PREVIEW / futures_30min / 2021-07-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-15.parquet
  size:    103 KB
  rows:    3,701

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
2021-07-15 00:00:00	ES	Futures	4916.14	4916.99	4915.3	4916.71	1398.0
2021-07-15 00:30:00	ES	Futures	4916.71	4916.71	4913.61	4914.17	1770.0
2021-07-15 01:00:00	ES	Futures	4914.17	4916.99	4913.89	4916.43	1823.0
2021-07-15 01:30:00	ES	Futures	4916.43	4916.71	4915.02	4915.86	2507.0
2021-07-15 02:00:00	ES	Futures	4916.14	4918.12	4915.3	4916.14	3069.0
2021-07-15 02:30:00	ES	Futures	4916.14	4916.71	4913.33	4915.3	3286.0
2021-07-15 03:00:00	ES	Futures	4915.3	4916.99	4906.29	4907.98	14860.0
2021-07-15 03:30:00	ES	Futures	4907.7	4914.45	4903.75	4911.36	12653.0
2021-07-15 04:00:00	ES	Futures	4911.36	4922.34	4908.26	4921.78	13419.0
2021-07-15 04:30:00	ES	Futures	4921.78	4922.06	4917.27	4920.65	6809.0
2021-07-15 05:00:00	ES	Futures	4920.65	4920.65	4912.2	4913.61	7825.0
2021-07-15 05:30:00	ES	Futures	4913.61	4916.43	4913.05	4916.14	10313.0
2021-07-15 06:00:00	ES	Futures	4916.14	4916.99	4904.04	4904.32	14180.0
2021-07-15 06:30:00	ES	Futures	4904.32	4910.23	4900.94	4903.47	14562.0
2021-07-15 07:00:00	ES	Futures	4903.47	4905.73	4894.18	4897.56	23493.0
2021-07-15 07:30:00	ES	Futures	4897.56	4907.41	4896.43	4903.19	19279.0
2021-07-15 08:00:00	ES	Futures	4903.19	4904.04	4897.84	4902.63	14629.0
2021-07-15 08:30:00	ES	Futures	4902.91	4907.41	4900.94	4901.22	19415.0
2021-07-15 09:00:00	ES	Futures	4901.22	4905.16	4900.38	4903.19	34330.0
2021-07-15 09:30:00	ES	Futures	4903.19	4910.23	4893.9	4909.67	185841.0
2021-07-15 10:00:00	ES	Futures	4909.39	4911.64	4899.25	4901.22	119366.0
2021-07-15 10:30:00	ES	Futures	4901.22	4909.1	4896.43	4903.19	110928.0
2021-07-15 11:00:00	ES	Futures	4903.19	4906.57	4896.43	4906.29	92975.0
2021-07-15 11:30:00	ES	Futures	4906.29	4909.67	4901.78	4902.63	61985.0
2021-07-15 12:00:00	ES	Futures	4902.35	4902.91	4894.18	4900.94	94217.0
2021-07-15 12:30:00	ES	Futures	4900.94	4904.88	4898.4	4900.38	46562.0
2021-07-15 13:00:00	ES	Futures	4900.66	4900.94	4890.8	4892.49	86248.0
2021-07-15 13:30:00	ES	Futures	4892.77	4892.77	4879.82	4880.38	130320.0
2021-07-15 14:00:00	ES	Futures	4880.38	4894.74	4880.1	4893.62	76980.0
2021-07-15 14:30:00	ES	Futures	4893.62	4896.71	4885.17	4896.43	74673.0
2021-07-15 15:00:00	ES	Futures	4896.43	4899.25	4894.46	4898.4	57060.0
2021-07-15 15:30:00	ES	Futures	4898.4	4903.47	4895.87	4902.91	130107.0
2021-07-15 16:00:00	ES	Futures	4902.91	4904.04	4896.43	4897.0	41825.0
2021-07-15 16:30:00	ES	Futures	4897.28	4897.56	4895.87	4897.28	4045.0
2021-07-15 18:00:00	ES	Futures	4897.0	4897.84	4893.9	4894.46	2915.0
2021-07-15 18:30:00	ES	Futures	4894.46	4896.71	4894.46	4896.15	1503.0
2021-07-15 19:00:00	ES	Futures	4896.43	4897.84	4895.87	4897.0	1638.0
2021-07-15 19:30:00	ES	Futures	4896.71	4897.0	4891.08	4892.21	2888.0
2021-07-15 20:00:00	ES	Futures	4892.21	4897.0	4888.55	4895.59	8083.0
2021-07-15 20:30:00	ES	Futures	4895.87	4896.15	4889.39	4889.39	3796.0
2021-07-15 21:00:00	ES	Futures	4889.39	4892.21	4886.58	4891.65	4905.0
2021-07-15 21:30:00	ES	Futures	4891.93	4893.62	4889.68	4889.96	3824.0
2021-07-15 22:00:00	ES	Futures	4890.24	4893.05	4889.39	4890.52	2857.0
2021-07-15 22:30:00	ES	Futures	4890.52	4893.62	4890.24	4893.34	1212.0
2021-07-15 23:00:00	ES	Futures	4893.62	4898.12	4893.62	4897.28	2897.0
2021-07-15 23:30:00	ES	Futures	4897.56	4902.06	4897.28	4900.38	4335.0
2021-07-15 00:00:00	NQ	Futures	17279.49	17293.1	17278.33	17290.21	1556.0
2021-07-15 00:30:00	NQ	Futures	17289.63	17290.49	17281.8	17284.7	842.0
2021-07-15 01:00:00	NQ	Futures	17284.7	17294.84	17283.54	17292.52	1323.0
2021-07-15 01:30:00	NQ	Futures	17292.52	17293.39	17274.56	17279.2	2008.0

> showing 50 of 3,701 rows — these rows as CSV

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