PREVIEW / futures_30min / 2021-07-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-28.parquet
  size:    103 KB
  rows:    3,739

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
2021-07-28 00:00:00	ES	Futures	4943.74	4944.3	4941.49	4942.61	2247.0
2021-07-28 00:30:00	ES	Futures	4942.61	4943.18	4939.23	4939.8	2359.0
2021-07-28 01:00:00	ES	Futures	4939.8	4942.05	4935.29	4938.11	6020.0
2021-07-28 01:30:00	ES	Futures	4937.83	4950.22	4936.98	4949.93	6263.0
2021-07-28 02:00:00	ES	Futures	4949.65	4950.78	4942.61	4949.09	6795.0
2021-07-28 02:30:00	ES	Futures	4949.09	4950.5	4941.77	4945.15	5871.0
2021-07-28 03:00:00	ES	Futures	4945.15	4948.81	4939.8	4944.87	12732.0
2021-07-28 03:30:00	ES	Futures	4944.87	4949.65	4941.49	4949.37	6911.0
2021-07-28 04:00:00	ES	Futures	4949.37	4955.0	4946.84	4955.0	8774.0
2021-07-28 04:30:00	ES	Futures	4955.0	4960.92	4955.0	4960.35	9371.0
2021-07-28 05:00:00	ES	Futures	4960.35	4960.63	4957.25	4959.23	7161.0
2021-07-28 05:30:00	ES	Futures	4958.94	4959.79	4956.41	4958.66	4715.0
2021-07-28 06:00:00	ES	Futures	4958.66	4959.79	4947.96	4950.22	10406.0
2021-07-28 06:30:00	ES	Futures	4950.5	4953.59	4947.68	4951.9	7464.0
2021-07-28 07:00:00	ES	Futures	4951.9	4953.59	4949.93	4953.03	8589.0
2021-07-28 07:30:00	ES	Futures	4953.03	4956.41	4948.53	4951.34	12939.0
2021-07-28 08:00:00	ES	Futures	4951.06	4955.28	4949.09	4955.0	10531.0
2021-07-28 08:30:00	ES	Futures	4955.0	4956.69	4953.31	4954.16	10865.0
2021-07-28 09:00:00	ES	Futures	4954.16	4959.23	4953.88	4957.54	22755.0
2021-07-28 09:30:00	ES	Futures	4957.25	4959.23	4939.52	4945.43	130934.0
2021-07-28 10:00:00	ES	Futures	4945.43	4953.59	4940.08	4951.62	86529.0
2021-07-28 10:30:00	ES	Futures	4951.62	4956.41	4942.61	4953.59	90662.0
2021-07-28 11:00:00	ES	Futures	4953.31	4955.57	4949.09	4949.37	49077.0
2021-07-28 11:30:00	ES	Futures	4949.37	4955.57	4948.53	4952.75	48129.0
2021-07-28 12:00:00	ES	Futures	4953.03	4953.88	4947.68	4947.68	31894.0
2021-07-28 12:30:00	ES	Futures	4947.68	4950.22	4943.18	4945.71	34697.0
2021-07-28 13:00:00	ES	Futures	4945.43	4946.84	4938.95	4940.08	41448.0
2021-07-28 13:30:00	ES	Futures	4940.08	4944.02	4937.54	4940.92	40760.0
2021-07-28 14:00:00	ES	Futures	4940.92	4953.31	4930.5	4950.5	100212.0
2021-07-28 14:30:00	ES	Futures	4950.22	4964.58	4943.74	4957.82	98953.0
2021-07-28 15:00:00	ES	Futures	4957.82	4960.92	4950.78	4955.85	67900.0
2021-07-28 15:30:00	ES	Futures	4955.57	4959.51	4946.84	4947.68	98274.0
2021-07-28 16:00:00	ES	Futures	4947.4	4949.09	4944.3	4946.27	44332.0
2021-07-28 16:30:00	ES	Futures	4945.99	4947.4	4945.71	4946.84	6041.0
2021-07-28 18:00:00	ES	Futures	4948.81	4949.93	4946.84	4948.81	3142.0
2021-07-28 18:30:00	ES	Futures	4949.09	4949.09	4946.27	4948.81	2367.0
2021-07-28 19:00:00	ES	Futures	4948.81	4948.81	4945.15	4947.68	2576.0
2021-07-28 19:30:00	ES	Futures	4947.4	4949.65	4946.84	4949.65	2736.0
2021-07-28 20:00:00	ES	Futures	4949.65	4949.65	4942.61	4942.89	5927.0
2021-07-28 20:30:00	ES	Futures	4943.18	4945.71	4941.77	4945.71	2884.0
2021-07-28 21:00:00	ES	Futures	4945.71	4945.71	4939.8	4940.64	4165.0
2021-07-28 21:30:00	ES	Futures	4940.64	4941.2	4933.88	4935.01	9758.0
2021-07-28 22:00:00	ES	Futures	4935.29	4936.98	4933.88	4936.98	3420.0
2021-07-28 22:30:00	ES	Futures	4936.98	4941.77	4936.14	4941.2	4627.0
2021-07-28 23:00:00	ES	Futures	4941.2	4944.02	4940.92	4940.92	2770.0
2021-07-28 23:30:00	ES	Futures	4941.2	4943.46	4940.36	4940.92	1540.0
2021-07-28 00:00:00	NQ	Futures	17291.94	17293.97	17279.49	17286.73	1399.0
2021-07-28 00:30:00	NQ	Futures	17287.31	17290.21	17269.06	17271.09	1585.0
2021-07-28 01:00:00	NQ	Futures	17270.8	17289.34	17257.18	17271.38	3097.0
2021-07-28 01:30:00	NQ	Futures	17270.8	17314.25	17265.58	17313.38	3467.0

> showing 50 of 3,739 rows — these rows as CSV

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