PREVIEW / futures_30min / 2021-08-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-17.parquet
  size:    105 KB
  rows:    3,719

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
2021-08-17 00:00:00	ES	Futures	5027.65	5029.06	5027.37	5028.78	1473.0
2021-08-17 00:30:00	ES	Futures	5028.78	5029.06	5027.65	5028.5	1242.0
2021-08-17 01:00:00	ES	Futures	5028.21	5028.21	5025.12	5026.24	4515.0
2021-08-17 01:30:00	ES	Futures	5026.24	5026.24	5024.27	5024.55	3332.0
2021-08-17 02:00:00	ES	Futures	5024.83	5025.4	5021.74	5024.83	9127.0
2021-08-17 02:30:00	ES	Futures	5025.12	5025.12	5016.95	5020.61	10714.0
2021-08-17 03:00:00	ES	Futures	5020.61	5021.17	5008.78	5014.13	20893.0
2021-08-17 03:30:00	ES	Futures	5014.13	5018.36	5012.45	5016.11	9980.0
2021-08-17 04:00:00	ES	Futures	5016.11	5020.61	5015.54	5016.11	10468.0
2021-08-17 04:30:00	ES	Futures	5015.82	5018.36	5014.7	5017.8	5228.0
2021-08-17 05:00:00	ES	Futures	5017.8	5022.3	5016.11	5020.89	6076.0
2021-08-17 05:30:00	ES	Futures	5021.17	5021.46	5016.11	5017.51	4598.0
2021-08-17 06:00:00	ES	Futures	5017.8	5019.2	5014.98	5016.95	7358.0
2021-08-17 06:30:00	ES	Futures	5016.95	5018.36	5014.42	5016.95	6024.0
2021-08-17 07:00:00	ES	Futures	5016.67	5018.08	5011.32	5013.85	15796.0
2021-08-17 07:30:00	ES	Futures	5013.57	5017.8	5012.16	5016.95	10278.0
2021-08-17 08:00:00	ES	Futures	5016.95	5017.8	5011.88	5013.01	11391.0
2021-08-17 08:30:00	ES	Futures	5013.29	5019.48	5009.35	5016.95	27126.0
2021-08-17 09:00:00	ES	Futures	5017.23	5017.23	5007.38	5007.66	33616.0
2021-08-17 09:30:00	ES	Futures	5007.38	5014.13	4996.68	5001.18	222031.0
2021-08-17 10:00:00	ES	Futures	5001.18	5014.42	4997.8	5012.73	150150.0
2021-08-17 10:30:00	ES	Futures	5012.45	5016.11	5005.69	5009.07	95385.0
2021-08-17 11:00:00	ES	Futures	5009.07	5010.76	5001.74	5003.15	84486.0
2021-08-17 11:30:00	ES	Futures	5002.87	5008.5	4993.58	4994.42	80247.0
2021-08-17 12:00:00	ES	Futures	4994.14	4996.96	4987.1	4995.27	114272.0
2021-08-17 12:30:00	ES	Futures	4995.27	4995.55	4969.64	4971.33	144839.0
2021-08-17 13:00:00	ES	Futures	4971.05	4984.57	4969.08	4984.01	96860.0
2021-08-17 13:30:00	ES	Futures	4984.29	4984.57	4971.62	4983.44	72887.0
2021-08-17 14:00:00	ES	Futures	4983.44	4992.73	4982.88	4985.98	75242.0
2021-08-17 14:30:00	ES	Futures	4986.26	4995.55	4979.78	4994.42	85340.0
2021-08-17 15:00:00	ES	Futures	4994.71	4999.49	4992.45	4995.83	76847.0
2021-08-17 15:30:00	ES	Futures	4995.83	5006.53	4990.76	5005.97	161341.0
2021-08-17 16:00:00	ES	Futures	5005.97	5007.1	4998.08	4998.37	52940.0
2021-08-17 16:30:00	ES	Futures	4998.37	4999.21	4996.11	4998.08	6164.0
2021-08-17 18:00:00	ES	Futures	4997.24	5000.06	4996.68	4998.37	2361.0
2021-08-17 18:30:00	ES	Futures	4998.37	4999.49	4994.71	4997.8	2604.0
2021-08-17 19:00:00	ES	Futures	4997.8	4999.21	4996.39	4998.65	2153.0
2021-08-17 19:30:00	ES	Futures	4998.37	4998.37	4993.58	4993.86	2593.0
2021-08-17 20:00:00	ES	Futures	4993.86	4998.08	4992.45	4996.39	6283.0
2021-08-17 20:30:00	ES	Futures	4996.68	5000.9	4996.68	4998.93	3232.0
2021-08-17 21:00:00	ES	Futures	4999.21	5004.56	4998.08	5004.28	6037.0
2021-08-17 21:30:00	ES	Futures	5004.0	5005.12	5001.46	5002.31	4377.0
2021-08-17 22:00:00	ES	Futures	5002.31	5006.81	5000.9	5005.97	4954.0
2021-08-17 22:30:00	ES	Futures	5005.97	5008.22	5005.69	5007.38	3704.0
2021-08-17 23:00:00	ES	Futures	5007.38	5010.19	5006.53	5009.35	3863.0
2021-08-17 23:30:00	ES	Futures	5009.63	5009.91	5007.94	5008.5	1862.0
2021-08-17 00:00:00	NQ	Futures	17508.62	17515.0	17508.34	17512.97	663.0
2021-08-17 00:30:00	NQ	Futures	17512.68	17514.71	17510.36	17511.52	472.0
2021-08-17 01:00:00	NQ	Futures	17511.52	17514.13	17500.22	17506.89	2045.0
2021-08-17 01:30:00	NQ	Futures	17507.18	17508.05	17499.93	17501.38	1417.0

> showing 50 of 3,719 rows — these rows as CSV

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