PREVIEW / futures_30min / 2021-06-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-17.parquet
  size:    107 KB
  rows:    3,704

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
2021-06-17 00:00:00	ES	Futures	4729.17	4730.02	4727.48	4729.45	1693.0
2021-06-17 00:30:00	ES	Futures	4729.45	4731.99	4728.05	4731.43	1975.0
2021-06-17 01:00:00	ES	Futures	4731.14	4732.83	4729.74	4730.86	2935.0
2021-06-17 01:30:00	ES	Futures	4730.86	4733.4	4729.74	4730.02	3811.0
2021-06-17 02:00:00	ES	Futures	4729.74	4731.14	4722.42	4726.08	9585.0
2021-06-17 02:30:00	ES	Futures	4726.08	4727.77	4721.57	4726.36	8640.0
2021-06-17 03:00:00	ES	Futures	4726.08	4731.99	4724.39	4729.74	14663.0
2021-06-17 03:30:00	ES	Futures	4729.74	4730.3	4723.54	4724.67	10792.0
2021-06-17 04:00:00	ES	Futures	4724.39	4731.99	4723.26	4728.05	12098.0
2021-06-17 04:30:00	ES	Futures	4728.05	4728.89	4720.73	4723.26	8080.0
2021-06-17 05:00:00	ES	Futures	4722.98	4730.02	4722.7	4728.33	7016.0
2021-06-17 05:30:00	ES	Futures	4728.61	4731.14	4726.08	4730.3	9281.0
2021-06-17 06:00:00	ES	Futures	4730.3	4732.27	4729.17	4729.74	10248.0
2021-06-17 06:30:00	ES	Futures	4729.74	4730.58	4725.51	4729.74	8866.0
2021-06-17 07:00:00	ES	Futures	4729.45	4738.18	4729.45	4737.06	16089.0
2021-06-17 07:30:00	ES	Futures	4737.34	4737.34	4728.05	4728.33	11879.0
2021-06-17 08:00:00	ES	Futures	4728.33	4732.83	4722.7	4724.95	18309.0
2021-06-17 08:30:00	ES	Futures	4724.95	4731.71	4724.67	4730.02	22584.0
2021-06-17 09:00:00	ES	Futures	4730.02	4741.84	4729.74	4740.16	35872.0
2021-06-17 09:30:00	ES	Futures	4740.44	4754.8	4739.59	4742.41	176024.0
2021-06-17 10:00:00	ES	Futures	4742.69	4747.76	4734.24	4744.38	130397.0
2021-06-17 10:30:00	ES	Futures	4744.38	4755.08	4741.0	4742.97	96329.0
2021-06-17 11:00:00	ES	Futures	4742.97	4746.07	4736.49	4745.22	92454.0
2021-06-17 11:30:00	ES	Futures	4745.22	4751.7	4734.81	4736.49	85050.0
2021-06-17 12:00:00	ES	Futures	4736.21	4737.9	4715.09	4717.91	132578.0
2021-06-17 12:30:00	ES	Futures	4717.91	4734.52	4714.25	4734.52	105096.0
2021-06-17 13:00:00	ES	Futures	4734.24	4747.19	4733.68	4747.19	79304.0
2021-06-17 13:30:00	ES	Futures	4747.19	4751.14	4743.82	4746.63	65538.0
2021-06-17 14:00:00	ES	Futures	4746.63	4748.6	4742.97	4747.19	48403.0
2021-06-17 14:30:00	ES	Futures	4747.19	4747.48	4740.16	4742.41	50011.0
2021-06-17 15:00:00	ES	Futures	4742.41	4752.83	4739.87	4751.14	59536.0
2021-06-17 15:30:00	ES	Futures	4750.86	4756.21	4742.41	4744.66	140203.0
2021-06-17 16:00:00	ES	Futures	4744.94	4747.76	4743.82	4745.51	34704.0
2021-06-17 16:30:00	ES	Futures	4744.94	4748.88	4744.66	4748.04	6885.0
2021-06-17 18:00:00	ES	Futures	4748.6	4750.01	4746.63	4749.45	2810.0
2021-06-17 18:30:00	ES	Futures	4749.45	4751.98	4749.17	4751.98	2017.0
2021-06-17 19:00:00	ES	Futures	4751.7	4751.98	4750.01	4750.57	1174.0
2021-06-17 19:30:00	ES	Futures	4750.57	4751.98	4746.91	4747.76	3121.0
2021-06-17 20:00:00	ES	Futures	4748.04	4750.01	4744.1	4748.32	6128.0
2021-06-17 20:30:00	ES	Futures	4748.32	4750.86	4747.19	4749.17	2979.0
2021-06-17 21:00:00	ES	Futures	4749.45	4750.86	4747.48	4748.6	2641.0
2021-06-17 21:30:00	ES	Futures	4748.32	4753.11	4747.48	4751.42	4546.0
2021-06-17 22:00:00	ES	Futures	4751.14	4752.54	4750.57	4752.26	2569.0
2021-06-17 22:30:00	ES	Futures	4751.98	4752.26	4750.01	4750.86	1736.0
2021-06-17 23:00:00	ES	Futures	4750.57	4752.26	4750.29	4751.14	1485.0
2021-06-17 23:30:00	ES	Futures	4751.14	4751.7	4750.01	4750.01	1736.0
2021-06-17 00:00:00	NQ	Futures	16110.04	16112.36	16101.93	16109.46	1022.0
2021-06-17 00:30:00	NQ	Futures	16108.89	16122.5	16104.25	16119.02	1058.0
2021-06-17 01:00:00	NQ	Futures	16117.87	16128.0	16114.68	16117.87	1397.0
2021-06-17 01:30:00	NQ	Futures	16118.73	16134.38	16117.0	16117.87	1740.0

> showing 50 of 3,704 rows — these rows as CSV

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