PREVIEW / futures_30min / 2021-08-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-27.parquet
  size:    85 KB
  rows:    2,956

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
2021-08-27 00:00:00	ES	Futures	5040.6	5042.57	5040.32	5041.45	1006.0
2021-08-27 00:30:00	ES	Futures	5041.45	5042.01	5040.32	5041.45	766.0
2021-08-27 01:00:00	ES	Futures	5041.45	5042.01	5038.63	5040.88	1754.0
2021-08-27 01:30:00	ES	Futures	5040.88	5042.86	5040.04	5041.73	2289.0
2021-08-27 02:00:00	ES	Futures	5041.73	5046.52	5040.32	5046.23	5617.0
2021-08-27 02:30:00	ES	Futures	5045.95	5047.36	5044.83	5044.83	3252.0
2021-08-27 03:00:00	ES	Futures	5044.55	5048.49	5041.73	5047.92	8225.0
2021-08-27 03:30:00	ES	Futures	5048.21	5050.74	5046.8	5047.36	5336.0
2021-08-27 04:00:00	ES	Futures	5047.36	5047.92	5043.98	5044.83	4718.0
2021-08-27 04:30:00	ES	Futures	5044.83	5046.23	5043.42	5045.39	2955.0
2021-08-27 05:00:00	ES	Futures	5045.67	5047.64	5043.7	5046.52	4458.0
2021-08-27 05:30:00	ES	Futures	5046.8	5048.21	5046.23	5047.08	2706.0
2021-08-27 06:00:00	ES	Futures	5046.8	5047.92	5045.11	5045.11	3633.0
2021-08-27 06:30:00	ES	Futures	5045.39	5047.08	5044.26	5045.11	3069.0
2021-08-27 07:00:00	ES	Futures	5045.11	5046.23	5042.57	5044.26	4534.0
2021-08-27 07:30:00	ES	Futures	5044.55	5044.83	5038.63	5041.45	8023.0
2021-08-27 08:00:00	ES	Futures	5041.45	5044.26	5040.32	5042.01	6746.0
2021-08-27 08:30:00	ES	Futures	5042.01	5046.23	5042.01	5044.83	11559.0
2021-08-27 09:00:00	ES	Futures	5044.83	5045.67	5038.91	5039.48	14724.0
2021-08-27 09:30:00	ES	Futures	5039.76	5050.18	5038.91	5047.36	112848.0
2021-08-27 10:00:00	ES	Futures	5047.64	5071.01	5040.32	5064.82	209335.0
2021-08-27 10:30:00	ES	Futures	5064.82	5071.01	5059.75	5068.48	88369.0
2021-08-27 11:00:00	ES	Futures	5068.2	5070.73	5063.69	5063.97	81792.0
2021-08-27 11:30:00	ES	Futures	5063.97	5072.42	5063.97	5071.3	53025.0
2021-08-27 12:00:00	ES	Futures	5071.3	5072.7	5068.76	5072.14	38778.0
2021-08-27 12:30:00	ES	Futures	5071.86	5074.67	5071.3	5074.67	33489.0
2021-08-27 13:00:00	ES	Futures	5074.39	5077.49	5073.83	5076.36	32745.0
2021-08-27 13:30:00	ES	Futures	5076.36	5077.77	5074.96	5076.36	26414.0
2021-08-27 14:00:00	ES	Futures	5076.36	5076.65	5072.42	5074.67	33419.0
2021-08-27 14:30:00	ES	Futures	5074.67	5076.36	5073.55	5074.39	34867.0
2021-08-27 15:00:00	ES	Futures	5074.39	5078.9	5074.39	5076.08	40592.0
2021-08-27 15:30:00	ES	Futures	5076.36	5079.74	5072.42	5074.11	156636.0
2021-08-27 16:00:00	ES	Futures	5074.11	5076.08	5072.14	5074.67	69338.0
2021-08-27 16:30:00	ES	Futures	5074.67	5078.05	5074.67	5076.93	6255.0
2021-08-27 00:00:00	NQ	Futures	17754.27	17766.73	17753.98	17761.81	967.0
2021-08-27 00:30:00	NQ	Futures	17762.68	17763.83	17758.62	17760.07	418.0
2021-08-27 01:00:00	NQ	Futures	17760.65	17762.68	17746.45	17755.14	1455.0
2021-08-27 01:30:00	NQ	Futures	17754.56	17761.52	17745.87	17749.35	1689.0
2021-08-27 02:00:00	NQ	Futures	17749.06	17765.28	17745.0	17762.1	2556.0
2021-08-27 02:30:00	NQ	Futures	17762.39	17771.08	17756.59	17758.04	1807.0
2021-08-27 03:00:00	NQ	Futures	17757.46	17764.12	17746.16	17762.97	3275.0
2021-08-27 03:30:00	NQ	Futures	17762.68	17768.76	17755.14	17760.36	2455.0
2021-08-27 04:00:00	NQ	Futures	17760.36	17763.25	17742.69	17746.16	3369.0
2021-08-27 04:30:00	NQ	Futures	17745.87	17758.04	17741.82	17754.85	1554.0
2021-08-27 05:00:00	NQ	Futures	17755.14	17762.1	17748.48	17757.17	1996.0
2021-08-27 05:30:00	NQ	Futures	17757.17	17762.68	17754.27	17759.49	902.0
2021-08-27 06:00:00	NQ	Futures	17759.2	17763.54	17756.01	17758.04	1238.0
2021-08-27 06:30:00	NQ	Futures	17758.62	17765.28	17753.98	17758.91	1430.0
2021-08-27 07:00:00	NQ	Futures	17758.91	17762.39	17748.77	17755.14	1759.0
2021-08-27 07:30:00	NQ	Futures	17755.14	17756.88	17738.34	17743.85	2593.0

> showing 50 of 2,956 rows — these rows as CSV

> unlock the full archive -- $79 one-time