PREVIEW / futures_30min / 2021-07-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-26.parquet
  size:    103 KB
  rows:    3,693

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
2021-07-26 00:00:00	ES	Futures	4944.3	4946.84	4944.3	4945.43	2061.0
2021-07-26 00:30:00	ES	Futures	4945.43	4945.99	4944.58	4945.43	1006.0
2021-07-26 01:00:00	ES	Futures	4945.71	4946.55	4942.61	4942.89	2933.0
2021-07-26 01:30:00	ES	Futures	4943.18	4945.15	4940.92	4944.3	3894.0
2021-07-26 02:00:00	ES	Futures	4944.02	4945.99	4941.77	4944.58	5610.0
2021-07-26 02:30:00	ES	Futures	4944.58	4947.12	4941.2	4945.15	6541.0
2021-07-26 03:00:00	ES	Futures	4945.43	4947.96	4941.77	4942.61	14317.0
2021-07-26 03:30:00	ES	Futures	4942.61	4944.87	4935.29	4936.7	14447.0
2021-07-26 04:00:00	ES	Futures	4936.98	4936.98	4928.25	4930.79	20790.0
2021-07-26 04:30:00	ES	Futures	4931.07	4940.36	4930.5	4938.11	12853.0
2021-07-26 05:00:00	ES	Futures	4938.11	4945.43	4937.54	4943.74	10725.0
2021-07-26 05:30:00	ES	Futures	4943.74	4949.37	4942.89	4947.68	9308.0
2021-07-26 06:00:00	ES	Futures	4947.68	4951.9	4947.4	4948.81	7190.0
2021-07-26 06:30:00	ES	Futures	4949.09	4949.37	4944.02	4944.3	5813.0
2021-07-26 07:00:00	ES	Futures	4944.3	4948.24	4944.02	4946.84	6865.0
2021-07-26 07:30:00	ES	Futures	4946.55	4953.88	4946.27	4951.34	8397.0
2021-07-26 08:00:00	ES	Futures	4951.34	4953.31	4949.37	4951.62	10653.0
2021-07-26 08:30:00	ES	Futures	4951.62	4951.62	4945.43	4946.27	9362.0
2021-07-26 09:00:00	ES	Futures	4946.27	4954.44	4944.87	4953.59	15244.0
2021-07-26 09:30:00	ES	Futures	4953.59	4964.01	4952.75	4960.63	117778.0
2021-07-26 10:00:00	ES	Futures	4960.63	4962.04	4953.88	4954.44	81610.0
2021-07-26 10:30:00	ES	Futures	4954.44	4960.35	4952.47	4957.25	60280.0
2021-07-26 11:00:00	ES	Futures	4957.25	4966.55	4954.16	4965.98	58312.0
2021-07-26 11:30:00	ES	Futures	4965.98	4969.64	4965.14	4969.08	46097.0
2021-07-26 12:00:00	ES	Futures	4969.08	4970.77	4964.86	4965.42	35407.0
2021-07-26 12:30:00	ES	Futures	4965.42	4965.7	4960.35	4962.89	32616.0
2021-07-26 13:00:00	ES	Futures	4963.17	4969.08	4962.89	4965.98	29852.0
2021-07-26 13:30:00	ES	Futures	4965.98	4966.83	4962.89	4964.86	22845.0
2021-07-26 14:00:00	ES	Futures	4964.86	4967.11	4962.89	4966.55	30840.0
2021-07-26 14:30:00	ES	Futures	4966.55	4968.8	4965.7	4967.96	25543.0
2021-07-26 15:00:00	ES	Futures	4967.96	4970.77	4967.39	4970.49	31533.0
2021-07-26 15:30:00	ES	Futures	4970.21	4972.74	4966.27	4972.18	84012.0
2021-07-26 16:00:00	ES	Futures	4971.9	4974.15	4971.62	4973.59	30267.0
2021-07-26 16:30:00	ES	Futures	4973.31	4974.71	4972.74	4972.74	6139.0
2021-07-26 18:00:00	ES	Futures	4973.59	4973.87	4970.77	4970.77	1970.0
2021-07-26 18:30:00	ES	Futures	4971.05	4972.18	4970.49	4971.33	1014.0
2021-07-26 19:00:00	ES	Futures	4971.05	4972.46	4971.05	4971.62	1225.0
2021-07-26 19:30:00	ES	Futures	4971.62	4971.62	4968.52	4968.8	1884.0
2021-07-26 20:00:00	ES	Futures	4968.8	4970.49	4967.11	4968.8	3876.0
2021-07-26 20:30:00	ES	Futures	4968.52	4968.52	4964.01	4965.7	3390.0
2021-07-26 21:00:00	ES	Futures	4965.7	4967.39	4963.45	4967.39	3789.0
2021-07-26 21:30:00	ES	Futures	4967.39	4967.67	4964.86	4964.86	3981.0
2021-07-26 22:00:00	ES	Futures	4965.14	4966.55	4961.48	4961.76	3443.0
2021-07-26 22:30:00	ES	Futures	4961.76	4966.55	4961.76	4966.27	3378.0
2021-07-26 23:00:00	ES	Futures	4966.27	4966.55	4963.17	4964.29	2334.0
2021-07-26 23:30:00	ES	Futures	4964.29	4965.7	4963.73	4964.58	1420.0
2021-07-26 00:00:00	NQ	Futures	17479.37	17484.0	17478.79	17480.24	670.0
2021-07-26 00:30:00	NQ	Futures	17480.53	17483.13	17477.05	17479.08	627.0
2021-07-26 01:00:00	NQ	Futures	17478.5	17480.24	17468.94	17472.13	1074.0
2021-07-26 01:30:00	NQ	Futures	17472.13	17477.63	17465.75	17476.76	1994.0

> showing 50 of 3,693 rows — these rows as CSV

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