PREVIEW / futures_30min / 2021-07-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-09.parquet
  size:    88 KB
  rows:    2,960

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
2021-07-09 00:00:00	ES	Futures	4845.47	4848.56	4844.34	4845.47	2808.0
2021-07-09 00:30:00	ES	Futures	4845.47	4850.82	4843.78	4849.69	4014.0
2021-07-09 01:00:00	ES	Futures	4849.41	4856.73	4849.13	4851.94	6876.0
2021-07-09 01:30:00	ES	Futures	4851.94	4855.89	4851.1	4854.48	6115.0
2021-07-09 02:00:00	ES	Futures	4854.48	4861.8	4852.51	4860.39	11008.0
2021-07-09 02:30:00	ES	Futures	4860.39	4864.33	4858.42	4858.7	5758.0
2021-07-09 03:00:00	ES	Futures	4858.7	4870.81	4858.14	4862.08	19971.0
2021-07-09 03:30:00	ES	Futures	4861.8	4868.56	4861.24	4864.61	12405.0
2021-07-09 04:00:00	ES	Futures	4864.61	4873.63	4864.61	4869.68	14086.0
2021-07-09 04:30:00	ES	Futures	4869.68	4874.75	4869.68	4872.78	8634.0
2021-07-09 05:00:00	ES	Futures	4872.5	4878.98	4872.5	4877.0	13604.0
2021-07-09 05:30:00	ES	Futures	4877.0	4878.98	4869.68	4870.25	12572.0
2021-07-09 06:00:00	ES	Futures	4869.96	4872.78	4865.46	4870.53	11915.0
2021-07-09 06:30:00	ES	Futures	4870.81	4875.31	4869.68	4873.91	8032.0
2021-07-09 07:00:00	ES	Futures	4873.91	4878.98	4873.63	4875.6	12768.0
2021-07-09 07:30:00	ES	Futures	4875.88	4883.76	4872.78	4881.79	21161.0
2021-07-09 08:00:00	ES	Futures	4882.07	4883.76	4880.66	4881.79	9297.0
2021-07-09 08:30:00	ES	Futures	4882.07	4882.64	4877.85	4879.26	11358.0
2021-07-09 09:00:00	ES	Futures	4878.98	4880.38	4876.16	4878.13	16352.0
2021-07-09 09:30:00	ES	Futures	4878.13	4890.24	4875.03	4889.68	149789.0
2021-07-09 10:00:00	ES	Futures	4889.68	4898.69	4889.68	4896.15	132694.0
2021-07-09 10:30:00	ES	Futures	4896.15	4899.25	4893.34	4895.59	73399.0
2021-07-09 11:00:00	ES	Futures	4895.59	4904.32	4895.31	4902.63	74465.0
2021-07-09 11:30:00	ES	Futures	4902.63	4908.26	4900.94	4902.63	70689.0
2021-07-09 12:00:00	ES	Futures	4902.63	4904.88	4900.38	4901.78	40590.0
2021-07-09 12:30:00	ES	Futures	4901.78	4906.57	4900.94	4903.75	32404.0
2021-07-09 13:00:00	ES	Futures	4903.75	4904.6	4900.94	4903.75	32472.0
2021-07-09 13:30:00	ES	Futures	4904.04	4905.73	4902.35	4905.16	27059.0
2021-07-09 14:00:00	ES	Futures	4905.16	4907.98	4905.16	4907.13	27483.0
2021-07-09 14:30:00	ES	Futures	4907.41	4913.05	4906.57	4912.2	39099.0
2021-07-09 15:00:00	ES	Futures	4912.2	4913.61	4909.95	4911.92	49159.0
2021-07-09 15:30:00	ES	Futures	4911.64	4915.3	4909.1	4911.08	178299.0
2021-07-09 16:00:00	ES	Futures	4910.79	4912.2	4908.82	4911.92	52708.0
2021-07-09 16:30:00	ES	Futures	4912.2	4913.05	4911.08	4913.05	6657.0
2021-07-09 00:00:00	NQ	Futures	17004.87	17011.53	16989.52	16995.89	1570.0
2021-07-09 00:30:00	NQ	Futures	16995.89	17017.33	16990.39	17011.53	1699.0
2021-07-09 01:00:00	NQ	Futures	17010.37	17043.4	17009.79	17034.42	2804.0
2021-07-09 01:30:00	NQ	Futures	17034.13	17040.5	17022.83	17029.78	2212.0
2021-07-09 02:00:00	NQ	Futures	17030.07	17042.24	17021.09	17032.1	2801.0
2021-07-09 02:30:00	NQ	Futures	17031.81	17046.87	17023.99	17025.44	2029.0
2021-07-09 03:00:00	NQ	Futures	17026.31	17082.79	17018.77	17054.12	6771.0
2021-07-09 03:30:00	NQ	Futures	17054.12	17071.21	17041.95	17048.9	3418.0
2021-07-09 04:00:00	NQ	Futures	17048.9	17081.06	17048.61	17060.2	4458.0
2021-07-09 04:30:00	NQ	Futures	17060.2	17072.36	17054.4	17061.36	2602.0
2021-07-09 05:00:00	NQ	Futures	17061.07	17077.58	17056.72	17072.94	3856.0
2021-07-09 05:30:00	NQ	Futures	17071.79	17074.39	17025.15	17031.81	4473.0
2021-07-09 06:00:00	NQ	Futures	17031.81	17032.1	16995.89	17019.06	6586.0
2021-07-09 06:30:00	NQ	Futures	17018.77	17033.55	17015.3	17023.41	3188.0
2021-07-09 07:00:00	NQ	Futures	17023.41	17053.54	17023.41	17042.24	4297.0
2021-07-09 07:30:00	NQ	Futures	17041.66	17065.99	17026.31	17063.96	5109.0

> showing 50 of 2,960 rows — these rows as CSV

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