PREVIEW / futures_30min / 2021-04-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-12.parquet
  size:    94 KB
  rows:    3,519

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
2021-04-12 00:00:00	ES	Futures	4617.45	4618.29	4616.05	4618.29	1733.0
2021-04-12 00:30:00	ES	Futures	4618.29	4618.29	4614.64	4614.92	2181.0
2021-04-12 01:00:00	ES	Futures	4615.2	4617.45	4612.95	4616.61	3841.0
2021-04-12 01:30:00	ES	Futures	4616.61	4617.73	4614.08	4615.2	3170.0
2021-04-12 02:00:00	ES	Futures	4615.48	4618.01	4614.08	4618.01	4961.0
2021-04-12 02:30:00	ES	Futures	4618.01	4622.23	4617.45	4620.82	4879.0
2021-04-12 03:00:00	ES	Futures	4621.1	4622.51	4616.33	4618.29	11811.0
2021-04-12 03:30:00	ES	Futures	4618.01	4620.54	4616.89	4618.01	7976.0
2021-04-12 04:00:00	ES	Futures	4617.73	4621.1	4616.61	4616.61	6655.0
2021-04-12 04:30:00	ES	Futures	4616.61	4620.26	4616.33	4619.98	4361.0
2021-04-12 05:00:00	ES	Futures	4619.7	4623.07	4619.42	4622.79	4363.0
2021-04-12 05:30:00	ES	Futures	4622.79	4623.91	4620.82	4623.07	3443.0
2021-04-12 06:00:00	ES	Futures	4623.07	4623.35	4619.42	4619.98	4169.0
2021-04-12 06:30:00	ES	Futures	4619.98	4621.66	4619.7	4620.82	3821.0
2021-04-12 07:00:00	ES	Futures	4620.54	4626.16	4620.54	4625.32	6123.0
2021-04-12 07:30:00	ES	Futures	4625.04	4625.6	4621.1	4622.23	5426.0
2021-04-12 08:00:00	ES	Futures	4622.23	4623.63	4620.54	4623.35	6421.0
2021-04-12 08:30:00	ES	Futures	4623.35	4625.04	4622.51	4623.63	6736.0
2021-04-12 09:00:00	ES	Futures	4623.91	4627.0	4621.66	4622.23	17197.0
2021-04-12 09:30:00	ES	Futures	4622.23	4629.53	4617.45	4622.23	120646.0
2021-04-12 10:00:00	ES	Futures	4622.23	4626.16	4620.26	4622.23	84577.0
2021-04-12 10:30:00	ES	Futures	4622.23	4622.79	4614.64	4620.54	80127.0
2021-04-12 11:00:00	ES	Futures	4620.82	4624.47	4619.14	4623.91	53562.0
2021-04-12 11:30:00	ES	Futures	4623.91	4625.88	4619.7	4625.6	45672.0
2021-04-12 12:00:00	ES	Futures	4625.6	4627.85	4621.66	4627.28	38899.0
2021-04-12 12:30:00	ES	Futures	4627.0	4632.9	4627.0	4631.5	50516.0
2021-04-12 13:00:00	ES	Futures	4631.5	4632.34	4625.6	4626.44	38570.0
2021-04-12 13:30:00	ES	Futures	4626.44	4626.44	4619.7	4621.1	43131.0
2021-04-12 14:00:00	ES	Futures	4621.1	4625.32	4620.54	4625.32	46219.0
2021-04-12 14:30:00	ES	Futures	4625.32	4625.32	4619.7	4622.23	33909.0
2021-04-12 15:00:00	ES	Futures	4621.95	4625.6	4618.57	4624.47	51591.0
2021-04-12 15:30:00	ES	Futures	4624.19	4634.59	4622.51	4631.5	161279.0
2021-04-12 16:00:00	ES	Futures	4631.78	4635.43	4630.37	4631.78	34575.0
2021-04-12 16:30:00	ES	Futures	4632.06	4634.03	4631.22	4633.18	4921.0
2021-04-12 18:00:00	ES	Futures	4633.47	4634.03	4630.66	4631.5	2588.0
2021-04-12 18:30:00	ES	Futures	4631.5	4632.06	4630.94	4631.22	1015.0
2021-04-12 19:00:00	ES	Futures	4631.22	4631.5	4629.81	4630.94	1581.0
2021-04-12 19:30:00	ES	Futures	4630.94	4634.59	4630.94	4632.06	2312.0
2021-04-12 20:00:00	ES	Futures	4632.34	4633.75	4630.09	4632.06	4032.0
2021-04-12 20:30:00	ES	Futures	4632.06	4632.9	4630.09	4631.5	2506.0
2021-04-12 21:00:00	ES	Futures	4631.5	4632.9	4629.53	4632.06	3364.0
2021-04-12 21:30:00	ES	Futures	4632.06	4633.75	4630.09	4630.37	5123.0
2021-04-12 22:00:00	ES	Futures	4630.37	4632.62	4630.37	4632.34	2422.0
2021-04-12 22:30:00	ES	Futures	4632.34	4633.18	4630.94	4632.34	2044.0
2021-04-12 23:00:00	ES	Futures	4632.34	4634.03	4631.22	4631.5	2552.0
2021-04-12 23:30:00	ES	Futures	4631.78	4632.62	4630.09	4630.94	2033.0
2021-04-12 00:00:00	NQ	Futures	15977.53	15979.56	15967.11	15976.09	1048.0
2021-04-12 00:30:00	NQ	Futures	15976.38	15977.24	15956.98	15961.32	1201.0
2021-04-12 01:00:00	NQ	Futures	15961.61	15971.17	15951.19	15967.98	1938.0
2021-04-12 01:30:00	NQ	Futures	15967.98	15974.93	15958.72	15966.53	1636.0

> showing 50 of 3,519 rows — these rows as CSV

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