PREVIEW / futures_30min / 2021-06-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-21.parquet
  size:    108 KB
  rows:    3,730

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
2021-06-21 00:00:00	ES	Futures	4653.15	4658.21	4651.18	4653.43	5558.0
2021-06-21 00:30:00	ES	Futures	4653.43	4657.65	4652.86	4657.65	3708.0
2021-06-21 01:00:00	ES	Futures	4657.37	4659.06	4655.4	4657.09	3511.0
2021-06-21 01:30:00	ES	Futures	4657.09	4659.62	4656.24	4659.34	4341.0
2021-06-21 02:00:00	ES	Futures	4659.34	4673.7	4658.78	4672.86	12128.0
2021-06-21 02:30:00	ES	Futures	4672.86	4677.93	4670.04	4670.6	10987.0
2021-06-21 03:00:00	ES	Futures	4670.89	4676.52	4669.48	4672.01	24272.0
2021-06-21 03:30:00	ES	Futures	4672.01	4695.1	4671.45	4691.44	26241.0
2021-06-21 04:00:00	ES	Futures	4691.44	4693.41	4686.09	4690.6	15731.0
2021-06-21 04:30:00	ES	Futures	4690.6	4696.51	4689.75	4695.38	8430.0
2021-06-21 05:00:00	ES	Futures	4695.38	4705.24	4693.98	4703.55	15833.0
2021-06-21 05:30:00	ES	Futures	4703.55	4704.96	4699.33	4700.17	11408.0
2021-06-21 06:00:00	ES	Futures	4700.45	4702.14	4697.07	4698.76	8611.0
2021-06-21 06:30:00	ES	Futures	4698.76	4701.86	4697.35	4699.89	7068.0
2021-06-21 07:00:00	ES	Futures	4700.17	4702.14	4691.72	4693.41	12498.0
2021-06-21 07:30:00	ES	Futures	4693.41	4700.73	4692.29	4698.48	13258.0
2021-06-21 08:00:00	ES	Futures	4698.48	4700.17	4693.69	4695.1	15035.0
2021-06-21 08:30:00	ES	Futures	4694.82	4701.3	4693.98	4700.45	12370.0
2021-06-21 09:00:00	ES	Futures	4700.45	4702.42	4698.48	4701.02	16734.0
2021-06-21 09:30:00	ES	Futures	4700.73	4714.25	4690.88	4712.56	194262.0
2021-06-21 10:00:00	ES	Futures	4712.56	4727.77	4711.43	4726.36	153675.0
2021-06-21 10:30:00	ES	Futures	4726.36	4739.87	4726.36	4737.34	105614.0
2021-06-21 11:00:00	ES	Futures	4737.34	4739.03	4733.12	4735.09	67232.0
2021-06-21 11:30:00	ES	Futures	4735.37	4741.56	4734.81	4738.75	64449.0
2021-06-21 12:00:00	ES	Futures	4739.03	4740.72	4734.81	4737.34	37799.0
2021-06-21 12:30:00	ES	Futures	4737.34	4739.31	4735.37	4735.65	31781.0
2021-06-21 13:00:00	ES	Futures	4735.93	4739.31	4734.52	4738.47	31884.0
2021-06-21 13:30:00	ES	Futures	4738.47	4748.32	4738.47	4745.22	58110.0
2021-06-21 14:00:00	ES	Futures	4745.51	4747.19	4742.69	4743.53	33394.0
2021-06-21 14:30:00	ES	Futures	4743.53	4745.79	4741.0	4744.38	37486.0
2021-06-21 15:00:00	ES	Futures	4744.38	4747.76	4740.72	4744.1	48006.0
2021-06-21 15:30:00	ES	Futures	4744.38	4748.88	4740.72	4746.35	139886.0
2021-06-21 16:00:00	ES	Futures	4746.35	4751.98	4744.66	4751.98	52656.0
2021-06-21 16:30:00	ES	Futures	4751.7	4752.83	4750.29	4751.42	6765.0
2021-06-21 18:00:00	ES	Futures	4752.26	4752.83	4750.57	4750.86	2352.0
2021-06-21 18:30:00	ES	Futures	4750.86	4751.14	4749.17	4749.73	2431.0
2021-06-21 19:00:00	ES	Futures	4749.73	4754.8	4749.17	4754.52	2491.0
2021-06-21 19:30:00	ES	Futures	4754.52	4754.8	4749.17	4750.29	3183.0
2021-06-21 20:00:00	ES	Futures	4750.29	4752.54	4748.32	4750.57	4733.0
2021-06-21 20:30:00	ES	Futures	4750.57	4753.39	4748.32	4749.17	3254.0
2021-06-21 21:00:00	ES	Futures	4748.88	4750.57	4747.48	4748.32	3638.0
2021-06-21 21:30:00	ES	Futures	4748.32	4750.29	4747.19	4748.32	2717.0
2021-06-21 22:00:00	ES	Futures	4748.32	4751.98	4748.04	4751.42	2923.0
2021-06-21 22:30:00	ES	Futures	4751.42	4752.54	4750.86	4751.42	1930.0
2021-06-21 23:00:00	ES	Futures	4751.42	4753.67	4750.86	4752.83	1553.0
2021-06-21 23:30:00	ES	Futures	4753.11	4754.23	4751.7	4753.11	1839.0
2021-06-21 00:00:00	NQ	Futures	16224.76	16235.77	16218.67	16222.15	2187.0
2021-06-21 00:30:00	NQ	Futures	16221.86	16229.1	16212.88	16223.31	1570.0
2021-06-21 01:00:00	NQ	Futures	16223.02	16229.39	16212.88	16223.02	1821.0
2021-06-21 01:30:00	NQ	Futures	16223.6	16233.74	16219.25	16232.0	1595.0

> showing 50 of 3,730 rows — these rows as CSV

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