PREVIEW / futures_30min / 2021-07-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-21.parquet
  size:    109 KB
  rows:    3,750

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
2021-07-21 00:00:00	ES	Futures	4858.14	4860.95	4857.86	4858.7	2146.0
2021-07-21 00:30:00	ES	Futures	4858.7	4860.11	4854.48	4854.48	2575.0
2021-07-21 01:00:00	ES	Futures	4854.48	4860.95	4854.48	4860.95	3179.0
2021-07-21 01:30:00	ES	Futures	4860.95	4863.77	4857.86	4858.98	4308.0
2021-07-21 02:00:00	ES	Futures	4858.98	4864.33	4858.7	4860.11	6012.0
2021-07-21 02:30:00	ES	Futures	4860.39	4866.59	4858.7	4866.02	5459.0
2021-07-21 03:00:00	ES	Futures	4866.02	4869.68	4861.24	4867.71	20456.0
2021-07-21 03:30:00	ES	Futures	4867.71	4883.48	4866.87	4880.1	21576.0
2021-07-21 04:00:00	ES	Futures	4879.82	4886.58	4875.6	4883.2	15256.0
2021-07-21 04:30:00	ES	Futures	4883.2	4885.73	4882.07	4883.2	8677.0
2021-07-21 05:00:00	ES	Futures	4883.2	4884.89	4879.26	4883.48	7937.0
2021-07-21 05:30:00	ES	Futures	4883.2	4883.48	4880.1	4881.51	4963.0
2021-07-21 06:00:00	ES	Futures	4881.79	4882.07	4876.44	4880.95	7426.0
2021-07-21 06:30:00	ES	Futures	4880.95	4881.23	4876.16	4878.13	7328.0
2021-07-21 07:00:00	ES	Futures	4878.13	4878.13	4867.43	4869.12	13541.0
2021-07-21 07:30:00	ES	Futures	4868.84	4869.68	4860.67	4863.21	17704.0
2021-07-21 08:00:00	ES	Futures	4863.21	4870.81	4862.08	4870.53	15520.0
2021-07-21 08:30:00	ES	Futures	4870.25	4874.19	4866.59	4871.09	21180.0
2021-07-21 09:00:00	ES	Futures	4871.37	4875.88	4868.56	4875.03	26730.0
2021-07-21 09:30:00	ES	Futures	4874.75	4890.24	4872.5	4889.96	144422.0
2021-07-21 10:00:00	ES	Futures	4889.68	4890.52	4882.64	4882.64	88229.0
2021-07-21 10:30:00	ES	Futures	4882.92	4889.11	4880.66	4887.14	65717.0
2021-07-21 11:00:00	ES	Futures	4887.42	4889.96	4884.33	4884.61	58712.0
2021-07-21 11:30:00	ES	Futures	4884.61	4893.9	4883.48	4893.9	54965.0
2021-07-21 12:00:00	ES	Futures	4893.9	4893.9	4889.11	4889.39	39231.0
2021-07-21 12:30:00	ES	Futures	4889.68	4891.36	4887.14	4887.7	29284.0
2021-07-21 13:00:00	ES	Futures	4887.7	4892.49	4887.42	4891.93	33759.0
2021-07-21 13:30:00	ES	Futures	4891.93	4894.18	4890.52	4892.77	31220.0
2021-07-21 14:00:00	ES	Futures	4892.77	4893.62	4889.39	4892.21	28000.0
2021-07-21 14:30:00	ES	Futures	4892.21	4895.59	4891.93	4895.59	32923.0
2021-07-21 15:00:00	ES	Futures	4895.31	4898.12	4893.62	4895.03	41589.0
2021-07-21 15:30:00	ES	Futures	4894.74	4902.06	4888.83	4900.94	172282.0
2021-07-21 16:00:00	ES	Futures	4900.66	4903.75	4899.81	4902.63	46944.0
2021-07-21 16:30:00	ES	Futures	4902.91	4905.44	4902.63	4905.44	5672.0
2021-07-21 18:00:00	ES	Futures	4905.16	4905.16	4902.35	4902.63	3154.0
2021-07-21 18:30:00	ES	Futures	4902.91	4904.6	4902.63	4903.75	1025.0
2021-07-21 19:00:00	ES	Futures	4903.75	4905.73	4903.47	4904.04	1711.0
2021-07-21 19:30:00	ES	Futures	4904.04	4907.41	4902.63	4904.6	3321.0
2021-07-21 20:00:00	ES	Futures	4904.6	4905.73	4902.06	4903.75	2537.0
2021-07-21 20:30:00	ES	Futures	4903.47	4904.04	4901.5	4901.78	2337.0
2021-07-21 21:00:00	ES	Futures	4902.06	4904.04	4901.5	4902.35	1808.0
2021-07-21 21:30:00	ES	Futures	4902.63	4906.85	4902.06	4905.73	2769.0
2021-07-21 22:00:00	ES	Futures	4905.73	4906.01	4904.32	4905.16	1504.0
2021-07-21 22:30:00	ES	Futures	4905.16	4906.01	4902.63	4902.91	1994.0
2021-07-21 23:00:00	ES	Futures	4903.19	4904.88	4902.35	4904.04	1084.0
2021-07-21 23:30:00	ES	Futures	4904.04	4904.04	4902.63	4903.47	907.0
2021-07-21 00:00:00	NQ	Futures	17032.68	17040.79	17031.23	17032.39	1248.0
2021-07-21 00:30:00	NQ	Futures	17032.68	17038.47	17018.77	17019.35	1198.0
2021-07-21 01:00:00	NQ	Futures	17019.35	17039.63	17018.48	17038.76	1621.0
2021-07-21 01:30:00	NQ	Futures	17039.63	17050.64	17035.0	17038.76	2672.0

> showing 50 of 3,750 rows — these rows as CSV

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