PREVIEW / futures_30min / 2021-06-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-11.parquet
  size:    82 KB
  rows:    2,833

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
2021-06-11 00:00:00	ES	Futures	4766.08	4766.36	4765.52	4766.08	549.0
2021-06-11 00:30:00	ES	Futures	4766.36	4766.93	4765.8	4766.08	648.0
2021-06-11 01:00:00	ES	Futures	4766.08	4766.36	4764.68	4765.24	712.0
2021-06-11 01:30:00	ES	Futures	4765.24	4766.36	4765.24	4766.36	631.0
2021-06-11 02:00:00	ES	Futures	4766.36	4766.36	4761.03	4761.87	2006.0
2021-06-11 02:30:00	ES	Futures	4761.87	4764.68	4761.59	4764.4	1259.0
2021-06-11 03:00:00	ES	Futures	4764.4	4764.68	4762.15	4762.71	1692.0
2021-06-11 03:30:00	ES	Futures	4762.71	4765.24	4761.59	4762.43	1873.0
2021-06-11 04:00:00	ES	Futures	4762.43	4764.4	4761.59	4762.71	1748.0
2021-06-11 04:30:00	ES	Futures	4762.71	4766.08	4762.43	4765.52	1623.0
2021-06-11 05:00:00	ES	Futures	4765.8	4766.36	4764.96	4766.08	1246.0
2021-06-11 05:30:00	ES	Futures	4765.8	4766.08	4764.4	4765.24	1295.0
2021-06-11 06:00:00	ES	Futures	4764.96	4768.61	4764.4	4768.33	1643.0
2021-06-11 06:30:00	ES	Futures	4768.33	4773.95	4768.33	4773.39	4799.0
2021-06-11 07:00:00	ES	Futures	4773.11	4773.95	4768.89	4770.02	3251.0
2021-06-11 07:30:00	ES	Futures	4769.74	4771.42	4767.77	4769.17	3295.0
2021-06-11 08:00:00	ES	Futures	4769.45	4770.58	4766.93	4769.45	3642.0
2021-06-11 08:30:00	ES	Futures	4769.17	4772.54	4769.17	4771.42	5154.0
2021-06-11 09:00:00	ES	Futures	4771.42	4773.67	4769.74	4770.3	6124.0
2021-06-11 09:30:00	ES	Futures	4770.58	4772.83	4765.8	4768.05	52647.0
2021-06-11 10:00:00	ES	Futures	4767.77	4771.7	4761.87	4764.4	39764.0
2021-06-11 10:30:00	ES	Futures	4764.4	4764.68	4759.34	4761.03	35331.0
2021-06-11 11:00:00	ES	Futures	4761.03	4762.71	4757.09	4762.43	25495.0
2021-06-11 11:30:00	ES	Futures	4762.71	4763.83	4759.9	4761.03	13603.0
2021-06-11 12:00:00	ES	Futures	4760.74	4762.15	4756.81	4757.09	12425.0
2021-06-11 12:30:00	ES	Futures	4757.09	4759.62	4754.84	4759.06	15376.0
2021-06-11 13:00:00	ES	Futures	4759.06	4760.74	4757.37	4759.9	8019.0
2021-06-11 13:30:00	ES	Futures	4759.62	4763.27	4759.62	4762.71	7238.0
2021-06-11 14:00:00	ES	Futures	4762.71	4765.8	4762.71	4765.24	13116.0
2021-06-11 14:30:00	ES	Futures	4765.52	4766.36	4763.55	4765.8	8993.0
2021-06-11 15:00:00	ES	Futures	4765.52	4765.8	4762.43	4762.99	16994.0
2021-06-11 15:30:00	ES	Futures	4762.99	4772.83	4761.59	4771.42	47304.0
2021-06-11 16:00:00	ES	Futures	4771.7	4773.11	4770.02	4771.14	19599.0
2021-06-11 16:30:00	ES	Futures	4771.14	4771.98	4770.86	4770.86	4984.0
2021-06-11 00:00:00	NQ	Futures	16184.81	16187.71	16183.65	16187.42	460.0
2021-06-11 00:30:00	NQ	Futures	16187.13	16188.0	16181.34	16183.08	472.0
2021-06-11 01:00:00	NQ	Futures	16183.08	16183.37	16174.68	16179.31	975.0
2021-06-11 01:30:00	NQ	Futures	16179.31	16183.94	16178.15	16183.08	606.0
2021-06-11 02:00:00	NQ	Futures	16183.65	16183.65	16165.42	16166.0	1822.0
2021-06-11 02:30:00	NQ	Futures	16165.71	16179.02	16162.81	16178.44	1380.0
2021-06-11 03:00:00	NQ	Futures	16177.86	16178.44	16162.52	16163.1	2176.0
2021-06-11 03:30:00	NQ	Futures	16163.39	16171.21	16155.57	16157.31	2822.0
2021-06-11 04:00:00	NQ	Futures	16156.73	16163.97	16150.94	16152.97	2190.0
2021-06-11 04:30:00	NQ	Futures	16152.68	16173.81	16151.81	16172.07	1906.0
2021-06-11 05:00:00	NQ	Futures	16172.07	16173.52	16160.5	16170.05	1572.0
2021-06-11 05:30:00	NQ	Futures	16169.76	16170.05	16156.73	16163.68	1339.0
2021-06-11 06:00:00	NQ	Futures	16163.97	16176.71	16153.84	16176.42	2227.0
2021-06-11 06:30:00	NQ	Futures	16176.42	16207.97	16176.13	16205.08	4408.0
2021-06-11 07:00:00	NQ	Futures	16205.08	16209.13	16189.16	16195.23	3388.0
2021-06-11 07:30:00	NQ	Futures	16195.23	16203.34	16183.37	16184.81	3665.0

> showing 50 of 2,833 rows — these rows as CSV

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