PREVIEW / futures_30min / 2021-07-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-13.parquet
  size:    101 KB
  rows:    3,647

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
2021-07-13 00:00:00	ES	Futures	4927.41	4927.41	4926.28	4926.84	1484.0
2021-07-13 00:30:00	ES	Futures	4927.13	4927.13	4926.28	4926.28	1130.0
2021-07-13 01:00:00	ES	Futures	4926.28	4926.84	4924.87	4925.15	2196.0
2021-07-13 01:30:00	ES	Futures	4925.44	4926.56	4924.31	4924.59	2094.0
2021-07-13 02:00:00	ES	Futures	4924.59	4925.72	4922.34	4922.62	4625.0
2021-07-13 02:30:00	ES	Futures	4922.9	4924.59	4922.34	4923.47	2675.0
2021-07-13 03:00:00	ES	Futures	4923.18	4924.59	4919.8	4924.03	12801.0
2021-07-13 03:30:00	ES	Futures	4924.03	4924.59	4922.62	4923.75	7617.0
2021-07-13 04:00:00	ES	Futures	4924.03	4926.56	4922.06	4925.72	10966.0
2021-07-13 04:30:00	ES	Futures	4926.0	4931.07	4925.72	4929.94	7361.0
2021-07-13 05:00:00	ES	Futures	4930.22	4930.79	4927.13	4929.1	6673.0
2021-07-13 05:30:00	ES	Futures	4929.1	4931.07	4927.69	4929.38	7229.0
2021-07-13 06:00:00	ES	Futures	4929.66	4931.63	4929.38	4929.38	4026.0
2021-07-13 06:30:00	ES	Futures	4929.1	4931.07	4928.53	4929.94	3682.0
2021-07-13 07:00:00	ES	Futures	4929.66	4930.22	4927.97	4929.1	9042.0
2021-07-13 07:30:00	ES	Futures	4929.1	4931.07	4928.82	4929.94	7355.0
2021-07-13 08:00:00	ES	Futures	4929.94	4930.5	4927.97	4928.53	7172.0
2021-07-13 08:30:00	ES	Futures	4928.82	4928.82	4907.13	4907.7	82230.0
2021-07-13 09:00:00	ES	Futures	4907.7	4920.09	4906.85	4919.52	46540.0
2021-07-13 09:30:00	ES	Futures	4919.24	4929.38	4918.68	4926.0	137690.0
2021-07-13 10:00:00	ES	Futures	4925.72	4930.22	4922.9	4929.66	81143.0
2021-07-13 10:30:00	ES	Futures	4929.38	4933.6	4926.0	4927.13	64389.0
2021-07-13 11:00:00	ES	Futures	4927.13	4936.98	4926.84	4935.85	50695.0
2021-07-13 11:30:00	ES	Futures	4935.57	4936.42	4933.32	4936.14	39822.0
2021-07-13 12:00:00	ES	Futures	4936.14	4937.54	4932.48	4933.04	26581.0
2021-07-13 12:30:00	ES	Futures	4933.04	4935.01	4932.48	4933.88	18634.0
2021-07-13 13:00:00	ES	Futures	4933.6	4934.17	4918.96	4922.34	79427.0
2021-07-13 13:30:00	ES	Futures	4922.06	4923.47	4913.89	4921.78	95226.0
2021-07-13 14:00:00	ES	Futures	4921.78	4922.62	4911.92	4921.49	85619.0
2021-07-13 14:30:00	ES	Futures	4921.78	4921.78	4912.76	4919.8	49605.0
2021-07-13 15:00:00	ES	Futures	4919.8	4920.09	4911.08	4913.33	65950.0
2021-07-13 15:30:00	ES	Futures	4913.05	4919.52	4909.1	4912.48	134171.0
2021-07-13 16:00:00	ES	Futures	4912.2	4913.89	4909.39	4910.51	38860.0
2021-07-13 16:30:00	ES	Futures	4910.51	4910.79	4908.54	4909.95	4682.0
2021-07-13 18:00:00	ES	Futures	4910.23	4912.48	4909.67	4912.2	1926.0
2021-07-13 18:30:00	ES	Futures	4911.92	4914.45	4911.92	4912.48	2029.0
2021-07-13 19:00:00	ES	Futures	4912.48	4913.33	4911.64	4912.2	860.0
2021-07-13 19:30:00	ES	Futures	4911.92	4912.48	4904.6	4906.01	4111.0
2021-07-13 20:00:00	ES	Futures	4906.01	4910.51	4905.44	4910.51	4130.0
2021-07-13 20:30:00	ES	Futures	4910.23	4912.2	4908.82	4911.64	3487.0
2021-07-13 21:00:00	ES	Futures	4911.64	4915.3	4909.95	4913.33	3951.0
2021-07-13 21:30:00	ES	Futures	4913.33	4915.3	4912.48	4914.17	2837.0
2021-07-13 22:00:00	ES	Futures	4913.89	4914.45	4909.95	4912.48	3530.0
2021-07-13 22:30:00	ES	Futures	4912.48	4913.05	4908.82	4910.23	2737.0
2021-07-13 23:00:00	ES	Futures	4910.51	4911.36	4907.7	4908.26	2277.0
2021-07-13 23:30:00	ES	Futures	4908.26	4909.39	4907.13	4908.54	1912.0
2021-07-13 00:00:00	NQ	Futures	17243.57	17245.3	17239.8	17243.57	568.0
2021-07-13 00:30:00	NQ	Futures	17244.15	17244.15	17238.64	17239.51	468.0
2021-07-13 01:00:00	NQ	Futures	17239.22	17241.54	17233.72	17235.75	1185.0
2021-07-13 01:30:00	NQ	Futures	17236.03	17239.51	17232.56	17234.59	896.0

> showing 50 of 3,647 rows — these rows as CSV

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