PREVIEW / futures_30min / 2021-06-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-24.parquet
  size:    95 KB
  rows:    3,533

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
2021-06-24 00:00:00	ES	Futures	4778.45	4778.73	4777.61	4777.61	628.0
2021-06-24 00:30:00	ES	Futures	4777.89	4777.89	4776.76	4777.04	949.0
2021-06-24 01:00:00	ES	Futures	4777.32	4777.89	4774.51	4775.07	1956.0
2021-06-24 01:30:00	ES	Futures	4775.35	4776.48	4774.51	4775.63	1699.0
2021-06-24 02:00:00	ES	Futures	4775.63	4777.61	4774.79	4777.61	3306.0
2021-06-24 02:30:00	ES	Futures	4777.61	4778.45	4776.2	4776.76	3167.0
2021-06-24 03:00:00	ES	Futures	4777.04	4781.27	4775.35	4778.45	11663.0
2021-06-24 03:30:00	ES	Futures	4778.17	4781.27	4776.2	4780.42	6888.0
2021-06-24 04:00:00	ES	Futures	4780.14	4787.74	4779.86	4786.05	14926.0
2021-06-24 04:30:00	ES	Futures	4786.05	4788.87	4786.05	4788.02	7249.0
2021-06-24 05:00:00	ES	Futures	4788.31	4791.68	4787.74	4789.43	8996.0
2021-06-24 05:30:00	ES	Futures	4789.71	4791.12	4787.74	4788.87	6588.0
2021-06-24 06:00:00	ES	Futures	4789.15	4791.97	4787.46	4790.0	4945.0
2021-06-24 06:30:00	ES	Futures	4790.0	4790.56	4788.31	4788.87	4686.0
2021-06-24 07:00:00	ES	Futures	4789.15	4790.84	4787.74	4788.59	9542.0
2021-06-24 07:30:00	ES	Futures	4788.59	4790.0	4787.46	4789.15	5933.0
2021-06-24 08:00:00	ES	Futures	4789.15	4791.12	4788.87	4790.28	8799.0
2021-06-24 08:30:00	ES	Futures	4790.28	4790.84	4784.65	4787.74	15126.0
2021-06-24 09:00:00	ES	Futures	4788.02	4793.09	4786.62	4791.68	15511.0
2021-06-24 09:30:00	ES	Futures	4791.68	4796.19	4789.71	4791.68	112242.0
2021-06-24 10:00:00	ES	Futures	4791.97	4798.44	4789.71	4798.16	82883.0
2021-06-24 10:30:00	ES	Futures	4798.16	4798.72	4791.97	4792.81	50709.0
2021-06-24 11:00:00	ES	Futures	4793.09	4795.06	4790.56	4792.81	31767.0
2021-06-24 11:30:00	ES	Futures	4792.81	4793.94	4788.31	4790.28	35898.0
2021-06-24 12:00:00	ES	Futures	4790.28	4794.78	4790.0	4792.25	24113.0
2021-06-24 12:30:00	ES	Futures	4792.53	4796.75	4791.12	4795.35	39056.0
2021-06-24 13:00:00	ES	Futures	4795.35	4799.01	4791.68	4793.37	40773.0
2021-06-24 13:30:00	ES	Futures	4793.37	4794.78	4790.28	4794.5	34113.0
2021-06-24 14:00:00	ES	Futures	4794.5	4797.88	4793.94	4797.32	31129.0
2021-06-24 14:30:00	ES	Futures	4797.6	4799.01	4795.91	4797.32	24946.0
2021-06-24 15:00:00	ES	Futures	4797.03	4797.6	4792.53	4793.37	33384.0
2021-06-24 15:30:00	ES	Futures	4793.37	4797.03	4791.4	4793.66	100331.0
2021-06-24 16:00:00	ES	Futures	4793.66	4797.03	4793.09	4796.47	33312.0
2021-06-24 16:30:00	ES	Futures	4796.75	4802.38	4795.91	4800.7	9155.0
2021-06-24 18:00:00	ES	Futures	4800.41	4800.98	4797.88	4800.41	2928.0
2021-06-24 18:30:00	ES	Futures	4800.41	4800.41	4798.44	4800.13	1433.0
2021-06-24 19:00:00	ES	Futures	4800.13	4800.13	4796.75	4797.6	1801.0
2021-06-24 19:30:00	ES	Futures	4797.6	4800.13	4797.03	4797.6	1938.0
2021-06-24 20:00:00	ES	Futures	4797.88	4799.57	4796.19	4798.44	3511.0
2021-06-24 20:30:00	ES	Futures	4798.16	4798.44	4795.91	4797.6	2227.0
2021-06-24 21:00:00	ES	Futures	4797.88	4799.01	4795.35	4795.91	3356.0
2021-06-24 21:30:00	ES	Futures	4795.91	4799.85	4795.35	4797.88	4249.0
2021-06-24 22:00:00	ES	Futures	4798.16	4800.13	4797.6	4799.85	2488.0
2021-06-24 22:30:00	ES	Futures	4799.85	4800.13	4798.44	4799.57	2034.0
2021-06-24 23:00:00	ES	Futures	4799.57	4800.7	4798.72	4800.41	1838.0
2021-06-24 23:30:00	ES	Futures	4800.7	4802.95	4799.57	4802.38	2757.0
2021-06-24 00:00:00	NQ	Futures	16575.27	16576.72	16570.93	16571.8	456.0
2021-06-24 00:30:00	NQ	Futures	16571.8	16573.82	16568.9	16571.8	537.0
2021-06-24 01:00:00	NQ	Futures	16572.09	16575.56	16563.68	16565.71	873.0
2021-06-24 01:30:00	NQ	Futures	16566.29	16572.66	16564.55	16569.77	877.0

> showing 50 of 3,533 rows — these rows as CSV

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