PREVIEW / futures_30min / 2021-07-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-12.parquet
  size:    99 KB
  rows:    3,642

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
2021-07-12 00:00:00	ES	Futures	4901.78	4902.63	4900.94	4902.06	1920.0
2021-07-12 00:30:00	ES	Futures	4902.35	4904.04	4901.78	4903.75	1937.0
2021-07-12 01:00:00	ES	Futures	4903.75	4904.04	4900.66	4900.94	2325.0
2021-07-12 01:30:00	ES	Futures	4900.94	4902.63	4900.38	4902.06	2417.0
2021-07-12 02:00:00	ES	Futures	4902.35	4905.16	4901.22	4905.16	4762.0
2021-07-12 02:30:00	ES	Futures	4905.16	4907.98	4904.88	4906.57	4290.0
2021-07-12 03:00:00	ES	Futures	4906.29	4908.26	4901.5	4902.35	12166.0
2021-07-12 03:30:00	ES	Futures	4902.35	4902.91	4890.24	4892.77	18551.0
2021-07-12 04:00:00	ES	Futures	4892.77	4903.47	4891.93	4901.5	14291.0
2021-07-12 04:30:00	ES	Futures	4901.5	4904.88	4900.66	4904.04	5670.0
2021-07-12 05:00:00	ES	Futures	4904.04	4904.32	4897.0	4899.53	6755.0
2021-07-12 05:30:00	ES	Futures	4899.53	4903.19	4898.69	4900.09	5431.0
2021-07-12 06:00:00	ES	Futures	4899.81	4900.94	4892.21	4895.59	9200.0
2021-07-12 06:30:00	ES	Futures	4895.59	4898.4	4893.05	4893.62	9241.0
2021-07-12 07:00:00	ES	Futures	4893.62	4902.91	4893.62	4902.35	10131.0
2021-07-12 07:30:00	ES	Futures	4902.63	4905.16	4901.22	4901.78	11888.0
2021-07-12 08:00:00	ES	Futures	4902.06	4905.73	4901.5	4905.16	8651.0
2021-07-12 08:30:00	ES	Futures	4905.44	4910.23	4904.32	4909.95	10008.0
2021-07-12 09:00:00	ES	Futures	4910.23	4911.08	4907.7	4909.95	16331.0
2021-07-12 09:30:00	ES	Futures	4909.95	4916.14	4904.88	4915.86	126147.0
2021-07-12 10:00:00	ES	Futures	4916.14	4921.78	4912.2	4921.78	89264.0
2021-07-12 10:30:00	ES	Futures	4921.78	4925.15	4921.21	4923.47	82331.0
2021-07-12 11:00:00	ES	Futures	4923.75	4924.31	4920.09	4921.21	54339.0
2021-07-12 11:30:00	ES	Futures	4921.21	4923.47	4917.55	4923.18	55394.0
2021-07-12 12:00:00	ES	Futures	4923.47	4924.87	4921.49	4922.34	41561.0
2021-07-12 12:30:00	ES	Futures	4922.34	4923.75	4920.93	4922.9	31417.0
2021-07-12 13:00:00	ES	Futures	4922.62	4924.59	4922.06	4924.59	23037.0
2021-07-12 13:30:00	ES	Futures	4924.59	4925.72	4921.21	4923.18	31851.0
2021-07-12 14:00:00	ES	Futures	4922.9	4927.69	4922.62	4927.69	34905.0
2021-07-12 14:30:00	ES	Futures	4927.69	4929.1	4925.44	4926.56	35423.0
2021-07-12 15:00:00	ES	Futures	4926.28	4930.22	4925.15	4929.94	44334.0
2021-07-12 15:30:00	ES	Futures	4929.66	4932.48	4926.56	4929.1	132379.0
2021-07-12 16:00:00	ES	Futures	4929.1	4931.35	4928.53	4929.94	41744.0
2021-07-12 16:30:00	ES	Futures	4929.94	4931.63	4928.25	4928.53	4097.0
2021-07-12 18:00:00	ES	Futures	4929.94	4930.5	4927.97	4928.53	1661.0
2021-07-12 18:30:00	ES	Futures	4928.82	4928.82	4926.28	4926.28	1422.0
2021-07-12 19:00:00	ES	Futures	4926.56	4927.97	4926.0	4927.41	1081.0
2021-07-12 19:30:00	ES	Futures	4927.69	4931.07	4927.41	4930.22	2185.0
2021-07-12 20:00:00	ES	Futures	4930.22	4931.07	4928.82	4930.22	3664.0
2021-07-12 20:30:00	ES	Futures	4930.22	4931.91	4929.94	4930.5	2484.0
2021-07-12 21:00:00	ES	Futures	4930.79	4931.07	4927.69	4927.69	2658.0
2021-07-12 21:30:00	ES	Futures	4927.69	4929.66	4925.15	4929.38	4700.0
2021-07-12 22:00:00	ES	Futures	4929.66	4929.94	4926.84	4926.84	2131.0
2021-07-12 22:30:00	ES	Futures	4926.84	4929.1	4926.84	4927.41	1331.0
2021-07-12 23:00:00	ES	Futures	4927.69	4928.82	4927.41	4928.82	622.0
2021-07-12 23:30:00	ES	Futures	4928.53	4928.82	4926.56	4927.13	1275.0
2021-07-12 00:00:00	NQ	Futures	17146.81	17152.03	17144.5	17150.29	620.0
2021-07-12 00:30:00	NQ	Futures	17150.0	17157.82	17147.68	17156.37	989.0
2021-07-12 01:00:00	NQ	Futures	17156.66	17157.82	17144.79	17147.39	820.0
2021-07-12 01:30:00	NQ	Futures	17147.1	17154.63	17142.76	17152.32	857.0

> showing 50 of 3,642 rows — these rows as CSV

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