PREVIEW / futures_30min / 2021-08-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-18.parquet
  size:    103 KB
  rows:    3,722

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
2021-08-18 00:00:00	ES	Futures	5008.78	5010.76	5008.5	5010.47	2063.0
2021-08-18 00:30:00	ES	Futures	5010.47	5010.76	5008.5	5009.07	1651.0
2021-08-18 01:00:00	ES	Futures	5008.78	5010.76	5008.78	5009.07	1931.0
2021-08-18 01:30:00	ES	Futures	5009.35	5009.91	5008.22	5008.78	2167.0
2021-08-18 02:00:00	ES	Futures	5009.07	5009.63	5006.53	5006.81	3802.0
2021-08-18 02:30:00	ES	Futures	5006.81	5007.94	5005.69	5006.81	3322.0
2021-08-18 03:00:00	ES	Futures	5007.1	5009.35	5004.28	5005.12	8497.0
2021-08-18 03:30:00	ES	Futures	5005.12	5005.41	4998.08	4999.21	9590.0
2021-08-18 04:00:00	ES	Futures	4999.21	5004.56	4998.37	4998.65	7695.0
2021-08-18 04:30:00	ES	Futures	4998.65	5001.74	4996.39	5000.06	5903.0
2021-08-18 05:00:00	ES	Futures	5000.06	5002.31	4998.08	5001.18	6265.0
2021-08-18 05:30:00	ES	Futures	5001.18	5001.46	4997.52	4997.8	6148.0
2021-08-18 06:00:00	ES	Futures	4998.08	4998.65	4995.55	4996.96	5242.0
2021-08-18 06:30:00	ES	Futures	4996.96	5004.84	4996.68	5003.72	9556.0
2021-08-18 07:00:00	ES	Futures	5004.0	5005.12	4999.49	4999.77	6237.0
2021-08-18 07:30:00	ES	Futures	4999.77	5001.74	4999.49	5000.62	4391.0
2021-08-18 08:00:00	ES	Futures	5000.62	5003.15	4998.08	4998.65	9310.0
2021-08-18 08:30:00	ES	Futures	4998.37	5000.62	4994.99	4996.39	13114.0
2021-08-18 09:00:00	ES	Futures	4996.11	4997.24	4991.04	4993.3	17965.0
2021-08-18 09:30:00	ES	Futures	4993.02	5006.25	4989.92	5005.69	132820.0
2021-08-18 10:00:00	ES	Futures	5005.97	5011.88	5003.15	5006.81	94392.0
2021-08-18 10:30:00	ES	Futures	5006.81	5010.47	5000.62	5002.31	88569.0
2021-08-18 11:00:00	ES	Futures	5002.59	5003.15	4996.39	5000.06	69573.0
2021-08-18 11:30:00	ES	Futures	5000.06	5002.03	4994.99	4997.52	58321.0
2021-08-18 12:00:00	ES	Futures	4997.52	5001.46	4993.02	4993.3	40984.0
2021-08-18 12:30:00	ES	Futures	4993.3	4997.8	4993.3	4997.8	38011.0
2021-08-18 13:00:00	ES	Futures	4997.8	4997.8	4991.89	4994.14	33186.0
2021-08-18 13:30:00	ES	Futures	4993.86	4998.65	4993.58	4996.96	25169.0
2021-08-18 14:00:00	ES	Futures	4997.24	5007.1	4978.66	4996.39	180892.0
2021-08-18 14:30:00	ES	Futures	4996.39	5000.06	4987.38	4991.89	102224.0
2021-08-18 15:00:00	ES	Futures	4991.61	4991.89	4976.68	4977.25	92066.0
2021-08-18 15:30:00	ES	Futures	4976.97	4977.25	4947.4	4950.78	278556.0
2021-08-18 16:00:00	ES	Futures	4950.5	4953.31	4943.46	4945.15	82702.0
2021-08-18 16:30:00	ES	Futures	4945.43	4946.55	4935.01	4942.89	18873.0
2021-08-18 18:00:00	ES	Futures	4944.3	4949.09	4943.18	4948.24	7149.0
2021-08-18 18:30:00	ES	Futures	4948.53	4949.65	4947.68	4949.37	3685.0
2021-08-18 19:00:00	ES	Futures	4949.37	4949.65	4945.15	4945.71	4306.0
2021-08-18 19:30:00	ES	Futures	4945.99	4947.96	4944.02	4946.27	4929.0
2021-08-18 20:00:00	ES	Futures	4945.99	4953.59	4945.99	4950.22	10096.0
2021-08-18 20:30:00	ES	Futures	4950.22	4953.31	4949.37	4951.62	3643.0
2021-08-18 21:00:00	ES	Futures	4951.62	4954.44	4949.37	4953.31	4124.0
2021-08-18 21:30:00	ES	Futures	4953.31	4955.28	4947.96	4949.09	6146.0
2021-08-18 22:00:00	ES	Futures	4949.09	4949.65	4942.33	4943.18	8008.0
2021-08-18 22:30:00	ES	Futures	4943.18	4949.93	4942.61	4947.4	6245.0
2021-08-18 23:00:00	ES	Futures	4947.4	4950.78	4945.43	4948.24	4140.0
2021-08-18 23:30:00	ES	Futures	4948.24	4948.24	4945.15	4946.55	2690.0
2021-08-18 00:00:00	NQ	Futures	17396.23	17406.08	17396.23	17405.21	1193.0
2021-08-18 00:30:00	NQ	Futures	17404.92	17406.08	17394.78	17396.52	1324.0
2021-08-18 01:00:00	NQ	Futures	17396.52	17404.92	17395.65	17395.65	1164.0
2021-08-18 01:30:00	NQ	Futures	17395.65	17400.28	17393.91	17398.84	776.0

> showing 50 of 3,722 rows — these rows as CSV

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