PREVIEW / futures_30min / 2021-09-01

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-01.parquet
  size:    101 KB
  rows:    3,672

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
2021-09-01 00:00:00	ES	Futures	5104.8	5106.49	5104.52	5105.65	1680.0
2021-09-01 00:30:00	ES	Futures	5105.65	5106.21	5104.24	5104.52	1318.0
2021-09-01 01:00:00	ES	Futures	5104.8	5105.65	5104.52	5104.8	2262.0
2021-09-01 01:30:00	ES	Futures	5105.09	5109.59	5105.09	5107.34	4794.0
2021-09-01 02:00:00	ES	Futures	5107.62	5110.44	5107.34	5108.75	5034.0
2021-09-01 02:30:00	ES	Futures	5108.75	5112.13	5108.46	5111.28	5072.0
2021-09-01 03:00:00	ES	Futures	5111.28	5113.25	5110.72	5111.0	17582.0
2021-09-01 03:30:00	ES	Futures	5111.28	5113.53	5110.44	5111.84	9229.0
2021-09-01 04:00:00	ES	Futures	5111.84	5112.97	5110.15	5111.28	9950.0
2021-09-01 04:30:00	ES	Futures	5111.28	5111.84	5109.87	5110.72	8562.0
2021-09-01 05:00:00	ES	Futures	5110.44	5111.0	5106.78	5108.46	8595.0
2021-09-01 05:30:00	ES	Futures	5108.75	5110.15	5106.49	5106.78	6929.0
2021-09-01 06:00:00	ES	Futures	5106.78	5108.18	5105.93	5107.06	6699.0
2021-09-01 06:30:00	ES	Futures	5107.06	5110.44	5106.21	5110.15	9087.0
2021-09-01 07:00:00	ES	Futures	5110.44	5110.72	5106.78	5107.9	8746.0
2021-09-01 07:30:00	ES	Futures	5108.18	5110.15	5107.9	5110.15	4929.0
2021-09-01 08:00:00	ES	Futures	5110.15	5112.97	5109.59	5109.87	14106.0
2021-09-01 08:30:00	ES	Futures	5110.15	5111.56	5106.78	5106.78	11511.0
2021-09-01 09:00:00	ES	Futures	5106.78	5107.9	5099.74	5101.71	37334.0
2021-09-01 09:30:00	ES	Futures	5101.71	5102.83	5092.98	5094.95	135125.0
2021-09-01 10:00:00	ES	Futures	5095.23	5101.99	5094.39	5098.05	103752.0
2021-09-01 10:30:00	ES	Futures	5097.76	5102.27	5096.64	5101.71	56128.0
2021-09-01 11:00:00	ES	Futures	5101.71	5102.83	5096.36	5098.61	51587.0
2021-09-01 11:30:00	ES	Futures	5098.61	5101.14	5098.05	5099.17	30979.0
2021-09-01 12:00:00	ES	Futures	5099.45	5103.68	5098.89	5102.55	37456.0
2021-09-01 12:30:00	ES	Futures	5102.55	5106.21	5101.71	5105.93	26460.0
2021-09-01 13:00:00	ES	Futures	5106.21	5107.06	5104.8	5105.93	25544.0
2021-09-01 13:30:00	ES	Futures	5105.93	5107.9	5105.37	5106.78	21370.0
2021-09-01 14:00:00	ES	Futures	5106.78	5107.06	5101.99	5102.83	32104.0
2021-09-01 14:30:00	ES	Futures	5103.11	5103.11	5097.76	5098.89	60278.0
2021-09-01 15:00:00	ES	Futures	5098.89	5100.3	5093.82	5096.64	55671.0
2021-09-01 15:30:00	ES	Futures	5096.64	5097.2	5090.16	5093.26	125481.0
2021-09-01 16:00:00	ES	Futures	5093.54	5096.64	5092.98	5094.95	37177.0
2021-09-01 16:30:00	ES	Futures	5094.95	5095.23	5091.57	5094.1	6325.0
2021-09-01 18:00:00	ES	Futures	5093.82	5095.51	5093.26	5094.67	2200.0
2021-09-01 18:30:00	ES	Futures	5094.95	5095.79	5092.98	5094.39	1275.0
2021-09-01 19:00:00	ES	Futures	5094.39	5094.39	5093.26	5093.82	901.0
2021-09-01 19:30:00	ES	Futures	5094.1	5095.51	5093.82	5094.67	1686.0
2021-09-01 20:00:00	ES	Futures	5094.67	5097.76	5088.19	5090.44	8315.0
2021-09-01 20:30:00	ES	Futures	5090.16	5091.01	5086.5	5088.47	5580.0
2021-09-01 21:00:00	ES	Futures	5088.47	5091.01	5087.63	5090.72	3957.0
2021-09-01 21:30:00	ES	Futures	5090.72	5092.7	5088.75	5089.32	4681.0
2021-09-01 22:00:00	ES	Futures	5089.6	5091.85	5088.75	5089.6	2624.0
2021-09-01 22:30:00	ES	Futures	5089.88	5091.01	5088.47	5088.75	2027.0
2021-09-01 23:00:00	ES	Futures	5088.75	5089.88	5087.35	5089.6	2147.0
2021-09-01 23:30:00	ES	Futures	5089.32	5090.72	5089.32	5089.88	1567.0
2021-09-01 00:00:00	NQ	Futures	18089.44	18093.49	18087.99	18090.59	832.0
2021-09-01 00:30:00	NQ	Futures	18090.59	18092.91	18090.02	18092.91	627.0
2021-09-01 01:00:00	NQ	Futures	18092.91	18100.15	18092.62	18096.39	1414.0
2021-09-01 01:30:00	NQ	Futures	18096.39	18113.77	18096.39	18104.21	2035.0

> showing 50 of 3,672 rows — these rows as CSV

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