PREVIEW / futures_30min / 2021-07-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-08.parquet
  size:    108 KB
  rows:    3,698

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
2021-07-08 00:00:00	ES	Futures	4889.68	4889.96	4887.99	4889.39	1821.0
2021-07-08 00:30:00	ES	Futures	4889.39	4891.08	4889.11	4889.96	2562.0
2021-07-08 01:00:00	ES	Futures	4889.96	4891.36	4887.7	4891.36	2856.0
2021-07-08 01:30:00	ES	Futures	4891.08	4891.08	4887.14	4887.7	3123.0
2021-07-08 02:00:00	ES	Futures	4887.99	4889.68	4883.2	4885.45	7497.0
2021-07-08 02:30:00	ES	Futures	4885.45	4885.45	4871.94	4873.91	13872.0
2021-07-08 03:00:00	ES	Futures	4874.19	4876.16	4862.08	4869.4	30714.0
2021-07-08 03:30:00	ES	Futures	4869.12	4869.12	4851.38	4861.24	31075.0
2021-07-08 04:00:00	ES	Futures	4861.24	4863.21	4845.75	4849.41	31801.0
2021-07-08 04:30:00	ES	Futures	4849.13	4855.89	4845.75	4854.2	21230.0
2021-07-08 05:00:00	ES	Futures	4854.48	4855.32	4838.99	4846.87	20545.0
2021-07-08 05:30:00	ES	Futures	4846.87	4851.1	4841.24	4842.65	14080.0
2021-07-08 06:00:00	ES	Futures	4842.65	4842.65	4820.97	4824.91	42649.0
2021-07-08 06:30:00	ES	Futures	4824.91	4837.3	4821.81	4836.46	27386.0
2021-07-08 07:00:00	ES	Futures	4836.46	4839.84	4831.67	4838.15	27953.0
2021-07-08 07:30:00	ES	Futures	4838.15	4838.15	4827.45	4829.42	20462.0
2021-07-08 08:00:00	ES	Futures	4829.42	4835.61	4819.84	4834.49	33943.0
2021-07-08 08:30:00	ES	Futures	4834.49	4839.27	4829.14	4832.51	32217.0
2021-07-08 09:00:00	ES	Futures	4832.51	4835.05	4827.45	4835.05	35123.0
2021-07-08 09:30:00	ES	Futures	4834.77	4844.62	4822.38	4842.93	258809.0
2021-07-08 10:00:00	ES	Futures	4842.65	4842.93	4820.97	4837.3	173929.0
2021-07-08 10:30:00	ES	Futures	4837.58	4839.84	4824.91	4827.73	154792.0
2021-07-08 11:00:00	ES	Futures	4827.73	4848.85	4826.04	4847.72	118188.0
2021-07-08 11:30:00	ES	Futures	4847.72	4861.52	4843.5	4859.26	90565.0
2021-07-08 12:00:00	ES	Futures	4859.26	4863.21	4856.17	4861.24	53981.0
2021-07-08 12:30:00	ES	Futures	4861.24	4868.84	4860.95	4866.59	54829.0
2021-07-08 13:00:00	ES	Futures	4866.59	4867.43	4858.7	4864.9	64623.0
2021-07-08 13:30:00	ES	Futures	4864.9	4866.87	4858.7	4859.83	45690.0
2021-07-08 14:00:00	ES	Futures	4859.83	4860.67	4848.85	4850.82	59612.0
2021-07-08 14:30:00	ES	Futures	4850.82	4854.48	4847.16	4851.94	66031.0
2021-07-08 15:00:00	ES	Futures	4851.66	4855.89	4844.34	4851.1	78310.0
2021-07-08 15:30:00	ES	Futures	4851.1	4861.24	4839.55	4860.67	244874.0
2021-07-08 16:00:00	ES	Futures	4860.67	4861.8	4851.66	4855.32	54350.0
2021-07-08 16:30:00	ES	Futures	4855.04	4856.17	4853.91	4854.76	4296.0
2021-07-08 18:00:00	ES	Futures	4854.76	4857.29	4853.63	4857.29	3249.0
2021-07-08 18:30:00	ES	Futures	4857.29	4857.29	4851.66	4852.79	2354.0
2021-07-08 19:00:00	ES	Futures	4852.79	4855.89	4852.22	4855.6	1837.0
2021-07-08 19:30:00	ES	Futures	4855.6	4857.57	4851.66	4852.79	4140.0
2021-07-08 20:00:00	ES	Futures	4852.79	4860.67	4851.94	4857.01	8905.0
2021-07-08 20:30:00	ES	Futures	4857.01	4857.01	4847.72	4848.28	7942.0
2021-07-08 21:00:00	ES	Futures	4848.56	4849.13	4844.62	4846.31	7423.0
2021-07-08 21:30:00	ES	Futures	4846.03	4848.85	4838.99	4840.4	8450.0
2021-07-08 22:00:00	ES	Futures	4840.4	4841.24	4835.61	4838.15	7270.0
2021-07-08 22:30:00	ES	Futures	4838.15	4846.31	4837.86	4845.47	6425.0
2021-07-08 23:00:00	ES	Futures	4845.75	4851.1	4844.9	4849.41	5295.0
2021-07-08 23:30:00	ES	Futures	4849.41	4851.94	4845.19	4845.47	4557.0
2021-07-08 00:00:00	NQ	Futures	17132.91	17135.81	17121.03	17125.38	1136.0
2021-07-08 00:30:00	NQ	Futures	17124.51	17131.75	17124.22	17130.3	1123.0
2021-07-08 01:00:00	NQ	Futures	17129.43	17138.99	17119.58	17137.25	1835.0
2021-07-08 01:30:00	NQ	Futures	17137.25	17137.25	17124.22	17127.11	1251.0

> showing 50 of 3,698 rows — these rows as CSV

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