PREVIEW / futures_30min / 2021-04-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-14.parquet
  size:    96 KB
  rows:    3,545

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
2021-04-14 00:00:00	ES	Futures	4643.86	4645.83	4643.86	4645.55	1469.0
2021-04-14 00:30:00	ES	Futures	4645.27	4648.64	4644.98	4647.79	2215.0
2021-04-14 01:00:00	ES	Futures	4647.79	4649.76	4646.95	4647.51	3154.0
2021-04-14 01:30:00	ES	Futures	4647.51	4650.32	4646.95	4650.04	2891.0
2021-04-14 02:00:00	ES	Futures	4650.04	4650.32	4644.7	4646.67	4261.0
2021-04-14 02:30:00	ES	Futures	4646.39	4648.92	4645.83	4647.51	3019.0
2021-04-14 03:00:00	ES	Futures	4647.79	4650.6	4646.11	4648.08	9334.0
2021-04-14 03:30:00	ES	Futures	4647.79	4650.6	4645.27	4646.11	6650.0
2021-04-14 04:00:00	ES	Futures	4645.83	4651.17	4645.27	4648.64	5288.0
2021-04-14 04:30:00	ES	Futures	4648.36	4651.73	4648.36	4650.89	4561.0
2021-04-14 05:00:00	ES	Futures	4650.6	4652.01	4649.48	4650.04	4015.0
2021-04-14 05:30:00	ES	Futures	4650.04	4651.17	4649.76	4649.76	3749.0
2021-04-14 06:00:00	ES	Futures	4649.76	4649.76	4647.23	4647.79	4488.0
2021-04-14 06:30:00	ES	Futures	4647.79	4649.76	4645.55	4646.67	5890.0
2021-04-14 07:00:00	ES	Futures	4646.39	4650.32	4646.11	4650.04	7686.0
2021-04-14 07:30:00	ES	Futures	4650.04	4651.17	4648.92	4650.04	6385.0
2021-04-14 08:00:00	ES	Futures	4650.32	4650.89	4647.79	4648.36	6684.0
2021-04-14 08:30:00	ES	Futures	4648.64	4648.64	4642.46	4643.58	15556.0
2021-04-14 09:00:00	ES	Futures	4643.58	4644.98	4641.61	4644.14	27988.0
2021-04-14 09:30:00	ES	Futures	4644.14	4655.66	4641.05	4655.66	139985.0
2021-04-14 10:00:00	ES	Futures	4655.38	4655.66	4648.36	4649.48	99779.0
2021-04-14 10:30:00	ES	Futures	4649.76	4657.35	4649.48	4650.89	97482.0
2021-04-14 11:00:00	ES	Futures	4650.89	4653.13	4643.3	4648.08	96616.0
2021-04-14 11:30:00	ES	Futures	4648.08	4651.17	4646.39	4650.89	49219.0
2021-04-14 12:00:00	ES	Futures	4651.17	4651.45	4644.98	4647.51	67164.0
2021-04-14 12:30:00	ES	Futures	4647.23	4652.85	4646.95	4651.45	41279.0
2021-04-14 13:00:00	ES	Futures	4651.45	4651.73	4647.79	4649.48	33168.0
2021-04-14 13:30:00	ES	Futures	4649.76	4649.76	4633.18	4636.56	74467.0
2021-04-14 14:00:00	ES	Futures	4636.27	4641.89	4625.88	4639.37	159073.0
2021-04-14 14:30:00	ES	Futures	4639.08	4640.49	4626.72	4627.85	89467.0
2021-04-14 15:00:00	ES	Futures	4627.85	4635.15	4622.51	4634.87	109656.0
2021-04-14 15:30:00	ES	Futures	4634.59	4636.84	4622.79	4630.37	209685.0
2021-04-14 16:00:00	ES	Futures	4630.37	4634.87	4630.09	4633.47	60579.0
2021-04-14 16:30:00	ES	Futures	4632.9	4635.15	4632.34	4634.03	6119.0
2021-04-14 18:00:00	ES	Futures	4634.31	4637.4	4632.62	4637.12	3714.0
2021-04-14 18:30:00	ES	Futures	4637.12	4637.68	4633.75	4635.43	1762.0
2021-04-14 19:00:00	ES	Futures	4635.71	4635.99	4634.03	4635.15	1186.0
2021-04-14 19:30:00	ES	Futures	4635.43	4635.43	4631.78	4633.75	2255.0
2021-04-14 20:00:00	ES	Futures	4634.03	4637.12	4633.18	4633.47	4607.0
2021-04-14 20:30:00	ES	Futures	4633.75	4638.8	4633.18	4636.27	3943.0
2021-04-14 21:00:00	ES	Futures	4636.27	4638.24	4633.47	4635.71	4165.0
2021-04-14 21:30:00	ES	Futures	4635.99	4637.12	4629.81	4633.18	7172.0
2021-04-14 22:00:00	ES	Futures	4633.18	4634.03	4630.66	4632.34	3229.0
2021-04-14 22:30:00	ES	Futures	4632.06	4634.31	4630.37	4630.94	3302.0
2021-04-14 23:00:00	ES	Futures	4630.94	4634.03	4630.09	4633.47	2994.0
2021-04-14 23:30:00	ES	Futures	4633.75	4633.75	4631.22	4633.18	1693.0
2021-04-14 00:00:00	NQ	Futures	16177.58	16184.23	16175.84	16182.5	790.0
2021-04-14 00:30:00	NQ	Futures	16182.21	16192.34	16181.05	16188.87	1043.0
2021-04-14 01:00:00	NQ	Futures	16189.16	16193.5	16183.94	16186.55	1036.0
2021-04-14 01:30:00	NQ	Futures	16187.71	16196.97	16180.76	16191.76	1757.0

> showing 50 of 3,545 rows — these rows as CSV

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