PREVIEW / futures_30min / 2021-07-30

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-07-30.parquet
  size:    86 KB
  rows:    2,975

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
2021-07-30 00:00:00	ES	Futures	4932.19	4933.04	4931.07	4931.07	1705.0
2021-07-30 00:30:00	ES	Futures	4931.07	4931.63	4929.94	4930.5	2070.0
2021-07-30 01:00:00	ES	Futures	4930.22	4930.5	4922.9	4923.75	8351.0
2021-07-30 01:30:00	ES	Futures	4923.75	4929.1	4923.47	4924.03	7324.0
2021-07-30 02:00:00	ES	Futures	4924.03	4931.63	4924.03	4927.13	8608.0
2021-07-30 02:30:00	ES	Futures	4927.13	4927.69	4922.9	4926.0	9226.0
2021-07-30 03:00:00	ES	Futures	4926.28	4930.79	4922.9	4926.0	20500.0
2021-07-30 03:30:00	ES	Futures	4926.0	4929.1	4922.9	4928.82	10186.0
2021-07-30 04:00:00	ES	Futures	4928.82	4939.8	4925.72	4937.83	14279.0
2021-07-30 04:30:00	ES	Futures	4937.83	4942.61	4936.14	4938.11	11252.0
2021-07-30 05:00:00	ES	Futures	4938.11	4938.95	4934.73	4936.14	5513.0
2021-07-30 05:30:00	ES	Futures	4935.85	4937.83	4930.79	4932.48	10690.0
2021-07-30 06:00:00	ES	Futures	4932.48	4939.23	4930.5	4937.54	11464.0
2021-07-30 06:30:00	ES	Futures	4937.83	4943.18	4936.42	4942.89	7840.0
2021-07-30 07:00:00	ES	Futures	4942.89	4943.18	4935.57	4938.39	12698.0
2021-07-30 07:30:00	ES	Futures	4938.11	4938.95	4934.17	4935.01	10989.0
2021-07-30 08:00:00	ES	Futures	4935.01	4936.14	4929.38	4933.6	16215.0
2021-07-30 08:30:00	ES	Futures	4933.32	4941.49	4932.76	4938.95	19325.0
2021-07-30 09:00:00	ES	Futures	4938.95	4940.08	4933.32	4937.54	18024.0
2021-07-30 09:30:00	ES	Futures	4937.83	4957.54	4937.54	4953.88	158396.0
2021-07-30 10:00:00	ES	Futures	4953.88	4961.48	4944.87	4945.99	106881.0
2021-07-30 10:30:00	ES	Futures	4945.99	4952.19	4944.02	4944.87	69733.0
2021-07-30 11:00:00	ES	Futures	4944.87	4951.9	4939.8	4946.84	71524.0
2021-07-30 11:30:00	ES	Futures	4946.84	4948.81	4939.23	4942.89	66215.0
2021-07-30 12:00:00	ES	Futures	4942.61	4947.4	4941.2	4944.87	35992.0
2021-07-30 12:30:00	ES	Futures	4944.87	4950.5	4944.87	4949.09	25967.0
2021-07-30 13:00:00	ES	Futures	4949.09	4949.93	4944.58	4946.55	29501.0
2021-07-30 13:30:00	ES	Futures	4946.55	4951.34	4946.27	4947.96	32607.0
2021-07-30 14:00:00	ES	Futures	4948.24	4948.81	4940.08	4940.08	46469.0
2021-07-30 14:30:00	ES	Futures	4940.08	4946.27	4935.85	4944.3	65386.0
2021-07-30 15:00:00	ES	Futures	4944.58	4948.53	4939.52	4943.18	50418.0
2021-07-30 15:30:00	ES	Futures	4943.46	4946.84	4938.95	4944.58	201042.0
2021-07-30 16:00:00	ES	Futures	4944.87	4950.78	4943.74	4950.22	75807.0
2021-07-30 16:30:00	ES	Futures	4950.5	4950.78	4949.37	4950.5	7746.0
2021-07-30 00:00:00	NQ	Futures	17199.25	17207.36	17197.51	17198.67	1032.0
2021-07-30 00:30:00	NQ	Futures	17198.38	17203.88	17194.32	17199.54	978.0
2021-07-30 01:00:00	NQ	Futures	17198.09	17200.11	17162.17	17165.64	4864.0
2021-07-30 01:30:00	NQ	Futures	17165.93	17185.05	17164.19	17174.91	3440.0
2021-07-30 02:00:00	NQ	Futures	17174.62	17211.12	17174.62	17198.67	4245.0
2021-07-30 02:30:00	NQ	Futures	17198.96	17201.27	17180.42	17191.42	3207.0
2021-07-30 03:00:00	NQ	Futures	17192.29	17209.96	17176.94	17187.66	6330.0
2021-07-30 03:30:00	NQ	Futures	17187.08	17203.3	17179.84	17198.96	3340.0
2021-07-30 04:00:00	NQ	Futures	17198.96	17230.53	17191.13	17226.19	5329.0
2021-07-30 04:30:00	NQ	Futures	17225.9	17248.78	17220.1	17232.85	3886.0
2021-07-30 05:00:00	NQ	Futures	17232.27	17235.75	17218.65	17229.37	2146.0
2021-07-30 05:30:00	NQ	Futures	17229.08	17234.3	17213.73	17217.78	2640.0
2021-07-30 06:00:00	NQ	Futures	17217.78	17244.73	17214.89	17237.77	3400.0
2021-07-30 06:30:00	NQ	Futures	17237.48	17267.32	17234.01	17266.45	3593.0
2021-07-30 07:00:00	NQ	Futures	17266.74	17268.77	17239.8	17247.91	4691.0
2021-07-30 07:30:00	NQ	Futures	17247.04	17251.1	17221.84	17231.98	4659.0

> showing 50 of 2,975 rows — these rows as CSV

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