PREVIEW / futures_30min / 2021-06-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-16.parquet
  size:    102 KB
  rows:    3,658

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
2021-06-16 00:00:00	ES	Futures	4772.82	4773.38	4771.69	4773.1	1102.0
2021-06-16 00:30:00	ES	Futures	4773.1	4773.1	4770.57	4771.97	1461.0
2021-06-16 01:00:00	ES	Futures	4771.97	4773.38	4771.69	4771.69	2151.0
2021-06-16 01:30:00	ES	Futures	4771.69	4773.66	4770.85	4771.97	2815.0
2021-06-16 02:00:00	ES	Futures	4771.69	4773.1	4770.28	4772.54	3133.0
2021-06-16 02:30:00	ES	Futures	4772.54	4774.51	4771.97	4772.82	2981.0
2021-06-16 03:00:00	ES	Futures	4772.82	4775.92	4771.13	4771.97	8409.0
2021-06-16 03:30:00	ES	Futures	4771.97	4773.38	4770.0	4770.28	4402.0
2021-06-16 04:00:00	ES	Futures	4770.28	4770.57	4766.06	4766.34	7358.0
2021-06-16 04:30:00	ES	Futures	4766.06	4770.57	4766.06	4770.28	3980.0
2021-06-16 05:00:00	ES	Futures	4770.57	4771.41	4766.34	4766.91	4989.0
2021-06-16 05:30:00	ES	Futures	4767.19	4770.0	4767.19	4769.16	2720.0
2021-06-16 06:00:00	ES	Futures	4769.44	4774.79	4769.16	4774.79	4779.0
2021-06-16 06:30:00	ES	Futures	4774.79	4775.63	4770.0	4770.0	5187.0
2021-06-16 07:00:00	ES	Futures	4770.0	4771.13	4768.59	4769.44	4564.0
2021-06-16 07:30:00	ES	Futures	4769.44	4770.57	4768.31	4769.16	4009.0
2021-06-16 08:00:00	ES	Futures	4768.88	4770.85	4767.19	4770.57	8018.0
2021-06-16 08:30:00	ES	Futures	4770.57	4772.82	4770.28	4771.69	9679.0
2021-06-16 09:00:00	ES	Futures	4771.97	4776.2	4770.85	4775.07	14624.0
2021-06-16 09:30:00	ES	Futures	4774.79	4777.32	4768.88	4771.13	80739.0
2021-06-16 10:00:00	ES	Futures	4771.13	4773.94	4769.44	4770.85	51497.0
2021-06-16 10:30:00	ES	Futures	4770.85	4771.69	4767.75	4769.72	39909.0
2021-06-16 11:00:00	ES	Futures	4769.72	4773.94	4768.59	4773.1	31585.0
2021-06-16 11:30:00	ES	Futures	4773.1	4773.38	4769.44	4770.0	27818.0
2021-06-16 12:00:00	ES	Futures	4769.72	4770.85	4758.74	4761.56	55513.0
2021-06-16 12:30:00	ES	Futures	4761.56	4763.24	4758.46	4761.84	41093.0
2021-06-16 13:00:00	ES	Futures	4761.56	4762.68	4755.64	4757.05	33922.0
2021-06-16 13:30:00	ES	Futures	4756.77	4761.27	4750.86	4757.33	45579.0
2021-06-16 14:00:00	ES	Futures	4757.33	4757.33	4719.6	4739.03	260414.0
2021-06-16 14:30:00	ES	Futures	4739.03	4742.97	4720.44	4740.44	201174.0
2021-06-16 15:00:00	ES	Futures	4740.44	4762.12	4737.34	4754.8	141565.0
2021-06-16 15:30:00	ES	Futures	4754.8	4762.12	4743.53	4746.07	176585.0
2021-06-16 16:00:00	ES	Futures	4745.79	4749.73	4745.22	4745.51	44889.0
2021-06-16 16:30:00	ES	Futures	4745.22	4745.22	4732.27	4733.4	12176.0
2021-06-16 18:00:00	ES	Futures	4735.37	4735.93	4730.58	4733.96	6376.0
2021-06-16 18:30:00	ES	Futures	4733.96	4736.49	4731.71	4733.4	4708.0
2021-06-16 19:00:00	ES	Futures	4733.12	4733.96	4730.3	4730.58	3641.0
2021-06-16 19:30:00	ES	Futures	4730.58	4731.43	4726.08	4726.64	5381.0
2021-06-16 20:00:00	ES	Futures	4726.64	4726.64	4711.43	4715.94	19287.0
2021-06-16 20:30:00	ES	Futures	4715.94	4721.01	4715.66	4719.32	6974.0
2021-06-16 21:00:00	ES	Futures	4719.6	4722.98	4715.66	4722.7	7813.0
2021-06-16 21:30:00	ES	Futures	4722.7	4726.36	4720.73	4725.51	7688.0
2021-06-16 22:00:00	ES	Futures	4725.79	4728.33	4724.39	4726.08	5452.0
2021-06-16 22:30:00	ES	Futures	4725.79	4727.2	4723.26	4726.92	3716.0
2021-06-16 23:00:00	ES	Futures	4727.2	4729.45	4724.67	4727.77	3821.0
2021-06-16 23:30:00	ES	Futures	4727.77	4730.86	4727.48	4729.17	4721.0
2021-06-16 00:00:00	NQ	Futures	16263.86	16267.92	16261.26	16266.76	627.0
2021-06-16 00:30:00	NQ	Futures	16266.47	16266.76	16258.07	16263.29	676.0
2021-06-16 01:00:00	NQ	Futures	16263.57	16269.95	16258.94	16258.94	741.0
2021-06-16 01:30:00	NQ	Futures	16259.52	16265.6	16255.17	16260.68	824.0

> showing 50 of 3,658 rows — these rows as CSV

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