PREVIEW / futures_30min / 2021-04-16

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-16.parquet
  size:    80 KB
  rows:    2,891

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
2021-04-16 00:00:00	ES	Futures	4670.55	4672.24	4669.99	4671.96	1588.0
2021-04-16 00:30:00	ES	Futures	4671.68	4674.21	4670.83	4674.21	2459.0
2021-04-16 01:00:00	ES	Futures	4673.92	4675.05	4671.68	4671.96	2732.0
2021-04-16 01:30:00	ES	Futures	4671.96	4675.61	4671.4	4674.21	3519.0
2021-04-16 02:00:00	ES	Futures	4674.21	4674.21	4669.99	4669.99	5128.0
2021-04-16 02:30:00	ES	Futures	4670.27	4671.68	4669.71	4670.83	2879.0
2021-04-16 03:00:00	ES	Futures	4671.12	4678.42	4668.87	4676.45	11252.0
2021-04-16 03:30:00	ES	Futures	4676.45	4677.02	4673.36	4673.92	5989.0
2021-04-16 04:00:00	ES	Futures	4673.92	4676.17	4671.68	4673.92	6185.0
2021-04-16 04:30:00	ES	Futures	4673.92	4676.17	4672.52	4675.89	3556.0
2021-04-16 05:00:00	ES	Futures	4675.89	4677.86	4674.77	4677.58	7594.0
2021-04-16 05:30:00	ES	Futures	4677.58	4684.04	4677.3	4681.51	15017.0
2021-04-16 06:00:00	ES	Futures	4681.23	4682.35	4679.83	4681.51	4640.0
2021-04-16 06:30:00	ES	Futures	4681.23	4682.35	4680.67	4680.95	4738.0
2021-04-16 07:00:00	ES	Futures	4680.67	4684.88	4680.11	4683.48	8230.0
2021-04-16 07:30:00	ES	Futures	4683.48	4686.01	4682.63	4685.73	7378.0
2021-04-16 08:00:00	ES	Futures	4685.73	4689.38	4685.16	4687.13	19176.0
2021-04-16 08:30:00	ES	Futures	4687.41	4690.5	4686.01	4689.94	18369.0
2021-04-16 09:00:00	ES	Futures	4690.22	4695.56	4685.73	4694.72	49320.0
2021-04-16 09:30:00	ES	Futures	4694.44	4696.12	4679.26	4681.51	186076.0
2021-04-16 10:00:00	ES	Futures	4681.51	4691.63	4677.3	4684.88	108035.0
2021-04-16 10:30:00	ES	Futures	4685.16	4691.34	4683.2	4687.41	73661.0
2021-04-16 11:00:00	ES	Futures	4687.13	4691.91	4683.48	4684.04	71225.0
2021-04-16 11:30:00	ES	Futures	4684.32	4686.85	4682.63	4685.16	51434.0
2021-04-16 12:00:00	ES	Futures	4685.16	4690.22	4684.88	4689.1	43686.0
2021-04-16 12:30:00	ES	Futures	4689.1	4690.5	4685.16	4687.41	33684.0
2021-04-16 13:00:00	ES	Futures	4687.41	4687.97	4685.44	4686.85	29265.0
2021-04-16 13:30:00	ES	Futures	4686.85	4689.38	4685.73	4686.01	28901.0
2021-04-16 14:00:00	ES	Futures	4686.01	4693.59	4684.88	4692.19	50438.0
2021-04-16 14:30:00	ES	Futures	4692.47	4697.25	4692.19	4696.68	39936.0
2021-04-16 15:00:00	ES	Futures	4696.4	4698.37	4693.59	4696.96	57662.0
2021-04-16 15:30:00	ES	Futures	4697.25	4701.74	4692.19	4694.72	193513.0
2021-04-16 16:00:00	ES	Futures	4694.72	4695.56	4688.82	4689.66	50099.0
2021-04-16 16:30:00	ES	Futures	4689.94	4691.06	4688.54	4689.1	5723.0
2021-04-16 00:00:00	NQ	Futures	16178.15	16188.58	16176.13	16188.0	772.0
2021-04-16 00:30:00	NQ	Futures	16187.42	16197.26	16183.94	16197.26	1208.0
2021-04-16 01:00:00	NQ	Futures	16196.68	16203.05	16189.44	16189.73	1441.0
2021-04-16 01:30:00	NQ	Futures	16189.73	16204.5	16188.58	16198.13	1594.0
2021-04-16 02:00:00	NQ	Futures	16197.84	16199.29	16179.6	16180.47	1955.0
2021-04-16 02:30:00	NQ	Futures	16179.6	16188.29	16177.86	16187.71	1128.0
2021-04-16 03:00:00	NQ	Futures	16186.84	16203.05	16173.52	16195.23	3468.0
2021-04-16 03:30:00	NQ	Futures	16195.52	16196.39	16171.5	16179.02	2483.0
2021-04-16 04:00:00	NQ	Futures	16179.6	16201.31	16178.15	16183.08	2919.0
2021-04-16 04:30:00	NQ	Futures	16182.5	16192.05	16177.86	16182.79	1691.0
2021-04-16 05:00:00	NQ	Futures	16182.21	16199.29	16179.02	16192.63	3042.0
2021-04-16 05:30:00	NQ	Futures	16192.34	16209.42	16186.55	16203.05	5741.0
2021-04-16 06:00:00	NQ	Futures	16203.05	16208.26	16196.68	16206.81	1603.0
2021-04-16 06:30:00	NQ	Futures	16206.52	16219.26	16204.21	16214.34	2383.0
2021-04-16 07:00:00	NQ	Futures	16213.76	16238.08	16210.0	16234.9	4471.0
2021-04-16 07:30:00	NQ	Futures	16234.61	16247.92	16230.26	16245.32	4561.0

> showing 50 of 2,891 rows — these rows as CSV

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