PREVIEW / futures_30min / 2021-04-15

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-15.parquet
  size:    99 KB
  rows:    3,557

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
2021-04-15 00:00:00	ES	Futures	4633.47	4635.99	4633.18	4635.99	1565.0
2021-04-15 00:30:00	ES	Futures	4635.71	4636.27	4634.87	4634.87	1162.0
2021-04-15 01:00:00	ES	Futures	4634.87	4638.8	4634.31	4635.99	3473.0
2021-04-15 01:30:00	ES	Futures	4635.99	4638.8	4635.15	4637.68	2235.0
2021-04-15 02:00:00	ES	Futures	4637.4	4641.61	4636.84	4639.37	4429.0
2021-04-15 02:30:00	ES	Futures	4639.08	4643.3	4638.8	4643.02	4364.0
2021-04-15 03:00:00	ES	Futures	4643.02	4648.36	4641.61	4647.51	12377.0
2021-04-15 03:30:00	ES	Futures	4647.51	4650.6	4647.51	4648.92	9204.0
2021-04-15 04:00:00	ES	Futures	4648.92	4650.89	4646.95	4648.08	7141.0
2021-04-15 04:30:00	ES	Futures	4648.08	4651.17	4647.51	4649.76	4844.0
2021-04-15 05:00:00	ES	Futures	4649.76	4651.45	4648.92	4650.32	3795.0
2021-04-15 05:30:00	ES	Futures	4650.32	4651.17	4647.79	4648.64	5721.0
2021-04-15 06:00:00	ES	Futures	4648.64	4650.04	4646.95	4649.2	6228.0
2021-04-15 06:30:00	ES	Futures	4649.2	4652.29	4648.08	4652.01	6895.0
2021-04-15 07:00:00	ES	Futures	4652.01	4652.01	4647.79	4648.64	8376.0
2021-04-15 07:30:00	ES	Futures	4648.64	4654.54	4647.79	4654.54	10650.0
2021-04-15 08:00:00	ES	Futures	4654.26	4657.91	4653.41	4655.1	14789.0
2021-04-15 08:30:00	ES	Futures	4655.38	4659.88	4653.69	4655.38	21249.0
2021-04-15 09:00:00	ES	Futures	4655.38	4655.94	4652.01	4654.82	23968.0
2021-04-15 09:30:00	ES	Futures	4654.82	4661.84	4654.26	4657.07	142437.0
2021-04-15 10:00:00	ES	Futures	4657.35	4664.09	4654.82	4664.09	110856.0
2021-04-15 10:30:00	ES	Futures	4664.09	4671.12	4664.09	4668.31	96719.0
2021-04-15 11:00:00	ES	Futures	4668.31	4674.49	4664.37	4665.21	75710.0
2021-04-15 11:30:00	ES	Futures	4665.21	4667.74	4663.81	4667.18	50467.0
2021-04-15 12:00:00	ES	Futures	4667.18	4671.96	4665.78	4671.12	43644.0
2021-04-15 12:30:00	ES	Futures	4671.4	4677.02	4671.12	4676.45	36765.0
2021-04-15 13:00:00	ES	Futures	4676.45	4677.3	4670.27	4672.8	49034.0
2021-04-15 13:30:00	ES	Futures	4673.08	4676.45	4672.52	4673.92	32038.0
2021-04-15 14:00:00	ES	Futures	4673.92	4677.3	4672.24	4676.45	57484.0
2021-04-15 14:30:00	ES	Futures	4676.45	4678.14	4671.4	4673.36	50403.0
2021-04-15 15:00:00	ES	Futures	4673.36	4675.61	4668.31	4669.15	69947.0
2021-04-15 15:30:00	ES	Futures	4669.43	4682.63	4669.15	4678.98	174607.0
2021-04-15 16:00:00	ES	Futures	4678.98	4679.83	4676.17	4677.02	49883.0
2021-04-15 16:30:00	ES	Futures	4677.02	4679.83	4676.17	4678.14	5682.0
2021-04-15 18:00:00	ES	Futures	4678.42	4679.54	4676.17	4678.7	3645.0
2021-04-15 18:30:00	ES	Futures	4678.7	4678.98	4677.02	4678.42	1521.0
2021-04-15 19:00:00	ES	Futures	4678.42	4679.54	4678.14	4678.98	1205.0
2021-04-15 19:30:00	ES	Futures	4678.98	4680.11	4678.14	4678.42	1934.0
2021-04-15 20:00:00	ES	Futures	4678.42	4678.7	4671.68	4672.8	6105.0
2021-04-15 20:30:00	ES	Futures	4672.8	4675.05	4670.83	4672.24	3930.0
2021-04-15 21:00:00	ES	Futures	4671.96	4672.8	4669.71	4670.27	4424.0
2021-04-15 21:30:00	ES	Futures	4670.55	4673.36	4669.99	4672.24	4768.0
2021-04-15 22:00:00	ES	Futures	4671.96	4672.8	4668.87	4670.55	4986.0
2021-04-15 22:30:00	ES	Futures	4670.83	4671.96	4669.43	4670.27	3153.0
2021-04-15 23:00:00	ES	Futures	4670.55	4672.52	4669.71	4671.96	2195.0
2021-04-15 23:30:00	ES	Futures	4671.96	4672.52	4670.27	4670.55	1977.0
2021-04-15 00:00:00	NQ	Futures	15990.85	16002.14	15989.4	16001.85	1030.0
2021-04-15 00:30:00	NQ	Futures	16001.56	16004.17	15995.48	15995.48	864.0
2021-04-15 01:00:00	NQ	Futures	15995.19	16017.77	15994.32	16011.41	2019.0
2021-04-15 01:30:00	NQ	Futures	16010.54	16029.35	16008.51	16018.35	1937.0

> showing 50 of 3,557 rows — these rows as CSV

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