PREVIEW / futures_30min / 2021-06-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-23.parquet
  size:    98 KB
  rows:    3,600

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
2021-06-23 00:00:00	ES	Futures	4778.73	4779.29	4777.61	4779.01	1207.0
2021-06-23 00:30:00	ES	Futures	4779.01	4779.58	4777.32	4777.32	1044.0
2021-06-23 01:00:00	ES	Futures	4777.61	4779.29	4776.76	4779.29	2264.0
2021-06-23 01:30:00	ES	Futures	4779.29	4784.36	4778.45	4782.11	4254.0
2021-06-23 02:00:00	ES	Futures	4782.39	4783.24	4778.73	4782.11	5204.0
2021-06-23 02:30:00	ES	Futures	4782.11	4784.93	4780.7	4782.39	4475.0
2021-06-23 03:00:00	ES	Futures	4782.39	4783.24	4775.07	4776.76	10621.0
2021-06-23 03:30:00	ES	Futures	4776.76	4778.73	4773.1	4775.07	6910.0
2021-06-23 04:00:00	ES	Futures	4775.07	4777.32	4773.38	4775.92	4689.0
2021-06-23 04:30:00	ES	Futures	4775.92	4777.32	4773.1	4775.07	4508.0
2021-06-23 05:00:00	ES	Futures	4775.07	4775.35	4770.57	4773.1	6001.0
2021-06-23 05:30:00	ES	Futures	4773.1	4775.35	4772.54	4773.1	4151.0
2021-06-23 06:00:00	ES	Futures	4773.38	4776.48	4770.85	4775.92	5916.0
2021-06-23 06:30:00	ES	Futures	4775.92	4776.48	4771.13	4772.54	4163.0
2021-06-23 07:00:00	ES	Futures	4772.26	4773.1	4765.22	4767.47	10839.0
2021-06-23 07:30:00	ES	Futures	4767.47	4772.54	4766.91	4771.41	7682.0
2021-06-23 08:00:00	ES	Futures	4771.41	4777.04	4770.57	4775.92	12306.0
2021-06-23 08:30:00	ES	Futures	4775.63	4777.89	4775.07	4777.32	8335.0
2021-06-23 09:00:00	ES	Futures	4777.04	4777.32	4771.97	4772.26	17900.0
2021-06-23 09:30:00	ES	Futures	4772.26	4779.58	4770.85	4777.61	127762.0
2021-06-23 10:00:00	ES	Futures	4777.32	4782.67	4773.38	4777.61	83729.0
2021-06-23 10:30:00	ES	Futures	4777.89	4778.45	4773.1	4776.76	53443.0
2021-06-23 11:00:00	ES	Futures	4776.48	4778.73	4770.0	4772.82	64455.0
2021-06-23 11:30:00	ES	Futures	4772.54	4774.51	4769.16	4773.66	41212.0
2021-06-23 12:00:00	ES	Futures	4773.66	4775.63	4772.54	4774.79	23027.0
2021-06-23 12:30:00	ES	Futures	4774.79	4774.79	4766.91	4771.97	42728.0
2021-06-23 13:00:00	ES	Futures	4771.97	4777.04	4770.85	4776.48	33287.0
2021-06-23 13:30:00	ES	Futures	4776.48	4777.04	4774.51	4776.76	23533.0
2021-06-23 14:00:00	ES	Futures	4776.76	4776.76	4772.54	4773.1	30036.0
2021-06-23 14:30:00	ES	Futures	4773.1	4775.35	4772.26	4774.51	23567.0
2021-06-23 15:00:00	ES	Futures	4774.51	4779.86	4772.54	4778.17	39614.0
2021-06-23 15:30:00	ES	Futures	4778.17	4778.45	4764.93	4766.34	126725.0
2021-06-23 16:00:00	ES	Futures	4766.06	4769.72	4765.78	4768.31	37951.0
2021-06-23 16:30:00	ES	Futures	4768.31	4768.88	4766.91	4768.31	4538.0
2021-06-23 18:00:00	ES	Futures	4768.59	4770.57	4766.34	4769.72	2971.0
2021-06-23 18:30:00	ES	Futures	4769.72	4771.97	4769.72	4770.85	1409.0
2021-06-23 19:00:00	ES	Futures	4770.85	4772.54	4769.44	4771.97	2119.0
2021-06-23 19:30:00	ES	Futures	4771.97	4772.82	4771.41	4772.54	2789.0
2021-06-23 20:00:00	ES	Futures	4772.54	4775.35	4771.97	4774.51	6407.0
2021-06-23 20:30:00	ES	Futures	4774.51	4775.63	4773.38	4774.79	2735.0
2021-06-23 21:00:00	ES	Futures	4774.51	4776.76	4774.23	4776.76	4126.0
2021-06-23 21:30:00	ES	Futures	4776.48	4778.45	4776.2	4777.04	5646.0
2021-06-23 22:00:00	ES	Futures	4777.32	4778.45	4776.76	4778.17	2343.0
2021-06-23 22:30:00	ES	Futures	4778.17	4778.73	4776.76	4777.61	2307.0
2021-06-23 23:00:00	ES	Futures	4777.89	4777.89	4776.2	4776.76	1434.0
2021-06-23 23:30:00	ES	Futures	4776.76	4778.73	4776.48	4778.45	1461.0
2021-06-23 00:00:00	NQ	Futures	16561.37	16561.95	16553.84	16559.05	960.0
2021-06-23 00:30:00	NQ	Futures	16559.05	16562.82	16554.13	16554.13	730.0
2021-06-23 01:00:00	NQ	Futures	16554.13	16564.55	16550.07	16561.95	1614.0
2021-06-23 01:30:00	NQ	Futures	16561.66	16585.7	16557.89	16576.14	2404.0

> showing 50 of 3,600 rows — these rows as CSV

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