PREVIEW / futures_30min / 2021-08-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-13.parquet
  size:    85 KB
  rows:    2,947

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
2021-08-13 00:00:00	ES	Futures	5016.67	5017.23	5016.39	5017.23	728.0
2021-08-13 00:30:00	ES	Futures	5017.23	5017.8	5016.39	5016.67	1000.0
2021-08-13 01:00:00	ES	Futures	5016.95	5017.51	5016.11	5016.67	1590.0
2021-08-13 01:30:00	ES	Futures	5016.67	5016.95	5015.26	5016.67	1928.0
2021-08-13 02:00:00	ES	Futures	5016.67	5017.51	5015.54	5017.23	2183.0
2021-08-13 02:30:00	ES	Futures	5017.23	5018.36	5016.39	5017.51	2079.0
2021-08-13 03:00:00	ES	Futures	5017.8	5020.05	5017.51	5017.8	5893.0
2021-08-13 03:30:00	ES	Futures	5017.8	5021.74	5017.23	5020.33	4719.0
2021-08-13 04:00:00	ES	Futures	5020.33	5020.89	5018.36	5019.2	5682.0
2021-08-13 04:30:00	ES	Futures	5019.2	5022.02	5018.36	5021.74	3536.0
2021-08-13 05:00:00	ES	Futures	5022.02	5023.15	5020.33	5020.89	5541.0
2021-08-13 05:30:00	ES	Futures	5021.17	5022.58	5020.33	5022.3	4026.0
2021-08-13 06:00:00	ES	Futures	5022.58	5022.58	5020.61	5020.61	3429.0
2021-08-13 06:30:00	ES	Futures	5020.89	5021.17	5019.48	5019.77	2963.0
2021-08-13 07:00:00	ES	Futures	5019.48	5020.05	5018.36	5019.48	5246.0
2021-08-13 07:30:00	ES	Futures	5019.48	5019.77	5018.36	5018.36	4428.0
2021-08-13 08:00:00	ES	Futures	5018.36	5021.17	5018.36	5020.89	5928.0
2021-08-13 08:30:00	ES	Futures	5020.89	5022.3	5020.33	5022.02	6523.0
2021-08-13 09:00:00	ES	Futures	5022.3	5023.99	5021.74	5022.86	11995.0
2021-08-13 09:30:00	ES	Futures	5022.86	5025.68	5017.51	5021.46	98585.0
2021-08-13 10:00:00	ES	Futures	5022.02	5025.4	5016.95	5020.89	94862.0
2021-08-13 10:30:00	ES	Futures	5020.89	5022.58	5018.92	5021.46	43166.0
2021-08-13 11:00:00	ES	Futures	5021.46	5023.99	5020.33	5023.15	40545.0
2021-08-13 11:30:00	ES	Futures	5023.43	5023.43	5020.61	5022.02	26842.0
2021-08-13 12:00:00	ES	Futures	5022.02	5023.15	5021.17	5021.74	21549.0
2021-08-13 12:30:00	ES	Futures	5021.46	5023.15	5020.05	5022.58	24123.0
2021-08-13 13:00:00	ES	Futures	5022.58	5023.15	5020.61	5022.58	16595.0
2021-08-13 13:30:00	ES	Futures	5022.58	5025.4	5022.3	5024.55	25882.0
2021-08-13 14:00:00	ES	Futures	5024.55	5024.83	5022.86	5023.43	20497.0
2021-08-13 14:30:00	ES	Futures	5023.15	5023.15	5018.64	5020.89	43194.0
2021-08-13 15:00:00	ES	Futures	5020.89	5023.71	5020.61	5021.46	31626.0
2021-08-13 15:30:00	ES	Futures	5021.74	5027.09	5020.05	5026.52	116125.0
2021-08-13 16:00:00	ES	Futures	5026.52	5027.09	5023.99	5025.4	41821.0
2021-08-13 16:30:00	ES	Futures	5025.12	5025.96	5022.86	5023.15	4826.0
2021-08-13 00:00:00	NQ	Futures	17464.01	17467.49	17463.43	17465.46	279.0
2021-08-13 00:30:00	NQ	Futures	17465.75	17468.36	17462.86	17463.72	452.0
2021-08-13 01:00:00	NQ	Futures	17463.43	17465.46	17457.64	17460.25	746.0
2021-08-13 01:30:00	NQ	Futures	17460.54	17461.99	17455.61	17459.09	861.0
2021-08-13 02:00:00	NQ	Futures	17459.38	17470.1	17456.77	17468.36	951.0
2021-08-13 02:30:00	NQ	Futures	17469.23	17472.99	17467.78	17470.68	1111.0
2021-08-13 03:00:00	NQ	Futures	17470.68	17483.71	17470.68	17481.68	2460.0
2021-08-13 03:30:00	NQ	Futures	17481.39	17492.69	17473.57	17486.9	1738.0
2021-08-13 04:00:00	NQ	Futures	17487.19	17488.35	17477.63	17482.26	1887.0
2021-08-13 04:30:00	NQ	Futures	17482.55	17489.8	17478.5	17487.77	1240.0
2021-08-13 05:00:00	NQ	Futures	17487.77	17490.95	17476.18	17480.24	1690.0
2021-08-13 05:30:00	NQ	Futures	17480.24	17481.68	17471.26	17481.11	1491.0
2021-08-13 06:00:00	NQ	Futures	17481.11	17482.26	17472.99	17479.37	1226.0
2021-08-13 06:30:00	NQ	Futures	17479.08	17480.24	17471.84	17473.86	1426.0
2021-08-13 07:00:00	NQ	Futures	17474.44	17477.05	17458.8	17469.23	2934.0
2021-08-13 07:30:00	NQ	Futures	17468.94	17469.52	17447.79	17451.27	3675.0

> showing 50 of 2,947 rows — these rows as CSV

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