PREVIEW / futures_30min / 2021-08-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-05.parquet
  size:    99 KB
  rows:    3,665

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
2021-08-05 00:00:00	ES	Futures	4958.38	4958.66	4957.82	4958.38	830.0
2021-08-05 00:30:00	ES	Futures	4958.1	4958.66	4957.54	4958.38	770.0
2021-08-05 01:00:00	ES	Futures	4958.38	4960.07	4957.82	4958.38	1981.0
2021-08-05 01:30:00	ES	Futures	4958.38	4958.38	4956.13	4956.97	2199.0
2021-08-05 02:00:00	ES	Futures	4956.97	4957.25	4952.75	4953.59	3984.0
2021-08-05 02:30:00	ES	Futures	4953.59	4953.88	4948.81	4949.93	5869.0
2021-08-05 03:00:00	ES	Futures	4949.93	4960.63	4949.93	4958.66	12237.0
2021-08-05 03:30:00	ES	Futures	4958.94	4959.79	4956.41	4959.23	6713.0
2021-08-05 04:00:00	ES	Futures	4959.23	4959.51	4955.0	4956.97	5880.0
2021-08-05 04:30:00	ES	Futures	4956.97	4959.79	4955.57	4959.23	4763.0
2021-08-05 05:00:00	ES	Futures	4958.94	4962.61	4958.94	4960.35	6435.0
2021-08-05 05:30:00	ES	Futures	4960.35	4965.7	4960.35	4964.58	7604.0
2021-08-05 06:00:00	ES	Futures	4964.86	4964.86	4958.94	4960.35	8668.0
2021-08-05 06:30:00	ES	Futures	4960.35	4961.76	4958.1	4958.94	4532.0
2021-08-05 07:00:00	ES	Futures	4959.23	4960.35	4957.54	4958.94	6218.0
2021-08-05 07:30:00	ES	Futures	4958.66	4962.89	4958.66	4962.32	5765.0
2021-08-05 08:00:00	ES	Futures	4962.04	4963.45	4960.63	4962.32	6556.0
2021-08-05 08:30:00	ES	Futures	4962.32	4963.45	4956.97	4958.38	14091.0
2021-08-05 09:00:00	ES	Futures	4958.38	4962.61	4957.82	4962.61	13152.0
2021-08-05 09:30:00	ES	Futures	4962.61	4969.36	4958.1	4969.08	95485.0
2021-08-05 10:00:00	ES	Futures	4969.36	4970.21	4964.01	4965.14	62869.0
2021-08-05 10:30:00	ES	Futures	4965.42	4972.18	4964.58	4971.05	46407.0
2021-08-05 11:00:00	ES	Futures	4971.33	4972.74	4969.08	4971.9	39722.0
2021-08-05 11:30:00	ES	Futures	4971.9	4972.74	4968.8	4969.93	33433.0
2021-08-05 12:00:00	ES	Futures	4970.21	4971.62	4968.52	4969.36	24766.0
2021-08-05 12:30:00	ES	Futures	4969.08	4970.21	4965.14	4965.14	23336.0
2021-08-05 13:00:00	ES	Futures	4965.14	4969.08	4964.58	4968.24	22116.0
2021-08-05 13:30:00	ES	Futures	4968.52	4971.33	4967.96	4971.05	19812.0
2021-08-05 14:00:00	ES	Futures	4971.33	4972.74	4968.8	4969.36	28237.0
2021-08-05 14:30:00	ES	Futures	4969.08	4970.77	4967.67	4968.24	20846.0
2021-08-05 15:00:00	ES	Futures	4968.52	4970.77	4967.39	4969.64	29741.0
2021-08-05 15:30:00	ES	Futures	4969.36	4981.47	4969.08	4980.06	103725.0
2021-08-05 16:00:00	ES	Futures	4980.34	4980.63	4976.97	4978.66	44496.0
2021-08-05 16:30:00	ES	Futures	4978.66	4979.78	4978.37	4979.5	6341.0
2021-08-05 18:00:00	ES	Futures	4978.66	4979.5	4977.25	4977.81	2226.0
2021-08-05 18:30:00	ES	Futures	4977.81	4977.81	4975.84	4976.4	1515.0
2021-08-05 19:00:00	ES	Futures	4976.4	4977.25	4975.28	4975.84	1453.0
2021-08-05 19:30:00	ES	Futures	4975.56	4976.4	4974.43	4974.99	1696.0
2021-08-05 20:00:00	ES	Futures	4974.99	4977.53	4973.87	4976.12	3759.0
2021-08-05 20:30:00	ES	Futures	4976.12	4977.25	4974.43	4975.56	1953.0
2021-08-05 21:00:00	ES	Futures	4975.28	4975.56	4974.15	4974.71	2613.0
2021-08-05 21:30:00	ES	Futures	4974.43	4976.68	4973.87	4975.84	3132.0
2021-08-05 22:00:00	ES	Futures	4975.84	4976.4	4974.99	4976.12	1819.0
2021-08-05 22:30:00	ES	Futures	4975.84	4976.4	4975.28	4975.84	1195.0
2021-08-05 23:00:00	ES	Futures	4976.12	4977.81	4975.84	4977.25	1353.0
2021-08-05 23:30:00	ES	Futures	4977.25	4978.66	4976.97	4978.37	1710.0
2021-08-05 00:00:00	NQ	Futures	17483.71	17488.93	17482.84	17487.77	895.0
2021-08-05 00:30:00	NQ	Futures	17487.19	17488.35	17481.68	17484.58	604.0
2021-08-05 01:00:00	NQ	Futures	17484.58	17489.8	17481.68	17485.45	841.0
2021-08-05 01:30:00	NQ	Futures	17484.29	17484.87	17474.73	17477.92	1107.0

> showing 50 of 3,665 rows — these rows as CSV

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