PREVIEW / futures_30min / 2021-07-22

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-22.parquet
  size:    104 KB
  rows:    3,712

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
2021-07-22 00:00:00	ES	Futures	4903.47	4904.04	4902.91	4902.91	702.0
2021-07-22 00:30:00	ES	Futures	4902.91	4903.75	4902.35	4902.91	700.0
2021-07-22 01:00:00	ES	Futures	4902.91	4903.19	4901.5	4903.19	1428.0
2021-07-22 01:30:00	ES	Futures	4903.19	4906.01	4903.19	4904.6	2140.0
2021-07-22 02:00:00	ES	Futures	4904.32	4905.16	4902.63	4903.75	2751.0
2021-07-22 02:30:00	ES	Futures	4903.75	4908.26	4903.75	4906.57	4614.0
2021-07-22 03:00:00	ES	Futures	4906.57	4911.08	4905.44	4906.01	13833.0
2021-07-22 03:30:00	ES	Futures	4906.01	4907.98	4903.75	4906.85	8141.0
2021-07-22 04:00:00	ES	Futures	4906.85	4907.98	4905.16	4907.7	6584.0
2021-07-22 04:30:00	ES	Futures	4907.41	4908.54	4906.01	4907.41	3994.0
2021-07-22 05:00:00	ES	Futures	4907.7	4909.67	4906.29	4909.39	4932.0
2021-07-22 05:30:00	ES	Futures	4909.1	4910.51	4907.98	4908.82	4244.0
2021-07-22 06:00:00	ES	Futures	4908.82	4909.67	4906.57	4908.54	4913.0
2021-07-22 06:30:00	ES	Futures	4908.82	4912.2	4908.82	4910.79	5793.0
2021-07-22 07:00:00	ES	Futures	4910.79	4910.79	4905.16	4905.44	9684.0
2021-07-22 07:30:00	ES	Futures	4905.44	4907.7	4903.47	4907.13	9013.0
2021-07-22 08:00:00	ES	Futures	4907.13	4907.41	4902.06	4905.16	10776.0
2021-07-22 08:30:00	ES	Futures	4905.16	4905.44	4895.03	4897.84	32112.0
2021-07-22 09:00:00	ES	Futures	4897.56	4902.63	4895.87	4901.78	22722.0
2021-07-22 09:30:00	ES	Futures	4901.78	4905.44	4892.77	4897.84	145278.0
2021-07-22 10:00:00	ES	Futures	4898.12	4902.91	4894.18	4901.78	75408.0
2021-07-22 10:30:00	ES	Futures	4901.5	4909.1	4900.94	4905.16	52425.0
2021-07-22 11:00:00	ES	Futures	4905.44	4906.57	4897.84	4901.22	62007.0
2021-07-22 11:30:00	ES	Futures	4901.22	4902.63	4895.31	4899.25	48305.0
2021-07-22 12:00:00	ES	Futures	4898.97	4900.66	4889.96	4896.15	69903.0
2021-07-22 12:30:00	ES	Futures	4896.43	4902.63	4894.74	4902.35	40733.0
2021-07-22 13:00:00	ES	Futures	4902.63	4905.73	4900.94	4904.88	33858.0
2021-07-22 13:30:00	ES	Futures	4904.88	4907.41	4904.32	4907.13	27165.0
2021-07-22 14:00:00	ES	Futures	4907.41	4911.36	4906.29	4909.67	40428.0
2021-07-22 14:30:00	ES	Futures	4909.95	4913.33	4908.26	4912.2	32944.0
2021-07-22 15:00:00	ES	Futures	4912.2	4912.76	4909.1	4910.79	34513.0
2021-07-22 15:30:00	ES	Futures	4910.51	4911.36	4906.01	4910.51	82208.0
2021-07-22 16:00:00	ES	Futures	4910.79	4919.24	4910.51	4918.96	34151.0
2021-07-22 16:30:00	ES	Futures	4918.68	4923.75	4918.68	4923.18	10207.0
2021-07-22 18:00:00	ES	Futures	4923.75	4924.03	4921.21	4921.21	2985.0
2021-07-22 18:30:00	ES	Futures	4921.49	4922.06	4920.65	4921.78	1157.0
2021-07-22 19:00:00	ES	Futures	4921.49	4923.18	4920.93	4922.06	1242.0
2021-07-22 19:30:00	ES	Futures	4921.78	4922.06	4920.93	4921.21	1260.0
2021-07-22 20:00:00	ES	Futures	4921.49	4922.9	4918.96	4922.34	3190.0
2021-07-22 20:30:00	ES	Futures	4922.34	4926.56	4922.06	4925.44	2931.0
2021-07-22 21:00:00	ES	Futures	4925.15	4926.0	4924.59	4925.72	1705.0
2021-07-22 21:30:00	ES	Futures	4925.72	4926.56	4923.18	4924.31	2405.0
2021-07-22 22:00:00	ES	Futures	4924.03	4925.72	4922.9	4923.18	1949.0
2021-07-22 22:30:00	ES	Futures	4923.18	4923.75	4921.49	4922.9	1963.0
2021-07-22 23:00:00	ES	Futures	4922.9	4923.75	4921.78	4922.34	1067.0
2021-07-22 23:30:00	ES	Futures	4922.62	4923.18	4921.49	4922.34	947.0
2021-07-22 00:00:00	NQ	Futures	17197.51	17201.85	17194.61	17196.64	598.0
2021-07-22 00:30:00	NQ	Futures	17196.35	17199.82	17193.16	17196.93	616.0
2021-07-22 01:00:00	NQ	Futures	17196.93	17198.67	17188.24	17196.64	763.0
2021-07-22 01:30:00	NQ	Futures	17196.64	17205.62	17193.45	17196.35	966.0

> showing 50 of 3,712 rows — these rows as CSV

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