PREVIEW / futures_30min / 2021-07-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-14.parquet
  size:    104 KB
  rows:    3,685

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
2021-07-14 00:00:00	ES	Futures	4908.82	4909.1	4902.91	4904.88	4076.0
2021-07-14 00:30:00	ES	Futures	4904.88	4905.16	4902.63	4902.63	2309.0
2021-07-14 01:00:00	ES	Futures	4902.63	4905.16	4902.35	4904.6	3245.0
2021-07-14 01:30:00	ES	Futures	4904.6	4906.57	4902.35	4902.35	2891.0
2021-07-14 02:00:00	ES	Futures	4902.63	4906.85	4899.53	4906.01	8680.0
2021-07-14 02:30:00	ES	Futures	4906.01	4908.26	4899.53	4900.94	6671.0
2021-07-14 03:00:00	ES	Futures	4900.94	4906.85	4899.53	4906.01	13228.0
2021-07-14 03:30:00	ES	Futures	4905.73	4914.17	4905.44	4906.57	12609.0
2021-07-14 04:00:00	ES	Futures	4906.57	4911.64	4902.91	4910.51	9908.0
2021-07-14 04:30:00	ES	Futures	4910.51	4912.76	4906.57	4907.7	8767.0
2021-07-14 05:00:00	ES	Futures	4907.41	4914.45	4907.41	4914.17	6652.0
2021-07-14 05:30:00	ES	Futures	4914.45	4917.27	4912.76	4913.33	9393.0
2021-07-14 06:00:00	ES	Futures	4913.33	4915.3	4912.48	4914.17	3427.0
2021-07-14 06:30:00	ES	Futures	4914.17	4917.83	4914.17	4914.74	4165.0
2021-07-14 07:00:00	ES	Futures	4914.74	4918.68	4914.45	4916.99	7717.0
2021-07-14 07:30:00	ES	Futures	4916.99	4921.49	4915.86	4920.09	6242.0
2021-07-14 08:00:00	ES	Futures	4920.09	4921.21	4918.12	4918.12	9403.0
2021-07-14 08:30:00	ES	Futures	4918.4	4933.88	4918.12	4931.63	33917.0
2021-07-14 09:00:00	ES	Futures	4931.35	4933.04	4929.66	4932.19	16662.0
2021-07-14 09:30:00	ES	Futures	4932.48	4938.39	4927.13	4928.25	134248.0
2021-07-14 10:00:00	ES	Futures	4928.25	4933.04	4924.59	4926.0	85677.0
2021-07-14 10:30:00	ES	Futures	4926.0	4931.63	4922.62	4927.97	79260.0
2021-07-14 11:00:00	ES	Futures	4927.97	4928.53	4913.61	4915.86	82509.0
2021-07-14 11:30:00	ES	Futures	4915.86	4916.99	4904.6	4905.44	107910.0
2021-07-14 12:00:00	ES	Futures	4905.73	4921.21	4904.88	4920.65	71706.0
2021-07-14 12:30:00	ES	Futures	4920.65	4925.44	4919.24	4922.34	49566.0
2021-07-14 13:00:00	ES	Futures	4922.62	4923.47	4914.74	4916.43	47694.0
2021-07-14 13:30:00	ES	Futures	4916.43	4924.03	4915.58	4922.06	43129.0
2021-07-14 14:00:00	ES	Futures	4922.06	4927.69	4920.93	4924.87	41563.0
2021-07-14 14:30:00	ES	Futures	4925.15	4926.56	4921.78	4923.75	32336.0
2021-07-14 15:00:00	ES	Futures	4923.75	4929.1	4918.96	4919.8	59860.0
2021-07-14 15:30:00	ES	Futures	4919.8	4924.31	4917.27	4919.52	181059.0
2021-07-14 16:00:00	ES	Futures	4919.52	4922.9	4919.52	4920.93	53140.0
2021-07-14 16:30:00	ES	Futures	4920.93	4921.49	4917.27	4917.83	4317.0
2021-07-14 18:00:00	ES	Futures	4918.12	4920.37	4916.99	4920.09	2566.0
2021-07-14 18:30:00	ES	Futures	4920.09	4920.37	4918.4	4918.68	991.0
2021-07-14 19:00:00	ES	Futures	4918.68	4920.65	4918.68	4918.96	1150.0
2021-07-14 19:30:00	ES	Futures	4918.96	4919.52	4917.27	4919.52	1527.0
2021-07-14 20:00:00	ES	Futures	4919.52	4919.8	4912.2	4914.45	5270.0
2021-07-14 20:30:00	ES	Futures	4914.45	4915.02	4909.1	4911.08	4039.0
2021-07-14 21:00:00	ES	Futures	4911.08	4912.2	4908.26	4911.08	3548.0
2021-07-14 21:30:00	ES	Futures	4911.08	4914.45	4910.23	4913.61	3992.0
2021-07-14 22:00:00	ES	Futures	4913.33	4915.58	4911.92	4915.3	2673.0
2021-07-14 22:30:00	ES	Futures	4915.3	4915.58	4912.2	4913.89	3723.0
2021-07-14 23:00:00	ES	Futures	4913.61	4915.3	4912.76	4914.74	1838.0
2021-07-14 23:30:00	ES	Futures	4915.02	4917.55	4915.02	4915.86	2496.0
2021-07-14 00:00:00	NQ	Futures	17235.46	17240.67	17216.63	17222.42	1741.0
2021-07-14 00:30:00	NQ	Futures	17221.84	17226.19	17214.6	17217.5	1074.0
2021-07-14 01:00:00	NQ	Futures	17217.5	17225.61	17210.25	17223.87	1475.0
2021-07-14 01:30:00	NQ	Futures	17223.29	17228.5	17210.25	17210.25	1252.0

> showing 50 of 3,685 rows — these rows as CSV

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