PREVIEW / futures_30min / 2021-04-09

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-09.parquet
  size:    81 KB
  rows:    2,890

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
2021-04-09 00:00:00	ES	Futures	4602.56	4602.84	4601.43	4602.56	1351.0
2021-04-09 00:30:00	ES	Futures	4602.56	4604.53	4602.56	4603.12	2447.0
2021-04-09 01:00:00	ES	Futures	4602.84	4603.96	4598.06	4599.19	4351.0
2021-04-09 01:30:00	ES	Futures	4598.91	4599.19	4593.29	4596.38	7565.0
2021-04-09 02:00:00	ES	Futures	4596.1	4599.75	4595.82	4597.78	6027.0
2021-04-09 02:30:00	ES	Futures	4597.78	4598.06	4594.97	4597.5	4899.0
2021-04-09 03:00:00	ES	Futures	4597.5	4599.47	4595.82	4597.5	8096.0
2021-04-09 03:30:00	ES	Futures	4597.5	4603.96	4594.13	4603.12	9213.0
2021-04-09 04:00:00	ES	Futures	4602.84	4603.12	4596.1	4596.94	6400.0
2021-04-09 04:30:00	ES	Futures	4596.94	4601.72	4596.66	4601.15	4193.0
2021-04-09 05:00:00	ES	Futures	4601.15	4601.43	4598.06	4600.03	4403.0
2021-04-09 05:30:00	ES	Futures	4600.03	4601.15	4597.5	4600.87	3982.0
2021-04-09 06:00:00	ES	Futures	4600.87	4601.43	4596.38	4597.5	6859.0
2021-04-09 06:30:00	ES	Futures	4597.5	4601.15	4597.22	4598.62	4120.0
2021-04-09 07:00:00	ES	Futures	4598.34	4606.21	4598.06	4605.09	7647.0
2021-04-09 07:30:00	ES	Futures	4605.09	4605.37	4601.15	4602.28	6625.0
2021-04-09 08:00:00	ES	Futures	4602.28	4602.56	4596.66	4598.06	11910.0
2021-04-09 08:30:00	ES	Futures	4598.06	4600.03	4589.35	4590.48	29348.0
2021-04-09 09:00:00	ES	Futures	4590.2	4594.97	4586.54	4594.41	27957.0
2021-04-09 09:30:00	ES	Futures	4594.13	4602.28	4593.01	4602.0	119484.0
2021-04-09 10:00:00	ES	Futures	4602.0	4603.96	4596.66	4597.78	71125.0
2021-04-09 10:30:00	ES	Futures	4597.78	4601.72	4594.41	4597.22	67834.0
2021-04-09 11:00:00	ES	Futures	4596.94	4602.28	4596.1	4600.03	49436.0
2021-04-09 11:30:00	ES	Futures	4600.31	4606.77	4599.47	4605.37	40830.0
2021-04-09 12:00:00	ES	Futures	4605.65	4606.21	4602.84	4604.24	31592.0
2021-04-09 12:30:00	ES	Futures	4604.24	4607.34	4603.96	4606.49	24869.0
2021-04-09 13:00:00	ES	Futures	4606.77	4607.62	4604.81	4606.49	17527.0
2021-04-09 13:30:00	ES	Futures	4606.49	4612.39	4606.21	4610.71	38343.0
2021-04-09 14:00:00	ES	Futures	4610.71	4612.11	4608.46	4610.14	27076.0
2021-04-09 14:30:00	ES	Futures	4610.14	4611.27	4608.18	4609.58	27477.0
2021-04-09 15:00:00	ES	Futures	4609.3	4619.14	4607.05	4619.14	49688.0
2021-04-09 15:30:00	ES	Futures	4619.14	4632.06	4618.85	4629.53	197977.0
2021-04-09 16:00:00	ES	Futures	4629.25	4630.94	4619.7	4622.23	52316.0
2021-04-09 16:30:00	ES	Futures	4621.66	4624.76	4621.38	4623.63	6726.0
2021-04-09 00:00:00	NQ	Futures	15975.8	15979.56	15972.32	15978.11	767.0
2021-04-09 00:30:00	NQ	Futures	15978.11	15979.56	15968.85	15972.03	1037.0
2021-04-09 01:00:00	NQ	Futures	15972.61	15975.8	15937.87	15950.03	3104.0
2021-04-09 01:30:00	NQ	Futures	15949.74	15951.19	15890.11	15914.13	7443.0
2021-04-09 02:00:00	NQ	Futures	15914.13	15920.21	15900.24	15904.87	3342.0
2021-04-09 02:30:00	NQ	Futures	15905.45	15906.32	15878.53	15889.24	4277.0
2021-04-09 03:00:00	NQ	Futures	15888.95	15898.79	15879.68	15890.4	4175.0
2021-04-09 03:30:00	NQ	Futures	15891.26	15921.37	15872.16	15912.98	5628.0
2021-04-09 04:00:00	NQ	Futures	15912.11	15918.77	15887.79	15903.13	4392.0
2021-04-09 04:30:00	NQ	Futures	15902.55	15912.98	15895.32	15910.08	2304.0
2021-04-09 05:00:00	NQ	Futures	15910.08	15911.53	15896.19	15907.19	1977.0
2021-04-09 05:30:00	NQ	Futures	15906.9	15908.63	15884.9	15901.11	1957.0
2021-04-09 06:00:00	NQ	Futures	15901.4	15903.42	15874.18	15883.74	3460.0
2021-04-09 06:30:00	NQ	Futures	15883.45	15910.08	15882.87	15899.66	3114.0
2021-04-09 07:00:00	NQ	Futures	15898.79	15927.74	15898.21	15921.95	3753.0
2021-04-09 07:30:00	NQ	Futures	15921.66	15921.66	15890.69	15895.32	3902.0

> showing 50 of 2,890 rows — these rows as CSV

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