 13:00:00	ES	Futures	4752.03	4752.88	4748.1	4748.1	37249.0
2021-06-08 13:30:00	ES	Futures	4748.1	4753.16	4747.54	4748.38	33504.0
2021-06-08 14:00:00	ES	Futures	4748.38	4752.6	4747.54	4752.32	46028.0
2021-06-08 14:30:00	ES	Futures	4752.32	4754.84	4749.79	4754.28	36611.0
2021-06-08 15:00:00	ES	Futures	4754.28	4756.25	4752.32	4753.72	49406.0
2021-06-08 15:30:00	ES	Futures	4753.72	4754.56	4748.38	4748.94	108093.0
2021-06-08 16:00:00	ES	Futures	4748.66	4750.35	4748.38	4749.22	28325.0
2021-06-08 16:30:00	ES	Futures	4749.51	4749.51	4746.13	4748.66	4885.0
2021-06-08 18:00:00	ES	Futures	4748.94	4749.51	4744.45	4749.51	2717.0
2021-06-08 18:30:00	ES	Futures	4749.22	4750.63	4748.38	4750.35	1373.0
2021-06-08 19:00:00	ES	Futures	4750.35	4751.75	4748.66	4748.66	1545.0
2021-06-08 19:30:00	ES	Futures	4748.66	4751.47	4748.66	4749.51	1709.0
2021-06-08 20:00:00	ES	Futures	4749.22	4752.6	4747.26	4752.32	4558.0
2021-06-08 20:30:00	ES	Futures	4752.32	4753.44	4749.51	4751.75	2994.0
2021-06-08 21:00:00	ES	Futures	4751.75	4752.03	4747.54	4747.54	3130.0
2021-06-08 21:30:00	ES	Futures	4747.54	4751.19	4745.29	4750.63	5451.0
2021-06-08 22:00:00	ES	Futures	4750.63	4750.91	4748.1	4748.94	1501.0
2021-06-08 22:30:00	ES	Futures	4749.22	4751.75	4747.82	4751.75	1797.0
2021-06-08 23:00:00	ES	Futures	4751.75	4752.6	4749.51	4750.07	2101.0
2021-06-08 23:30:00	ES	Futures	4750.35	4750.91	4748.94	4749.79	1193.0
2021-06-08 00:00:00	NQ	Futures	16019.8	16020.67	16014.3	16017.2	811.0
2021-06-08 00:30:00	NQ	Futures	16017.48	16024.72	16014.01	16023.85	1124.0
2021-06-08 01:00:00	NQ	Futures	16024.14	16026.17	16006.19	16010.25	2236.0
2021-06-08 01:30:00	NQ	Futures	16010.83	16011.69	16002.14	16003.3	2141.0

> showing 50 of 3,584 rows — these rows as CSV

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