PREVIEW / futures_30min / 2021-07-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-06.parquet
  size:    104 KB
  rows:    3,584

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
2021-07-06 00:00:00	ES	Futures	4890.8	4892.21	4890.52	4891.08	757.0
2021-07-06 00:30:00	ES	Futures	4891.08	4892.21	4890.24	4890.52	1071.0
2021-07-06 01:00:00	ES	Futures	4890.8	4892.49	4888.27	4889.68	2093.0
2021-07-06 01:30:00	ES	Futures	4889.39	4891.08	4887.7	4888.55	3186.0
2021-07-06 02:00:00	ES	Futures	4888.83	4890.24	4886.58	4890.24	4513.0
2021-07-06 02:30:00	ES	Futures	4889.96	4892.21	4889.39	4891.08	2774.0
2021-07-06 03:00:00	ES	Futures	4891.08	4891.36	4884.61	4890.52	11630.0
2021-07-06 03:30:00	ES	Futures	4890.8	4891.08	4884.89	4887.99	7570.0
2021-07-06 04:00:00	ES	Futures	4887.99	4889.96	4885.45	4887.7	6556.0
2021-07-06 04:30:00	ES	Futures	4887.99	4889.11	4886.01	4888.83	3633.0
2021-07-06 05:00:00	ES	Futures	4888.55	4889.96	4887.7	4888.55	3703.0
2021-07-06 05:30:00	ES	Futures	4888.55	4889.96	4886.01	4889.68	5099.0
2021-07-06 06:00:00	ES	Futures	4889.68	4890.8	4887.7	4888.55	4512.0
2021-07-06 06:30:00	ES	Futures	4888.27	4891.36	4887.14	4887.99	6111.0
2021-07-06 07:00:00	ES	Futures	4887.99	4891.93	4887.14	4891.93	7434.0
2021-07-06 07:30:00	ES	Futures	4891.93	4891.93	4887.42	4889.11	6646.0
2021-07-06 08:00:00	ES	Futures	4889.11	4889.68	4886.86	4889.11	7465.0
2021-07-06 08:30:00	ES	Futures	4889.11	4891.65	4888.83	4890.8	7149.0
2021-07-06 09:00:00	ES	Futures	4890.52	4892.49	4887.99	4891.93	14104.0
2021-07-06 09:30:00	ES	Futures	4892.21	4894.74	4881.79	4882.92	108891.0
2021-07-06 10:00:00	ES	Futures	4882.64	4884.04	4870.53	4875.31	121394.0
2021-07-06 10:30:00	ES	Futures	4875.03	4875.31	4860.67	4860.67	110473.0
2021-07-06 11:00:00	ES	Futures	4860.95	4863.77	4854.48	4862.36	115473.0
2021-07-06 11:30:00	ES	Futures	4862.36	4866.02	4860.67	4862.36	65349.0
2021-07-06 12:00:00	ES	Futures	4862.08	4862.36	4849.13	4855.32	96956.0
2021-07-06 12:30:00	ES	Futures	4855.04	4861.24	4850.25	4860.95	66288.0
2021-07-06 13:00:00	ES	Futures	4860.95	4866.87	4859.55	4864.9	64828.0
2021-07-06 13:30:00	ES	Futures	4864.61	4869.96	4863.77	4869.12	50053.0
2021-07-06 14:00:00	ES	Futures	4869.12	4874.19	4868.27	4873.91	42939.0
2021-07-06 14:30:00	ES	Futures	4874.19	4877.0	4870.25	4873.34	49040.0
2021-07-06 15:00:00	ES	Futures	4873.34	4881.79	4872.78	4880.95	57787.0
2021-07-06 15:30:00	ES	Futures	4880.95	4885.45	4877.29	4882.07	115052.0
2021-07-06 16:00:00	ES	Futures	4882.07	4882.92	4876.16	4877.29	36619.0
2021-07-06 16:30:00	ES	Futures	4877.29	4877.57	4874.19	4875.03	4577.0
2021-07-06 18:00:00	ES	Futures	4874.75	4877.85	4874.19	4877.57	2660.0
2021-07-06 18:30:00	ES	Futures	4877.57	4877.85	4876.16	4876.72	1353.0
2021-07-06 19:00:00	ES	Futures	4876.72	4877.29	4875.88	4876.16	859.0
2021-07-06 19:30:00	ES	Futures	4876.16	4876.44	4872.78	4874.47	2871.0
2021-07-06 20:00:00	ES	Futures	4874.47	4875.88	4871.65	4875.31	6812.0
2021-07-06 20:30:00	ES	Futures	4875.31	4877.85	4873.91	4877.0	3494.0
2021-07-06 21:00:00	ES	Futures	4877.0	4879.26	4875.6	4878.69	4030.0
2021-07-06 21:30:00	ES	Futures	4878.98	4880.66	4877.85	4878.98	3315.0
2021-07-06 22:00:00	ES	Futures	4878.69	4879.82	4877.57	4878.41	2181.0
2021-07-06 22:30:00	ES	Futures	4878.41	4879.54	4876.72	4878.98	1900.0
2021-07-06 23:00:00	ES	Futures	4878.98	4881.23	4878.41	4880.1	1876.0
2021-07-06 23:30:00	ES	Futures	4880.38	4881.51	4879.54	4880.1	1755.0
2021-07-06 00:00:00	NQ	Futures	17016.17	17026.6	17015.01	17021.09	797.0
2021-07-06 00:30:00	NQ	Futures	17020.22	17023.7	17016.46	17017.62	792.0
2021-07-06 01:00:00	NQ	Futures	17018.19	17026.31	17015.01	17018.77	1040.0
2021-07-06 01:30:00	NQ	Futures	17018.19	17024.57	17011.24	17017.62	1390.0

> showing 50 of 3,584 rows — these rows as CSV

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