PREVIEW / futures_30min / 2021-09-02

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-02.parquet
  size:    96 KB
  rows:    3,577

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
2021-09-02 00:00:00	ES	Futures	5089.6	5090.72	5089.32	5089.6	1080.0
2021-09-02 00:30:00	ES	Futures	5089.32	5090.72	5089.04	5090.72	904.0
2021-09-02 01:00:00	ES	Futures	5090.72	5091.01	5089.04	5090.16	2214.0
2021-09-02 01:30:00	ES	Futures	5090.16	5093.26	5089.6	5092.13	3087.0
2021-09-02 02:00:00	ES	Futures	5092.13	5093.26	5091.01	5091.29	3280.0
2021-09-02 02:30:00	ES	Futures	5091.29	5096.36	5091.01	5096.36	3904.0
2021-09-02 03:00:00	ES	Futures	5096.64	5099.74	5094.39	5098.33	10019.0
2021-09-02 03:30:00	ES	Futures	5098.05	5100.3	5096.64	5100.02	5095.0
2021-09-02 04:00:00	ES	Futures	5100.02	5103.68	5100.02	5101.99	9351.0
2021-09-02 04:30:00	ES	Futures	5101.99	5104.8	5101.99	5103.4	6179.0
2021-09-02 05:00:00	ES	Futures	5103.68	5103.96	5100.3	5102.27	4521.0
2021-09-02 05:30:00	ES	Futures	5102.27	5103.96	5100.3	5100.86	5625.0
2021-09-02 06:00:00	ES	Futures	5101.14	5102.27	5100.02	5101.99	3145.0
2021-09-02 06:30:00	ES	Futures	5101.99	5102.55	5099.74	5101.14	3705.0
2021-09-02 07:00:00	ES	Futures	5101.14	5101.99	5100.02	5101.43	5193.0
2021-09-02 07:30:00	ES	Futures	5101.43	5103.11	5101.14	5101.99	4798.0
2021-09-02 08:00:00	ES	Futures	5102.27	5103.68	5101.43	5101.99	6427.0
2021-09-02 08:30:00	ES	Futures	5101.99	5107.34	5101.71	5106.49	13614.0
2021-09-02 09:00:00	ES	Futures	5106.78	5110.15	5105.37	5110.15	17740.0
2021-09-02 09:30:00	ES	Futures	5110.15	5118.04	5109.03	5110.72	131071.0
2021-09-02 10:00:00	ES	Futures	5111.0	5112.69	5106.78	5112.13	77823.0
2021-09-02 10:30:00	ES	Futures	5112.41	5114.38	5109.31	5111.28	57097.0
2021-09-02 11:00:00	ES	Futures	5111.56	5114.66	5109.31	5113.81	48767.0
2021-09-02 11:30:00	ES	Futures	5113.53	5114.94	5111.0	5111.56	35814.0
2021-09-02 12:00:00	ES	Futures	5111.56	5112.13	5107.62	5109.03	34509.0
2021-09-02 12:30:00	ES	Futures	5109.03	5111.28	5107.34	5110.72	28557.0
2021-09-02 13:00:00	ES	Futures	5110.72	5111.56	5103.11	5103.68	35030.0
2021-09-02 13:30:00	ES	Futures	5103.68	5105.37	5098.05	5099.45	48687.0
2021-09-02 14:00:00	ES	Futures	5099.17	5101.43	5094.1	5096.36	61597.0
2021-09-02 14:30:00	ES	Futures	5096.36	5104.24	5094.95	5103.11	52596.0
2021-09-02 15:00:00	ES	Futures	5103.11	5105.09	5097.48	5098.61	54692.0
2021-09-02 15:30:00	ES	Futures	5098.61	5109.31	5096.64	5109.03	120622.0
2021-09-02 16:00:00	ES	Futures	5108.75	5110.44	5105.65	5109.03	43523.0
2021-09-02 16:30:00	ES	Futures	5109.31	5110.15	5108.46	5109.59	4663.0
2021-09-02 18:00:00	ES	Futures	5109.87	5110.15	5107.9	5110.15	2402.0
2021-09-02 18:30:00	ES	Futures	5110.15	5111.0	5109.59	5109.87	1612.0
2021-09-02 19:00:00	ES	Futures	5110.15	5110.44	5107.9	5108.18	1322.0
2021-09-02 19:30:00	ES	Futures	5108.18	5108.75	5106.78	5107.62	1737.0
2021-09-02 20:00:00	ES	Futures	5107.62	5111.84	5107.62	5110.72	3811.0
2021-09-02 20:30:00	ES	Futures	5110.72	5112.69	5110.44	5111.28	2432.0
2021-09-02 21:00:00	ES	Futures	5111.28	5111.56	5110.44	5111.56	2198.0
2021-09-02 21:30:00	ES	Futures	5111.56	5111.56	5107.9	5109.59	3459.0
2021-09-02 22:00:00	ES	Futures	5109.59	5112.41	5109.31	5111.56	3538.0
2021-09-02 22:30:00	ES	Futures	5111.28	5119.45	5110.44	5118.88	7151.0
2021-09-02 23:00:00	ES	Futures	5119.16	5119.73	5116.07	5117.19	5125.0
2021-09-02 23:30:00	ES	Futures	5117.19	5117.76	5115.5	5117.19	3678.0
2021-09-02 00:00:00	NQ	Futures	18090.02	18092.33	18085.96	18087.12	633.0
2021-09-02 00:30:00	NQ	Futures	18086.54	18090.02	18085.67	18088.57	410.0
2021-09-02 01:00:00	NQ	Futures	18088.57	18088.86	18081.04	18087.7	1011.0
2021-09-02 01:30:00	NQ	Futures	18087.7	18097.55	18086.54	18096.39	1234.0

> showing 50 of 3,577 rows — these rows as CSV

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