PREVIEW / futures_30min / 2021-09-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-06.parquet
  size:    70 KB
  rows:    2,639

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
2021-09-06 00:00:00	ES	Futures	5105.93	5106.21	5105.09	5106.21	1519.0
2021-09-06 00:30:00	ES	Futures	5105.93	5107.34	5105.37	5105.65	1719.0
2021-09-06 01:00:00	ES	Futures	5105.93	5107.34	5104.24	5106.78	2038.0
2021-09-06 01:30:00	ES	Futures	5106.78	5109.59	5106.78	5109.31	2416.0
2021-09-06 02:00:00	ES	Futures	5109.03	5113.81	5109.03	5113.81	3915.0
2021-09-06 02:30:00	ES	Futures	5113.81	5114.66	5112.41	5112.41	3058.0
2021-09-06 03:00:00	ES	Futures	5112.41	5118.04	5111.56	5116.07	8984.0
2021-09-06 03:30:00	ES	Futures	5116.07	5117.76	5115.5	5115.79	4254.0
2021-09-06 04:00:00	ES	Futures	5115.79	5116.91	5115.5	5116.35	2961.0
2021-09-06 04:30:00	ES	Futures	5116.07	5118.32	5115.5	5118.04	3995.0
2021-09-06 05:00:00	ES	Futures	5118.04	5118.6	5116.63	5116.91	4354.0
2021-09-06 05:30:00	ES	Futures	5116.91	5117.76	5116.07	5117.19	3754.0
2021-09-06 06:00:00	ES	Futures	5117.19	5120.01	5116.91	5118.32	3706.0
2021-09-06 06:30:00	ES	Futures	5118.32	5118.6	5116.63	5117.48	3715.0
2021-09-06 07:00:00	ES	Futures	5117.19	5118.04	5116.91	5117.76	1922.0
2021-09-06 07:30:00	ES	Futures	5117.76	5119.16	5117.48	5118.32	2044.0
2021-09-06 08:00:00	ES	Futures	5118.32	5119.16	5118.32	5118.88	1365.0
2021-09-06 08:30:00	ES	Futures	5118.6	5119.16	5116.91	5117.48	2276.0
2021-09-06 09:00:00	ES	Futures	5117.76	5118.32	5116.91	5117.48	2326.0
2021-09-06 09:30:00	ES	Futures	5117.48	5122.54	5116.91	5122.26	6333.0
2021-09-06 10:00:00	ES	Futures	5121.98	5122.54	5120.57	5121.14	4971.0
2021-09-06 10:30:00	ES	Futures	5120.85	5121.7	5120.29	5121.14	4763.0
2021-09-06 11:00:00	ES	Futures	5121.14	5121.14	5119.45	5120.01	3025.0
2021-09-06 11:30:00	ES	Futures	5119.73	5120.01	5118.04	5118.32	2914.0
2021-09-06 12:00:00	ES	Futures	5118.6	5119.73	5117.48	5117.48	1416.0
2021-09-06 12:30:00	ES	Futures	5117.76	5119.45	5116.35	5118.6	2765.0
2021-09-06 18:00:00	ES	Futures	5119.45	5119.45	5115.22	5115.5	2496.0
2021-09-06 18:30:00	ES	Futures	5115.5	5115.79	5114.38	5114.66	1229.0
2021-09-06 19:00:00	ES	Futures	5114.66	5115.5	5114.1	5115.22	913.0
2021-09-06 19:30:00	ES	Futures	5114.94	5116.07	5112.41	5112.41	2616.0
2021-09-06 20:00:00	ES	Futures	5112.69	5114.38	5110.72	5113.53	3857.0
2021-09-06 20:30:00	ES	Futures	5113.25	5114.66	5111.0	5111.56	1867.0
2021-09-06 21:00:00	ES	Futures	5111.28	5112.41	5109.87	5111.56	2912.0
2021-09-06 21:30:00	ES	Futures	5111.56	5112.13	5109.59	5111.84	3014.0
2021-09-06 22:00:00	ES	Futures	5111.84	5113.25	5111.28	5112.13	2557.0
2021-09-06 22:30:00	ES	Futures	5112.13	5114.66	5112.13	5114.38	1542.0
2021-09-06 23:00:00	ES	Futures	5114.1	5114.66	5111.56	5112.69	1854.0
2021-09-06 23:30:00	ES	Futures	5112.69	5113.25	5111.56	5112.41	1321.0
2021-09-06 00:00:00	NQ	Futures	18146.5	18147.37	18142.74	18147.08	360.0
2021-09-06 00:30:00	NQ	Futures	18147.66	18150.85	18147.37	18149.69	557.0
2021-09-06 01:00:00	NQ	Futures	18149.69	18155.77	18143.61	18154.9	1203.0
2021-09-06 01:30:00	NQ	Futures	18155.19	18174.02	18153.75	18165.04	2017.0
2021-09-06 02:00:00	NQ	Futures	18164.75	18177.79	18164.46	18177.79	1496.0
2021-09-06 02:30:00	NQ	Futures	18177.5	18185.03	18175.76	18176.34	1919.0
2021-09-06 03:00:00	NQ	Futures	18176.34	18202.12	18174.02	18190.53	4422.0
2021-09-06 03:30:00	NQ	Futures	18191.11	18194.88	18189.38	18190.24	1555.0
2021-09-06 04:00:00	NQ	Futures	18190.53	18191.11	18183.58	18185.03	1250.0
2021-09-06 04:30:00	NQ	Futures	18184.74	18191.69	18183.0	18188.8	1326.0
2021-09-06 05:00:00	NQ	Futures	18189.09	18191.98	18184.74	18186.77	1198.0
2021-09-06 05:30:00	NQ	Futures	18186.48	18187.06	18181.26	18183.87	1228.0

> showing 50 of 2,639 rows — these rows as CSV

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