PREVIEW / futures_30min / 2021-06-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-22.parquet
  size:    103 KB
  rows:    3,675

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
2021-06-22 00:00:00	ES	Futures	4753.11	4755.64	4752.83	4755.08	1898.0
2021-06-22 00:30:00	ES	Futures	4754.8	4760.15	4754.23	4756.49	3849.0
2021-06-22 01:00:00	ES	Futures	4756.49	4756.49	4752.26	4753.11	2554.0
2021-06-22 01:30:00	ES	Futures	4753.39	4755.64	4751.98	4753.95	3625.0
2021-06-22 02:00:00	ES	Futures	4753.95	4757.05	4750.86	4755.08	5979.0
2021-06-22 02:30:00	ES	Futures	4755.08	4755.08	4750.29	4751.7	4794.0
2021-06-22 03:00:00	ES	Futures	4751.7	4751.98	4744.38	4747.19	11655.0
2021-06-22 03:30:00	ES	Futures	4747.19	4750.01	4737.9	4739.87	13028.0
2021-06-22 04:00:00	ES	Futures	4739.59	4744.1	4738.47	4739.31	10982.0
2021-06-22 04:30:00	ES	Futures	4739.03	4741.28	4737.06	4739.03	6451.0
2021-06-22 05:00:00	ES	Futures	4739.03	4744.66	4738.75	4744.1	6650.0
2021-06-22 05:30:00	ES	Futures	4744.1	4744.66	4737.9	4740.44	5866.0
2021-06-22 06:00:00	ES	Futures	4740.44	4747.48	4739.87	4743.25	6927.0
2021-06-22 06:30:00	ES	Futures	4743.25	4748.04	4742.41	4746.35	4556.0
2021-06-22 07:00:00	ES	Futures	4746.35	4753.11	4745.22	4752.83	10165.0
2021-06-22 07:30:00	ES	Futures	4752.83	4754.52	4750.29	4753.11	6523.0
2021-06-22 08:00:00	ES	Futures	4753.11	4755.36	4750.86	4750.86	11693.0
2021-06-22 08:30:00	ES	Futures	4751.14	4752.83	4743.25	4745.22	15874.0
2021-06-22 09:00:00	ES	Futures	4745.22	4750.57	4744.38	4746.35	17561.0
2021-06-22 09:30:00	ES	Futures	4746.07	4749.17	4737.62	4741.28	123780.0
2021-06-22 10:00:00	ES	Futures	4741.28	4751.7	4737.06	4750.86	88107.0
2021-06-22 10:30:00	ES	Futures	4750.57	4757.61	4750.01	4757.61	57016.0
2021-06-22 11:00:00	ES	Futures	4757.61	4766.34	4756.21	4763.81	72486.0
2021-06-22 11:30:00	ES	Futures	4763.81	4765.22	4758.74	4759.3	37296.0
2021-06-22 12:00:00	ES	Futures	4759.58	4764.37	4759.58	4764.09	31324.0
2021-06-22 12:30:00	ES	Futures	4764.09	4764.37	4760.99	4762.4	24427.0
2021-06-22 13:00:00	ES	Futures	4762.12	4765.22	4760.43	4763.53	30169.0
2021-06-22 13:30:00	ES	Futures	4763.81	4764.37	4762.68	4763.53	19705.0
2021-06-22 14:00:00	ES	Futures	4763.81	4766.34	4761.56	4764.37	31398.0
2021-06-22 14:30:00	ES	Futures	4764.65	4770.85	4763.81	4769.72	50420.0
2021-06-22 15:00:00	ES	Futures	4769.72	4781.83	4769.44	4779.86	90405.0
2021-06-22 15:30:00	ES	Futures	4779.86	4781.27	4770.28	4771.13	131044.0
2021-06-22 16:00:00	ES	Futures	4771.13	4773.66	4768.59	4771.41	52223.0
2021-06-22 16:30:00	ES	Futures	4771.69	4775.63	4771.41	4771.97	5502.0
2021-06-22 18:00:00	ES	Futures	4772.82	4773.94	4771.13	4771.69	2520.0
2021-06-22 18:30:00	ES	Futures	4771.69	4773.1	4770.57	4771.97	1498.0
2021-06-22 19:00:00	ES	Futures	4771.69	4773.94	4771.69	4772.54	1222.0
2021-06-22 19:30:00	ES	Futures	4772.54	4774.51	4772.26	4773.1	2142.0
2021-06-22 20:00:00	ES	Futures	4773.1	4776.48	4771.13	4774.23	4434.0
2021-06-22 20:30:00	ES	Futures	4774.51	4775.63	4772.26	4775.07	2521.0
2021-06-22 21:00:00	ES	Futures	4775.07	4778.45	4775.07	4777.04	3453.0
2021-06-22 21:30:00	ES	Futures	4776.76	4777.89	4775.07	4776.76	3083.0
2021-06-22 22:00:00	ES	Futures	4776.76	4779.29	4776.48	4778.17	2886.0
2021-06-22 22:30:00	ES	Futures	4778.17	4779.58	4777.61	4778.45	2178.0
2021-06-22 23:00:00	ES	Futures	4778.45	4780.7	4778.45	4779.58	1969.0
2021-06-22 23:30:00	ES	Futures	4779.86	4780.14	4778.45	4778.73	1137.0
2021-06-22 00:00:00	NQ	Futures	16381.48	16390.74	16380.03	16387.85	675.0
2021-06-22 00:30:00	NQ	Futures	16387.85	16399.44	16386.11	16391.61	1160.0
2021-06-22 01:00:00	NQ	Futures	16391.9	16392.19	16378.87	16382.34	937.0
2021-06-22 01:30:00	NQ	Futures	16382.92	16388.43	16373.07	16377.42	1523.0

> showing 50 of 3,675 rows — these rows as CSV

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