PREVIEW / futures_30min / 2021-06-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-29.parquet
  size:    96 KB
  rows:    3,606

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
2021-06-29 00:00:00	ES	Futures	4813.65	4815.62	4813.08	4813.93	1827.0
2021-06-29 00:30:00	ES	Futures	4813.93	4815.9	4813.37	4815.34	1247.0
2021-06-29 01:00:00	ES	Futures	4815.34	4816.18	4813.37	4814.21	2010.0
2021-06-29 01:30:00	ES	Futures	4814.21	4818.72	4814.21	4818.72	3037.0
2021-06-29 02:00:00	ES	Futures	4818.72	4818.72	4816.75	4817.87	2803.0
2021-06-29 02:30:00	ES	Futures	4817.87	4818.72	4815.06	4815.34	2987.0
2021-06-29 03:00:00	ES	Futures	4815.34	4823.22	4815.06	4820.69	11394.0
2021-06-29 03:30:00	ES	Futures	4820.69	4822.1	4819.56	4820.69	4529.0
2021-06-29 04:00:00	ES	Futures	4820.69	4822.38	4817.59	4817.59	6688.0
2021-06-29 04:30:00	ES	Futures	4817.59	4818.72	4815.06	4817.59	5619.0
2021-06-29 05:00:00	ES	Futures	4817.59	4821.25	4817.31	4819.84	4508.0
2021-06-29 05:30:00	ES	Futures	4819.84	4821.53	4818.72	4820.69	3886.0
2021-06-29 06:00:00	ES	Futures	4820.41	4821.53	4817.87	4819.56	3573.0
2021-06-29 06:30:00	ES	Futures	4819.56	4824.35	4819.0	4824.35	4510.0
2021-06-29 07:00:00	ES	Futures	4824.35	4824.35	4818.72	4819.0	6261.0
2021-06-29 07:30:00	ES	Futures	4819.0	4819.28	4815.9	4818.15	7232.0
2021-06-29 08:00:00	ES	Futures	4818.15	4823.5	4817.03	4820.97	10784.0
2021-06-29 08:30:00	ES	Futures	4820.97	4822.38	4820.12	4822.1	8730.0
2021-06-29 09:00:00	ES	Futures	4822.1	4827.16	4821.25	4825.47	16400.0
2021-06-29 09:30:00	ES	Futures	4825.47	4830.82	4824.91	4828.29	90778.0
2021-06-29 10:00:00	ES	Futures	4828.57	4829.98	4826.04	4828.57	63350.0
2021-06-29 10:30:00	ES	Futures	4828.85	4833.08	4827.73	4828.57	54736.0
2021-06-29 11:00:00	ES	Futures	4828.85	4829.42	4826.32	4828.85	36144.0
2021-06-29 11:30:00	ES	Futures	4828.85	4829.14	4825.19	4826.6	33285.0
2021-06-29 12:00:00	ES	Futures	4826.88	4827.73	4825.47	4827.16	21580.0
2021-06-29 12:30:00	ES	Futures	4827.16	4827.45	4824.07	4826.6	20472.0
2021-06-29 13:00:00	ES	Futures	4826.88	4827.45	4823.78	4824.07	18693.0
2021-06-29 13:30:00	ES	Futures	4823.78	4825.76	4822.66	4825.19	21234.0
2021-06-29 14:00:00	ES	Futures	4825.19	4827.45	4822.38	4822.94	31316.0
2021-06-29 14:30:00	ES	Futures	4822.94	4823.5	4817.31	4821.53	49091.0
2021-06-29 15:00:00	ES	Futures	4821.53	4824.07	4819.0	4823.78	31254.0
2021-06-29 15:30:00	ES	Futures	4823.5	4824.91	4820.97	4823.5	80384.0
2021-06-29 16:00:00	ES	Futures	4823.5	4827.73	4822.94	4826.6	29902.0
2021-06-29 16:30:00	ES	Futures	4826.88	4826.88	4824.63	4825.47	2733.0
2021-06-29 18:00:00	ES	Futures	4826.04	4827.16	4824.63	4826.04	1475.0
2021-06-29 18:30:00	ES	Futures	4825.76	4827.16	4825.19	4826.32	1209.0
2021-06-29 19:00:00	ES	Futures	4826.6	4829.14	4826.32	4828.57	1863.0
2021-06-29 19:30:00	ES	Futures	4828.57	4830.26	4828.29	4829.42	2171.0
2021-06-29 20:00:00	ES	Futures	4829.7	4831.95	4829.7	4830.54	4108.0
2021-06-29 20:30:00	ES	Futures	4830.54	4830.54	4827.16	4827.73	2961.0
2021-06-29 21:00:00	ES	Futures	4827.73	4829.7	4827.45	4828.57	2005.0
2021-06-29 21:30:00	ES	Futures	4828.57	4829.42	4826.32	4826.32	2574.0
2021-06-29 22:00:00	ES	Futures	4826.6	4828.57	4826.32	4828.29	1780.0
2021-06-29 22:30:00	ES	Futures	4828.01	4828.29	4826.04	4827.16	1661.0
2021-06-29 23:00:00	ES	Futures	4826.88	4828.29	4826.04	4828.29	1229.0
2021-06-29 23:30:00	ES	Futures	4828.29	4829.14	4827.73	4829.14	1357.0
2021-06-29 00:00:00	NQ	Futures	16779.5	16784.71	16777.76	16780.66	927.0
2021-06-29 00:30:00	NQ	Futures	16780.08	16785.58	16778.34	16785.29	604.0
2021-06-29 01:00:00	NQ	Futures	16785.58	16788.19	16775.15	16778.92	1022.0
2021-06-29 01:30:00	NQ	Futures	16778.92	16790.79	16778.92	16787.9	1202.0

> showing 50 of 3,606 rows — these rows as CSV

> unlock the full archive -- $79 one-time