PREVIEW / futures_30min / 2021-04-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-21.parquet
  size:    102 KB
  rows:    3,632

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
2021-04-21 00:00:00	ES	Futures	4629.53	4631.5	4627.85	4628.13	3325.0
2021-04-21 00:30:00	ES	Futures	4627.85	4630.37	4627.28	4629.81	2218.0
2021-04-21 01:00:00	ES	Futures	4630.09	4630.94	4624.76	4629.25	3818.0
2021-04-21 01:30:00	ES	Futures	4629.25	4630.94	4628.13	4629.53	3336.0
2021-04-21 02:00:00	ES	Futures	4629.53	4636.84	4628.13	4636.84	7075.0
2021-04-21 02:30:00	ES	Futures	4636.84	4639.37	4635.99	4638.24	5860.0
2021-04-21 03:00:00	ES	Futures	4637.96	4641.61	4635.99	4637.96	15455.0
2021-04-21 03:30:00	ES	Futures	4637.68	4641.61	4636.56	4641.33	7847.0
2021-04-21 04:00:00	ES	Futures	4641.05	4641.61	4638.24	4638.8	6725.0
2021-04-21 04:30:00	ES	Futures	4638.8	4638.8	4635.15	4636.56	6406.0
2021-04-21 05:00:00	ES	Futures	4636.56	4639.65	4636.56	4637.96	5051.0
2021-04-21 05:30:00	ES	Futures	4637.96	4637.96	4632.06	4635.71	8223.0
2021-04-21 06:00:00	ES	Futures	4635.99	4638.24	4633.18	4634.87	5824.0
2021-04-21 06:30:00	ES	Futures	4634.87	4643.86	4634.59	4643.86	10196.0
2021-04-21 07:00:00	ES	Futures	4644.14	4644.14	4637.12	4637.12	8952.0
2021-04-21 07:30:00	ES	Futures	4637.4	4638.8	4635.15	4636.27	7493.0
2021-04-21 08:00:00	ES	Futures	4636.27	4636.84	4629.25	4630.09	12298.0
2021-04-21 08:30:00	ES	Futures	4630.37	4630.94	4624.47	4628.97	18206.0
2021-04-21 09:00:00	ES	Futures	4628.97	4630.66	4627.28	4629.53	24224.0
2021-04-21 09:30:00	ES	Futures	4629.53	4651.17	4627.85	4650.89	242470.0
2021-04-21 10:00:00	ES	Futures	4651.17	4658.75	4646.11	4657.35	164467.0
2021-04-21 10:30:00	ES	Futures	4657.35	4657.91	4650.89	4654.82	106255.0
2021-04-21 11:00:00	ES	Futures	4655.1	4661.28	4652.85	4659.88	82099.0
2021-04-21 11:30:00	ES	Futures	4659.6	4668.02	4659.31	4667.46	82423.0
2021-04-21 12:00:00	ES	Futures	4667.74	4668.02	4663.25	4663.53	47314.0
2021-04-21 12:30:00	ES	Futures	4663.25	4665.21	4661.56	4662.97	41008.0
2021-04-21 13:00:00	ES	Futures	4662.97	4668.02	4662.41	4665.21	48704.0
2021-04-21 13:30:00	ES	Futures	4665.5	4668.02	4665.21	4667.74	30566.0
2021-04-21 14:00:00	ES	Futures	4667.74	4671.68	4666.62	4668.02	53439.0
2021-04-21 14:30:00	ES	Futures	4668.02	4670.83	4666.06	4668.31	40280.0
2021-04-21 15:00:00	ES	Futures	4668.02	4671.4	4666.62	4670.27	43169.0
2021-04-21 15:30:00	ES	Futures	4670.27	4683.48	4670.27	4680.67	217821.0
2021-04-21 16:00:00	ES	Futures	4680.95	4680.95	4672.8	4673.92	49282.0
2021-04-21 16:30:00	ES	Futures	4673.64	4674.49	4671.4	4671.68	5316.0
2021-04-21 18:00:00	ES	Futures	4672.52	4673.92	4671.96	4671.96	2390.0
2021-04-21 18:30:00	ES	Futures	4671.96	4672.24	4669.43	4670.83	2730.0
2021-04-21 19:00:00	ES	Futures	4670.55	4673.08	4669.71	4670.55	2681.0
2021-04-21 19:30:00	ES	Futures	4670.55	4670.83	4668.87	4669.43	3377.0
2021-04-21 20:00:00	ES	Futures	4669.43	4670.55	4668.02	4669.71	4892.0
2021-04-21 20:30:00	ES	Futures	4669.99	4672.52	4669.43	4670.55	3628.0
2021-04-21 21:00:00	ES	Futures	4670.27	4675.61	4669.15	4671.12	6414.0
2021-04-21 21:30:00	ES	Futures	4670.83	4673.08	4668.59	4670.27	5244.0
2021-04-21 22:00:00	ES	Futures	4670.55	4675.89	4669.99	4675.61	4705.0
2021-04-21 22:30:00	ES	Futures	4675.61	4678.14	4673.92	4675.33	4104.0
2021-04-21 23:00:00	ES	Futures	4675.05	4677.3	4674.49	4675.61	2009.0
2021-04-21 23:30:00	ES	Futures	4675.33	4675.33	4673.08	4674.49	2435.0
2021-04-21 00:00:00	NQ	Futures	15906.61	15916.16	15903.71	15906.32	1233.0
2021-04-21 00:30:00	NQ	Futures	15905.45	15915.0	15905.16	15911.24	900.0
2021-04-21 01:00:00	NQ	Futures	15912.11	15917.61	15893.29	15910.08	1816.0
2021-04-21 01:30:00	NQ	Futures	15909.79	15914.13	15902.84	15903.71	1115.0

> showing 50 of 3,632 rows — these rows as CSV

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