PREVIEW / futures_30min / 2021-04-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-20.parquet
  size:    103 KB
  rows:    3,646

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
2021-04-20 00:00:00	ES	Futures	4680.11	4680.11	4677.58	4678.7	2558.0
2021-04-20 00:30:00	ES	Futures	4678.98	4680.11	4678.42	4679.54	1782.0
2021-04-20 01:00:00	ES	Futures	4679.26	4681.51	4678.98	4680.95	3304.0
2021-04-20 01:30:00	ES	Futures	4680.95	4682.35	4679.26	4682.07	3835.0
2021-04-20 02:00:00	ES	Futures	4682.07	4683.48	4678.42	4679.26	4441.0
2021-04-20 02:30:00	ES	Futures	4679.54	4679.83	4675.61	4676.45	3442.0
2021-04-20 03:00:00	ES	Futures	4676.17	4681.51	4676.17	4678.7	6949.0
2021-04-20 03:30:00	ES	Futures	4678.42	4680.11	4675.89	4675.89	5124.0
2021-04-20 04:00:00	ES	Futures	4676.17	4677.02	4671.68	4673.64	9696.0
2021-04-20 04:30:00	ES	Futures	4673.36	4673.64	4668.02	4669.71	8531.0
2021-04-20 05:00:00	ES	Futures	4669.71	4670.27	4659.88	4660.72	9799.0
2021-04-20 05:30:00	ES	Futures	4660.72	4660.72	4648.92	4653.13	21236.0
2021-04-20 06:00:00	ES	Futures	4653.13	4653.41	4648.08	4651.73	13852.0
2021-04-20 06:30:00	ES	Futures	4652.01	4654.82	4642.74	4652.29	16257.0
2021-04-20 07:00:00	ES	Futures	4652.57	4653.13	4648.36	4649.76	14247.0
2021-04-20 07:30:00	ES	Futures	4649.48	4654.54	4648.64	4653.13	10392.0
2021-04-20 08:00:00	ES	Futures	4653.13	4654.82	4649.48	4650.89	15862.0
2021-04-20 08:30:00	ES	Futures	4650.89	4654.26	4649.48	4653.13	13329.0
2021-04-20 09:00:00	ES	Futures	4653.13	4659.31	4652.85	4656.5	20136.0
2021-04-20 09:30:00	ES	Futures	4656.5	4665.21	4654.82	4661.56	169097.0
2021-04-20 10:00:00	ES	Futures	4661.28	4664.09	4653.98	4657.07	141268.0
2021-04-20 10:30:00	ES	Futures	4656.79	4656.79	4632.62	4639.08	212097.0
2021-04-20 11:00:00	ES	Futures	4638.8	4641.05	4625.6	4630.37	150682.0
2021-04-20 11:30:00	ES	Futures	4630.09	4632.06	4619.7	4629.25	141309.0
2021-04-20 12:00:00	ES	Futures	4628.97	4639.93	4627.28	4637.12	70419.0
2021-04-20 12:30:00	ES	Futures	4636.84	4637.96	4629.25	4635.43	69259.0
2021-04-20 13:00:00	ES	Futures	4635.43	4635.71	4626.72	4627.28	55353.0
2021-04-20 13:30:00	ES	Futures	4627.28	4634.87	4626.16	4634.31	62154.0
2021-04-20 14:00:00	ES	Futures	4634.03	4636.56	4629.53	4629.81	49713.0
2021-04-20 14:30:00	ES	Futures	4629.81	4630.09	4619.98	4622.23	58455.0
2021-04-20 15:00:00	ES	Futures	4622.23	4635.43	4622.23	4634.31	58887.0
2021-04-20 15:30:00	ES	Futures	4634.31	4642.74	4632.9	4637.96	139966.0
2021-04-20 16:00:00	ES	Futures	4637.96	4639.37	4630.66	4632.06	51416.0
2021-04-20 16:30:00	ES	Futures	4631.78	4632.34	4629.81	4630.66	4617.0
2021-04-20 18:00:00	ES	Futures	4631.78	4634.03	4631.22	4634.03	3440.0
2021-04-20 18:30:00	ES	Futures	4634.03	4635.99	4632.62	4634.87	1846.0
2021-04-20 19:00:00	ES	Futures	4634.87	4635.15	4632.34	4634.03	2014.0
2021-04-20 19:30:00	ES	Futures	4633.75	4635.15	4630.37	4633.18	3772.0
2021-04-20 20:00:00	ES	Futures	4633.18	4635.71	4629.81	4634.03	7828.0
2021-04-20 20:30:00	ES	Futures	4634.03	4636.27	4633.18	4634.03	3747.0
2021-04-20 21:00:00	ES	Futures	4633.75	4634.59	4628.69	4628.97	6467.0
2021-04-20 21:30:00	ES	Futures	4628.97	4632.62	4627.56	4627.85	8272.0
2021-04-20 22:00:00	ES	Futures	4628.13	4628.13	4622.51	4623.91	9961.0
2021-04-20 22:30:00	ES	Futures	4623.91	4627.56	4623.63	4626.72	4191.0
2021-04-20 23:00:00	ES	Futures	4627.0	4630.09	4626.44	4628.97	3440.0
2021-04-20 23:30:00	ES	Futures	4628.97	4630.09	4625.04	4629.53	4028.0
2021-04-20 00:00:00	NQ	Futures	16114.75	16117.07	16108.39	16114.47	1036.0
2021-04-20 00:30:00	NQ	Futures	16114.75	16119.39	16111.57	16115.91	808.0
2021-04-20 01:00:00	NQ	Futures	16115.33	16125.76	16109.25	16117.07	1555.0
2021-04-20 01:30:00	NQ	Futures	16117.07	16124.89	16112.44	16123.73	1339.0

> showing 50 of 3,646 rows — these rows as CSV

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