PREVIEW / futures_30min / 2021-06-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-14.parquet
  size:    94 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
2021-06-14 00:00:00	ES	Futures	4776.2	4777.32	4775.92	4777.04	1168.0
2021-06-14 00:30:00	ES	Futures	4777.04	4777.04	4775.35	4775.63	762.0
2021-06-14 01:00:00	ES	Futures	4775.63	4776.48	4775.07	4776.48	1082.0
2021-06-14 01:30:00	ES	Futures	4776.48	4776.76	4775.63	4775.63	845.0
2021-06-14 02:00:00	ES	Futures	4775.63	4775.63	4773.38	4774.23	2462.0
2021-06-14 02:30:00	ES	Futures	4774.23	4778.17	4773.66	4777.61	3076.0
2021-06-14 03:00:00	ES	Futures	4777.61	4784.08	4776.76	4777.32	12594.0
2021-06-14 03:30:00	ES	Futures	4777.32	4777.61	4774.51	4776.76	7181.0
2021-06-14 04:00:00	ES	Futures	4776.76	4777.04	4773.1	4775.07	5922.0
2021-06-14 04:30:00	ES	Futures	4775.07	4777.04	4774.79	4775.63	4981.0
2021-06-14 05:00:00	ES	Futures	4775.63	4777.89	4773.1	4775.63	5163.0
2021-06-14 05:30:00	ES	Futures	4775.63	4777.04	4773.94	4777.04	3498.0
2021-06-14 06:00:00	ES	Futures	4776.76	4777.89	4774.51	4775.07	3501.0
2021-06-14 06:30:00	ES	Futures	4775.07	4777.32	4774.79	4775.35	4998.0
2021-06-14 07:00:00	ES	Futures	4775.35	4778.17	4771.97	4772.26	6652.0
2021-06-14 07:30:00	ES	Futures	4772.26	4774.79	4770.85	4773.1	6224.0
2021-06-14 08:00:00	ES	Futures	4773.1	4775.63	4772.82	4773.38	7159.0
2021-06-14 08:30:00	ES	Futures	4773.66	4774.51	4768.31	4771.41	10825.0
2021-06-14 09:00:00	ES	Futures	4771.41	4773.38	4770.57	4772.82	11639.0
2021-06-14 09:30:00	ES	Futures	4773.1	4773.38	4764.93	4767.47	101929.0
2021-06-14 10:00:00	ES	Futures	4767.47	4768.31	4760.99	4762.96	79720.0
2021-06-14 10:30:00	ES	Futures	4762.96	4765.78	4759.58	4765.5	61200.0
2021-06-14 11:00:00	ES	Futures	4765.5	4768.03	4761.27	4762.4	49236.0
2021-06-14 11:30:00	ES	Futures	4762.68	4763.24	4759.58	4761.56	41446.0
2021-06-14 12:00:00	ES	Futures	4761.56	4763.81	4760.71	4761.56	34937.0
2021-06-14 12:30:00	ES	Futures	4761.27	4761.27	4758.18	4759.02	35241.0
2021-06-14 13:00:00	ES	Futures	4759.02	4761.84	4758.18	4761.56	26382.0
2021-06-14 13:30:00	ES	Futures	4761.56	4762.68	4759.58	4760.71	24897.0
2021-06-14 14:00:00	ES	Futures	4760.71	4761.56	4759.02	4759.02	30134.0
2021-06-14 14:30:00	ES	Futures	4759.02	4763.81	4758.74	4762.96	28298.0
2021-06-14 15:00:00	ES	Futures	4762.96	4765.22	4761.84	4764.93	36166.0
2021-06-14 15:30:00	ES	Futures	4765.22	4784.08	4764.65	4783.8	129859.0
2021-06-14 16:00:00	ES	Futures	4783.8	4785.21	4780.98	4782.39	52268.0
2021-06-14 16:30:00	ES	Futures	4782.39	4782.96	4780.98	4782.67	6686.0
2021-06-14 18:00:00	ES	Futures	4782.67	4782.67	4779.29	4780.42	3083.0
2021-06-14 18:30:00	ES	Futures	4780.42	4781.27	4780.14	4780.7	854.0
2021-06-14 19:00:00	ES	Futures	4780.7	4782.39	4780.7	4781.55	1933.0
2021-06-14 19:30:00	ES	Futures	4781.55	4782.96	4780.14	4780.42	2508.0
2021-06-14 20:00:00	ES	Futures	4780.42	4787.46	4780.14	4786.62	9130.0
2021-06-14 20:30:00	ES	Futures	4786.62	4789.43	4786.62	4788.02	5045.0
2021-06-14 21:00:00	ES	Futures	4788.31	4791.68	4788.31	4789.71	5659.0
2021-06-14 21:30:00	ES	Futures	4789.71	4790.56	4786.05	4786.62	5199.0
2021-06-14 22:00:00	ES	Futures	4786.62	4787.46	4784.93	4787.46	3900.0
2021-06-14 22:30:00	ES	Futures	4787.46	4789.43	4787.18	4787.74	2226.0
2021-06-14 23:00:00	ES	Futures	4787.74	4788.87	4786.62	4788.31	2206.0
2021-06-14 23:30:00	ES	Futures	4788.59	4791.4	4788.31	4790.28	2608.0
2021-06-14 00:00:00	NQ	Futures	16233.74	16238.66	16233.45	16238.08	363.0
2021-06-14 00:30:00	NQ	Futures	16237.5	16238.08	16231.42	16233.45	406.0
2021-06-14 01:00:00	NQ	Futures	16232.87	16236.63	16232.0	16235.19	423.0
2021-06-14 01:30:00	NQ	Futures	16235.48	16236.34	16232.0	16232.29	374.0

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

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