PREVIEW / futures_30min / 2021-04-23

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-23.parquet
  size:    84 KB
  rows:    2,907

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
2021-04-23 00:00:00	ES	Futures	4648.36	4649.48	4647.79	4649.2	1536.0
2021-04-23 00:30:00	ES	Futures	4648.92	4649.2	4645.83	4647.51	1838.0
2021-04-23 01:00:00	ES	Futures	4647.51	4648.08	4645.55	4645.83	2734.0
2021-04-23 01:30:00	ES	Futures	4645.83	4648.92	4643.86	4647.79	3446.0
2021-04-23 02:00:00	ES	Futures	4647.79	4648.64	4638.8	4639.08	7177.0
2021-04-23 02:30:00	ES	Futures	4639.08	4643.86	4638.8	4642.18	4931.0
2021-04-23 03:00:00	ES	Futures	4642.18	4650.89	4641.89	4648.08	13103.0
2021-04-23 03:30:00	ES	Futures	4648.36	4654.54	4646.11	4653.41	10783.0
2021-04-23 04:00:00	ES	Futures	4653.69	4653.98	4648.36	4649.2	6780.0
2021-04-23 04:30:00	ES	Futures	4649.2	4652.85	4648.92	4650.89	5051.0
2021-04-23 05:00:00	ES	Futures	4650.89	4651.17	4646.95	4649.48	7076.0
2021-04-23 05:30:00	ES	Futures	4649.48	4650.32	4646.95	4648.64	7624.0
2021-04-23 06:00:00	ES	Futures	4648.64	4651.17	4647.51	4650.32	7264.0
2021-04-23 06:30:00	ES	Futures	4650.04	4652.01	4648.08	4650.32	4906.0
2021-04-23 07:00:00	ES	Futures	4650.32	4651.73	4647.23	4648.92	6242.0
2021-04-23 07:30:00	ES	Futures	4648.92	4650.04	4645.83	4646.95	6702.0
2021-04-23 08:00:00	ES	Futures	4646.95	4649.48	4641.61	4642.46	15653.0
2021-04-23 08:30:00	ES	Futures	4642.46	4644.14	4640.77	4643.02	11051.0
2021-04-23 09:00:00	ES	Futures	4642.74	4646.95	4642.18	4644.7	15837.0
2021-04-23 09:30:00	ES	Futures	4644.7	4659.6	4643.58	4659.31	158962.0
2021-04-23 10:00:00	ES	Futures	4659.31	4662.69	4658.19	4661.0	107673.0
2021-04-23 10:30:00	ES	Futures	4661.28	4680.39	4659.88	4679.54	151571.0
2021-04-23 11:00:00	ES	Futures	4679.83	4683.76	4675.61	4681.79	105007.0
2021-04-23 11:30:00	ES	Futures	4681.79	4685.44	4680.39	4682.92	67763.0
2021-04-23 12:00:00	ES	Futures	4682.92	4686.29	4682.63	4684.6	41661.0
2021-04-23 12:30:00	ES	Futures	4684.6	4694.44	4684.6	4692.47	57304.0
2021-04-23 13:00:00	ES	Futures	4692.47	4693.31	4689.94	4691.63	41783.0
2021-04-23 13:30:00	ES	Futures	4691.91	4695.56	4691.06	4691.34	36504.0
2021-04-23 14:00:00	ES	Futures	4691.34	4694.15	4688.54	4691.34	54251.0
2021-04-23 14:30:00	ES	Futures	4691.34	4697.53	4690.22	4695.28	54839.0
2021-04-23 15:00:00	ES	Futures	4695.28	4700.9	4693.31	4700.05	69364.0
2021-04-23 15:30:00	ES	Futures	4699.77	4705.39	4687.13	4687.41	259607.0
2021-04-23 16:00:00	ES	Futures	4687.69	4689.38	4682.63	4683.76	58933.0
2021-04-23 16:30:00	ES	Futures	4683.48	4685.16	4681.23	4682.07	6097.0
2021-04-23 00:00:00	NQ	Futures	15953.22	15956.69	15950.9	15953.22	581.0
2021-04-23 00:30:00	NQ	Futures	15953.22	15953.22	15937.87	15946.56	1172.0
2021-04-23 01:00:00	NQ	Futures	15946.85	15949.16	15936.72	15937.87	1024.0
2021-04-23 01:30:00	NQ	Futures	15938.16	15948.01	15931.21	15946.56	1726.0
2021-04-23 02:00:00	NQ	Futures	15945.98	15949.74	15907.19	15912.69	3075.0
2021-04-23 02:30:00	NQ	Futures	15912.69	15927.16	15908.92	15915.0	1973.0
2021-04-23 03:00:00	NQ	Futures	15917.03	15946.56	15909.21	15935.85	4008.0
2021-04-23 03:30:00	NQ	Futures	15935.85	15969.72	15927.45	15964.8	3591.0
2021-04-23 04:00:00	NQ	Futures	15964.51	15967.4	15947.43	15951.77	2485.0
2021-04-23 04:30:00	NQ	Futures	15951.48	15961.9	15949.45	15950.9	1812.0
2021-04-23 05:00:00	NQ	Futures	15950.32	15954.09	15939.03	15952.93	1792.0
2021-04-23 05:30:00	NQ	Futures	15953.22	15955.82	15940.77	15945.11	1761.0
2021-04-23 06:00:00	NQ	Futures	15944.82	15964.8	15943.37	15959.3	2404.0
2021-04-23 06:30:00	NQ	Futures	15958.72	15961.9	15948.58	15953.8	1881.0
2021-04-23 07:00:00	NQ	Futures	15953.8	15959.3	15936.43	15950.03	3870.0
2021-04-23 07:30:00	NQ	Futures	15949.74	15954.95	15938.45	15948.01	2944.0

> showing 50 of 2,907 rows — these rows as CSV

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