PREVIEW / futures_30min / 2021-06-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-15.parquet
  size:    94 KB
  rows:    3,549

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
2021-06-15 00:00:00	ES	Futures	4790.0	4790.84	4789.71	4790.28	1306.0
2021-06-15 00:30:00	ES	Futures	4790.56	4790.56	4789.43	4790.28	1098.0
2021-06-15 01:00:00	ES	Futures	4790.28	4790.84	4788.59	4789.71	2006.0
2021-06-15 01:30:00	ES	Futures	4790.0	4791.97	4788.87	4791.68	3031.0
2021-06-15 02:00:00	ES	Futures	4791.68	4795.35	4789.43	4794.78	4985.0
2021-06-15 02:30:00	ES	Futures	4794.78	4796.19	4792.81	4794.22	5874.0
2021-06-15 03:00:00	ES	Futures	4794.22	4795.91	4790.84	4791.68	11138.0
2021-06-15 03:30:00	ES	Futures	4791.97	4792.81	4790.56	4791.12	7923.0
2021-06-15 04:00:00	ES	Futures	4791.12	4791.12	4787.18	4788.02	7648.0
2021-06-15 04:30:00	ES	Futures	4788.31	4790.28	4787.46	4789.71	4524.0
2021-06-15 05:00:00	ES	Futures	4789.71	4790.0	4787.18	4788.59	4745.0
2021-06-15 05:30:00	ES	Futures	4788.59	4788.59	4784.08	4784.36	4936.0
2021-06-15 06:00:00	ES	Futures	4784.36	4785.49	4782.11	4785.21	5371.0
2021-06-15 06:30:00	ES	Futures	4784.93	4787.74	4783.52	4787.74	4332.0
2021-06-15 07:00:00	ES	Futures	4787.46	4787.74	4785.77	4786.62	5704.0
2021-06-15 07:30:00	ES	Futures	4786.33	4789.15	4785.77	4787.46	7711.0
2021-06-15 08:00:00	ES	Futures	4787.18	4789.43	4784.93	4785.49	12414.0
2021-06-15 08:30:00	ES	Futures	4785.49	4786.62	4782.39	4783.8	16683.0
2021-06-15 09:00:00	ES	Futures	4783.8	4786.05	4782.67	4784.36	14626.0
2021-06-15 09:30:00	ES	Futures	4784.36	4784.93	4774.51	4775.92	107827.0
2021-06-15 10:00:00	ES	Futures	4775.92	4777.04	4770.85	4772.26	72486.0
2021-06-15 10:30:00	ES	Futures	4772.26	4773.38	4768.03	4768.31	53962.0
2021-06-15 11:00:00	ES	Futures	4768.59	4771.69	4766.62	4769.16	48084.0
2021-06-15 11:30:00	ES	Futures	4769.44	4769.44	4762.4	4766.91	51205.0
2021-06-15 12:00:00	ES	Futures	4767.19	4772.82	4766.91	4772.26	32651.0
2021-06-15 12:30:00	ES	Futures	4772.26	4773.1	4767.75	4770.0	30932.0
2021-06-15 13:00:00	ES	Futures	4770.0	4771.69	4766.34	4768.31	35178.0
2021-06-15 13:30:00	ES	Futures	4768.03	4775.63	4767.75	4774.51	32663.0
2021-06-15 14:00:00	ES	Futures	4774.51	4778.45	4771.97	4774.23	41114.0
2021-06-15 14:30:00	ES	Futures	4774.23	4778.17	4771.97	4775.63	29120.0
2021-06-15 15:00:00	ES	Futures	4775.35	4775.92	4770.0	4771.69	42698.0
2021-06-15 15:30:00	ES	Futures	4771.69	4777.89	4767.19	4772.82	135897.0
2021-06-15 16:00:00	ES	Futures	4772.82	4774.51	4771.41	4772.54	32228.0
2021-06-15 16:30:00	ES	Futures	4771.97	4774.79	4771.69	4772.82	3441.0
2021-06-15 18:00:00	ES	Futures	4773.38	4775.35	4772.82	4774.23	1482.0
2021-06-15 18:30:00	ES	Futures	4774.23	4774.51	4771.97	4772.82	1220.0
2021-06-15 19:00:00	ES	Futures	4772.54	4773.1	4770.57	4771.13	1635.0
2021-06-15 19:30:00	ES	Futures	4770.85	4773.94	4770.28	4771.97	2635.0
2021-06-15 20:00:00	ES	Futures	4772.26	4774.51	4771.69	4773.66	2483.0
2021-06-15 20:30:00	ES	Futures	4773.38	4774.79	4772.26	4772.54	2005.0
2021-06-15 21:00:00	ES	Futures	4772.54	4774.51	4771.13	4773.94	1996.0
2021-06-15 21:30:00	ES	Futures	4773.94	4774.51	4771.41	4772.54	3010.0
2021-06-15 22:00:00	ES	Futures	4772.82	4773.38	4771.13	4771.13	1788.0
2021-06-15 22:30:00	ES	Futures	4771.41	4772.26	4770.28	4771.41	1619.0
2021-06-15 23:00:00	ES	Futures	4771.41	4771.41	4769.72	4771.41	2254.0
2021-06-15 23:30:00	ES	Futures	4771.41	4773.1	4771.41	4773.1	1134.0
2021-06-15 00:00:00	NQ	Futures	16378.58	16380.32	16374.52	16377.13	776.0
2021-06-15 00:30:00	NQ	Futures	16376.84	16377.42	16370.47	16375.68	707.0
2021-06-15 01:00:00	NQ	Futures	16375.68	16376.84	16366.41	16373.07	914.0
2021-06-15 01:30:00	NQ	Futures	16373.07	16382.05	16366.99	16382.05	1417.0

> showing 50 of 3,549 rows — these rows as CSV

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