PREVIEW / futures_30min / 2021-08-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-19.parquet
  size:    105 KB
  rows:    3,718

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
2021-08-19 00:00:00	ES	Futures	4946.55	4947.68	4944.02	4944.87	2334.0
2021-08-19 00:30:00	ES	Futures	4945.15	4946.84	4944.02	4945.15	2901.0
2021-08-19 01:00:00	ES	Futures	4944.87	4945.71	4940.36	4942.05	6245.0
2021-08-19 01:30:00	ES	Futures	4942.05	4945.43	4935.57	4935.57	7536.0
2021-08-19 02:00:00	ES	Futures	4935.57	4938.39	4920.93	4921.49	21006.0
2021-08-19 02:30:00	ES	Futures	4921.78	4926.56	4913.33	4915.3	16908.0
2021-08-19 03:00:00	ES	Futures	4915.58	4922.62	4909.1	4920.09	32098.0
2021-08-19 03:30:00	ES	Futures	4920.09	4920.09	4911.36	4913.89	19835.0
2021-08-19 04:00:00	ES	Futures	4913.61	4914.45	4901.78	4904.6	27421.0
2021-08-19 04:30:00	ES	Futures	4904.6	4909.67	4901.78	4905.44	16473.0
2021-08-19 05:00:00	ES	Futures	4905.73	4907.13	4897.0	4905.73	21437.0
2021-08-19 05:30:00	ES	Futures	4905.44	4922.9	4904.32	4919.52	20906.0
2021-08-19 06:00:00	ES	Futures	4919.52	4925.72	4916.43	4920.37	15492.0
2021-08-19 06:30:00	ES	Futures	4920.37	4921.78	4911.08	4911.36	13581.0
2021-08-19 07:00:00	ES	Futures	4911.36	4914.74	4904.88	4911.64	16744.0
2021-08-19 07:30:00	ES	Futures	4911.36	4915.86	4905.16	4905.73	18858.0
2021-08-19 08:00:00	ES	Futures	4906.01	4915.3	4901.22	4912.76	23143.0
2021-08-19 08:30:00	ES	Futures	4912.2	4915.3	4906.01	4906.01	21553.0
2021-08-19 09:00:00	ES	Futures	4906.01	4923.18	4905.73	4917.27	41113.0
2021-08-19 09:30:00	ES	Futures	4917.27	4947.4	4915.86	4943.18	247941.0
2021-08-19 10:00:00	ES	Futures	4943.18	4959.79	4941.77	4949.09	162854.0
2021-08-19 10:30:00	ES	Futures	4949.37	4954.44	4931.35	4953.88	146987.0
2021-08-19 11:00:00	ES	Futures	4954.16	4955.85	4946.27	4947.4	91301.0
2021-08-19 11:30:00	ES	Futures	4947.4	4971.62	4947.12	4967.96	108636.0
2021-08-19 12:00:00	ES	Futures	4967.96	4972.46	4959.23	4962.32	66785.0
2021-08-19 12:30:00	ES	Futures	4962.32	4970.21	4960.63	4969.64	50066.0
2021-08-19 13:00:00	ES	Futures	4969.64	4970.21	4953.03	4953.03	55761.0
2021-08-19 13:30:00	ES	Futures	4953.31	4960.35	4947.12	4947.4	63373.0
2021-08-19 14:00:00	ES	Futures	4947.4	4952.47	4937.83	4938.67	95148.0
2021-08-19 14:30:00	ES	Futures	4938.67	4956.41	4930.79	4955.57	122088.0
2021-08-19 15:00:00	ES	Futures	4955.57	4970.49	4955.0	4969.64	91297.0
2021-08-19 15:30:00	ES	Futures	4969.64	4971.62	4951.06	4958.38	137596.0
2021-08-19 16:00:00	ES	Futures	4958.38	4964.29	4958.1	4958.66	39662.0
2021-08-19 16:30:00	ES	Futures	4958.94	4960.07	4957.54	4959.51	4710.0
2021-08-19 18:00:00	ES	Futures	4960.07	4960.35	4955.85	4959.23	3943.0
2021-08-19 18:30:00	ES	Futures	4959.23	4959.23	4954.44	4955.0	2492.0
2021-08-19 19:00:00	ES	Futures	4955.28	4956.69	4954.16	4955.57	2486.0
2021-08-19 19:30:00	ES	Futures	4955.57	4955.57	4947.68	4949.65	5799.0
2021-08-19 20:00:00	ES	Futures	4949.65	4956.97	4949.37	4956.69	6710.0
2021-08-19 20:30:00	ES	Futures	4956.97	4962.89	4956.97	4959.79	6218.0
2021-08-19 21:00:00	ES	Futures	4959.79	4961.76	4952.19	4955.85	6802.0
2021-08-19 21:30:00	ES	Futures	4955.57	4955.85	4942.89	4946.55	10373.0
2021-08-19 22:00:00	ES	Futures	4946.55	4950.78	4945.99	4950.22	5581.0
2021-08-19 22:30:00	ES	Futures	4949.93	4950.78	4946.27	4948.53	3008.0
2021-08-19 23:00:00	ES	Futures	4948.53	4954.16	4948.53	4950.78	3750.0
2021-08-19 23:30:00	ES	Futures	4951.06	4951.9	4946.84	4951.62	4326.0
2021-08-19 00:00:00	NQ	Futures	17204.17	17207.36	17190.84	17196.64	1568.0
2021-08-19 00:30:00	NQ	Futures	17197.22	17203.59	17196.06	17198.67	1546.0
2021-08-19 01:00:00	NQ	Futures	17198.96	17200.4	17174.91	17184.18	3790.0
2021-08-19 01:30:00	NQ	Futures	17184.47	17194.32	17164.77	17167.67	3330.0

> showing 50 of 3,718 rows — these rows as CSV

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