PREVIEW / futures_30min / 2021-09-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-09-10.parquet
  size:    84 KB
  rows:    2,870

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
2021-09-10 00:00:00	ES	Futures	5068.76	5069.89	5067.64	5069.32	838.0
2021-09-10 00:30:00	ES	Futures	5069.04	5074.67	5069.04	5072.99	3373.0
2021-09-10 01:00:00	ES	Futures	5072.7	5075.8	5072.42	5074.96	2325.0
2021-09-10 01:30:00	ES	Futures	5074.96	5076.08	5071.01	5074.11	2796.0
2021-09-10 02:00:00	ES	Futures	5074.11	5074.67	5071.01	5072.14	3838.0
2021-09-10 02:30:00	ES	Futures	5072.14	5074.96	5070.17	5074.39	3421.0
2021-09-10 03:00:00	ES	Futures	5074.11	5078.62	5070.45	5078.05	10166.0
2021-09-10 03:30:00	ES	Futures	5078.05	5079.74	5075.52	5078.62	4791.0
2021-09-10 04:00:00	ES	Futures	5078.62	5080.87	5077.77	5080.31	4281.0
2021-09-10 04:30:00	ES	Futures	5080.02	5084.25	5080.02	5083.12	5345.0
2021-09-10 05:00:00	ES	Futures	5083.4	5083.4	5080.02	5080.02	3365.0
2021-09-10 05:30:00	ES	Futures	5080.02	5080.59	5078.05	5078.34	5015.0
2021-09-10 06:00:00	ES	Futures	5078.34	5080.59	5078.34	5080.31	5204.0
2021-09-10 06:30:00	ES	Futures	5080.31	5081.71	5078.34	5080.87	4853.0
2021-09-10 07:00:00	ES	Futures	5080.87	5082.84	5079.74	5081.43	3357.0
2021-09-10 07:30:00	ES	Futures	5081.43	5082.56	5079.74	5081.15	3738.0
2021-09-10 08:00:00	ES	Futures	5081.43	5083.69	5078.9	5079.18	8951.0
2021-09-10 08:30:00	ES	Futures	5079.18	5082.56	5079.18	5081.71	8694.0
2021-09-10 09:00:00	ES	Futures	5081.43	5085.09	5079.74	5084.25	9826.0
2021-09-10 09:30:00	ES	Futures	5084.25	5089.04	5066.23	5068.48	100821.0
2021-09-10 10:00:00	ES	Futures	5068.76	5069.04	5057.22	5060.88	76047.0
2021-09-10 10:30:00	ES	Futures	5060.88	5060.88	5042.86	5051.87	102860.0
2021-09-10 11:00:00	ES	Futures	5051.87	5053.56	5043.7	5043.98	57230.0
2021-09-10 11:30:00	ES	Futures	5043.98	5050.46	5041.73	5048.49	47901.0
2021-09-10 12:00:00	ES	Futures	5048.49	5059.75	5045.95	5058.91	33992.0
2021-09-10 12:30:00	ES	Futures	5058.91	5064.54	5058.06	5062.0	21465.0
2021-09-10 13:00:00	ES	Futures	5062.29	5065.1	5057.5	5058.06	26529.0
2021-09-10 13:30:00	ES	Futures	5058.34	5062.57	5054.4	5056.65	18952.0
2021-09-10 14:00:00	ES	Futures	5056.65	5058.62	5050.46	5050.74	20863.0
2021-09-10 14:30:00	ES	Futures	5050.74	5051.87	5047.64	5048.49	24797.0
2021-09-10 15:00:00	ES	Futures	5048.77	5048.77	5036.1	5036.66	55678.0
2021-09-10 15:30:00	ES	Futures	5036.94	5038.63	5019.48	5022.02	132726.0
2021-09-10 16:00:00	ES	Futures	5022.02	5027.65	5020.33	5026.52	46606.0
2021-09-10 16:30:00	ES	Futures	5026.52	5027.93	5023.99	5024.55	6867.0
2021-09-10 00:00:00	NQ	Futures	18054.96	18057.86	18052.36	18054.96	404.0
2021-09-10 00:30:00	NQ	Futures	18054.96	18073.21	18054.96	18067.42	1264.0
2021-09-10 01:00:00	NQ	Futures	18068.58	18074.95	18066.26	18071.77	887.0
2021-09-10 01:30:00	NQ	Futures	18071.48	18074.66	18059.02	18068.0	842.0
2021-09-10 02:00:00	NQ	Futures	18068.0	18070.03	18059.6	18064.23	1043.0
2021-09-10 02:30:00	NQ	Futures	18063.94	18072.92	18058.44	18070.9	1129.0
2021-09-10 03:00:00	NQ	Futures	18070.61	18087.7	18062.79	18084.8	3783.0
2021-09-10 03:30:00	NQ	Futures	18083.93	18087.12	18077.85	18084.51	1379.0
2021-09-10 04:00:00	NQ	Futures	18084.22	18097.84	18083.06	18097.84	1994.0
2021-09-10 04:30:00	NQ	Futures	18098.13	18106.53	18095.52	18097.26	2317.0
2021-09-10 05:00:00	NQ	Futures	18098.13	18099.29	18093.2	18094.94	1228.0
2021-09-10 05:30:00	NQ	Futures	18094.36	18096.39	18087.12	18087.99	1362.0
2021-09-10 06:00:00	NQ	Futures	18088.28	18096.1	18086.54	18094.07	1064.0
2021-09-10 06:30:00	NQ	Futures	18094.65	18104.79	18087.12	18103.05	2067.0
2021-09-10 07:00:00	NQ	Futures	18102.76	18111.45	18099.86	18104.5	2207.0
2021-09-10 07:30:00	NQ	Futures	18104.79	18114.64	18102.76	18108.84	1958.0

> showing 50 of 2,870 rows — these rows as CSV

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