PREVIEW / futures_30min / 2021-07-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-05.parquet
  size:    70 KB
  rows:    2,649

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
2021-07-05 00:00:00	ES	Futures	4884.33	4885.73	4884.04	4885.73	671.0
2021-07-05 00:30:00	ES	Futures	4885.73	4886.58	4884.89	4885.45	728.0
2021-07-05 01:00:00	ES	Futures	4885.45	4885.73	4882.92	4884.33	1715.0
2021-07-05 01:30:00	ES	Futures	4884.04	4886.01	4883.76	4884.33	1926.0
2021-07-05 02:00:00	ES	Futures	4884.33	4884.89	4882.07	4884.33	2934.0
2021-07-05 02:30:00	ES	Futures	4884.33	4884.89	4883.2	4884.89	1679.0
2021-07-05 03:00:00	ES	Futures	4885.17	4885.45	4880.66	4881.23	7341.0
2021-07-05 03:30:00	ES	Futures	4881.51	4883.2	4880.38	4882.64	4046.0
2021-07-05 04:00:00	ES	Futures	4882.64	4886.86	4881.51	4886.86	4269.0
2021-07-05 04:30:00	ES	Futures	4886.86	4888.55	4885.45	4885.73	4313.0
2021-07-05 05:00:00	ES	Futures	4885.73	4888.55	4885.17	4887.42	2413.0
2021-07-05 05:30:00	ES	Futures	4887.42	4889.68	4887.42	4887.99	3147.0
2021-07-05 06:00:00	ES	Futures	4888.27	4889.68	4887.14	4887.42	3145.0
2021-07-05 06:30:00	ES	Futures	4887.14	4890.24	4886.58	4889.68	2562.0
2021-07-05 07:00:00	ES	Futures	4889.68	4892.21	4889.39	4891.65	3411.0
2021-07-05 07:30:00	ES	Futures	4891.36	4892.21	4889.11	4889.39	2147.0
2021-07-05 08:00:00	ES	Futures	4889.39	4891.93	4889.11	4891.93	1846.0
2021-07-05 08:30:00	ES	Futures	4891.93	4892.49	4890.8	4892.21	2168.0
2021-07-05 09:00:00	ES	Futures	4891.93	4892.77	4891.08	4891.65	2356.0
2021-07-05 09:30:00	ES	Futures	4891.93	4892.77	4889.96	4892.21	2722.0
2021-07-05 10:00:00	ES	Futures	4892.21	4893.05	4890.52	4893.05	2870.0
2021-07-05 10:30:00	ES	Futures	4893.05	4894.46	4892.77	4893.62	2850.0
2021-07-05 11:00:00	ES	Futures	4893.62	4894.46	4893.05	4894.18	2139.0
2021-07-05 11:30:00	ES	Futures	4894.46	4895.03	4893.05	4893.62	1762.0
2021-07-05 12:00:00	ES	Futures	4893.62	4894.74	4893.34	4894.46	1385.0
2021-07-05 12:30:00	ES	Futures	4894.46	4894.74	4889.11	4889.96	3920.0
2021-07-05 18:00:00	ES	Futures	4889.96	4894.18	4889.96	4893.62	2392.0
2021-07-05 18:30:00	ES	Futures	4893.62	4894.74	4892.77	4894.46	1018.0
2021-07-05 19:00:00	ES	Futures	4894.46	4895.87	4894.46	4895.31	1064.0
2021-07-05 19:30:00	ES	Futures	4895.31	4896.71	4894.18	4895.31	1675.0
2021-07-05 20:00:00	ES	Futures	4895.59	4896.43	4893.34	4894.74	3262.0
2021-07-05 20:30:00	ES	Futures	4894.74	4897.28	4894.18	4896.71	3427.0
2021-07-05 21:00:00	ES	Futures	4897.0	4897.0	4893.9	4894.18	3597.0
2021-07-05 21:30:00	ES	Futures	4894.46	4894.46	4891.65	4893.34	3346.0
2021-07-05 22:00:00	ES	Futures	4893.34	4895.03	4892.77	4892.77	2238.0
2021-07-05 22:30:00	ES	Futures	4892.77	4893.05	4890.8	4890.8	2130.0
2021-07-05 23:00:00	ES	Futures	4891.08	4891.93	4890.24	4891.36	1448.0
2021-07-05 23:30:00	ES	Futures	4891.36	4891.36	4889.68	4890.8	1212.0
2021-07-05 00:00:00	NQ	Futures	17036.73	17040.21	17034.42	17039.05	444.0
2021-07-05 00:30:00	NQ	Futures	17039.34	17042.82	17037.02	17037.6	498.0
2021-07-05 01:00:00	NQ	Futures	17037.31	17038.18	17022.83	17026.6	1203.0
2021-07-05 01:30:00	NQ	Futures	17026.31	17033.84	17024.28	17030.07	774.0
2021-07-05 02:00:00	NQ	Futures	17029.2	17029.49	17020.51	17024.28	1273.0
2021-07-05 02:30:00	NQ	Futures	17024.57	17028.04	17021.09	17026.31	669.0
2021-07-05 03:00:00	NQ	Futures	17025.73	17030.65	17003.71	17015.01	2916.0
2021-07-05 03:30:00	NQ	Futures	17015.59	17020.22	17008.64	17016.46	1462.0
2021-07-05 04:00:00	NQ	Futures	17015.59	17025.15	17013.56	17023.7	1776.0
2021-07-05 04:30:00	NQ	Futures	17023.7	17029.78	17017.04	17020.51	2312.0
2021-07-05 05:00:00	NQ	Futures	17020.22	17032.97	17017.04	17028.91	1254.0
2021-07-05 05:30:00	NQ	Futures	17028.91	17038.47	17027.75	17031.23	1347.0

> showing 50 of 2,649 rows — these rows as CSV

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