PREVIEW / futures_30min / 2021-08-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-09.parquet
  size:    99 KB
  rows:    3,673

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
2021-08-09 00:00:00	ES	Futures	4978.94	4979.78	4977.81	4978.66	1035.0
2021-08-09 00:30:00	ES	Futures	4978.66	4979.78	4978.66	4978.66	927.0
2021-08-09 01:00:00	ES	Futures	4978.94	4979.5	4977.25	4977.81	1898.0
2021-08-09 01:30:00	ES	Futures	4978.09	4979.5	4976.97	4977.25	1804.0
2021-08-09 02:00:00	ES	Futures	4977.25	4977.25	4973.31	4974.71	5092.0
2021-08-09 02:30:00	ES	Futures	4974.99	4976.68	4973.59	4975.56	3699.0
2021-08-09 03:00:00	ES	Futures	4975.56	4987.1	4974.99	4980.91	14075.0
2021-08-09 03:30:00	ES	Futures	4981.19	4982.32	4977.53	4978.94	4734.0
2021-08-09 04:00:00	ES	Futures	4978.66	4980.34	4975.84	4979.5	5593.0
2021-08-09 04:30:00	ES	Futures	4979.5	4982.03	4978.09	4980.91	4469.0
2021-08-09 05:00:00	ES	Futures	4980.91	4981.19	4978.37	4978.66	5897.0
2021-08-09 05:30:00	ES	Futures	4978.37	4981.75	4978.37	4981.19	3786.0
2021-08-09 06:00:00	ES	Futures	4980.91	4984.29	4978.94	4979.5	8807.0
2021-08-09 06:30:00	ES	Futures	4979.78	4981.47	4979.22	4979.22	2196.0
2021-08-09 07:00:00	ES	Futures	4979.22	4983.16	4978.37	4982.03	4971.0
2021-08-09 07:30:00	ES	Futures	4982.32	4983.16	4980.91	4982.32	4300.0
2021-08-09 08:00:00	ES	Futures	4982.32	4982.32	4979.5	4980.63	7428.0
2021-08-09 08:30:00	ES	Futures	4980.91	4984.85	4980.06	4983.72	7326.0
2021-08-09 09:00:00	ES	Futures	4983.72	4987.95	4983.44	4987.95	16209.0
2021-08-09 09:30:00	ES	Futures	4987.95	4991.89	4974.71	4979.78	142484.0
2021-08-09 10:00:00	ES	Futures	4979.78	4982.03	4976.4	4980.06	55343.0
2021-08-09 10:30:00	ES	Futures	4980.34	4985.69	4978.94	4980.91	57411.0
2021-08-09 11:00:00	ES	Futures	4980.91	4982.88	4979.5	4982.32	39743.0
2021-08-09 11:30:00	ES	Futures	4982.6	4986.82	4981.75	4986.54	25364.0
2021-08-09 12:00:00	ES	Futures	4986.82	4986.82	4983.16	4983.44	21729.0
2021-08-09 12:30:00	ES	Futures	4983.72	4985.41	4983.16	4984.85	17988.0
2021-08-09 13:00:00	ES	Futures	4984.85	4986.26	4983.72	4984.29	17049.0
2021-08-09 13:30:00	ES	Futures	4984.57	4986.54	4983.44	4985.41	18248.0
2021-08-09 14:00:00	ES	Futures	4985.69	4989.92	4985.13	4989.92	21372.0
2021-08-09 14:30:00	ES	Futures	4989.92	4991.61	4987.67	4988.23	37371.0
2021-08-09 15:00:00	ES	Futures	4988.51	4989.07	4984.85	4986.54	28072.0
2021-08-09 15:30:00	ES	Futures	4986.54	4990.2	4982.6	4984.57	90081.0
2021-08-09 16:00:00	ES	Futures	4984.57	4988.51	4984.29	4985.98	26308.0
2021-08-09 16:30:00	ES	Futures	4985.69	4987.38	4984.01	4986.82	4526.0
2021-08-09 18:00:00	ES	Futures	4986.54	4987.95	4983.72	4984.57	3009.0
2021-08-09 18:30:00	ES	Futures	4984.57	4985.69	4982.88	4984.29	1132.0
2021-08-09 19:00:00	ES	Futures	4984.57	4984.85	4983.44	4984.01	976.0
2021-08-09 19:30:00	ES	Futures	4984.01	4984.85	4981.75	4984.29	2652.0
2021-08-09 20:00:00	ES	Futures	4984.29	4986.26	4984.01	4984.29	3911.0
2021-08-09 20:30:00	ES	Futures	4984.29	4987.38	4984.01	4987.38	3661.0
2021-08-09 21:00:00	ES	Futures	4987.38	4987.38	4984.57	4984.57	2365.0
2021-08-09 21:30:00	ES	Futures	4984.57	4985.13	4975.28	4976.12	9914.0
2021-08-09 22:00:00	ES	Futures	4975.84	4977.53	4974.43	4976.97	5197.0
2021-08-09 22:30:00	ES	Futures	4976.97	4978.94	4975.84	4977.81	3536.0
2021-08-09 23:00:00	ES	Futures	4978.09	4978.09	4976.12	4977.81	2251.0
2021-08-09 23:30:00	ES	Futures	4977.53	4977.81	4975.84	4976.97	1615.0
2021-08-09 00:00:00	NQ	Futures	17432.44	17435.63	17430.12	17433.02	440.0
2021-08-09 00:30:00	NQ	Futures	17433.31	17438.23	17433.02	17436.49	604.0
2021-08-09 01:00:00	NQ	Futures	17436.49	17442.29	17433.89	17437.36	1428.0
2021-08-09 01:30:00	NQ	Futures	17437.36	17443.45	17435.34	17438.81	800.0

> showing 50 of 3,673 rows — these rows as CSV

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