PREVIEW / futures_30min / 2021-07-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-19.parquet
  size:    113 KB
  rows:    3,810

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
2021-07-19 00:00:00	ES	Futures	4848.28	4848.85	4845.75	4848.28	2024.0
2021-07-19 00:30:00	ES	Futures	4848.28	4848.28	4841.81	4843.5	3946.0
2021-07-19 01:00:00	ES	Futures	4843.5	4849.69	4843.5	4846.59	3386.0
2021-07-19 01:30:00	ES	Futures	4846.31	4849.13	4844.34	4845.75	3629.0
2021-07-19 02:00:00	ES	Futures	4845.75	4850.82	4844.62	4849.41	7193.0
2021-07-19 02:30:00	ES	Futures	4849.13	4852.22	4848.28	4850.25	6398.0
2021-07-19 03:00:00	ES	Futures	4850.25	4852.51	4840.12	4846.31	31346.0
2021-07-19 03:30:00	ES	Futures	4846.03	4846.59	4835.61	4840.12	23663.0
2021-07-19 04:00:00	ES	Futures	4840.12	4848.85	4840.12	4842.65	16280.0
2021-07-19 04:30:00	ES	Futures	4842.93	4843.5	4826.32	4828.85	33882.0
2021-07-19 05:00:00	ES	Futures	4828.85	4833.64	4826.32	4829.98	14987.0
2021-07-19 05:30:00	ES	Futures	4829.98	4836.46	4827.45	4834.49	14172.0
2021-07-19 06:00:00	ES	Futures	4834.77	4835.89	4824.63	4829.98	16041.0
2021-07-19 06:30:00	ES	Futures	4829.7	4831.39	4824.63	4827.16	16033.0
2021-07-19 07:00:00	ES	Futures	4827.16	4829.98	4816.46	4817.03	27521.0
2021-07-19 07:30:00	ES	Futures	4816.75	4817.31	4805.76	4814.21	37578.0
2021-07-19 08:00:00	ES	Futures	4814.49	4815.34	4801.82	4806.61	33899.0
2021-07-19 08:30:00	ES	Futures	4806.61	4812.8	4802.95	4808.02	40535.0
2021-07-19 09:00:00	ES	Futures	4808.02	4808.58	4800.98	4805.76	50199.0
2021-07-19 09:30:00	ES	Futures	4805.76	4811.68	4780.42	4784.08	307509.0
2021-07-19 10:00:00	ES	Futures	4784.08	4786.05	4765.78	4780.42	242392.0
2021-07-19 10:30:00	ES	Futures	4780.42	4787.46	4769.44	4782.11	178601.0
2021-07-19 11:00:00	ES	Futures	4781.83	4793.94	4775.63	4784.36	124274.0
2021-07-19 11:30:00	ES	Futures	4784.65	4796.47	4782.96	4791.12	94897.0
2021-07-19 12:00:00	ES	Futures	4790.84	4791.12	4773.66	4774.51	99123.0
2021-07-19 12:30:00	ES	Futures	4774.23	4775.92	4760.99	4767.75	123843.0
2021-07-19 13:00:00	ES	Futures	4767.47	4774.51	4760.99	4762.96	118492.0
2021-07-19 13:30:00	ES	Futures	4762.68	4768.31	4757.61	4759.58	103877.0
2021-07-19 14:00:00	ES	Futures	4759.3	4773.94	4759.02	4772.54	100760.0
2021-07-19 14:30:00	ES	Futures	4772.26	4773.38	4757.61	4762.68	106461.0
2021-07-19 15:00:00	ES	Futures	4762.4	4774.79	4760.15	4761.84	114155.0
2021-07-19 15:30:00	ES	Futures	4761.84	4793.09	4760.43	4792.53	262294.0
2021-07-19 16:00:00	ES	Futures	4792.81	4796.47	4787.46	4793.94	93137.0
2021-07-19 16:30:00	ES	Futures	4793.94	4800.41	4793.94	4799.29	9371.0
2021-07-19 18:00:00	ES	Futures	4801.26	4802.1	4795.91	4796.75	5225.0
2021-07-19 18:30:00	ES	Futures	4796.75	4799.85	4795.91	4799.85	1958.0
2021-07-19 19:00:00	ES	Futures	4799.85	4802.1	4797.03	4798.16	4264.0
2021-07-19 19:30:00	ES	Futures	4798.16	4802.95	4798.16	4800.41	3976.0
2021-07-19 20:00:00	ES	Futures	4800.41	4806.61	4799.01	4806.05	7808.0
2021-07-19 20:30:00	ES	Futures	4805.76	4807.73	4804.64	4806.61	4697.0
2021-07-19 21:00:00	ES	Futures	4806.33	4808.86	4803.23	4808.58	5132.0
2021-07-19 21:30:00	ES	Futures	4808.58	4813.93	4807.17	4813.65	9409.0
2021-07-19 22:00:00	ES	Futures	4813.37	4814.77	4810.55	4812.8	7663.0
2021-07-19 22:30:00	ES	Futures	4812.52	4814.77	4809.99	4809.99	5457.0
2021-07-19 23:00:00	ES	Futures	4810.27	4813.65	4802.38	4802.38	5998.0
2021-07-19 23:30:00	ES	Futures	4802.38	4802.67	4795.35	4798.16	10167.0
2021-07-19 00:00:00	NQ	Futures	16971.85	16973.0	16962.0	16972.14	984.0
2021-07-19 00:30:00	NQ	Futures	16972.14	16972.71	16948.67	16959.1	1517.0
2021-07-19 01:00:00	NQ	Futures	16959.68	16978.22	16958.52	16967.21	1700.0
2021-07-19 01:30:00	NQ	Futures	16967.5	16978.22	16956.49	16964.02	2144.0

> showing 50 of 3,810 rows — these rows as CSV

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