PREVIEW / futures_30min / 2021-08-31

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-08-31.parquet
  size:    101 KB
  rows:    3,595

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
2021-08-31 00:00:00	ES	Futures	5103.11	5104.24	5102.55	5103.96	2027.0
2021-08-31 00:30:00	ES	Futures	5103.96	5111.0	5103.4	5110.44	5004.0
2021-08-31 01:00:00	ES	Futures	5110.44	5113.53	5109.31	5111.84	7320.0
2021-08-31 01:30:00	ES	Futures	5111.84	5113.81	5111.0	5113.25	4360.0
2021-08-31 02:00:00	ES	Futures	5113.25	5116.07	5112.41	5114.66	8273.0
2021-08-31 02:30:00	ES	Futures	5114.66	5116.07	5112.69	5113.25	4724.0
2021-08-31 03:00:00	ES	Futures	5113.25	5113.53	5111.0	5112.41	10553.0
2021-08-31 03:30:00	ES	Futures	5112.13	5113.81	5109.87	5110.15	7989.0
2021-08-31 04:00:00	ES	Futures	5110.15	5111.28	5109.03	5109.03	8418.0
2021-08-31 04:30:00	ES	Futures	5109.03	5109.87	5107.62	5108.46	7032.0
2021-08-31 05:00:00	ES	Futures	5108.75	5110.15	5107.62	5108.18	6781.0
2021-08-31 05:30:00	ES	Futures	5108.18	5108.18	5105.09	5105.65	5473.0
2021-08-31 06:00:00	ES	Futures	5105.65	5107.06	5102.27	5104.24	7868.0
2021-08-31 06:30:00	ES	Futures	5104.24	5104.24	5093.54	5095.79	24842.0
2021-08-31 07:00:00	ES	Futures	5095.79	5100.3	5093.26	5098.05	17662.0
2021-08-31 07:30:00	ES	Futures	5098.05	5099.17	5094.1	5094.95	13658.0
2021-08-31 08:00:00	ES	Futures	5094.95	5096.07	5088.19	5089.04	22413.0
2021-08-31 08:30:00	ES	Futures	5089.04	5093.54	5086.5	5093.54	20501.0
2021-08-31 09:00:00	ES	Futures	5093.54	5098.61	5091.57	5096.36	24808.0
2021-08-31 09:30:00	ES	Futures	5096.64	5097.76	5082.56	5085.09	134178.0
2021-08-31 10:00:00	ES	Futures	5085.09	5094.67	5083.97	5091.01	111115.0
2021-08-31 10:30:00	ES	Futures	5091.01	5096.36	5089.04	5096.07	71525.0
2021-08-31 11:00:00	ES	Futures	5096.07	5100.58	5091.29	5096.92	68921.0
2021-08-31 11:30:00	ES	Futures	5096.64	5100.58	5096.07	5098.89	41457.0
2021-08-31 12:00:00	ES	Futures	5098.89	5100.3	5096.36	5100.02	36009.0
2021-08-31 12:30:00	ES	Futures	5099.74	5100.3	5097.2	5098.33	27632.0
2021-08-31 13:00:00	ES	Futures	5098.33	5098.33	5088.19	5090.44	54879.0
2021-08-31 13:30:00	ES	Futures	5090.44	5093.54	5088.47	5093.54	35041.0
2021-08-31 14:00:00	ES	Futures	5093.26	5094.1	5089.88	5091.01	36507.0
2021-08-31 14:30:00	ES	Futures	5091.01	5093.82	5087.63	5093.26	44031.0
2021-08-31 15:00:00	ES	Futures	5093.54	5094.39	5086.22	5087.35	55056.0
2021-08-31 15:30:00	ES	Futures	5087.06	5095.51	5085.94	5091.29	282903.0
2021-08-31 16:00:00	ES	Futures	5091.29	5100.02	5090.72	5099.74	79953.0
2021-08-31 16:30:00	ES	Futures	5099.45	5100.58	5098.61	5100.02	6182.0
2021-08-31 18:00:00	ES	Futures	5099.74	5100.86	5097.76	5098.05	2880.0
2021-08-31 18:30:00	ES	Futures	5098.05	5099.17	5097.48	5098.61	1526.0
2021-08-31 19:00:00	ES	Futures	5098.61	5099.17	5097.2	5098.33	1135.0
2021-08-31 19:30:00	ES	Futures	5098.05	5100.58	5097.76	5100.58	2710.0
2021-08-31 20:00:00	ES	Futures	5100.58	5101.71	5095.51	5098.61	8725.0
2021-08-31 20:30:00	ES	Futures	5098.61	5099.17	5095.23	5096.92	3065.0
2021-08-31 21:00:00	ES	Futures	5096.64	5098.89	5095.79	5098.05	2278.0
2021-08-31 21:30:00	ES	Futures	5098.05	5101.71	5096.64	5101.43	3905.0
2021-08-31 22:00:00	ES	Futures	5101.71	5104.8	5101.71	5104.24	5777.0
2021-08-31 22:30:00	ES	Futures	5104.24	5105.65	5103.11	5105.37	3091.0
2021-08-31 23:00:00	ES	Futures	5105.37	5107.06	5104.8	5106.78	3473.0
2021-08-31 23:30:00	ES	Futures	5106.78	5106.78	5104.24	5104.8	3007.0
2021-08-31 00:00:00	NQ	Futures	18087.41	18089.44	18084.22	18088.86	987.0
2021-08-31 00:30:00	NQ	Futures	18089.44	18129.41	18087.41	18125.94	3275.0
2021-08-31 01:00:00	NQ	Futures	18125.94	18146.5	18122.17	18141.58	5354.0
2021-08-31 01:30:00	NQ	Futures	18141.0	18152.88	18137.23	18140.42	2628.0

> showing 50 of 3,595 rows — these rows as CSV

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