PREVIEW / futures_30min / 2021-06-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-25.parquet
  size:    80 KB
  rows:    2,879

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
2021-06-25 00:00:00	ES	Futures	4802.38	4802.67	4800.41	4800.7	1503.0
2021-06-25 00:30:00	ES	Futures	4800.41	4800.41	4798.16	4798.72	2586.0
2021-06-25 01:00:00	ES	Futures	4799.01	4800.7	4798.16	4799.57	2607.0
2021-06-25 01:30:00	ES	Futures	4799.57	4801.54	4798.44	4800.41	2007.0
2021-06-25 02:00:00	ES	Futures	4800.7	4800.98	4795.91	4796.47	3859.0
2021-06-25 02:30:00	ES	Futures	4796.19	4797.88	4794.78	4796.19	3039.0
2021-06-25 03:00:00	ES	Futures	4796.19	4796.75	4790.84	4794.5	8369.0
2021-06-25 03:30:00	ES	Futures	4794.22	4797.03	4793.66	4795.91	3792.0
2021-06-25 04:00:00	ES	Futures	4795.91	4798.16	4793.66	4796.19	6092.0
2021-06-25 04:30:00	ES	Futures	4796.19	4798.16	4795.91	4796.75	3106.0
2021-06-25 05:00:00	ES	Futures	4796.75	4797.32	4794.5	4796.19	3026.0
2021-06-25 05:30:00	ES	Futures	4796.19	4800.98	4795.63	4799.29	6107.0
2021-06-25 06:00:00	ES	Futures	4799.29	4799.57	4796.47	4797.6	3470.0
2021-06-25 06:30:00	ES	Futures	4797.6	4800.13	4797.6	4799.57	2656.0
2021-06-25 07:00:00	ES	Futures	4799.85	4800.7	4798.16	4799.57	5350.0
2021-06-25 07:30:00	ES	Futures	4799.57	4800.13	4795.06	4796.47	5601.0
2021-06-25 08:00:00	ES	Futures	4796.47	4799.01	4795.91	4796.47	6904.0
2021-06-25 08:30:00	ES	Futures	4796.47	4804.36	4796.47	4802.38	21452.0
2021-06-25 09:00:00	ES	Futures	4802.38	4804.07	4802.1	4802.95	13870.0
2021-06-25 09:30:00	ES	Futures	4802.95	4805.2	4799.01	4802.38	97576.0
2021-06-25 10:00:00	ES	Futures	4802.1	4809.42	4799.57	4807.73	66757.0
2021-06-25 10:30:00	ES	Futures	4808.02	4808.86	4802.67	4802.95	56684.0
2021-06-25 11:00:00	ES	Futures	4802.95	4807.45	4802.38	4807.45	42536.0
2021-06-25 11:30:00	ES	Futures	4807.45	4808.02	4805.48	4807.45	27447.0
2021-06-25 12:00:00	ES	Futures	4807.45	4808.3	4804.92	4805.2	25427.0
2021-06-25 12:30:00	ES	Futures	4805.2	4808.02	4805.2	4807.45	19644.0
2021-06-25 13:00:00	ES	Futures	4807.45	4807.45	4804.64	4805.76	22510.0
2021-06-25 13:30:00	ES	Futures	4805.76	4807.73	4803.51	4806.89	24976.0
2021-06-25 14:00:00	ES	Futures	4806.89	4809.14	4805.48	4808.3	26297.0
2021-06-25 14:30:00	ES	Futures	4808.3	4811.4	4807.45	4810.55	34456.0
2021-06-25 15:00:00	ES	Futures	4810.55	4815.34	4809.99	4810.83	51411.0
2021-06-25 15:30:00	ES	Futures	4810.83	4817.03	4809.14	4810.27	168136.0
2021-06-25 16:00:00	ES	Futures	4810.27	4813.65	4809.14	4811.11	57310.0
2021-06-25 16:30:00	ES	Futures	4811.11	4814.77	4811.11	4814.49	6904.0
2021-06-25 00:00:00	NQ	Futures	16655.22	16657.25	16641.61	16642.19	1411.0
2021-06-25 00:30:00	NQ	Futures	16642.19	16643.64	16635.82	16640.45	880.0
2021-06-25 01:00:00	NQ	Futures	16641.32	16647.98	16634.37	16644.8	1442.0
2021-06-25 01:30:00	NQ	Futures	16644.8	16655.22	16637.84	16646.53	1127.0
2021-06-25 02:00:00	NQ	Futures	16646.53	16647.98	16631.47	16634.66	1752.0
2021-06-25 02:30:00	NQ	Futures	16634.95	16644.22	16632.63	16641.03	1143.0
2021-06-25 03:00:00	NQ	Futures	16640.45	16643.64	16621.33	16630.31	2487.0
2021-06-25 03:30:00	NQ	Futures	16628.86	16642.19	16627.41	16638.71	1971.0
2021-06-25 04:00:00	NQ	Futures	16639.29	16655.51	16634.95	16649.43	3437.0
2021-06-25 04:30:00	NQ	Futures	16650.59	16654.93	16645.95	16652.33	1303.0
2021-06-25 05:00:00	NQ	Futures	16652.33	16654.93	16644.22	16648.56	1210.0
2021-06-25 05:30:00	NQ	Futures	16648.27	16676.37	16644.8	16667.1	4037.0
2021-06-25 06:00:00	NQ	Futures	16666.52	16667.68	16652.91	16655.22	1884.0
2021-06-25 06:30:00	NQ	Futures	16654.93	16667.68	16654.93	16664.49	1459.0
2021-06-25 07:00:00	NQ	Futures	16664.49	16666.52	16650.59	16656.09	2102.0
2021-06-25 07:30:00	NQ	Futures	16656.09	16660.15	16635.82	16641.9	3367.0

> showing 50 of 2,879 rows — these rows as CSV

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