PREVIEW / futures_30min / 2021-08-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-25.parquet
  size:    98 KB
  rows:    3,606

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
2021-08-25 00:00:00	ES	Futures	5043.98	5044.83	5043.42	5044.26	1071.0
2021-08-25 00:30:00	ES	Futures	5044.26	5044.83	5042.29	5042.29	1557.0
2021-08-25 01:00:00	ES	Futures	5042.29	5046.23	5042.29	5046.23	2205.0
2021-08-25 01:30:00	ES	Futures	5046.23	5048.49	5045.67	5047.92	2065.0
2021-08-25 02:00:00	ES	Futures	5048.21	5049.05	5047.08	5048.21	2085.0
2021-08-25 02:30:00	ES	Futures	5047.92	5049.9	5046.52	5048.49	2611.0
2021-08-25 03:00:00	ES	Futures	5048.49	5051.59	5047.64	5049.33	7208.0
2021-08-25 03:30:00	ES	Futures	5049.05	5050.74	5048.49	5049.05	3056.0
2021-08-25 04:00:00	ES	Futures	5049.05	5054.4	5047.36	5052.71	7051.0
2021-08-25 04:30:00	ES	Futures	5052.71	5053.84	5050.74	5051.3	5479.0
2021-08-25 05:00:00	ES	Futures	5051.3	5052.99	5049.9	5051.59	4373.0
2021-08-25 05:30:00	ES	Futures	5051.59	5052.43	5050.46	5051.87	3031.0
2021-08-25 06:00:00	ES	Futures	5051.59	5052.43	5050.74	5051.02	2140.0
2021-08-25 06:30:00	ES	Futures	5050.74	5051.87	5049.33	5051.02	3122.0
2021-08-25 07:00:00	ES	Futures	5051.02	5051.3	5046.23	5046.8	5756.0
2021-08-25 07:30:00	ES	Futures	5046.8	5048.21	5043.98	5047.92	7933.0
2021-08-25 08:00:00	ES	Futures	5048.21	5049.05	5046.23	5046.8	6377.0
2021-08-25 08:30:00	ES	Futures	5047.08	5051.87	5046.52	5051.59	9949.0
2021-08-25 09:00:00	ES	Futures	5051.3	5051.87	5050.18	5051.59	11800.0
2021-08-25 09:30:00	ES	Futures	5051.59	5053.27	5046.8	5053.27	98354.0
2021-08-25 10:00:00	ES	Futures	5053.27	5055.53	5051.02	5052.71	63563.0
2021-08-25 10:30:00	ES	Futures	5052.71	5056.09	5050.46	5054.68	49993.0
2021-08-25 11:00:00	ES	Futures	5054.4	5059.47	5053.84	5059.19	42264.0
2021-08-25 11:30:00	ES	Futures	5059.47	5063.69	5057.78	5062.0	40203.0
2021-08-25 12:00:00	ES	Futures	5062.0	5064.82	5061.44	5064.54	34973.0
2021-08-25 12:30:00	ES	Futures	5064.54	5065.38	5061.72	5064.26	29537.0
2021-08-25 13:00:00	ES	Futures	5064.26	5064.26	5061.44	5061.72	21755.0
2021-08-25 13:30:00	ES	Futures	5061.72	5063.97	5061.44	5062.0	24796.0
2021-08-25 14:00:00	ES	Futures	5062.0	5064.54	5060.88	5062.85	29421.0
2021-08-25 14:30:00	ES	Futures	5063.13	5063.41	5059.47	5062.0	27178.0
2021-08-25 15:00:00	ES	Futures	5062.0	5062.85	5058.62	5060.88	33027.0
2021-08-25 15:30:00	ES	Futures	5060.88	5066.23	5059.19	5060.03	101996.0
2021-08-25 16:00:00	ES	Futures	5060.03	5061.72	5058.91	5060.6	39109.0
2021-08-25 16:30:00	ES	Futures	5060.31	5061.72	5060.31	5061.16	4068.0
2021-08-25 18:00:00	ES	Futures	5061.44	5062.0	5059.47	5060.03	2059.0
2021-08-25 18:30:00	ES	Futures	5060.03	5061.44	5060.03	5060.88	1254.0
2021-08-25 19:00:00	ES	Futures	5060.88	5060.88	5059.75	5060.03	720.0
2021-08-25 19:30:00	ES	Futures	5059.75	5061.44	5059.47	5060.03	1497.0
2021-08-25 20:00:00	ES	Futures	5060.03	5060.03	5054.12	5056.09	5457.0
2021-08-25 20:30:00	ES	Futures	5056.09	5056.94	5054.96	5056.09	2152.0
2021-08-25 21:00:00	ES	Futures	5055.81	5055.81	5052.15	5054.4	4041.0
2021-08-25 21:30:00	ES	Futures	5054.4	5056.09	5051.02	5053.56	4286.0
2021-08-25 22:00:00	ES	Futures	5053.84	5054.68	5049.9	5050.18	4496.0
2021-08-25 22:30:00	ES	Futures	5050.18	5052.71	5049.61	5052.43	2302.0
2021-08-25 23:00:00	ES	Futures	5052.43	5052.71	5049.9	5051.87	1837.0
2021-08-25 23:30:00	ES	Futures	5052.15	5053.56	5051.3	5052.43	1670.0
2021-08-25 00:00:00	NQ	Futures	17786.14	17788.17	17782.95	17786.43	589.0
2021-08-25 00:30:00	NQ	Futures	17786.14	17787.59	17783.24	17783.53	429.0
2021-08-25 01:00:00	NQ	Futures	17783.82	17795.7	17782.37	17795.12	877.0
2021-08-25 01:30:00	NQ	Futures	17795.12	17804.97	17793.96	17799.18	1414.0

> showing 50 of 3,606 rows — these rows as CSV

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