PREVIEW / futures_30min / 2021-09-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-07.parquet
  size:    100 KB
  rows:    3,636

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
2021-09-07 00:00:00	ES	Futures	5112.41	5112.41	5111.56	5112.41	799.0
2021-09-07 00:30:00	ES	Futures	5112.41	5114.1	5110.72	5111.84	1981.0
2021-09-07 01:00:00	ES	Futures	5112.13	5113.81	5111.0	5112.13	2542.0
2021-09-07 01:30:00	ES	Futures	5112.13	5112.97	5110.72	5112.69	2497.0
2021-09-07 02:00:00	ES	Futures	5112.69	5114.66	5112.41	5114.1	3325.0
2021-09-07 02:30:00	ES	Futures	5114.1	5114.1	5111.84	5113.25	3407.0
2021-09-07 03:00:00	ES	Futures	5112.97	5113.53	5110.44	5113.25	6506.0
2021-09-07 03:30:00	ES	Futures	5112.97	5113.81	5110.72	5112.97	5214.0
2021-09-07 04:00:00	ES	Futures	5112.69	5112.97	5105.09	5110.44	13476.0
2021-09-07 04:30:00	ES	Futures	5110.72	5112.41	5108.75	5110.44	5009.0
2021-09-07 05:00:00	ES	Futures	5110.44	5110.72	5102.55	5106.49	13083.0
2021-09-07 05:30:00	ES	Futures	5106.49	5106.49	5101.43	5106.21	9209.0
2021-09-07 06:00:00	ES	Futures	5106.21	5108.18	5103.96	5105.37	6914.0
2021-09-07 06:30:00	ES	Futures	5105.09	5107.34	5104.24	5106.49	6574.0
2021-09-07 07:00:00	ES	Futures	5106.78	5111.56	5106.21	5110.72	8504.0
2021-09-07 07:30:00	ES	Futures	5110.72	5111.0	5109.31	5110.15	6023.0
2021-09-07 08:00:00	ES	Futures	5110.15	5111.28	5108.18	5109.59	6690.0
2021-09-07 08:30:00	ES	Futures	5109.59	5109.87	5105.37	5106.78	15109.0
2021-09-07 09:00:00	ES	Futures	5106.49	5107.62	5101.14	5102.83	23294.0
2021-09-07 09:30:00	ES	Futures	5103.11	5104.52	5087.35	5092.41	183273.0
2021-09-07 10:00:00	ES	Futures	5092.13	5092.98	5080.59	5085.09	115489.0
2021-09-07 10:30:00	ES	Futures	5085.09	5092.41	5083.12	5091.29	73802.0
2021-09-07 11:00:00	ES	Futures	5091.29	5091.85	5081.15	5084.81	65350.0
2021-09-07 11:30:00	ES	Futures	5084.81	5089.88	5083.97	5086.78	50824.0
2021-09-07 12:00:00	ES	Futures	5086.78	5093.82	5086.22	5092.7	45175.0
2021-09-07 12:30:00	ES	Futures	5092.98	5097.76	5091.85	5096.92	45087.0
2021-09-07 13:00:00	ES	Futures	5097.2	5099.45	5095.51	5097.2	40916.0
2021-09-07 13:30:00	ES	Futures	5097.2	5099.74	5096.36	5098.61	26115.0
2021-09-07 14:00:00	ES	Futures	5098.89	5099.17	5093.54	5093.82	43031.0
2021-09-07 14:30:00	ES	Futures	5094.1	5096.92	5091.85	5096.36	40871.0
2021-09-07 15:00:00	ES	Futures	5096.36	5098.33	5092.98	5092.98	33493.0
2021-09-07 15:30:00	ES	Futures	5092.98	5094.39	5088.75	5089.88	114057.0
2021-09-07 16:00:00	ES	Futures	5090.16	5090.72	5085.66	5087.63	42682.0
2021-09-07 16:30:00	ES	Futures	5087.91	5088.75	5087.06	5088.47	4472.0
2021-09-07 18:00:00	ES	Futures	5088.19	5090.44	5087.91	5088.75	2283.0
2021-09-07 18:30:00	ES	Futures	5089.04	5089.6	5087.63	5088.75	1589.0
2021-09-07 19:00:00	ES	Futures	5088.75	5089.04	5086.22	5086.78	1714.0
2021-09-07 19:30:00	ES	Futures	5086.78	5088.19	5083.4	5084.81	3568.0
2021-09-07 20:00:00	ES	Futures	5084.81	5090.72	5084.53	5089.32	5802.0
2021-09-07 20:30:00	ES	Futures	5089.32	5093.82	5088.47	5093.54	4139.0
2021-09-07 21:00:00	ES	Futures	5093.54	5094.39	5092.41	5093.54	3206.0
2021-09-07 21:30:00	ES	Futures	5093.54	5096.36	5092.41	5094.67	3936.0
2021-09-07 22:00:00	ES	Futures	5094.95	5096.07	5094.1	5095.51	2917.0
2021-09-07 22:30:00	ES	Futures	5095.51	5095.79	5093.82	5094.1	1904.0
2021-09-07 23:00:00	ES	Futures	5094.1	5095.23	5091.57	5091.85	2564.0
2021-09-07 23:30:00	ES	Futures	5091.85	5091.85	5087.35	5089.6	5200.0
2021-09-07 00:00:00	NQ	Futures	18165.33	18165.62	18160.99	18163.59	469.0
2021-09-07 00:30:00	NQ	Futures	18163.59	18169.39	18161.28	18163.59	883.0
2021-09-07 01:00:00	NQ	Futures	18163.59	18178.37	18160.41	18173.15	2342.0
2021-09-07 01:30:00	NQ	Futures	18173.44	18176.34	18167.65	18175.47	1089.0

> showing 50 of 3,636 rows — these rows as CSV

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