PREVIEW / futures_30min / 2021-04-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-19.parquet
  size:    100 KB
  rows:    3,620

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
2021-04-19 00:00:00	ES	Futures	4686.57	4687.69	4685.73	4687.41	1571.0
2021-04-19 00:30:00	ES	Futures	4687.41	4689.1	4687.13	4687.13	1864.0
2021-04-19 01:00:00	ES	Futures	4687.13	4688.82	4684.6	4685.73	2622.0
2021-04-19 01:30:00	ES	Futures	4685.44	4687.69	4685.44	4686.85	2274.0
2021-04-19 02:00:00	ES	Futures	4686.85	4687.13	4683.76	4685.44	3493.0
2021-04-19 02:30:00	ES	Futures	4685.44	4686.01	4682.07	4684.6	3364.0
2021-04-19 03:00:00	ES	Futures	4684.6	4689.1	4684.32	4687.13	6980.0
2021-04-19 03:30:00	ES	Futures	4687.13	4689.66	4686.57	4687.97	4667.0
2021-04-19 04:00:00	ES	Futures	4687.97	4691.91	4687.97	4689.38	10294.0
2021-04-19 04:30:00	ES	Futures	4689.38	4690.22	4688.25	4689.1	3639.0
2021-04-19 05:00:00	ES	Futures	4688.82	4689.38	4686.01	4686.29	3366.0
2021-04-19 05:30:00	ES	Futures	4686.57	4686.85	4683.48	4686.01	4619.0
2021-04-19 06:00:00	ES	Futures	4685.73	4687.69	4684.88	4686.85	3020.0
2021-04-19 06:30:00	ES	Futures	4687.13	4687.41	4678.98	4683.2	8519.0
2021-04-19 07:00:00	ES	Futures	4683.2	4685.44	4680.67	4681.79	9204.0
2021-04-19 07:30:00	ES	Futures	4681.51	4683.48	4680.67	4681.51	6561.0
2021-04-19 08:00:00	ES	Futures	4681.79	4683.2	4679.83	4682.35	11005.0
2021-04-19 08:30:00	ES	Futures	4682.07	4685.44	4680.95	4684.88	10594.0
2021-04-19 09:00:00	ES	Futures	4684.6	4686.01	4679.54	4682.92	19478.0
2021-04-19 09:30:00	ES	Futures	4682.92	4688.25	4682.35	4686.85	124710.0
2021-04-19 10:00:00	ES	Futures	4686.85	4687.41	4669.43	4677.3	168325.0
2021-04-19 10:30:00	ES	Futures	4677.58	4680.67	4661.56	4672.52	162442.0
2021-04-19 11:00:00	ES	Futures	4672.52	4676.73	4667.18	4675.89	94076.0
2021-04-19 11:30:00	ES	Futures	4675.89	4676.45	4659.88	4666.9	111172.0
2021-04-19 12:00:00	ES	Futures	4666.62	4671.68	4659.88	4663.53	111515.0
2021-04-19 12:30:00	ES	Futures	4663.25	4664.37	4654.82	4659.88	88527.0
2021-04-19 13:00:00	ES	Futures	4659.88	4668.02	4657.91	4664.65	64620.0
2021-04-19 13:30:00	ES	Futures	4664.37	4669.71	4662.12	4664.93	57092.0
2021-04-19 14:00:00	ES	Futures	4664.93	4669.71	4661.84	4668.87	58628.0
2021-04-19 14:30:00	ES	Futures	4668.59	4669.71	4661.56	4669.43	72804.0
2021-04-19 15:00:00	ES	Futures	4669.43	4671.12	4659.88	4661.28	92207.0
2021-04-19 15:30:00	ES	Futures	4661.28	4673.64	4659.03	4672.24	157234.0
2021-04-19 16:00:00	ES	Futures	4672.24	4674.21	4670.27	4673.36	46796.0
2021-04-19 16:30:00	ES	Futures	4672.52	4673.36	4670.27	4671.4	6747.0
2021-04-19 18:00:00	ES	Futures	4671.12	4673.64	4670.27	4673.64	2476.0
2021-04-19 18:30:00	ES	Futures	4673.36	4675.33	4673.36	4674.49	1743.0
2021-04-19 19:00:00	ES	Futures	4674.77	4675.05	4673.36	4674.21	1129.0
2021-04-19 19:30:00	ES	Futures	4673.92	4678.14	4671.96	4677.58	4730.0
2021-04-19 20:00:00	ES	Futures	4677.3	4679.26	4676.17	4677.3	7307.0
2021-04-19 20:30:00	ES	Futures	4677.3	4679.54	4675.33	4676.17	3899.0
2021-04-19 21:00:00	ES	Futures	4676.17	4679.26	4675.33	4678.14	4091.0
2021-04-19 21:30:00	ES	Futures	4678.14	4680.95	4675.61	4679.54	6875.0
2021-04-19 22:00:00	ES	Futures	4679.54	4680.67	4677.58	4680.11	3799.0
2021-04-19 22:30:00	ES	Futures	4680.11	4680.11	4677.86	4678.98	2760.0
2021-04-19 23:00:00	ES	Futures	4679.26	4682.63	4678.7	4682.35	3763.0
2021-04-19 23:30:00	ES	Futures	4682.35	4682.35	4679.54	4680.11	1865.0
2021-04-19 00:00:00	NQ	Futures	16262.11	16267.32	16257.48	16264.13	1121.0
2021-04-19 00:30:00	NQ	Futures	16264.71	16269.35	16260.95	16261.82	737.0
2021-04-19 01:00:00	NQ	Futures	16262.11	16268.48	16254.0	16258.92	1346.0
2021-04-19 01:30:00	NQ	Futures	16258.92	16263.85	16256.03	16262.69	826.0

> showing 50 of 3,620 rows — these rows as CSV

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