PREVIEW / futures_30min / 2021-08-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-12.parquet
  size:    95 KB
  rows:    3,636

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
2021-08-12 00:00:00	ES	Futures	5003.15	5003.15	5001.46	5002.03	1207.0
2021-08-12 00:30:00	ES	Futures	5002.03	5002.59	5000.62	5001.18	1327.0
2021-08-12 01:00:00	ES	Futures	5001.18	5001.46	4999.77	4999.77	2528.0
2021-08-12 01:30:00	ES	Futures	4999.77	5000.62	4998.08	4998.93	3035.0
2021-08-12 02:00:00	ES	Futures	4998.65	5000.34	4998.65	4999.21	2245.0
2021-08-12 02:30:00	ES	Futures	4999.21	4999.21	4996.11	4997.24	4102.0
2021-08-12 03:00:00	ES	Futures	4997.52	5000.34	4996.68	4998.65	10695.0
2021-08-12 03:30:00	ES	Futures	4998.93	5001.18	4998.93	5000.9	3897.0
2021-08-12 04:00:00	ES	Futures	5000.62	5001.46	4999.21	5000.62	4770.0
2021-08-12 04:30:00	ES	Futures	5000.9	5002.87	5000.62	5002.31	3431.0
2021-08-12 05:00:00	ES	Futures	5002.03	5003.15	5000.62	5002.59	4897.0
2021-08-12 05:30:00	ES	Futures	5002.31	5003.43	5001.74	5003.43	2335.0
2021-08-12 06:00:00	ES	Futures	5003.15	5003.72	5001.74	5002.59	4231.0
2021-08-12 06:30:00	ES	Futures	5002.87	5005.69	5002.59	5004.28	5467.0
2021-08-12 07:00:00	ES	Futures	5004.0	5005.41	5003.15	5004.0	3803.0
2021-08-12 07:30:00	ES	Futures	5004.0	5004.84	5003.72	5003.72	2018.0
2021-08-12 08:00:00	ES	Futures	5004.0	5004.56	5000.9	5001.74	6701.0
2021-08-12 08:30:00	ES	Futures	5001.46	5002.59	4998.37	4999.21	19333.0
2021-08-12 09:00:00	ES	Futures	4999.49	5002.31	4998.37	5000.34	14709.0
2021-08-12 09:30:00	ES	Futures	5000.62	5000.9	4992.17	4995.27	111759.0
2021-08-12 10:00:00	ES	Futures	4995.27	4998.65	4989.92	4998.08	82664.0
2021-08-12 10:30:00	ES	Futures	4998.37	5002.03	4997.52	5002.03	52899.0
2021-08-12 11:00:00	ES	Futures	5001.74	5003.43	4997.8	5002.31	54031.0
2021-08-12 11:30:00	ES	Futures	5002.31	5006.25	5000.9	5003.43	48726.0
2021-08-12 12:00:00	ES	Futures	5003.72	5009.07	5003.43	5008.22	51461.0
2021-08-12 12:30:00	ES	Futures	5008.5	5009.91	5007.66	5008.78	32818.0
2021-08-12 13:00:00	ES	Futures	5008.5	5008.78	5006.25	5008.5	29657.0
2021-08-12 13:30:00	ES	Futures	5008.78	5010.76	5008.22	5009.07	25624.0
2021-08-12 14:00:00	ES	Futures	5009.07	5012.45	5007.94	5011.6	31384.0
2021-08-12 14:30:00	ES	Futures	5011.6	5014.98	5011.04	5014.42	29260.0
2021-08-12 15:00:00	ES	Futures	5014.7	5017.23	5014.42	5016.67	35423.0
2021-08-12 15:30:00	ES	Futures	5016.67	5019.2	5014.7	5017.23	97644.0
2021-08-12 16:00:00	ES	Futures	5017.23	5017.51	5015.54	5016.95	26089.0
2021-08-12 16:30:00	ES	Futures	5016.95	5019.2	5016.67	5018.92	4796.0
2021-08-12 18:00:00	ES	Futures	5018.64	5018.64	5015.54	5016.11	2481.0
2021-08-12 18:30:00	ES	Futures	5016.39	5017.23	5015.82	5016.39	931.0
2021-08-12 19:00:00	ES	Futures	5016.11	5016.95	5015.82	5016.67	748.0
2021-08-12 19:30:00	ES	Futures	5016.67	5016.67	5014.7	5014.98	2112.0
2021-08-12 20:00:00	ES	Futures	5014.98	5015.54	5013.29	5015.54	3885.0
2021-08-12 20:30:00	ES	Futures	5015.54	5016.95	5015.26	5015.82	2448.0
2021-08-12 21:00:00	ES	Futures	5015.82	5016.11	5014.13	5014.98	2288.0
2021-08-12 21:30:00	ES	Futures	5014.98	5016.95	5014.7	5016.11	3142.0
2021-08-12 22:00:00	ES	Futures	5015.82	5018.36	5015.54	5017.51	2733.0
2021-08-12 22:30:00	ES	Futures	5017.8	5017.8	5014.7	5014.7	2688.0
2021-08-12 23:00:00	ES	Futures	5014.98	5016.39	5014.98	5015.82	1371.0
2021-08-12 23:30:00	ES	Futures	5016.11	5016.95	5015.54	5016.67	1233.0
2021-08-12 00:00:00	NQ	Futures	17391.88	17392.17	17384.93	17386.67	502.0
2021-08-12 00:30:00	NQ	Futures	17386.67	17387.54	17382.03	17384.64	490.0
2021-08-12 01:00:00	NQ	Futures	17383.77	17385.51	17376.82	17378.56	1059.0
2021-08-12 01:30:00	NQ	Futures	17377.69	17381.74	17373.05	17374.5	942.0

> showing 50 of 3,636 rows — these rows as CSV

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