PREVIEW / futures_30min / 2021-07-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-16.parquet
  size:    88 KB
  rows:    2,990

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
2021-07-16 00:00:00	ES	Futures	4900.38	4901.22	4899.25	4899.81	1362.0
2021-07-16 00:30:00	ES	Futures	4899.81	4902.06	4899.81	4901.5	1348.0
2021-07-16 01:00:00	ES	Futures	4901.78	4903.47	4901.5	4902.63	2225.0
2021-07-16 01:30:00	ES	Futures	4902.63	4903.47	4899.25	4899.53	2659.0
2021-07-16 02:00:00	ES	Futures	4899.25	4902.63	4894.46	4902.06	5334.0
2021-07-16 02:30:00	ES	Futures	4902.35	4904.04	4900.38	4902.63	3267.0
2021-07-16 03:00:00	ES	Futures	4902.35	4907.41	4897.84	4902.91	15327.0
2021-07-16 03:30:00	ES	Futures	4902.91	4905.16	4902.35	4904.32	7002.0
2021-07-16 04:00:00	ES	Futures	4904.04	4904.88	4898.69	4900.66	7519.0
2021-07-16 04:30:00	ES	Futures	4900.66	4907.13	4900.38	4906.57	6165.0
2021-07-16 05:00:00	ES	Futures	4906.57	4910.79	4904.32	4907.41	11822.0
2021-07-16 05:30:00	ES	Futures	4907.41	4909.39	4905.44	4909.39	9717.0
2021-07-16 06:00:00	ES	Futures	4909.39	4910.79	4902.35	4904.6	13645.0
2021-07-16 06:30:00	ES	Futures	4904.32	4909.67	4904.04	4909.1	10124.0
2021-07-16 07:00:00	ES	Futures	4909.1	4910.79	4907.7	4908.82	10723.0
2021-07-16 07:30:00	ES	Futures	4908.54	4909.95	4906.85	4909.67	8752.0
2021-07-16 08:00:00	ES	Futures	4909.67	4914.17	4909.1	4912.2	17759.0
2021-07-16 08:30:00	ES	Futures	4912.48	4916.43	4911.92	4915.02	18447.0
2021-07-16 09:00:00	ES	Futures	4914.74	4919.8	4914.17	4916.71	33874.0
2021-07-16 09:30:00	ES	Futures	4916.71	4917.27	4904.32	4907.7	163123.0
2021-07-16 10:00:00	ES	Futures	4907.98	4908.54	4884.33	4885.17	189619.0
2021-07-16 10:30:00	ES	Futures	4885.45	4895.59	4884.61	4892.21	118254.0
2021-07-16 11:00:00	ES	Futures	4891.93	4893.34	4881.51	4883.48	105232.0
2021-07-16 11:30:00	ES	Futures	4883.48	4891.93	4882.64	4890.24	68237.0
2021-07-16 12:00:00	ES	Futures	4890.24	4896.71	4889.39	4891.93	45770.0
2021-07-16 12:30:00	ES	Futures	4892.21	4894.74	4888.55	4890.52	42038.0
2021-07-16 13:00:00	ES	Futures	4890.8	4895.03	4889.11	4889.11	31585.0
2021-07-16 13:30:00	ES	Futures	4889.11	4889.96	4883.2	4884.89	52035.0
2021-07-16 14:00:00	ES	Futures	4884.89	4885.17	4877.57	4877.85	76662.0
2021-07-16 14:30:00	ES	Futures	4878.13	4881.23	4871.94	4873.91	87178.0
2021-07-16 15:00:00	ES	Futures	4873.91	4875.6	4866.59	4869.4	95980.0
2021-07-16 15:30:00	ES	Futures	4869.4	4871.09	4859.26	4864.61	200569.0
2021-07-16 16:00:00	ES	Futures	4864.9	4867.43	4859.55	4861.8	77435.0
2021-07-16 16:30:00	ES	Futures	4861.8	4864.9	4859.55	4864.05	5978.0
2021-07-16 00:00:00	NQ	Futures	17120.45	17127.4	17113.5	17116.4	1313.0
2021-07-16 00:30:00	NQ	Futures	17116.4	17128.56	17116.4	17125.96	824.0
2021-07-16 01:00:00	NQ	Futures	17125.96	17135.52	17125.38	17135.52	1385.0
2021-07-16 01:30:00	NQ	Futures	17135.52	17143.05	17123.64	17125.09	1688.0
2021-07-16 02:00:00	NQ	Futures	17123.64	17136.38	17102.78	17135.52	2978.0
2021-07-16 02:30:00	NQ	Futures	17135.52	17137.83	17123.06	17128.85	1528.0
2021-07-16 03:00:00	NQ	Futures	17129.14	17152.03	17111.47	17137.83	4337.0
2021-07-16 03:30:00	NQ	Futures	17137.83	17165.93	17135.81	17157.82	3144.0
2021-07-16 04:00:00	NQ	Futures	17157.24	17157.82	17121.61	17127.69	4446.0
2021-07-16 04:30:00	NQ	Futures	17127.11	17150.0	17124.22	17147.1	2461.0
2021-07-16 05:00:00	NQ	Futures	17146.52	17163.04	17136.38	17153.48	3065.0
2021-07-16 05:30:00	NQ	Futures	17153.77	17161.88	17147.1	17161.01	2411.0
2021-07-16 06:00:00	NQ	Futures	17161.88	17169.7	17140.15	17147.39	4464.0
2021-07-16 06:30:00	NQ	Futures	17147.39	17171.44	17144.79	17169.99	3277.0
2021-07-16 07:00:00	NQ	Futures	17169.41	17179.26	17161.3	17163.61	4313.0
2021-07-16 07:30:00	NQ	Futures	17163.61	17171.44	17157.24	17166.51	2629.0

> showing 50 of 2,990 rows — these rows as CSV

> unlock the full archive -- $79 one-time