PREVIEW / futures_30min / 2021-08-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-20.parquet
  size:    87 KB
  rows:    2,957

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
2021-08-20 00:00:00	ES	Futures	4951.62	4952.75	4949.37	4950.78	1904.0
2021-08-20 00:30:00	ES	Futures	4950.5	4951.06	4948.24	4950.78	1960.0
2021-08-20 01:00:00	ES	Futures	4950.5	4950.78	4940.36	4941.77	6650.0
2021-08-20 01:30:00	ES	Futures	4941.49	4948.81	4940.92	4947.68	6794.0
2021-08-20 02:00:00	ES	Futures	4947.96	4951.06	4943.74	4949.93	5593.0
2021-08-20 02:30:00	ES	Futures	4949.93	4950.22	4941.49	4944.87	6063.0
2021-08-20 03:00:00	ES	Futures	4944.87	4946.55	4925.15	4926.0	24197.0
2021-08-20 03:30:00	ES	Futures	4926.0	4931.91	4924.03	4930.5	14924.0
2021-08-20 04:00:00	ES	Futures	4930.5	4937.83	4926.28	4931.35	13888.0
2021-08-20 04:30:00	ES	Futures	4931.07	4936.98	4929.1	4934.45	8427.0
2021-08-20 05:00:00	ES	Futures	4934.45	4940.64	4931.07	4940.36	8721.0
2021-08-20 05:30:00	ES	Futures	4940.08	4944.87	4936.14	4939.23	10164.0
2021-08-20 06:00:00	ES	Futures	4939.23	4940.92	4933.6	4939.52	9237.0
2021-08-20 06:30:00	ES	Futures	4939.52	4940.36	4936.7	4937.54	5527.0
2021-08-20 07:00:00	ES	Futures	4937.26	4940.36	4931.63	4940.08	10010.0
2021-08-20 07:30:00	ES	Futures	4940.08	4943.18	4935.85	4936.14	10082.0
2021-08-20 08:00:00	ES	Futures	4936.14	4941.77	4935.29	4940.92	10533.0
2021-08-20 08:30:00	ES	Futures	4940.92	4956.13	4938.95	4956.13	25920.0
2021-08-20 09:00:00	ES	Futures	4955.85	4966.55	4953.59	4961.76	48376.0
2021-08-20 09:30:00	ES	Futures	4962.04	4983.16	4955.85	4980.34	178866.0
2021-08-20 10:00:00	ES	Futures	4980.63	4993.02	4979.22	4988.23	138703.0
2021-08-20 10:30:00	ES	Futures	4988.51	4993.86	4982.88	4984.29	75417.0
2021-08-20 11:00:00	ES	Futures	4984.29	4989.07	4982.32	4984.29	47607.0
2021-08-20 11:30:00	ES	Futures	4984.29	4991.33	4981.75	4987.1	53135.0
2021-08-20 12:00:00	ES	Futures	4987.1	4996.39	4985.69	4996.11	50249.0
2021-08-20 12:30:00	ES	Futures	4996.11	4999.77	4995.27	4996.11	46094.0
2021-08-20 13:00:00	ES	Futures	4996.11	4999.49	4995.55	4995.83	31092.0
2021-08-20 13:30:00	ES	Futures	4995.83	4997.24	4990.2	4991.04	36879.0
2021-08-20 14:00:00	ES	Futures	4991.04	4995.83	4987.95	4989.64	43322.0
2021-08-20 14:30:00	ES	Futures	4989.64	4992.17	4987.1	4991.61	35557.0
2021-08-20 15:00:00	ES	Futures	4991.33	4997.8	4990.2	4997.8	43352.0
2021-08-20 15:30:00	ES	Futures	4997.52	5001.46	4995.55	4996.96	139997.0
2021-08-20 16:00:00	ES	Futures	4996.68	4996.96	4993.02	4995.83	63096.0
2021-08-20 16:30:00	ES	Futures	4995.83	4998.93	4995.83	4998.08	6861.0
2021-08-20 00:00:00	NQ	Futures	17291.07	17296.29	17286.73	17289.63	1060.0
2021-08-20 00:30:00	NQ	Futures	17289.34	17291.36	17280.07	17287.89	1224.0
2021-08-20 01:00:00	NQ	Futures	17287.89	17287.89	17256.02	17259.79	3046.0
2021-08-20 01:30:00	NQ	Futures	17259.79	17284.41	17256.89	17281.51	2473.0
2021-08-20 02:00:00	NQ	Futures	17282.09	17289.92	17269.06	17287.02	2485.0
2021-08-20 02:30:00	NQ	Futures	17286.15	17289.05	17268.77	17276.88	2471.0
2021-08-20 03:00:00	NQ	Futures	17277.17	17288.18	17216.34	17221.84	6883.0
2021-08-20 03:30:00	NQ	Futures	17222.13	17234.59	17208.23	17231.69	5814.0
2021-08-20 04:00:00	NQ	Futures	17232.27	17256.31	17220.1	17231.4	5678.0
2021-08-20 04:30:00	NQ	Futures	17231.69	17254.57	17225.32	17246.46	3030.0
2021-08-20 05:00:00	NQ	Futures	17246.46	17269.06	17232.56	17266.74	3714.0
2021-08-20 05:30:00	NQ	Futures	17267.03	17277.17	17251.68	17261.24	4040.0
2021-08-20 06:00:00	NQ	Futures	17260.37	17267.9	17243.57	17259.21	3296.0
2021-08-20 06:30:00	NQ	Futures	17259.21	17266.74	17249.36	17254.57	2324.0
2021-08-20 07:00:00	NQ	Futures	17254.86	17269.35	17238.35	17267.03	3719.0
2021-08-20 07:30:00	NQ	Futures	17267.61	17281.51	17263.26	17266.16	3664.0

> showing 50 of 2,957 rows — these rows as CSV

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