PREVIEW / futures_30min / 2021-08-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-23.parquet
  size:    100 KB
  rows:    3,617

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
2021-08-23 00:00:00	ES	Futures	5014.98	5016.39	5014.13	5014.98	1665.0
2021-08-23 00:30:00	ES	Futures	5014.98	5016.39	5014.98	5016.11	1096.0
2021-08-23 01:00:00	ES	Futures	5016.11	5017.23	5014.7	5014.98	2602.0
2021-08-23 01:30:00	ES	Futures	5014.98	5017.23	5013.01	5013.01	3902.0
2021-08-23 02:00:00	ES	Futures	5013.01	5015.82	5013.01	5013.85	4890.0
2021-08-23 02:30:00	ES	Futures	5014.13	5016.11	5011.6	5015.26	5448.0
2021-08-23 03:00:00	ES	Futures	5015.26	5016.39	5009.35	5011.32	12073.0
2021-08-23 03:30:00	ES	Futures	5011.04	5011.32	5006.81	5009.63	11979.0
2021-08-23 04:00:00	ES	Futures	5009.63	5011.88	5007.1	5009.07	8815.0
2021-08-23 04:30:00	ES	Futures	5009.07	5012.73	5008.78	5012.16	5897.0
2021-08-23 05:00:00	ES	Futures	5012.16	5012.45	5009.91	5011.04	4294.0
2021-08-23 05:30:00	ES	Futures	5011.32	5014.42	5010.47	5013.01	4313.0
2021-08-23 06:00:00	ES	Futures	5013.29	5015.54	5012.16	5013.85	3922.0
2021-08-23 06:30:00	ES	Futures	5013.57	5015.54	5012.45	5014.7	5703.0
2021-08-23 07:00:00	ES	Futures	5014.42	5016.11	5011.6	5014.42	6399.0
2021-08-23 07:30:00	ES	Futures	5014.42	5017.51	5013.85	5014.42	7205.0
2021-08-23 08:00:00	ES	Futures	5014.7	5015.26	5012.73	5014.98	8786.0
2021-08-23 08:30:00	ES	Futures	5015.26	5015.82	5013.85	5015.26	7629.0
2021-08-23 09:00:00	ES	Futures	5015.26	5017.8	5012.73	5017.51	19651.0
2021-08-23 09:30:00	ES	Futures	5017.8	5031.59	5016.95	5031.03	131601.0
2021-08-23 10:00:00	ES	Futures	5031.31	5040.88	5029.06	5036.94	97688.0
2021-08-23 10:30:00	ES	Futures	5036.94	5042.01	5035.25	5041.45	50087.0
2021-08-23 11:00:00	ES	Futures	5041.45	5046.8	5040.88	5044.26	55457.0
2021-08-23 11:30:00	ES	Futures	5044.26	5048.49	5043.98	5046.8	38395.0
2021-08-23 12:00:00	ES	Futures	5047.08	5049.33	5046.8	5047.92	22640.0
2021-08-23 12:30:00	ES	Futures	5048.21	5051.87	5045.95	5051.59	35256.0
2021-08-23 13:00:00	ES	Futures	5051.59	5052.43	5045.11	5046.23	41319.0
2021-08-23 13:30:00	ES	Futures	5046.52	5048.49	5043.14	5046.52	35385.0
2021-08-23 14:00:00	ES	Futures	5046.52	5049.9	5045.67	5047.08	29423.0
2021-08-23 14:30:00	ES	Futures	5047.08	5051.02	5046.52	5049.9	23447.0
2021-08-23 15:00:00	ES	Futures	5050.18	5050.74	5045.67	5047.92	32496.0
2021-08-23 15:30:00	ES	Futures	5047.92	5050.18	5040.32	5041.73	117874.0
2021-08-23 16:00:00	ES	Futures	5041.73	5046.52	5040.32	5045.95	55541.0
2021-08-23 16:30:00	ES	Futures	5046.23	5047.92	5045.67	5047.36	7261.0
2021-08-23 18:00:00	ES	Futures	5047.08	5049.9	5045.95	5049.33	3629.0
2021-08-23 18:30:00	ES	Futures	5049.33	5049.61	5048.21	5048.49	981.0
2021-08-23 19:00:00	ES	Futures	5048.77	5049.61	5047.92	5049.33	766.0
2021-08-23 19:30:00	ES	Futures	5049.33	5049.9	5048.49	5049.9	1367.0
2021-08-23 20:00:00	ES	Futures	5049.9	5050.46	5047.64	5047.64	3303.0
2021-08-23 20:30:00	ES	Futures	5047.92	5050.18	5047.36	5049.33	1843.0
2021-08-23 21:00:00	ES	Futures	5049.33	5049.9	5047.36	5049.33	2093.0
2021-08-23 21:30:00	ES	Futures	5049.33	5051.02	5048.49	5050.18	3173.0
2021-08-23 22:00:00	ES	Futures	5050.18	5051.02	5048.77	5049.61	2102.0
2021-08-23 22:30:00	ES	Futures	5049.61	5050.46	5048.49	5048.49	1274.0
2021-08-23 23:00:00	ES	Futures	5048.77	5049.33	5048.21	5049.05	1592.0
2021-08-23 23:30:00	ES	Futures	5049.33	5049.9	5048.49	5049.05	1135.0
2021-08-23 00:00:00	NQ	Futures	17550.34	17554.39	17547.44	17547.73	646.0
2021-08-23 00:30:00	NQ	Futures	17548.31	17553.53	17547.73	17552.37	457.0
2021-08-23 01:00:00	NQ	Futures	17552.66	17558.74	17545.99	17548.89	1549.0
2021-08-23 01:30:00	NQ	Futures	17549.18	17552.08	17537.3	17539.04	1213.0

> showing 50 of 3,617 rows — these rows as CSV

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