PREVIEW / futures_30min / 2021-06-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-10.parquet
  size:    93 KB
  rows:    3,362

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
2021-06-10 00:00:00	ES	Futures	4747.82	4748.66	4747.26	4747.26	884.0
2021-06-10 00:30:00	ES	Futures	4747.26	4747.82	4746.41	4746.98	878.0
2021-06-10 01:00:00	ES	Futures	4746.98	4746.98	4745.01	4745.57	2289.0
2021-06-10 01:30:00	ES	Futures	4745.57	4745.85	4743.32	4745.29	2504.0
2021-06-10 02:00:00	ES	Futures	4745.01	4745.29	4742.48	4745.01	3284.0
2021-06-10 02:30:00	ES	Futures	4744.73	4745.29	4740.8	4743.04	5247.0
2021-06-10 03:00:00	ES	Futures	4743.04	4743.89	4732.93	4738.83	16960.0
2021-06-10 03:30:00	ES	Futures	4738.83	4744.45	4737.42	4743.89	8764.0
2021-06-10 04:00:00	ES	Futures	4743.89	4744.45	4736.02	4736.02	12111.0
2021-06-10 04:30:00	ES	Futures	4736.02	4742.2	4735.74	4742.2	7629.0
2021-06-10 05:00:00	ES	Futures	4742.2	4744.45	4741.36	4742.48	6301.0
2021-06-10 05:30:00	ES	Futures	4742.48	4744.17	4740.51	4743.61	4350.0
2021-06-10 06:00:00	ES	Futures	4743.89	4746.41	4743.61	4744.45	5577.0
2021-06-10 06:30:00	ES	Futures	4744.45	4745.01	4742.48	4742.76	4680.0
2021-06-10 07:00:00	ES	Futures	4742.76	4745.85	4740.23	4741.36	9059.0
2021-06-10 07:30:00	ES	Futures	4741.36	4746.13	4734.33	4741.08	19352.0
2021-06-10 08:00:00	ES	Futures	4741.08	4745.01	4739.11	4741.92	15752.0
2021-06-10 08:30:00	ES	Futures	4742.2	4755.69	4728.15	4754.28	94859.0
2021-06-10 09:00:00	ES	Futures	4754.28	4758.22	4753.44	4756.81	27774.0
2021-06-10 09:30:00	ES	Futures	4756.81	4774.23	4756.25	4771.14	147168.0
2021-06-10 10:00:00	ES	Futures	4771.14	4775.35	4763.83	4765.52	82290.0
2021-06-10 10:30:00	ES	Futures	4765.52	4767.21	4740.8	4750.91	130644.0
2021-06-10 11:00:00	ES	Futures	4750.63	4759.62	4747.26	4759.34	78725.0
2021-06-10 11:30:00	ES	Futures	4759.34	4762.99	4755.41	4762.15	58386.0
2021-06-10 12:00:00	ES	Futures	4762.43	4763.83	4758.22	4759.9	57589.0
2021-06-10 12:30:00	ES	Futures	4760.18	4767.49	4760.18	4767.21	48019.0
2021-06-10 13:00:00	ES	Futures	4767.21	4768.89	4764.68	4765.52	46720.0
2021-06-10 13:30:00	ES	Futures	4765.52	4769.17	4762.99	4769.17	38660.0
2021-06-10 14:00:00	ES	Futures	4769.17	4769.17	4764.12	4764.68	37149.0
2021-06-10 14:30:00	ES	Futures	4764.68	4766.64	4761.31	4765.8	38420.0
2021-06-10 15:00:00	ES	Futures	4766.08	4766.36	4761.03	4762.43	45051.0
2021-06-10 15:30:00	ES	Futures	4762.71	4765.24	4759.06	4763.55	100960.0
2021-06-10 16:00:00	ES	Futures	4763.55	4765.52	4761.31	4762.15	29930.0
2021-06-10 16:30:00	ES	Futures	4761.87	4764.4	4761.87	4763.55	3792.0
2021-06-10 18:00:00	ES	Futures	4764.68	4764.96	4762.99	4764.12	1858.0
2021-06-10 18:30:00	ES	Futures	4764.12	4764.12	4762.71	4763.27	378.0
2021-06-10 19:00:00	ES	Futures	4763.55	4764.12	4762.15	4764.12	687.0
2021-06-10 19:30:00	ES	Futures	4763.83	4764.4	4761.59	4762.99	1359.0
2021-06-10 20:00:00	ES	Futures	4762.99	4765.8	4759.9	4760.18	3759.0
2021-06-10 20:30:00	ES	Futures	4760.18	4765.24	4759.34	4764.96	2548.0
2021-06-10 21:00:00	ES	Futures	4765.24	4766.36	4763.83	4766.08	2083.0
2021-06-10 21:30:00	ES	Futures	4766.08	4766.93	4764.68	4766.36	2035.0
2021-06-10 22:00:00	ES	Futures	4766.36	4766.36	4762.43	4764.12	1881.0
2021-06-10 22:30:00	ES	Futures	4764.12	4764.96	4763.83	4764.4	947.0
2021-06-10 23:00:00	ES	Futures	4764.68	4765.24	4763.83	4765.24	739.0
2021-06-10 23:30:00	ES	Futures	4764.96	4766.08	4764.68	4765.8	759.0
2021-06-10 00:00:00	NQ	Futures	16019.22	16021.83	16015.75	16016.91	727.0
2021-06-10 00:30:00	NQ	Futures	16017.2	16020.38	16013.14	16015.17	559.0
2021-06-10 01:00:00	NQ	Futures	16015.75	16016.62	16006.19	16011.69	1149.0
2021-06-10 01:30:00	NQ	Futures	16011.12	16012.85	15999.25	16003.88	1646.0

> showing 50 of 3,362 rows — these rows as CSV

> unlock the full archive -- $79 one-time