PREVIEW / futures_30min / 2021-08-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-16.parquet
  size:    98 KB
  rows:    3,654

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
2021-08-16 00:00:00	ES	Futures	5013.57	5015.26	5012.73	5014.98	1387.0
2021-08-16 00:30:00	ES	Futures	5014.98	5015.54	5014.7	5014.98	2370.0
2021-08-16 01:00:00	ES	Futures	5014.98	5017.51	5014.7	5016.11	2961.0
2021-08-16 01:30:00	ES	Futures	5015.82	5015.82	5013.85	5014.42	2667.0
2021-08-16 02:00:00	ES	Futures	5014.42	5014.7	5009.07	5011.6	6457.0
2021-08-16 02:30:00	ES	Futures	5011.88	5012.16	5010.19	5010.76	4064.0
2021-08-16 03:00:00	ES	Futures	5010.76	5019.48	5007.1	5017.51	17294.0
2021-08-16 03:30:00	ES	Futures	5017.23	5019.2	5014.7	5017.8	7573.0
2021-08-16 04:00:00	ES	Futures	5017.51	5019.48	5016.11	5016.67	5012.0
2021-08-16 04:30:00	ES	Futures	5016.95	5018.36	5014.98	5015.26	7183.0
2021-08-16 05:00:00	ES	Futures	5015.54	5016.95	5014.98	5016.11	3198.0
2021-08-16 05:30:00	ES	Futures	5016.11	5016.39	5013.01	5014.42	4825.0
2021-08-16 06:00:00	ES	Futures	5014.42	5015.26	5002.03	5005.69	14171.0
2021-08-16 06:30:00	ES	Futures	5005.69	5014.98	5005.41	5014.13	11771.0
2021-08-16 07:00:00	ES	Futures	5014.13	5016.11	5011.88	5012.45	6614.0
2021-08-16 07:30:00	ES	Futures	5012.73	5013.01	5008.5	5011.32	7539.0
2021-08-16 08:00:00	ES	Futures	5011.04	5011.32	5005.97	5007.66	12445.0
2021-08-16 08:30:00	ES	Futures	5007.66	5010.19	5006.81	5008.22	11596.0
2021-08-16 09:00:00	ES	Futures	5007.94	5011.88	5007.66	5011.32	11299.0
2021-08-16 09:30:00	ES	Futures	5011.32	5013.57	4994.99	4998.37	155196.0
2021-08-16 10:00:00	ES	Futures	4998.37	5006.53	4993.02	4994.99	133434.0
2021-08-16 10:30:00	ES	Futures	4994.99	4999.77	4992.45	4995.27	95801.0
2021-08-16 11:00:00	ES	Futures	4995.55	5003.15	4994.71	5002.31	65242.0
2021-08-16 11:30:00	ES	Futures	5002.31	5009.63	5001.74	5007.38	59881.0
2021-08-16 12:00:00	ES	Futures	5007.38	5012.73	5006.53	5010.47	43513.0
2021-08-16 12:30:00	ES	Futures	5010.76	5015.54	5008.22	5015.26	42440.0
2021-08-16 13:00:00	ES	Futures	5015.26	5019.77	5014.13	5018.36	37663.0
2021-08-16 13:30:00	ES	Futures	5018.36	5023.99	5017.8	5023.71	46600.0
2021-08-16 14:00:00	ES	Futures	5023.99	5027.65	5022.3	5024.55	39462.0
2021-08-16 14:30:00	ES	Futures	5024.55	5032.44	5024.55	5028.78	45017.0
2021-08-16 15:00:00	ES	Futures	5029.06	5035.25	5027.93	5033.56	44720.0
2021-08-16 15:30:00	ES	Futures	5033.28	5040.04	5030.18	5038.91	124139.0
2021-08-16 16:00:00	ES	Futures	5039.2	5042.01	5037.22	5038.07	47549.0
2021-08-16 16:30:00	ES	Futures	5038.07	5038.63	5034.41	5036.94	11060.0
2021-08-16 18:00:00	ES	Futures	5036.94	5037.22	5033.85	5035.53	3377.0
2021-08-16 18:30:00	ES	Futures	5035.53	5035.82	5034.13	5034.69	1449.0
2021-08-16 19:00:00	ES	Futures	5034.97	5036.1	5034.41	5035.53	1268.0
2021-08-16 19:30:00	ES	Futures	5035.53	5037.22	5034.97	5035.82	1967.0
2021-08-16 20:00:00	ES	Futures	5035.82	5036.1	5030.47	5031.03	6358.0
2021-08-16 20:30:00	ES	Futures	5030.75	5031.59	5029.34	5030.75	3678.0
2021-08-16 21:00:00	ES	Futures	5031.03	5031.31	5029.62	5029.62	2688.0
2021-08-16 21:30:00	ES	Futures	5029.62	5031.31	5027.65	5029.9	5815.0
2021-08-16 22:00:00	ES	Futures	5029.9	5030.18	5027.93	5029.62	2289.0
2021-08-16 22:30:00	ES	Futures	5029.62	5030.47	5028.5	5029.62	2821.0
2021-08-16 23:00:00	ES	Futures	5029.34	5029.9	5027.37	5027.65	2090.0
2021-08-16 23:30:00	ES	Futures	5027.37	5028.21	5026.81	5027.65	2201.0
2021-08-16 00:00:00	NQ	Futures	17505.44	17509.78	17503.99	17508.62	684.0
2021-08-16 00:30:00	NQ	Futures	17507.76	17508.91	17504.28	17504.86	601.0
2021-08-16 01:00:00	NQ	Futures	17504.86	17516.45	17503.99	17508.91	1220.0
2021-08-16 01:30:00	NQ	Futures	17508.62	17510.36	17501.38	17504.28	1070.0

> showing 50 of 3,654 rows — these rows as CSV

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