PREVIEW / futures_30min / 2021-07-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-27.parquet
  size:    105 KB
  rows:    3,729

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
2021-07-27 00:00:00	ES	Futures	4964.58	4965.7	4963.73	4964.29	903.0
2021-07-27 00:30:00	ES	Futures	4964.58	4965.7	4964.01	4964.86	971.0
2021-07-27 01:00:00	ES	Futures	4964.86	4964.86	4961.48	4962.32	2832.0
2021-07-27 01:30:00	ES	Futures	4962.61	4964.01	4961.48	4963.45	4011.0
2021-07-27 02:00:00	ES	Futures	4963.45	4964.01	4961.48	4961.76	5242.0
2021-07-27 02:30:00	ES	Futures	4961.76	4963.17	4961.48	4962.61	7529.0
2021-07-27 03:00:00	ES	Futures	4962.89	4962.89	4945.15	4945.99	27638.0
2021-07-27 03:30:00	ES	Futures	4945.99	4954.72	4945.15	4953.03	18759.0
2021-07-27 04:00:00	ES	Futures	4953.03	4958.94	4945.99	4946.55	16887.0
2021-07-27 04:30:00	ES	Futures	4946.84	4954.72	4946.84	4952.19	11125.0
2021-07-27 05:00:00	ES	Futures	4952.19	4953.31	4947.68	4952.19	10098.0
2021-07-27 05:30:00	ES	Futures	4952.19	4958.66	4951.62	4956.13	9455.0
2021-07-27 06:00:00	ES	Futures	4956.41	4958.66	4955.28	4957.54	4352.0
2021-07-27 06:30:00	ES	Futures	4957.54	4962.32	4957.54	4962.32	7479.0
2021-07-27 07:00:00	ES	Futures	4962.04	4967.11	4962.04	4965.14	10632.0
2021-07-27 07:30:00	ES	Futures	4965.14	4969.08	4962.04	4963.45	7260.0
2021-07-27 08:00:00	ES	Futures	4963.45	4965.42	4960.35	4962.04	8238.0
2021-07-27 08:30:00	ES	Futures	4962.04	4965.7	4959.23	4964.58	11597.0
2021-07-27 09:00:00	ES	Futures	4964.58	4965.14	4958.94	4959.79	15383.0
2021-07-27 09:30:00	ES	Futures	4959.79	4960.35	4944.58	4953.03	172466.0
2021-07-27 10:00:00	ES	Futures	4953.03	4957.25	4939.23	4951.06	151329.0
2021-07-27 10:30:00	ES	Futures	4950.78	4951.34	4937.83	4945.15	125251.0
2021-07-27 11:00:00	ES	Futures	4944.87	4950.78	4931.07	4935.85	110271.0
2021-07-27 11:30:00	ES	Futures	4935.57	4937.26	4924.87	4934.17	118754.0
2021-07-27 12:00:00	ES	Futures	4934.17	4934.45	4920.09	4930.22	94768.0
2021-07-27 12:30:00	ES	Futures	4929.94	4931.63	4924.03	4925.15	51715.0
2021-07-27 13:00:00	ES	Futures	4924.87	4929.66	4916.14	4919.52	62145.0
2021-07-27 13:30:00	ES	Futures	4919.52	4926.56	4916.14	4919.52	51584.0
2021-07-27 14:00:00	ES	Futures	4919.52	4935.57	4918.96	4933.04	73974.0
2021-07-27 14:30:00	ES	Futures	4933.32	4939.23	4931.91	4938.95	57544.0
2021-07-27 15:00:00	ES	Futures	4938.95	4942.89	4937.26	4938.95	61948.0
2021-07-27 15:30:00	ES	Futures	4938.95	4951.06	4935.29	4950.22	130340.0
2021-07-27 16:00:00	ES	Futures	4950.22	4950.78	4937.26	4943.18	54132.0
2021-07-27 16:30:00	ES	Futures	4943.18	4948.24	4935.57	4937.26	12771.0
2021-07-27 18:00:00	ES	Futures	4933.32	4940.64	4933.04	4940.36	6654.0
2021-07-27 18:30:00	ES	Futures	4940.08	4944.02	4939.8	4943.74	3589.0
2021-07-27 19:00:00	ES	Futures	4943.74	4946.55	4941.49	4945.99	3069.0
2021-07-27 19:30:00	ES	Futures	4945.71	4947.68	4944.58	4947.12	3217.0
2021-07-27 20:00:00	ES	Futures	4947.12	4954.44	4945.99	4951.62	8295.0
2021-07-27 20:30:00	ES	Futures	4951.62	4953.59	4950.5	4953.59	3651.0
2021-07-27 21:00:00	ES	Futures	4953.59	4958.1	4952.75	4956.41	6695.0
2021-07-27 21:30:00	ES	Futures	4956.13	4956.97	4946.55	4947.4	9152.0
2021-07-27 22:00:00	ES	Futures	4947.12	4949.65	4938.67	4947.12	9605.0
2021-07-27 22:30:00	ES	Futures	4947.12	4954.16	4946.55	4951.34	5222.0
2021-07-27 23:00:00	ES	Futures	4951.34	4952.19	4948.53	4950.78	3016.0
2021-07-27 23:30:00	ES	Futures	4950.78	4951.34	4943.18	4944.02	3895.0
2021-07-27 00:00:00	NQ	Futures	17495.3	17497.91	17492.4	17493.85	419.0
2021-07-27 00:30:00	NQ	Futures	17493.27	17502.54	17493.27	17499.93	599.0
2021-07-27 01:00:00	NQ	Futures	17498.78	17499.64	17486.61	17491.53	1301.0
2021-07-27 01:30:00	NQ	Futures	17492.69	17498.78	17484.0	17496.46	1414.0

> showing 50 of 3,729 rows — these rows as CSV

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