PREVIEW / futures_30min / 2021-08-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-06.parquet
  size:    86 KB
  rows:    2,977

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
2021-08-06 00:00:00	ES	Futures	4978.37	4978.66	4976.68	4977.81	1173.0
2021-08-06 00:30:00	ES	Futures	4977.81	4978.37	4977.25	4977.53	714.0
2021-08-06 01:00:00	ES	Futures	4977.53	4978.09	4976.4	4976.97	1736.0
2021-08-06 01:30:00	ES	Futures	4977.25	4979.22	4976.97	4979.22	1915.0
2021-08-06 02:00:00	ES	Futures	4978.94	4980.34	4977.81	4979.5	3046.0
2021-08-06 02:30:00	ES	Futures	4979.78	4980.34	4977.81	4978.66	2732.0
2021-08-06 03:00:00	ES	Futures	4978.37	4979.22	4974.99	4977.25	8621.0
2021-08-06 03:30:00	ES	Futures	4977.25	4977.81	4974.99	4977.25	4011.0
2021-08-06 04:00:00	ES	Futures	4977.25	4978.09	4975.28	4977.81	3298.0
2021-08-06 04:30:00	ES	Futures	4977.53	4982.32	4977.25	4981.47	5430.0
2021-08-06 05:00:00	ES	Futures	4981.47	4982.03	4980.91	4981.19	2552.0
2021-08-06 05:30:00	ES	Futures	4981.19	4982.32	4980.06	4981.75	3737.0
2021-08-06 06:00:00	ES	Futures	4981.75	4984.29	4980.63	4982.6	3985.0
2021-08-06 06:30:00	ES	Futures	4982.6	4982.6	4981.47	4982.32	2916.0
2021-08-06 07:00:00	ES	Futures	4982.32	4984.01	4982.03	4982.88	3497.0
2021-08-06 07:30:00	ES	Futures	4982.88	4984.01	4982.03	4982.03	3183.0
2021-08-06 08:00:00	ES	Futures	4982.32	4983.44	4979.22	4980.91	7537.0
2021-08-06 08:30:00	ES	Futures	4980.34	4989.07	4975.28	4981.19	58923.0
2021-08-06 09:00:00	ES	Futures	4981.47	4986.82	4980.34	4983.72	28675.0
2021-08-06 09:30:00	ES	Futures	4984.01	4993.3	4980.91	4983.16	142679.0
2021-08-06 10:00:00	ES	Futures	4983.16	4988.51	4980.34	4987.1	71266.0
2021-08-06 10:30:00	ES	Futures	4987.38	4989.92	4980.63	4984.01	69689.0
2021-08-06 11:00:00	ES	Futures	4984.01	4987.67	4981.19	4986.82	63321.0
2021-08-06 11:30:00	ES	Futures	4986.82	4989.07	4983.16	4989.07	37212.0
2021-08-06 12:00:00	ES	Futures	4988.79	4989.64	4986.26	4988.51	31528.0
2021-08-06 12:30:00	ES	Futures	4988.51	4991.61	4986.54	4991.33	29562.0
2021-08-06 13:00:00	ES	Futures	4991.33	4992.17	4989.07	4989.92	26426.0
2021-08-06 13:30:00	ES	Futures	4989.92	4990.76	4988.51	4990.2	23736.0
2021-08-06 14:00:00	ES	Futures	4989.92	4991.04	4987.95	4988.79	28692.0
2021-08-06 14:30:00	ES	Futures	4988.79	4989.36	4983.16	4983.16	33610.0
2021-08-06 15:00:00	ES	Futures	4983.16	4988.51	4982.03	4988.23	38371.0
2021-08-06 15:30:00	ES	Futures	4988.23	4990.48	4982.88	4988.79	99332.0
2021-08-06 16:00:00	ES	Futures	4988.79	4990.2	4988.23	4989.64	40010.0
2021-08-06 16:30:00	ES	Futures	4989.64	4990.48	4987.67	4989.92	5711.0
2021-08-06 00:00:00	NQ	Futures	17575.83	17576.12	17572.07	17573.8	536.0
2021-08-06 00:30:00	NQ	Futures	17574.38	17575.25	17571.2	17572.35	366.0
2021-08-06 01:00:00	NQ	Futures	17572.35	17575.25	17568.01	17569.75	685.0
2021-08-06 01:30:00	NQ	Futures	17569.75	17574.09	17566.27	17572.07	838.0
2021-08-06 02:00:00	NQ	Futures	17572.07	17573.51	17565.11	17565.69	1076.0
2021-08-06 02:30:00	NQ	Futures	17565.4	17568.3	17550.05	17555.55	2099.0
2021-08-06 03:00:00	NQ	Futures	17555.84	17559.32	17548.31	17557.58	2642.0
2021-08-06 03:30:00	NQ	Futures	17557.58	17558.45	17545.41	17551.5	1579.0
2021-08-06 04:00:00	NQ	Futures	17551.5	17557.87	17544.55	17557.58	1824.0
2021-08-06 04:30:00	NQ	Futures	17557.29	17565.98	17554.1	17561.93	1601.0
2021-08-06 05:00:00	NQ	Futures	17561.93	17563.95	17554.1	17557.58	1012.0
2021-08-06 05:30:00	NQ	Futures	17557.29	17564.53	17554.68	17560.48	1186.0
2021-08-06 06:00:00	NQ	Futures	17560.77	17561.35	17549.18	17552.08	1777.0
2021-08-06 06:30:00	NQ	Futures	17551.5	17555.84	17548.6	17553.24	1248.0
2021-08-06 07:00:00	NQ	Futures	17554.1	17561.06	17552.66	17554.1	1406.0
2021-08-06 07:30:00	NQ	Futures	17554.1	17558.74	17551.79	17553.53	1283.0

> showing 50 of 2,977 rows — these rows as CSV

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