PREVIEW / futures_30min / 2021-08-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-10.parquet
  size:    97 KB
  rows:    3,629

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
2021-08-10 00:00:00	ES	Futures	4976.97	4978.09	4976.4	4977.25	1204.0
2021-08-10 00:30:00	ES	Futures	4977.25	4979.5	4976.97	4979.22	1371.0
2021-08-10 01:00:00	ES	Futures	4978.94	4979.78	4978.37	4979.22	1895.0
2021-08-10 01:30:00	ES	Futures	4979.5	4982.03	4979.22	4979.78	3136.0
2021-08-10 02:00:00	ES	Futures	4980.06	4980.34	4978.37	4979.5	2314.0
2021-08-10 02:30:00	ES	Futures	4979.78	4981.75	4979.5	4980.63	2454.0
2021-08-10 03:00:00	ES	Futures	4980.91	4986.82	4979.5	4985.41	8484.0
2021-08-10 03:30:00	ES	Futures	4985.41	4986.26	4984.01	4984.57	4242.0
2021-08-10 04:00:00	ES	Futures	4984.85	4986.54	4982.6	4984.01	8722.0
2021-08-10 04:30:00	ES	Futures	4984.01	4984.85	4982.6	4984.57	3479.0
2021-08-10 05:00:00	ES	Futures	4984.85	4984.85	4982.88	4984.01	3782.0
2021-08-10 05:30:00	ES	Futures	4984.01	4984.85	4983.44	4983.44	2389.0
2021-08-10 06:00:00	ES	Futures	4983.72	4984.57	4982.32	4984.01	3109.0
2021-08-10 06:30:00	ES	Futures	4984.01	4984.85	4983.44	4983.72	2723.0
2021-08-10 07:00:00	ES	Futures	4983.44	4985.98	4983.44	4984.57	5166.0
2021-08-10 07:30:00	ES	Futures	4984.57	4985.98	4984.01	4985.13	2740.0
2021-08-10 08:00:00	ES	Futures	4985.13	4985.69	4984.29	4985.69	5975.0
2021-08-10 08:30:00	ES	Futures	4985.41	4986.54	4985.41	4985.98	5301.0
2021-08-10 09:00:00	ES	Futures	4985.69	4989.92	4985.69	4989.64	13211.0
2021-08-10 09:30:00	ES	Futures	4989.36	4994.14	4985.13	4992.73	94213.0
2021-08-10 10:00:00	ES	Futures	4992.73	4998.93	4992.17	4995.27	85261.0
2021-08-10 10:30:00	ES	Futures	4994.99	4995.27	4980.91	4986.26	144562.0
2021-08-10 11:00:00	ES	Futures	4986.26	4990.48	4981.47	4989.36	79267.0
2021-08-10 11:30:00	ES	Futures	4989.36	4994.42	4987.1	4994.42	47027.0
2021-08-10 12:00:00	ES	Futures	4994.42	4997.52	4993.02	4994.14	40469.0
2021-08-10 12:30:00	ES	Futures	4994.42	4994.42	4991.04	4992.73	28659.0
2021-08-10 13:00:00	ES	Futures	4993.02	4993.86	4990.76	4992.45	26325.0
2021-08-10 13:30:00	ES	Futures	4992.45	4993.86	4988.23	4993.3	38397.0
2021-08-10 14:00:00	ES	Futures	4993.3	4994.99	4987.1	4991.61	50849.0
2021-08-10 14:30:00	ES	Futures	4991.61	4993.02	4990.76	4992.17	25884.0
2021-08-10 15:00:00	ES	Futures	4992.17	4992.73	4988.23	4990.48	29701.0
2021-08-10 15:30:00	ES	Futures	4990.2	4990.76	4985.13	4989.92	86873.0
2021-08-10 16:00:00	ES	Futures	4989.92	4990.2	4985.69	4987.95	23840.0
2021-08-10 16:30:00	ES	Futures	4987.95	4989.64	4987.95	4989.07	3281.0
2021-08-10 18:00:00	ES	Futures	4988.79	4989.92	4987.1	4988.23	2385.0
2021-08-10 18:30:00	ES	Futures	4988.23	4988.79	4986.82	4987.1	1099.0
2021-08-10 19:00:00	ES	Futures	4987.1	4987.38	4985.69	4987.1	1474.0
2021-08-10 19:30:00	ES	Futures	4986.82	4987.95	4986.26	4987.1	1963.0
2021-08-10 20:00:00	ES	Futures	4987.1	4989.92	4985.98	4986.54	3691.0
2021-08-10 20:30:00	ES	Futures	4986.54	4987.1	4984.01	4984.29	2222.0
2021-08-10 21:00:00	ES	Futures	4984.29	4985.69	4982.32	4985.41	3618.0
2021-08-10 21:30:00	ES	Futures	4985.41	4986.82	4985.13	4986.54	3393.0
2021-08-10 22:00:00	ES	Futures	4986.82	4988.51	4985.98	4987.95	2622.0
2021-08-10 22:30:00	ES	Futures	4987.67	4987.95	4986.54	4987.67	1543.0
2021-08-10 23:00:00	ES	Futures	4987.67	4988.23	4986.26	4986.54	1413.0
2021-08-10 23:30:00	ES	Futures	4986.54	4987.1	4985.13	4985.98	1343.0
2021-08-10 00:00:00	NQ	Futures	17502.83	17505.44	17499.36	17500.22	535.0
2021-08-10 00:30:00	NQ	Futures	17499.93	17506.02	17499.64	17505.15	527.0
2021-08-10 01:00:00	NQ	Futures	17504.86	17512.68	17503.99	17511.52	1203.0
2021-08-10 01:30:00	NQ	Futures	17511.52	17521.37	17509.78	17513.55	1606.0

> showing 50 of 3,629 rows — these rows as CSV

> unlock the full archive -- $79 one-time