PREVIEW / futures_30min / 2021-06-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-18.parquet
  size:    93 KB
  rows:    3,046

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
2021-06-18 00:00:00	ES	Futures	4750.01	4750.01	4746.91	4747.76	3879.0
2021-06-18 00:30:00	ES	Futures	4747.48	4749.45	4747.19	4748.04	2058.0
2021-06-18 01:00:00	ES	Futures	4748.32	4748.6	4747.48	4748.04	2407.0
2021-06-18 01:30:00	ES	Futures	4748.32	4750.29	4747.48	4749.17	3297.0
2021-06-18 02:00:00	ES	Futures	4749.17	4750.01	4747.19	4749.17	5028.0
2021-06-18 02:30:00	ES	Futures	4749.45	4749.45	4747.19	4748.04	3381.0
2021-06-18 03:00:00	ES	Futures	4748.04	4749.45	4746.63	4748.04	8846.0
2021-06-18 03:30:00	ES	Futures	4748.32	4748.32	4741.0	4742.13	9713.0
2021-06-18 04:00:00	ES	Futures	4742.13	4744.66	4741.56	4744.1	11399.0
2021-06-18 04:30:00	ES	Futures	4743.82	4744.94	4742.69	4743.53	5750.0
2021-06-18 05:00:00	ES	Futures	4743.53	4746.07	4742.13	4745.22	5049.0
2021-06-18 05:30:00	ES	Futures	4745.51	4746.35	4742.41	4744.66	7657.0
2021-06-18 06:00:00	ES	Futures	4744.66	4744.66	4737.34	4739.59	12051.0
2021-06-18 06:30:00	ES	Futures	4739.59	4742.13	4737.62	4738.75	7116.0
2021-06-18 07:00:00	ES	Futures	4738.75	4740.16	4727.48	4732.83	20452.0
2021-06-18 07:30:00	ES	Futures	4732.83	4734.24	4726.92	4731.99	14037.0
2021-06-18 08:00:00	ES	Futures	4732.27	4732.27	4700.73	4710.31	88598.0
2021-06-18 08:30:00	ES	Futures	4710.59	4719.88	4703.83	4719.04	52407.0
2021-06-18 09:00:00	ES	Futures	4718.75	4719.6	4702.7	4703.27	57411.0
2021-06-18 09:30:00	ES	Futures	4703.27	4712.28	4694.54	4705.24	277909.0
2021-06-18 10:00:00	ES	Futures	4705.24	4707.77	4692.57	4698.76	172429.0
2021-06-18 10:30:00	ES	Futures	4698.76	4705.24	4689.47	4693.69	132759.0
2021-06-18 11:00:00	ES	Futures	4693.41	4697.64	4686.94	4687.5	98178.0
2021-06-18 11:30:00	ES	Futures	4687.5	4701.86	4686.65	4699.89	81646.0
2021-06-18 12:00:00	ES	Futures	4699.89	4705.8	4695.67	4705.8	49961.0
2021-06-18 12:30:00	ES	Futures	4705.8	4705.8	4694.82	4699.33	44455.0
2021-06-18 13:00:00	ES	Futures	4699.61	4705.24	4696.23	4696.79	46059.0
2021-06-18 13:30:00	ES	Futures	4696.51	4702.14	4691.72	4698.48	43988.0
2021-06-18 14:00:00	ES	Futures	4698.2	4704.11	4695.38	4700.17	44863.0
2021-06-18 14:30:00	ES	Futures	4700.17	4701.02	4688.06	4689.47	56097.0
2021-06-18 15:00:00	ES	Futures	4689.47	4701.86	4686.65	4697.64	85509.0
2021-06-18 15:30:00	ES	Futures	4697.35	4702.14	4676.24	4679.61	223473.0
2021-06-18 16:00:00	ES	Futures	4679.61	4680.46	4671.45	4675.67	132945.0
2021-06-18 16:30:00	ES	Futures	4675.67	4677.08	4663.85	4664.97	19193.0
2021-06-18 00:00:00	NQ	Futures	16443.47	16443.76	16435.07	16438.83	1234.0
2021-06-18 00:30:00	NQ	Futures	16438.54	16443.47	16436.51	16439.12	508.0
2021-06-18 01:00:00	NQ	Futures	16439.7	16443.47	16435.65	16441.15	1066.0
2021-06-18 01:30:00	NQ	Futures	16440.86	16459.4	16436.51	16454.19	2098.0
2021-06-18 02:00:00	NQ	Futures	16454.19	16459.11	16441.15	16445.49	2696.0
2021-06-18 02:30:00	NQ	Futures	16446.07	16446.94	16436.8	16444.63	1571.0
2021-06-18 03:00:00	NQ	Futures	16443.76	16450.71	16437.96	16437.96	2359.0
2021-06-18 03:30:00	NQ	Futures	16438.83	16445.21	16417.4	16426.09	3855.0
2021-06-18 04:00:00	NQ	Futures	16426.09	16437.38	16421.16	16434.78	3185.0
2021-06-18 04:30:00	NQ	Futures	16434.49	16441.73	16430.14	16435.07	2780.0
2021-06-18 05:00:00	NQ	Futures	16434.49	16441.15	16428.11	16434.78	2397.0
2021-06-18 05:30:00	NQ	Futures	16435.65	16440.86	16429.56	16438.54	1932.0
2021-06-18 06:00:00	NQ	Futures	16437.96	16438.54	16415.37	16430.72	3470.0
2021-06-18 06:30:00	NQ	Futures	16430.14	16435.36	16423.19	16427.53	1924.0
2021-06-18 07:00:00	NQ	Futures	16426.96	16431.88	16380.9	16404.36	6896.0
2021-06-18 07:30:00	NQ	Futures	16404.36	16409.86	16378.0	16403.49	5091.0

> showing 50 of 3,046 rows — these rows as CSV

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