PREVIEW / futures_30min / 2021-06-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-28.parquet
  size:    98 KB
  rows:    3,605

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
2021-06-28 00:00:00	ES	Futures	4813.37	4813.65	4812.24	4812.52	1168.0
2021-06-28 00:30:00	ES	Futures	4812.52	4813.37	4811.96	4813.08	1395.0
2021-06-28 01:00:00	ES	Futures	4813.37	4814.21	4812.24	4814.21	1849.0
2021-06-28 01:30:00	ES	Futures	4814.21	4817.03	4813.65	4817.03	3652.0
2021-06-28 02:00:00	ES	Futures	4817.03	4817.03	4813.37	4813.93	3303.0
2021-06-28 02:30:00	ES	Futures	4813.93	4815.06	4812.52	4813.37	2977.0
2021-06-28 03:00:00	ES	Futures	4813.65	4817.87	4811.68	4816.75	9332.0
2021-06-28 03:30:00	ES	Futures	4816.75	4817.59	4813.65	4813.65	6803.0
2021-06-28 04:00:00	ES	Futures	4813.93	4814.77	4808.58	4808.58	9710.0
2021-06-28 04:30:00	ES	Futures	4808.58	4813.65	4808.58	4813.37	4555.0
2021-06-28 05:00:00	ES	Futures	4813.37	4814.49	4811.68	4813.08	3514.0
2021-06-28 05:30:00	ES	Futures	4813.08	4814.21	4810.83	4813.08	2864.0
2021-06-28 06:00:00	ES	Futures	4813.08	4813.37	4807.73	4809.71	4722.0
2021-06-28 06:30:00	ES	Futures	4809.42	4812.24	4807.73	4811.68	3877.0
2021-06-28 07:00:00	ES	Futures	4811.4	4816.46	4810.83	4814.21	10527.0
2021-06-28 07:30:00	ES	Futures	4814.49	4815.06	4811.11	4813.37	8391.0
2021-06-28 08:00:00	ES	Futures	4813.65	4816.18	4811.68	4816.18	8683.0
2021-06-28 08:30:00	ES	Futures	4815.9	4819.0	4814.77	4818.43	8477.0
2021-06-28 09:00:00	ES	Futures	4818.43	4820.12	4817.03	4817.31	10448.0
2021-06-28 09:30:00	ES	Futures	4817.59	4818.43	4804.64	4811.96	117476.0
2021-06-28 10:00:00	ES	Futures	4812.24	4813.65	4808.3	4811.68	60980.0
2021-06-28 10:30:00	ES	Futures	4811.4	4814.49	4808.86	4809.99	44513.0
2021-06-28 11:00:00	ES	Futures	4809.99	4813.37	4806.33	4807.17	51019.0
2021-06-28 11:30:00	ES	Futures	4807.45	4810.83	4806.05	4810.27	29250.0
2021-06-28 12:00:00	ES	Futures	4810.55	4811.96	4807.73	4808.58	26607.0
2021-06-28 12:30:00	ES	Futures	4808.3	4809.42	4806.05	4806.05	21619.0
2021-06-28 13:00:00	ES	Futures	4806.05	4806.89	4802.95	4804.07	39137.0
2021-06-28 13:30:00	ES	Futures	4803.79	4810.27	4803.23	4809.71	29934.0
2021-06-28 14:00:00	ES	Futures	4809.71	4812.8	4809.42	4812.52	26710.0
2021-06-28 14:30:00	ES	Futures	4812.52	4815.34	4811.96	4814.77	31022.0
2021-06-28 15:00:00	ES	Futures	4814.77	4818.72	4812.8	4817.87	45860.0
2021-06-28 15:30:00	ES	Futures	4817.87	4822.94	4816.75	4820.97	98868.0
2021-06-28 16:00:00	ES	Futures	4820.97	4821.53	4819.0	4820.97	38135.0
2021-06-28 16:30:00	ES	Futures	4821.25	4822.66	4820.69	4822.1	5178.0
2021-06-28 18:00:00	ES	Futures	4821.25	4821.25	4817.59	4818.15	3102.0
2021-06-28 18:30:00	ES	Futures	4818.15	4819.0	4817.59	4818.15	791.0
2021-06-28 19:00:00	ES	Futures	4818.15	4819.28	4817.31	4818.15	1144.0
2021-06-28 19:30:00	ES	Futures	4818.15	4818.15	4816.75	4817.59	1988.0
2021-06-28 20:00:00	ES	Futures	4817.59	4817.87	4814.21	4817.03	5356.0
2021-06-28 20:30:00	ES	Futures	4816.75	4817.59	4815.06	4815.34	1978.0
2021-06-28 21:00:00	ES	Futures	4815.34	4816.18	4813.37	4816.18	3365.0
2021-06-28 21:30:00	ES	Futures	4815.9	4815.9	4811.4	4813.65	5130.0
2021-06-28 22:00:00	ES	Futures	4813.65	4813.93	4812.24	4813.08	1941.0
2021-06-28 22:30:00	ES	Futures	4812.8	4813.93	4812.24	4813.65	1505.0
2021-06-28 23:00:00	ES	Futures	4813.65	4813.93	4812.24	4813.37	1221.0
2021-06-28 23:30:00	ES	Futures	4813.37	4813.93	4812.8	4813.65	1770.0
2021-06-28 00:00:00	NQ	Futures	16628.86	16632.05	16626.55	16630.6	401.0
2021-06-28 00:30:00	NQ	Futures	16630.89	16638.71	16627.99	16635.82	932.0
2021-06-28 01:00:00	NQ	Futures	16636.1	16643.35	16633.79	16642.77	1145.0
2021-06-28 01:30:00	NQ	Futures	16642.48	16645.09	16631.18	16641.03	1616.0

> showing 50 of 3,605 rows — these rows as CSV

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