PREVIEW / futures_30min / 2021-07-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-23.parquet
  size:    83 KB
  rows:    2,951

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
2021-07-23 00:00:00	ES	Futures	4922.34	4922.34	4919.8	4921.78	1355.0
2021-07-23 00:30:00	ES	Futures	4921.78	4923.47	4921.78	4922.62	1019.0
2021-07-23 01:00:00	ES	Futures	4922.9	4923.18	4920.93	4922.9	1436.0
2021-07-23 01:30:00	ES	Futures	4922.9	4922.9	4921.78	4922.62	1156.0
2021-07-23 02:00:00	ES	Futures	4922.62	4927.41	4922.06	4925.44	4647.0
2021-07-23 02:30:00	ES	Futures	4925.72	4926.84	4924.87	4925.72	3457.0
2021-07-23 03:00:00	ES	Futures	4925.72	4926.56	4922.34	4925.15	10829.0
2021-07-23 03:30:00	ES	Futures	4925.15	4929.1	4924.87	4929.1	8020.0
2021-07-23 04:00:00	ES	Futures	4929.1	4929.94	4927.69	4928.82	7370.0
2021-07-23 04:30:00	ES	Futures	4928.82	4931.91	4928.82	4930.22	6247.0
2021-07-23 05:00:00	ES	Futures	4929.94	4932.76	4929.94	4931.63	4832.0
2021-07-23 05:30:00	ES	Futures	4931.63	4936.7	4931.63	4933.04	8169.0
2021-07-23 06:00:00	ES	Futures	4933.32	4934.17	4932.48	4933.32	5024.0
2021-07-23 06:30:00	ES	Futures	4933.04	4935.01	4933.04	4934.45	4080.0
2021-07-23 07:00:00	ES	Futures	4934.17	4934.45	4929.66	4929.94	8204.0
2021-07-23 07:30:00	ES	Futures	4929.66	4932.19	4929.66	4932.19	5424.0
2021-07-23 08:00:00	ES	Futures	4931.91	4934.45	4931.63	4934.17	7886.0
2021-07-23 08:30:00	ES	Futures	4934.45	4934.73	4930.22	4931.35	10516.0
2021-07-23 09:00:00	ES	Futures	4931.07	4934.17	4929.1	4933.32	14073.0
2021-07-23 09:30:00	ES	Futures	4933.04	4934.73	4924.87	4927.13	122857.0
2021-07-23 10:00:00	ES	Futures	4927.13	4933.88	4926.84	4933.6	74981.0
2021-07-23 10:30:00	ES	Futures	4933.6	4942.89	4931.91	4942.05	80793.0
2021-07-23 11:00:00	ES	Futures	4942.33	4953.31	4941.49	4952.75	91830.0
2021-07-23 11:30:00	ES	Futures	4952.75	4955.85	4946.84	4946.84	82911.0
2021-07-23 12:00:00	ES	Futures	4947.12	4952.75	4946.84	4950.22	47356.0
2021-07-23 12:30:00	ES	Futures	4950.22	4954.44	4949.09	4954.16	31306.0
2021-07-23 13:00:00	ES	Futures	4954.16	4962.04	4953.88	4959.23	57896.0
2021-07-23 13:30:00	ES	Futures	4959.51	4961.48	4955.85	4958.94	43883.0
2021-07-23 14:00:00	ES	Futures	4958.94	4961.48	4956.41	4958.1	34816.0
2021-07-23 14:30:00	ES	Futures	4958.38	4959.51	4956.69	4958.38	39014.0
2021-07-23 15:00:00	ES	Futures	4958.38	4958.94	4951.9	4956.97	57504.0
2021-07-23 15:30:00	ES	Futures	4956.97	4965.14	4956.69	4960.07	152354.0
2021-07-23 16:00:00	ES	Futures	4960.07	4960.07	4956.13	4956.97	51609.0
2021-07-23 16:30:00	ES	Futures	4957.25	4958.1	4953.59	4955.0	5017.0
2021-07-23 00:00:00	NQ	Futures	17349.01	17349.88	17340.61	17346.4	813.0
2021-07-23 00:30:00	NQ	Futures	17346.69	17353.07	17346.69	17349.59	783.0
2021-07-23 01:00:00	NQ	Futures	17349.88	17350.46	17341.77	17345.53	1026.0
2021-07-23 01:30:00	NQ	Futures	17345.82	17351.33	17342.64	17348.72	1001.0
2021-07-23 02:00:00	NQ	Futures	17349.59	17364.65	17346.69	17360.6	1729.0
2021-07-23 02:30:00	NQ	Futures	17360.89	17366.39	17356.54	17360.31	1315.0
2021-07-23 03:00:00	NQ	Futures	17360.89	17364.07	17340.9	17349.01	3133.0
2021-07-23 03:30:00	NQ	Futures	17349.01	17373.92	17345.53	17371.61	2472.0
2021-07-23 04:00:00	NQ	Futures	17371.9	17391.88	17369.58	17382.32	6130.0
2021-07-23 04:30:00	NQ	Futures	17382.32	17390.15	17376.53	17378.56	2385.0
2021-07-23 05:00:00	NQ	Futures	17378.27	17389.57	17376.53	17385.51	1621.0
2021-07-23 05:30:00	NQ	Futures	17385.51	17398.84	17384.35	17386.96	2471.0
2021-07-23 06:00:00	NQ	Futures	17386.67	17389.57	17380.01	17381.74	2158.0
2021-07-23 06:30:00	NQ	Futures	17381.45	17386.67	17377.98	17382.61	1603.0
2021-07-23 07:00:00	NQ	Futures	17382.32	17383.77	17359.44	17362.34	3497.0
2021-07-23 07:30:00	NQ	Futures	17362.05	17363.49	17351.04	17361.47	3432.0

> showing 50 of 2,951 rows — these rows as CSV

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