PREVIEW / futures_30min / 2021-08-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-03.parquet
  size:    101 KB
  rows:    3,688

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
2021-08-03 00:00:00	ES	Futures	4941.2	4942.05	4940.08	4940.08	1243.0
2021-08-03 00:30:00	ES	Futures	4940.36	4943.46	4940.36	4942.89	1596.0
2021-08-03 01:00:00	ES	Futures	4942.89	4947.12	4942.89	4946.27	3926.0
2021-08-03 01:30:00	ES	Futures	4946.55	4946.55	4944.58	4945.71	2031.0
2021-08-03 02:00:00	ES	Futures	4945.99	4948.81	4944.58	4945.15	4032.0
2021-08-03 02:30:00	ES	Futures	4945.15	4948.24	4944.87	4946.84	2605.0
2021-08-03 03:00:00	ES	Futures	4947.12	4948.24	4941.77	4946.55	14082.0
2021-08-03 03:30:00	ES	Futures	4946.27	4952.75	4946.27	4949.09	11053.0
2021-08-03 04:00:00	ES	Futures	4949.09	4950.5	4947.12	4947.96	4658.0
2021-08-03 04:30:00	ES	Futures	4947.68	4950.5	4947.12	4950.22	3979.0
2021-08-03 05:00:00	ES	Futures	4950.5	4951.34	4945.71	4948.24	4737.0
2021-08-03 05:30:00	ES	Futures	4948.24	4952.19	4948.24	4950.22	5189.0
2021-08-03 06:00:00	ES	Futures	4950.22	4952.47	4949.65	4950.78	4868.0
2021-08-03 06:30:00	ES	Futures	4950.78	4952.75	4950.5	4951.9	4303.0
2021-08-03 07:00:00	ES	Futures	4951.9	4952.19	4948.53	4950.22	6533.0
2021-08-03 07:30:00	ES	Futures	4949.93	4951.62	4949.65	4951.06	4626.0
2021-08-03 08:00:00	ES	Futures	4951.06	4951.34	4939.8	4940.64	15287.0
2021-08-03 08:30:00	ES	Futures	4940.36	4946.27	4940.08	4945.99	10315.0
2021-08-03 09:00:00	ES	Futures	4946.27	4946.27	4940.64	4942.61	13377.0
2021-08-03 09:30:00	ES	Futures	4942.89	4945.71	4918.96	4920.09	166614.0
2021-08-03 10:00:00	ES	Futures	4919.8	4937.83	4916.71	4935.57	132481.0
2021-08-03 10:30:00	ES	Futures	4935.57	4939.8	4926.56	4931.91	104897.0
2021-08-03 11:00:00	ES	Futures	4931.63	4936.98	4927.13	4935.57	82745.0
2021-08-03 11:30:00	ES	Futures	4935.29	4958.94	4935.01	4957.82	131679.0
2021-08-03 12:00:00	ES	Futures	4957.54	4958.94	4950.22	4952.19	54522.0
2021-08-03 12:30:00	ES	Futures	4952.47	4958.38	4951.06	4958.38	38085.0
2021-08-03 13:00:00	ES	Futures	4958.38	4964.01	4958.38	4961.76	42114.0
2021-08-03 13:30:00	ES	Futures	4961.76	4963.73	4960.07	4962.89	28683.0
2021-08-03 14:00:00	ES	Futures	4963.17	4967.96	4959.23	4966.27	46630.0
2021-08-03 14:30:00	ES	Futures	4966.55	4967.39	4962.32	4965.98	44490.0
2021-08-03 15:00:00	ES	Futures	4965.98	4971.62	4965.7	4970.21	61058.0
2021-08-03 15:30:00	ES	Futures	4970.21	4974.99	4967.11	4973.31	125258.0
2021-08-03 16:00:00	ES	Futures	4973.02	4974.15	4966.27	4968.52	48278.0
2021-08-03 16:30:00	ES	Futures	4968.8	4969.64	4965.42	4965.7	4687.0
2021-08-03 18:00:00	ES	Futures	4966.83	4969.64	4966.83	4968.8	3200.0
2021-08-03 18:30:00	ES	Futures	4968.8	4968.8	4966.27	4967.11	1506.0
2021-08-03 19:00:00	ES	Futures	4967.39	4967.39	4964.29	4964.86	1975.0
2021-08-03 19:30:00	ES	Futures	4964.86	4965.98	4964.29	4965.14	1809.0
2021-08-03 20:00:00	ES	Futures	4965.14	4965.98	4962.04	4965.7	5797.0
2021-08-03 20:30:00	ES	Futures	4965.7	4966.27	4964.01	4965.14	2531.0
2021-08-03 21:00:00	ES	Futures	4965.14	4967.96	4964.01	4967.11	3233.0
2021-08-03 21:30:00	ES	Futures	4966.83	4969.36	4963.45	4968.8	5398.0
2021-08-03 22:00:00	ES	Futures	4968.8	4969.08	4967.39	4967.67	3001.0
2021-08-03 22:30:00	ES	Futures	4967.67	4968.8	4967.39	4967.39	1568.0
2021-08-03 23:00:00	ES	Futures	4967.67	4969.64	4967.11	4969.64	1659.0
2021-08-03 23:30:00	ES	Futures	4969.36	4969.64	4967.39	4967.67	1653.0
2021-08-03 00:00:00	NQ	Futures	17341.19	17348.14	17338.29	17342.35	810.0
2021-08-03 00:30:00	NQ	Futures	17343.22	17349.88	17342.93	17347.56	908.0
2021-08-03 01:00:00	NQ	Futures	17348.14	17366.1	17346.69	17362.05	2102.0
2021-08-03 01:30:00	NQ	Futures	17362.63	17364.07	17353.65	17362.63	1127.0

> showing 50 of 3,688 rows — these rows as CSV

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