PREVIEW / futures_30min / 2021-08-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-11.parquet
  size:    100 KB
  rows:    3,677

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
2021-08-11 00:00:00	ES	Futures	4985.69	4985.98	4984.85	4985.13	827.0
2021-08-11 00:30:00	ES	Futures	4985.41	4985.98	4984.85	4985.13	1191.0
2021-08-11 01:00:00	ES	Futures	4985.13	4987.1	4984.85	4986.82	2379.0
2021-08-11 01:30:00	ES	Futures	4986.82	4986.82	4984.85	4985.69	1812.0
2021-08-11 02:00:00	ES	Futures	4985.69	4986.26	4984.29	4985.69	2126.0
2021-08-11 02:30:00	ES	Futures	4985.69	4986.26	4984.57	4986.26	1472.0
2021-08-11 03:00:00	ES	Futures	4986.54	4989.07	4980.06	4982.88	9363.0
2021-08-11 03:30:00	ES	Futures	4982.6	4983.16	4979.22	4981.19	8487.0
2021-08-11 04:00:00	ES	Futures	4981.19	4984.57	4981.19	4982.88	5538.0
2021-08-11 04:30:00	ES	Futures	4983.16	4984.57	4981.75	4983.16	6445.0
2021-08-11 05:00:00	ES	Futures	4983.16	4984.29	4979.22	4982.32	6291.0
2021-08-11 05:30:00	ES	Futures	4982.32	4984.57	4981.75	4984.01	4186.0
2021-08-11 06:00:00	ES	Futures	4984.29	4986.82	4982.88	4985.98	5375.0
2021-08-11 06:30:00	ES	Futures	4985.98	4987.38	4984.85	4987.1	3560.0
2021-08-11 07:00:00	ES	Futures	4986.82	4987.38	4983.44	4984.29	4166.0
2021-08-11 07:30:00	ES	Futures	4984.29	4984.85	4982.88	4984.29	6159.0
2021-08-11 08:00:00	ES	Futures	4984.29	4985.98	4983.72	4984.85	7559.0
2021-08-11 08:30:00	ES	Futures	4984.57	4999.77	4984.57	4997.52	63163.0
2021-08-11 09:00:00	ES	Futures	4997.52	5004.56	4996.68	5002.87	35688.0
2021-08-11 09:30:00	ES	Futures	5002.87	5003.72	4996.39	5000.06	114614.0
2021-08-11 10:00:00	ES	Futures	5000.06	5002.59	4998.93	5000.9	57215.0
2021-08-11 10:30:00	ES	Futures	5001.18	5002.03	4996.68	4997.8	63877.0
2021-08-11 11:00:00	ES	Futures	4997.52	4998.08	4990.48	4992.73	90909.0
2021-08-11 11:30:00	ES	Futures	4992.73	4994.99	4989.64	4991.33	54269.0
2021-08-11 12:00:00	ES	Futures	4991.04	4995.27	4990.76	4993.86	35899.0
2021-08-11 12:30:00	ES	Futures	4993.58	4996.68	4993.3	4996.39	27595.0
2021-08-11 13:00:00	ES	Futures	4996.39	4999.49	4996.11	4998.37	46390.0
2021-08-11 13:30:00	ES	Futures	4998.37	4999.21	4994.99	4997.8	35722.0
2021-08-11 14:00:00	ES	Futures	4997.8	4999.21	4994.99	4996.96	37129.0
2021-08-11 14:30:00	ES	Futures	4996.68	4999.21	4996.68	4998.08	28294.0
2021-08-11 15:00:00	ES	Futures	4998.08	5002.31	4997.8	5001.46	39095.0
2021-08-11 15:30:00	ES	Futures	5001.46	5002.59	4998.08	5002.03	98849.0
2021-08-11 16:00:00	ES	Futures	5002.03	5002.31	5000.9	5001.46	32858.0
2021-08-11 16:30:00	ES	Futures	5001.46	5002.87	5001.46	5002.59	5816.0
2021-08-11 18:00:00	ES	Futures	5000.9	5002.59	5000.34	5001.46	3145.0
2021-08-11 18:30:00	ES	Futures	5001.46	5001.46	5000.06	5000.34	1364.0
2021-08-11 19:00:00	ES	Futures	5000.34	5001.18	5000.34	5000.9	971.0
2021-08-11 19:30:00	ES	Futures	5000.9	5002.03	4999.77	5000.06	1864.0
2021-08-11 20:00:00	ES	Futures	5000.06	5001.74	4998.65	5001.18	2836.0
2021-08-11 20:30:00	ES	Futures	5001.46	5001.46	4999.21	4999.49	1737.0
2021-08-11 21:00:00	ES	Futures	4999.49	5001.46	4999.49	5000.9	1653.0
2021-08-11 21:30:00	ES	Futures	5000.9	5001.46	4999.77	5000.06	2063.0
2021-08-11 22:00:00	ES	Futures	5000.06	5001.46	4999.77	5000.9	1693.0
2021-08-11 22:30:00	ES	Futures	5000.9	5001.46	5000.34	5001.46	1145.0
2021-08-11 23:00:00	ES	Futures	5001.46	5003.15	5001.18	5002.59	1774.0
2021-08-11 23:30:00	ES	Futures	5002.87	5004.0	5002.59	5003.15	1466.0
2021-08-11 00:00:00	NQ	Futures	17428.67	17432.73	17425.78	17430.7	836.0
2021-08-11 00:30:00	NQ	Futures	17430.99	17431.86	17428.38	17430.7	470.0
2021-08-11 01:00:00	NQ	Futures	17430.99	17440.84	17430.12	17437.65	1379.0
2021-08-11 01:30:00	NQ	Futures	17438.23	17439.39	17421.72	17427.51	1172.0

> showing 50 of 3,677 rows — these rows as CSV

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