PREVIEW / futures_30min / 2021-07-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-20.parquet
  size:    108 KB
  rows:    3,789

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
2021-07-20 00:00:00	ES	Futures	4798.44	4799.29	4792.53	4796.19	6170.0
2021-07-20 00:30:00	ES	Futures	4796.47	4800.98	4795.63	4800.13	3480.0
2021-07-20 01:00:00	ES	Futures	4800.13	4803.23	4796.75	4801.26	5503.0
2021-07-20 01:30:00	ES	Futures	4801.26	4804.07	4799.01	4803.23	4005.0
2021-07-20 02:00:00	ES	Futures	4803.51	4809.14	4802.1	4808.02	6770.0
2021-07-20 02:30:00	ES	Futures	4808.02	4810.83	4804.92	4810.27	6252.0
2021-07-20 03:00:00	ES	Futures	4809.99	4819.84	4806.61	4818.43	30252.0
2021-07-20 03:30:00	ES	Futures	4818.43	4819.84	4810.55	4810.83	19388.0
2021-07-20 04:00:00	ES	Futures	4810.83	4818.15	4809.14	4817.87	13319.0
2021-07-20 04:30:00	ES	Futures	4817.87	4819.0	4810.27	4812.8	9380.0
2021-07-20 05:00:00	ES	Futures	4812.52	4815.62	4808.58	4813.37	9519.0
2021-07-20 05:30:00	ES	Futures	4813.65	4813.93	4801.54	4804.92	18809.0
2021-07-20 06:00:00	ES	Futures	4804.92	4815.06	4800.98	4812.8	17982.0
2021-07-20 06:30:00	ES	Futures	4812.8	4814.21	4805.48	4811.11	12863.0
2021-07-20 07:00:00	ES	Futures	4810.83	4813.93	4805.48	4812.8	15986.0
2021-07-20 07:30:00	ES	Futures	4812.8	4816.75	4810.83	4814.49	15413.0
2021-07-20 08:00:00	ES	Futures	4814.49	4817.59	4810.83	4810.83	15486.0
2021-07-20 08:30:00	ES	Futures	4810.83	4812.24	4802.95	4805.2	44399.0
2021-07-20 09:00:00	ES	Futures	4804.92	4807.73	4794.78	4799.85	45996.0
2021-07-20 09:30:00	ES	Futures	4799.57	4830.26	4790.0	4828.57	246234.0
2021-07-20 10:00:00	ES	Futures	4828.57	4842.65	4825.19	4837.58	163966.0
2021-07-20 10:30:00	ES	Futures	4837.86	4851.66	4835.05	4851.38	111402.0
2021-07-20 11:00:00	ES	Futures	4851.1	4855.04	4847.44	4847.72	87513.0
2021-07-20 11:30:00	ES	Futures	4847.44	4861.8	4846.87	4861.52	76550.0
2021-07-20 12:00:00	ES	Futures	4861.52	4865.74	4858.14	4862.36	72059.0
2021-07-20 12:30:00	ES	Futures	4862.64	4871.37	4862.64	4871.37	65580.0
2021-07-20 13:00:00	ES	Futures	4871.37	4872.22	4858.14	4859.55	86164.0
2021-07-20 13:30:00	ES	Futures	4859.55	4863.49	4857.01	4860.95	57149.0
2021-07-20 14:00:00	ES	Futures	4860.95	4869.12	4860.67	4868.84	54145.0
2021-07-20 14:30:00	ES	Futures	4868.84	4870.25	4864.33	4865.74	65070.0
2021-07-20 15:00:00	ES	Futures	4866.02	4875.88	4865.74	4871.94	74904.0
2021-07-20 15:30:00	ES	Futures	4871.94	4872.78	4859.55	4859.83	204513.0
2021-07-20 16:00:00	ES	Futures	4860.11	4866.3	4859.26	4865.18	69823.0
2021-07-20 16:30:00	ES	Futures	4865.18	4866.02	4863.49	4864.61	5888.0
2021-07-20 18:00:00	ES	Futures	4864.33	4869.12	4863.77	4867.15	3406.0
2021-07-20 18:30:00	ES	Futures	4867.43	4868.84	4866.87	4868.27	1483.0
2021-07-20 19:00:00	ES	Futures	4868.27	4872.78	4867.43	4871.65	2963.0
2021-07-20 19:30:00	ES	Futures	4871.65	4872.22	4869.4	4870.81	2128.0
2021-07-20 20:00:00	ES	Futures	4870.81	4871.09	4864.9	4867.71	6386.0
2021-07-20 20:30:00	ES	Futures	4867.71	4873.63	4867.71	4871.65	4370.0
2021-07-20 21:00:00	ES	Futures	4871.65	4871.65	4866.02	4869.12	4629.0
2021-07-20 21:30:00	ES	Futures	4869.4	4869.96	4864.33	4866.3	4711.0
2021-07-20 22:00:00	ES	Futures	4866.02	4866.3	4857.29	4858.42	8373.0
2021-07-20 22:30:00	ES	Futures	4858.42	4859.83	4854.48	4855.89	6359.0
2021-07-20 23:00:00	ES	Futures	4855.89	4859.26	4855.32	4858.98	3942.0
2021-07-20 23:30:00	ES	Futures	4858.98	4859.83	4856.73	4858.14	2909.0
2021-07-20 00:00:00	NQ	Futures	16911.88	16918.25	16898.27	16915.07	2390.0
2021-07-20 00:30:00	NQ	Futures	16915.36	16925.5	16907.83	16922.6	1772.0
2021-07-20 01:00:00	NQ	Futures	16922.31	16930.42	16909.56	16922.02	1924.0
2021-07-20 01:30:00	NQ	Futures	16922.31	16939.11	16911.88	16935.35	2017.0

> showing 50 of 3,789 rows — these rows as CSV

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