PREVIEW / futures_30min / 2021-09-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-03.parquet
  size:    84 KB
  rows:    2,934

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
2021-09-03 00:00:00	ES	Futures	5117.19	5119.45	5116.63	5118.88	2713.0
2021-09-03 00:30:00	ES	Futures	5118.6	5118.6	5116.91	5118.6	2520.0
2021-09-03 01:00:00	ES	Futures	5118.32	5119.45	5116.63	5118.04	3366.0
2021-09-03 01:30:00	ES	Futures	5117.76	5120.01	5117.48	5118.6	3197.0
2021-09-03 02:00:00	ES	Futures	5118.6	5118.88	5114.94	5115.5	4240.0
2021-09-03 02:30:00	ES	Futures	5115.22	5116.63	5114.38	5116.63	2949.0
2021-09-03 03:00:00	ES	Futures	5116.35	5117.76	5112.13	5113.25	9601.0
2021-09-03 03:30:00	ES	Futures	5113.25	5118.04	5112.69	5117.19	7052.0
2021-09-03 04:00:00	ES	Futures	5117.19	5118.04	5116.63	5117.48	4755.0
2021-09-03 04:30:00	ES	Futures	5117.48	5118.04	5115.79	5116.07	3728.0
2021-09-03 05:00:00	ES	Futures	5115.79	5116.91	5115.22	5116.07	4256.0
2021-09-03 05:30:00	ES	Futures	5116.07	5116.91	5115.22	5115.79	3774.0
2021-09-03 06:00:00	ES	Futures	5115.79	5118.32	5115.5	5118.04	3976.0
2021-09-03 06:30:00	ES	Futures	5117.76	5118.6	5117.19	5117.19	4165.0
2021-09-03 07:00:00	ES	Futures	5116.91	5118.04	5116.63	5117.48	4557.0
2021-09-03 07:30:00	ES	Futures	5117.19	5118.04	5114.1	5114.94	6457.0
2021-09-03 08:00:00	ES	Futures	5114.94	5116.91	5113.81	5116.91	10403.0
2021-09-03 08:30:00	ES	Futures	5116.35	5124.23	5100.58	5111.28	91074.0
2021-09-03 09:00:00	ES	Futures	5111.28	5114.38	5093.82	5094.67	67591.0
2021-09-03 09:30:00	ES	Futures	5094.67	5104.24	5090.16	5099.74	184275.0
2021-09-03 10:00:00	ES	Futures	5100.02	5106.49	5097.76	5101.71	106352.0
2021-09-03 10:30:00	ES	Futures	5101.71	5103.96	5096.64	5101.43	71161.0
2021-09-03 11:00:00	ES	Futures	5101.14	5106.49	5099.45	5104.52	58006.0
2021-09-03 11:30:00	ES	Futures	5104.52	5107.06	5100.86	5101.71	42400.0
2021-09-03 12:00:00	ES	Futures	5101.71	5105.09	5100.58	5104.24	32881.0
2021-09-03 12:30:00	ES	Futures	5104.52	5104.8	5100.58	5103.11	28107.0
2021-09-03 13:00:00	ES	Futures	5102.83	5110.72	5102.83	5108.18	43369.0
2021-09-03 13:30:00	ES	Futures	5108.46	5111.56	5107.34	5111.0	27842.0
2021-09-03 14:00:00	ES	Futures	5111.0	5111.56	5108.75	5109.87	25844.0
2021-09-03 14:30:00	ES	Futures	5109.87	5111.56	5108.46	5110.44	22766.0
2021-09-03 15:00:00	ES	Futures	5110.44	5113.53	5109.03	5109.59	35755.0
2021-09-03 15:30:00	ES	Futures	5109.59	5112.41	5105.09	5107.34	106571.0
2021-09-03 16:00:00	ES	Futures	5107.34	5107.62	5105.37	5106.78	43488.0
2021-09-03 16:30:00	ES	Futures	5106.49	5106.78	5106.21	5106.49	4204.0
2021-09-03 00:00:00	NQ	Futures	18100.15	18107.4	18098.42	18105.95	815.0
2021-09-03 00:30:00	NQ	Futures	18105.66	18105.66	18100.44	18103.63	756.0
2021-09-03 01:00:00	NQ	Futures	18103.92	18107.11	18096.68	18099.0	1062.0
2021-09-03 01:30:00	NQ	Futures	18098.71	18104.79	18097.26	18101.02	959.0
2021-09-03 02:00:00	NQ	Futures	18101.31	18102.18	18087.7	18088.57	1356.0
2021-09-03 02:30:00	NQ	Futures	18088.86	18097.55	18088.28	18097.26	1190.0
2021-09-03 03:00:00	NQ	Futures	18096.39	18100.73	18084.22	18089.15	2542.0
2021-09-03 03:30:00	NQ	Futures	18088.86	18106.53	18088.57	18102.76	1694.0
2021-09-03 04:00:00	NQ	Futures	18103.34	18110.87	18099.29	18101.6	1987.0
2021-09-03 04:30:00	NQ	Futures	18101.89	18103.34	18088.28	18088.86	1982.0
2021-09-03 05:00:00	NQ	Futures	18089.15	18096.39	18087.12	18093.78	1571.0
2021-09-03 05:30:00	NQ	Futures	18094.36	18097.55	18091.46	18094.36	1093.0
2021-09-03 06:00:00	NQ	Futures	18094.65	18102.76	18091.17	18099.86	1488.0
2021-09-03 06:30:00	NQ	Futures	18099.86	18101.89	18094.36	18095.81	1277.0
2021-09-03 07:00:00	NQ	Futures	18095.81	18108.55	18094.65	18106.53	1716.0
2021-09-03 07:30:00	NQ	Futures	18106.53	18111.16	18097.26	18100.44	2187.0

> showing 50 of 2,934 rows — these rows as CSV

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