PREVIEW / futures_30min / 2021-06-30

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-06-30.parquet
  size:    101 KB
  rows:    3,645

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
2021-06-30 00:00:00	ES	Futures	4828.85	4829.42	4827.73	4828.01	1068.0
2021-06-30 00:30:00	ES	Futures	4828.01	4829.7	4827.73	4829.42	1340.0
2021-06-30 01:00:00	ES	Futures	4829.42	4829.7	4827.73	4828.01	1097.0
2021-06-30 01:30:00	ES	Futures	4828.29	4828.85	4825.19	4825.47	2273.0
2021-06-30 02:00:00	ES	Futures	4825.47	4826.32	4823.5	4826.32	5247.0
2021-06-30 02:30:00	ES	Futures	4826.04	4827.16	4824.35	4824.91	2977.0
2021-06-30 03:00:00	ES	Futures	4824.91	4828.57	4824.35	4827.16	9041.0
2021-06-30 03:30:00	ES	Futures	4826.88	4828.57	4826.04	4828.01	4638.0
2021-06-30 04:00:00	ES	Futures	4828.01	4828.29	4815.06	4816.46	20192.0
2021-06-30 04:30:00	ES	Futures	4816.46	4817.03	4813.65	4813.93	18180.0
2021-06-30 05:00:00	ES	Futures	4813.93	4813.93	4808.58	4812.8	14645.0
2021-06-30 05:30:00	ES	Futures	4812.8	4816.46	4811.11	4814.77	12036.0
2021-06-30 06:00:00	ES	Futures	4814.77	4819.56	4814.49	4819.28	11193.0
2021-06-30 06:30:00	ES	Futures	4819.0	4819.84	4816.46	4816.75	6790.0
2021-06-30 07:00:00	ES	Futures	4816.46	4824.91	4816.46	4819.56	12438.0
2021-06-30 07:30:00	ES	Futures	4819.84	4822.1	4819.84	4821.53	8592.0
2021-06-30 08:00:00	ES	Futures	4821.25	4824.35	4818.15	4818.15	11883.0
2021-06-30 08:30:00	ES	Futures	4818.43	4819.84	4817.31	4818.15	11032.0
2021-06-30 09:00:00	ES	Futures	4818.15	4818.43	4814.49	4817.59	17959.0
2021-06-30 09:30:00	ES	Futures	4817.87	4826.32	4817.59	4821.53	119128.0
2021-06-30 10:00:00	ES	Futures	4821.53	4826.88	4821.25	4825.76	69647.0
2021-06-30 10:30:00	ES	Futures	4825.76	4830.54	4825.19	4829.14	61829.0
2021-06-30 11:00:00	ES	Futures	4829.14	4831.11	4824.35	4826.04	50586.0
2021-06-30 11:30:00	ES	Futures	4826.32	4828.01	4824.35	4826.32	32934.0
2021-06-30 12:00:00	ES	Futures	4826.32	4828.01	4824.35	4824.63	29720.0
2021-06-30 12:30:00	ES	Futures	4824.91	4828.85	4823.78	4826.88	32102.0
2021-06-30 13:00:00	ES	Futures	4826.88	4828.01	4824.91	4825.47	23769.0
2021-06-30 13:30:00	ES	Futures	4825.47	4826.32	4824.35	4825.47	16978.0
2021-06-30 14:00:00	ES	Futures	4825.47	4826.04	4822.1	4825.76	25982.0
2021-06-30 14:30:00	ES	Futures	4825.76	4827.45	4824.63	4826.04	24326.0
2021-06-30 15:00:00	ES	Futures	4826.32	4829.7	4825.47	4828.85	31160.0
2021-06-30 15:30:00	ES	Futures	4829.14	4836.17	4826.6	4828.01	248797.0
2021-06-30 16:00:00	ES	Futures	4828.01	4835.61	4826.6	4834.77	64520.0
2021-06-30 16:30:00	ES	Futures	4834.49	4836.74	4834.49	4835.89	5886.0
2021-06-30 18:00:00	ES	Futures	4836.74	4838.43	4835.33	4836.74	3712.0
2021-06-30 18:30:00	ES	Futures	4836.74	4838.15	4836.46	4837.86	1179.0
2021-06-30 19:00:00	ES	Futures	4837.58	4837.58	4836.74	4837.02	1447.0
2021-06-30 19:30:00	ES	Futures	4836.74	4837.3	4835.61	4837.02	2392.0
2021-06-30 20:00:00	ES	Futures	4837.02	4840.12	4834.2	4839.55	6861.0
2021-06-30 20:30:00	ES	Futures	4839.84	4840.4	4838.43	4839.84	3895.0
2021-06-30 21:00:00	ES	Futures	4839.55	4841.24	4838.99	4840.12	3328.0
2021-06-30 21:30:00	ES	Futures	4840.12	4840.68	4838.15	4840.68	3327.0
2021-06-30 22:00:00	ES	Futures	4840.68	4840.68	4839.27	4840.12	1404.0
2021-06-30 22:30:00	ES	Futures	4840.12	4840.4	4838.99	4838.99	1763.0
2021-06-30 23:00:00	ES	Futures	4839.27	4839.84	4837.86	4838.71	1831.0
2021-06-30 23:30:00	ES	Futures	4838.99	4840.12	4837.58	4838.43	2478.0
2021-06-30 00:00:00	NQ	Futures	16894.79	16896.82	16892.18	16893.63	464.0
2021-06-30 00:30:00	NQ	Futures	16893.34	16900.58	16889.58	16897.4	737.0
2021-06-30 01:00:00	NQ	Futures	16897.69	16898.85	16888.71	16889.87	731.0
2021-06-30 01:30:00	NQ	Futures	16890.45	16893.63	16882.33	16884.36	1299.0

> showing 50 of 3,645 rows — these rows as CSV

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