PREVIEW / futures_30min / 2021-07-29

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-29.parquet
  size:    103 KB
  rows:    3,708

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
2021-07-29 00:00:00	ES	Futures	4941.2	4943.18	4940.92	4942.33	1126.0
2021-07-29 00:30:00	ES	Futures	4942.33	4944.58	4942.33	4942.89	1341.0
2021-07-29 01:00:00	ES	Futures	4942.89	4945.99	4941.77	4945.99	2669.0
2021-07-29 01:30:00	ES	Futures	4945.99	4948.24	4945.43	4947.4	3098.0
2021-07-29 02:00:00	ES	Futures	4947.4	4952.75	4946.27	4951.9	5721.0
2021-07-29 02:30:00	ES	Futures	4951.9	4954.72	4950.78	4953.31	5128.0
2021-07-29 03:00:00	ES	Futures	4953.59	4957.82	4953.03	4955.57	13072.0
2021-07-29 03:30:00	ES	Futures	4955.57	4955.57	4949.93	4953.59	7303.0
2021-07-29 04:00:00	ES	Futures	4953.59	4955.85	4951.34	4952.75	6508.0
2021-07-29 04:30:00	ES	Futures	4952.75	4956.97	4952.47	4955.0	4184.0
2021-07-29 05:00:00	ES	Futures	4954.72	4955.28	4953.31	4954.16	3489.0
2021-07-29 05:30:00	ES	Futures	4953.88	4958.94	4953.59	4958.66	4847.0
2021-07-29 06:00:00	ES	Futures	4958.94	4959.23	4957.25	4957.82	4378.0
2021-07-29 06:30:00	ES	Futures	4958.1	4958.66	4951.62	4956.41	8131.0
2021-07-29 07:00:00	ES	Futures	4956.13	4958.38	4952.75	4954.44	11936.0
2021-07-29 07:30:00	ES	Futures	4954.44	4956.69	4953.03	4956.41	8021.0
2021-07-29 08:00:00	ES	Futures	4956.41	4959.51	4956.13	4958.1	9460.0
2021-07-29 08:30:00	ES	Futures	4958.1	4959.23	4955.28	4958.1	17881.0
2021-07-29 09:00:00	ES	Futures	4958.38	4962.04	4957.82	4958.94	22119.0
2021-07-29 09:30:00	ES	Futures	4958.94	4973.31	4958.66	4969.36	139278.0
2021-07-29 10:00:00	ES	Futures	4969.64	4972.18	4965.14	4972.18	64776.0
2021-07-29 10:30:00	ES	Futures	4972.18	4978.09	4970.49	4977.53	67304.0
2021-07-29 11:00:00	ES	Futures	4977.81	4980.34	4973.59	4973.87	65454.0
2021-07-29 11:30:00	ES	Futures	4974.15	4977.81	4973.59	4974.43	37786.0
2021-07-29 12:00:00	ES	Futures	4974.71	4980.63	4974.43	4978.94	34698.0
2021-07-29 12:30:00	ES	Futures	4978.94	4980.34	4974.99	4976.4	27175.0
2021-07-29 13:00:00	ES	Futures	4976.68	4981.19	4976.12	4980.34	34001.0
2021-07-29 13:30:00	ES	Futures	4980.63	4981.19	4976.97	4978.09	30687.0
2021-07-29 14:00:00	ES	Futures	4978.37	4979.5	4974.71	4975.56	30748.0
2021-07-29 14:30:00	ES	Futures	4975.84	4976.4	4971.62	4974.15	37817.0
2021-07-29 15:00:00	ES	Futures	4974.15	4974.15	4971.05	4971.62	42211.0
2021-07-29 15:30:00	ES	Futures	4971.62	4973.31	4968.52	4969.08	98173.0
2021-07-29 16:00:00	ES	Futures	4969.36	4969.93	4960.63	4961.48	70267.0
2021-07-29 16:30:00	ES	Futures	4961.48	4961.48	4949.09	4952.47	17908.0
2021-07-29 18:00:00	ES	Futures	4949.37	4955.85	4949.37	4953.03	4823.0
2021-07-29 18:30:00	ES	Futures	4953.03	4953.59	4949.93	4951.62	2685.0
2021-07-29 19:00:00	ES	Futures	4951.62	4952.47	4945.15	4947.68	5287.0
2021-07-29 19:30:00	ES	Futures	4947.68	4948.24	4940.36	4941.2	5385.0
2021-07-29 20:00:00	ES	Futures	4941.2	4944.58	4934.73	4940.64	12907.0
2021-07-29 20:30:00	ES	Futures	4940.64	4941.77	4927.69	4932.19	14921.0
2021-07-29 21:00:00	ES	Futures	4932.19	4935.29	4927.97	4928.25	7277.0
2021-07-29 21:30:00	ES	Futures	4928.53	4931.91	4927.69	4927.97	8968.0
2021-07-29 22:00:00	ES	Futures	4927.97	4938.11	4927.69	4936.98	8998.0
2021-07-29 22:30:00	ES	Futures	4936.98	4938.11	4933.88	4935.01	3802.0
2021-07-29 23:00:00	ES	Futures	4935.29	4937.26	4929.94	4931.07	3956.0
2021-07-29 23:30:00	ES	Futures	4931.35	4933.04	4929.94	4931.91	2576.0
2021-07-29 00:00:00	NQ	Futures	17340.03	17346.11	17336.84	17342.35	613.0
2021-07-29 00:30:00	NQ	Futures	17342.35	17353.36	17342.06	17346.98	1199.0
2021-07-29 01:00:00	NQ	Futures	17347.27	17362.92	17345.53	17362.63	1545.0
2021-07-29 01:30:00	NQ	Futures	17362.63	17369.87	17357.7	17363.78	1699.0

> showing 50 of 3,708 rows — these rows as CSV

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