PREVIEW / futures_30min / 2021-09-08

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-08.parquet
  size:    101 KB
  rows:    3,665

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
2021-09-08 00:00:00	ES	Futures	5089.6	5090.44	5088.75	5090.44	1477.0
2021-09-08 00:30:00	ES	Futures	5090.16	5091.57	5090.16	5090.72	1569.0
2021-09-08 01:00:00	ES	Futures	5090.72	5093.82	5088.75	5093.26	3989.0
2021-09-08 01:30:00	ES	Futures	5093.54	5093.82	5092.13	5093.54	2204.0
2021-09-08 02:00:00	ES	Futures	5093.54	5094.67	5092.13	5092.41	2998.0
2021-09-08 02:30:00	ES	Futures	5092.41	5092.7	5085.66	5086.5	6083.0
2021-09-08 03:00:00	ES	Futures	5086.78	5087.06	5068.48	5071.86	45316.0
2021-09-08 03:30:00	ES	Futures	5071.86	5073.83	5068.48	5072.42	16009.0
2021-09-08 04:00:00	ES	Futures	5072.14	5075.24	5065.1	5071.58	29456.0
2021-09-08 04:30:00	ES	Futures	5071.58	5077.21	5067.64	5073.27	13602.0
2021-09-08 05:00:00	ES	Futures	5073.55	5079.18	5072.42	5078.34	8035.0
2021-09-08 05:30:00	ES	Futures	5078.34	5085.37	5078.34	5084.81	14303.0
2021-09-08 06:00:00	ES	Futures	5084.81	5086.22	5083.4	5084.81	9486.0
2021-09-08 06:30:00	ES	Futures	5085.09	5089.88	5084.81	5086.5	9669.0
2021-09-08 07:00:00	ES	Futures	5086.22	5092.7	5086.22	5089.04	12010.0
2021-09-08 07:30:00	ES	Futures	5088.75	5090.16	5087.35	5087.91	7828.0
2021-09-08 08:00:00	ES	Futures	5087.63	5090.16	5082.0	5083.4	35557.0
2021-09-08 08:30:00	ES	Futures	5083.4	5088.47	5081.43	5087.35	25720.0
2021-09-08 09:00:00	ES	Futures	5087.06	5088.19	5081.71	5082.56	17709.0
2021-09-08 09:30:00	ES	Futures	5082.56	5088.47	5076.36	5086.5	129539.0
2021-09-08 10:00:00	ES	Futures	5086.78	5091.29	5080.31	5081.43	86464.0
2021-09-08 10:30:00	ES	Futures	5081.71	5082.0	5059.47	5065.95	201935.0
2021-09-08 11:00:00	ES	Futures	5065.95	5076.65	5065.38	5072.7	126298.0
2021-09-08 11:30:00	ES	Futures	5072.42	5074.96	5062.85	5065.38	92005.0
2021-09-08 12:00:00	ES	Futures	5065.1	5082.28	5062.85	5080.59	100019.0
2021-09-08 12:30:00	ES	Futures	5080.59	5081.15	5074.39	5075.24	46263.0
2021-09-08 13:00:00	ES	Futures	5075.24	5079.18	5072.99	5078.62	48921.0
2021-09-08 13:30:00	ES	Futures	5078.62	5080.87	5075.52	5075.8	35930.0
2021-09-08 14:00:00	ES	Futures	5076.08	5083.97	5075.8	5080.31	71339.0
2021-09-08 14:30:00	ES	Futures	5080.31	5081.43	5077.77	5080.87	28908.0
2021-09-08 15:00:00	ES	Futures	5081.15	5085.09	5079.74	5080.59	39022.0
2021-09-08 15:30:00	ES	Futures	5080.59	5083.69	5076.93	5083.12	102934.0
2021-09-08 16:00:00	ES	Futures	5083.4	5083.4	5080.31	5081.71	39996.0
2021-09-08 16:30:00	ES	Futures	5081.71	5081.71	5080.87	5081.15	4185.0
2021-09-08 18:00:00	ES	Futures	5080.87	5081.71	5079.18	5080.02	3111.0
2021-09-08 18:30:00	ES	Futures	5080.02	5080.02	5077.21	5077.77	1562.0
2021-09-08 19:00:00	ES	Futures	5077.77	5078.62	5076.65	5077.21	1579.0
2021-09-08 19:30:00	ES	Futures	5076.93	5079.18	5075.52	5076.93	2749.0
2021-09-08 20:00:00	ES	Futures	5077.21	5080.02	5075.52	5077.77	4318.0
2021-09-08 20:30:00	ES	Futures	5078.05	5078.05	5070.17	5071.58	6467.0
2021-09-08 21:00:00	ES	Futures	5071.58	5075.24	5069.32	5073.55	4878.0
2021-09-08 21:30:00	ES	Futures	5073.55	5074.67	5070.17	5073.55	5105.0
2021-09-08 22:00:00	ES	Futures	5073.27	5076.08	5072.99	5074.96	3350.0
2021-09-08 22:30:00	ES	Futures	5074.96	5075.24	5070.73	5072.42	2637.0
2021-09-08 23:00:00	ES	Futures	5072.42	5073.55	5065.1	5067.07	5226.0
2021-09-08 23:30:00	ES	Futures	5067.35	5069.89	5067.07	5068.2	2470.0
2021-09-08 00:00:00	NQ	Futures	18165.33	18167.65	18161.57	18166.2	703.0
2021-09-08 00:30:00	NQ	Futures	18165.62	18170.55	18161.28	18162.73	948.0
2021-09-08 01:00:00	NQ	Futures	18162.73	18168.81	18155.48	18166.78	1713.0
2021-09-08 01:30:00	NQ	Futures	18166.78	18167.94	18161.28	18165.91	752.0

> showing 50 of 3,665 rows — these rows as CSV

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