PREVIEW / futures_30min / 2021-06-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-09.parquet
  size:    96 KB
  rows:    3,555

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
2021-06-09 00:00:00	ES	Futures	4749.51	4750.35	4748.1	4749.51	1118.0
2021-06-09 00:30:00	ES	Futures	4749.22	4749.79	4748.1	4748.94	1417.0
2021-06-09 01:00:00	ES	Futures	4748.94	4751.19	4747.82	4750.91	1817.0
2021-06-09 01:30:00	ES	Futures	4750.63	4750.63	4748.1	4748.66	1653.0
2021-06-09 02:00:00	ES	Futures	4748.66	4749.51	4746.13	4747.54	2788.0
2021-06-09 02:30:00	ES	Futures	4747.82	4750.07	4746.98	4749.79	2977.0
2021-06-09 03:00:00	ES	Futures	4749.79	4752.32	4747.54	4751.75	8372.0
2021-06-09 03:30:00	ES	Futures	4751.75	4754.0	4748.38	4749.22	7182.0
2021-06-09 04:00:00	ES	Futures	4749.22	4754.0	4748.94	4751.75	7629.0
2021-06-09 04:30:00	ES	Futures	4751.75	4754.84	4751.47	4753.44	5538.0
2021-06-09 05:00:00	ES	Futures	4753.16	4753.44	4748.38	4751.19	7018.0
2021-06-09 05:30:00	ES	Futures	4751.19	4752.6	4749.22	4751.19	4604.0
2021-06-09 06:00:00	ES	Futures	4751.47	4752.88	4749.79	4750.35	3088.0
2021-06-09 06:30:00	ES	Futures	4750.07	4754.0	4750.07	4753.72	4507.0
2021-06-09 07:00:00	ES	Futures	4753.44	4755.41	4751.19	4752.32	9712.0
2021-06-09 07:30:00	ES	Futures	4752.32	4757.09	4747.26	4756.25	14770.0
2021-06-09 08:00:00	ES	Futures	4756.53	4757.37	4753.16	4754.84	12786.0
2021-06-09 08:30:00	ES	Futures	4754.56	4758.78	4754.28	4756.25	12154.0
2021-06-09 09:00:00	ES	Futures	4756.53	4759.62	4755.69	4759.06	15980.0
2021-06-09 09:30:00	ES	Futures	4759.06	4759.62	4750.63	4755.12	156314.0
2021-06-09 10:00:00	ES	Futures	4755.41	4757.09	4749.51	4755.97	88779.0
2021-06-09 10:30:00	ES	Futures	4755.97	4757.93	4753.72	4755.41	52663.0
2021-06-09 11:00:00	ES	Futures	4755.41	4758.5	4754.84	4756.53	37154.0
2021-06-09 11:30:00	ES	Futures	4756.53	4756.81	4748.1	4751.19	40703.0
2021-06-09 12:00:00	ES	Futures	4751.19	4753.44	4750.07	4752.88	32216.0
2021-06-09 12:30:00	ES	Futures	4753.16	4754.84	4752.6	4754.28	22562.0
2021-06-09 13:00:00	ES	Futures	4754.28	4756.81	4753.16	4755.41	34982.0
2021-06-09 13:30:00	ES	Futures	4755.41	4755.97	4751.47	4753.16	37132.0
2021-06-09 14:00:00	ES	Futures	4753.16	4755.41	4751.75	4755.12	33497.0
2021-06-09 14:30:00	ES	Futures	4754.84	4755.97	4749.79	4750.63	35581.0
2021-06-09 15:00:00	ES	Futures	4750.63	4750.63	4743.89	4743.89	49805.0
2021-06-09 15:30:00	ES	Futures	4743.89	4746.7	4739.39	4741.92	125661.0
2021-06-09 16:00:00	ES	Futures	4741.92	4745.57	4741.64	4744.73	33398.0
2021-06-09 16:30:00	ES	Futures	4744.73	4745.57	4744.45	4745.29	4513.0
2021-06-09 18:00:00	ES	Futures	4745.29	4746.98	4744.73	4745.57	2731.0
2021-06-09 18:30:00	ES	Futures	4745.57	4746.7	4745.01	4745.85	1451.0
2021-06-09 19:00:00	ES	Futures	4745.85	4746.7	4743.89	4746.41	1883.0
2021-06-09 19:30:00	ES	Futures	4746.7	4747.54	4743.61	4744.73	3365.0
2021-06-09 20:00:00	ES	Futures	4744.45	4747.54	4743.32	4746.7	4669.0
2021-06-09 20:30:00	ES	Futures	4746.7	4747.26	4745.85	4746.13	1512.0
2021-06-09 21:00:00	ES	Futures	4746.13	4748.94	4745.57	4746.7	3468.0
2021-06-09 21:30:00	ES	Futures	4746.7	4748.94	4746.41	4747.26	3721.0
2021-06-09 22:00:00	ES	Futures	4747.26	4747.82	4746.41	4747.26	2001.0
2021-06-09 22:30:00	ES	Futures	4747.54	4748.1	4746.41	4746.7	1661.0
2021-06-09 23:00:00	ES	Futures	4746.7	4747.54	4746.13	4746.7	1210.0
2021-06-09 23:30:00	ES	Futures	4746.7	4748.38	4746.41	4748.1	917.0
2021-06-09 00:00:00	NQ	Futures	16004.46	16007.93	15999.83	16004.75	710.0
2021-06-09 00:30:00	NQ	Futures	16004.46	16005.62	15996.35	15999.54	628.0
2021-06-09 01:00:00	NQ	Futures	15999.25	16009.09	15993.75	16007.06	857.0
2021-06-09 01:30:00	NQ	Futures	16005.9	16005.9	15991.43	15998.67	1088.0

> showing 50 of 3,555 rows — these rows as CSV

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