PREVIEW / futures_30min / 2021-04-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-05.parquet
  size:    82 KB
  rows:    2,848

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
2021-04-05 00:00:00	ES	Futures	4526.42	4527.54	4525.85	4526.42	1697.0
2021-04-05 00:30:00	ES	Futures	4526.13	4526.42	4525.29	4525.57	1052.0
2021-04-05 01:00:00	ES	Futures	4525.57	4526.13	4524.45	4525.57	1565.0
2021-04-05 01:30:00	ES	Futures	4525.57	4526.42	4522.76	4523.33	1878.0
2021-04-05 02:00:00	ES	Futures	4523.33	4523.33	4519.11	4522.48	3781.0
2021-04-05 02:30:00	ES	Futures	4522.48	4523.61	4522.2	4523.33	1603.0
2021-04-05 03:00:00	ES	Futures	4523.33	4524.17	4521.64	4523.61	1577.0
2021-04-05 03:30:00	ES	Futures	4523.61	4525.01	4522.2	4524.45	1175.0
2021-04-05 04:00:00	ES	Futures	4524.73	4527.54	4523.61	4526.42	2863.0
2021-04-05 04:30:00	ES	Futures	4526.7	4529.23	4526.42	4527.26	1637.0
2021-04-05 05:00:00	ES	Futures	4527.26	4530.07	4526.13	4530.07	1879.0
2021-04-05 05:30:00	ES	Futures	4529.79	4531.75	4529.79	4530.63	2345.0
2021-04-05 06:00:00	ES	Futures	4530.35	4532.6	4528.66	4532.04	1877.0
2021-04-05 06:30:00	ES	Futures	4532.04	4532.88	4530.07	4531.19	1881.0
2021-04-05 07:00:00	ES	Futures	4531.19	4533.72	4530.07	4533.16	3689.0
2021-04-05 07:30:00	ES	Futures	4532.88	4532.88	4530.35	4531.47	4539.0
2021-04-05 08:00:00	ES	Futures	4531.47	4533.44	4530.35	4532.6	7559.0
2021-04-05 08:30:00	ES	Futures	4532.6	4538.22	4532.04	4537.09	11839.0
2021-04-05 09:00:00	ES	Futures	4537.37	4539.9	4535.97	4538.78	15904.0
2021-04-05 09:30:00	ES	Futures	4538.5	4551.7	4537.65	4550.86	154566.0
2021-04-05 10:00:00	ES	Futures	4551.14	4561.82	4547.21	4559.57	147783.0
2021-04-05 10:30:00	ES	Futures	4559.57	4567.72	4559.29	4563.5	87154.0
2021-04-05 11:00:00	ES	Futures	4563.5	4567.44	4561.82	4564.35	39777.0
2021-04-05 11:30:00	ES	Futures	4564.07	4573.34	4563.78	4569.97	62171.0
2021-04-05 12:00:00	ES	Futures	4569.97	4575.02	4569.97	4574.18	35432.0
2021-04-05 12:30:00	ES	Futures	4574.18	4578.4	4569.4	4571.65	53674.0
2021-04-05 13:00:00	ES	Futures	4571.65	4574.46	4569.4	4570.25	40735.0
2021-04-05 13:30:00	ES	Futures	4570.53	4574.18	4568.56	4574.18	50284.0
2021-04-05 14:00:00	ES	Futures	4573.9	4574.18	4571.09	4571.93	34023.0
2021-04-05 14:30:00	ES	Futures	4571.65	4576.71	4568.56	4568.56	59424.0
2021-04-05 15:00:00	ES	Futures	4568.84	4572.49	4564.35	4567.72	86842.0
2021-04-05 15:30:00	ES	Futures	4567.72	4576.71	4565.47	4570.81	186931.0
2021-04-05 16:00:00	ES	Futures	4571.09	4573.62	4568.56	4571.93	52452.0
2021-04-05 16:30:00	ES	Futures	4572.49	4575.3	4572.49	4574.46	5224.0
2021-04-05 18:00:00	ES	Futures	4573.9	4574.74	4572.49	4573.34	3201.0
2021-04-05 18:30:00	ES	Futures	4573.34	4579.24	4572.49	4577.83	3061.0
2021-04-05 19:00:00	ES	Futures	4577.83	4578.96	4576.99	4577.83	1682.0
2021-04-05 19:30:00	ES	Futures	4577.83	4578.11	4575.02	4575.87	2318.0
2021-04-05 20:00:00	ES	Futures	4575.59	4576.15	4570.25	4570.81	7446.0
2021-04-05 20:30:00	ES	Futures	4570.81	4571.65	4569.4	4570.81	3295.0
2021-04-05 21:00:00	ES	Futures	4570.81	4571.93	4567.44	4567.72	3711.0
2021-04-05 21:30:00	ES	Futures	4567.44	4569.12	4564.35	4565.19	5405.0
2021-04-05 22:00:00	ES	Futures	4565.19	4566.31	4563.5	4564.91	3832.0
2021-04-05 22:30:00	ES	Futures	4565.19	4566.31	4563.78	4565.75	3272.0
2021-04-05 23:00:00	ES	Futures	4566.03	4567.16	4562.1	4562.94	3913.0
2021-04-05 23:30:00	ES	Futures	4562.66	4563.5	4559.57	4562.94	5012.0
2021-04-05 00:00:00	NQ	Futures	15432.13	15441.68	15427.78	15430.39	1066.0
2021-04-05 00:30:00	NQ	Futures	15429.81	15433.86	15425.18	15426.91	814.0
2021-04-05 01:00:00	NQ	Futures	15427.2	15438.78	15427.2	15437.05	853.0
2021-04-05 01:30:00	NQ	Futures	15437.05	15441.39	15431.26	15432.41	977.0

> showing 50 of 2,848 rows — these rows as CSV

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