PREVIEW / futures_30min / 2021-08-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-24.parquet
  size:    98 KB
  rows:    3,659

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
2021-08-24 00:00:00	ES	Futures	5049.05	5049.61	5048.77	5049.33	635.0
2021-08-24 00:30:00	ES	Futures	5049.33	5049.9	5048.77	5049.33	884.0
2021-08-24 01:00:00	ES	Futures	5049.05	5050.46	5049.05	5049.61	1768.0
2021-08-24 01:30:00	ES	Futures	5049.9	5052.15	5049.33	5051.3	2913.0
2021-08-24 02:00:00	ES	Futures	5051.3	5051.87	5050.46	5051.02	2759.0
2021-08-24 02:30:00	ES	Futures	5051.02	5059.47	5050.74	5058.91	10149.0
2021-08-24 03:00:00	ES	Futures	5058.91	5059.19	5052.71	5054.96	10890.0
2021-08-24 03:30:00	ES	Futures	5054.68	5055.81	5051.87	5052.71	5612.0
2021-08-24 04:00:00	ES	Futures	5052.71	5054.96	5051.87	5053.56	6369.0
2021-08-24 04:30:00	ES	Futures	5053.27	5053.56	5050.46	5051.87	4362.0
2021-08-24 05:00:00	ES	Futures	5051.87	5052.99	5049.9	5050.74	3466.0
2021-08-24 05:30:00	ES	Futures	5050.46	5051.3	5045.95	5046.52	6827.0
2021-08-24 06:00:00	ES	Futures	5046.52	5050.46	5046.23	5049.33	5518.0
2021-08-24 06:30:00	ES	Futures	5049.33	5051.87	5049.05	5051.59	6039.0
2021-08-24 07:00:00	ES	Futures	5051.59	5051.87	5049.05	5050.46	7191.0
2021-08-24 07:30:00	ES	Futures	5050.46	5050.74	5046.8	5047.36	6090.0
2021-08-24 08:00:00	ES	Futures	5047.64	5048.77	5043.14	5045.67	11045.0
2021-08-24 08:30:00	ES	Futures	5045.67	5045.95	5042.29	5044.83	13284.0
2021-08-24 09:00:00	ES	Futures	5044.83	5050.46	5044.55	5049.33	23404.0
2021-08-24 09:30:00	ES	Futures	5049.05	5051.87	5043.14	5049.9	114503.0
2021-08-24 10:00:00	ES	Futures	5049.9	5053.84	5047.64	5053.56	74042.0
2021-08-24 10:30:00	ES	Futures	5053.56	5054.96	5050.74	5051.87	45347.0
2021-08-24 11:00:00	ES	Futures	5051.87	5054.12	5049.33	5049.33	37159.0
2021-08-24 11:30:00	ES	Futures	5049.61	5050.74	5046.8	5050.18	47706.0
2021-08-24 12:00:00	ES	Futures	5049.9	5050.18	5045.67	5045.95	27020.0
2021-08-24 12:30:00	ES	Futures	5046.23	5049.33	5045.11	5048.77	23824.0
2021-08-24 13:00:00	ES	Futures	5049.05	5050.74	5048.77	5049.9	19579.0
2021-08-24 13:30:00	ES	Futures	5049.9	5053.27	5049.9	5052.43	21619.0
2021-08-24 14:00:00	ES	Futures	5052.43	5054.12	5051.87	5053.27	20611.0
2021-08-24 14:30:00	ES	Futures	5053.27	5055.53	5052.43	5055.25	15756.0
2021-08-24 15:00:00	ES	Futures	5055.25	5055.53	5053.27	5054.68	25787.0
2021-08-24 15:30:00	ES	Futures	5054.68	5054.96	5046.52	5049.33	88930.0
2021-08-24 16:00:00	ES	Futures	5049.33	5051.02	5047.64	5050.74	39003.0
2021-08-24 16:30:00	ES	Futures	5050.46	5050.74	5048.21	5050.18	5275.0
2021-08-24 18:00:00	ES	Futures	5049.9	5051.02	5049.33	5050.46	1528.0
2021-08-24 18:30:00	ES	Futures	5050.18	5051.02	5049.05	5049.33	926.0
2021-08-24 19:00:00	ES	Futures	5049.33	5049.9	5046.52	5047.08	1649.0
2021-08-24 19:30:00	ES	Futures	5047.36	5048.49	5045.67	5047.64	2021.0
2021-08-24 20:00:00	ES	Futures	5047.64	5052.15	5047.36	5049.33	4767.0
2021-08-24 20:30:00	ES	Futures	5049.33	5049.61	5047.64	5047.64	1904.0
2021-08-24 21:00:00	ES	Futures	5047.64	5049.05	5046.52	5047.36	2344.0
2021-08-24 21:30:00	ES	Futures	5047.36	5049.05	5046.52	5046.8	2275.0
2021-08-24 22:00:00	ES	Futures	5046.8	5048.21	5043.14	5043.42	3726.0
2021-08-24 22:30:00	ES	Futures	5043.42	5045.39	5043.14	5044.83	2163.0
2021-08-24 23:00:00	ES	Futures	5044.55	5045.11	5041.73	5044.26	2755.0
2021-08-24 23:30:00	ES	Futures	5044.26	5045.95	5043.7	5043.98	1605.0
2021-08-24 00:00:00	NQ	Futures	17756.3	17759.2	17756.3	17756.88	324.0
2021-08-24 00:30:00	NQ	Futures	17756.59	17759.78	17756.3	17759.2	436.0
2021-08-24 01:00:00	NQ	Futures	17758.62	17761.81	17754.85	17760.36	852.0
2021-08-24 01:30:00	NQ	Futures	17760.36	17778.03	17757.46	17776.29	2154.0

> showing 50 of 3,659 rows — these rows as CSV

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