PREVIEW / futures_30min / 2021-04-26

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-26.parquet
  size:    97 KB
  rows:    3,653

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
2021-04-26 00:00:00	ES	Futures	4691.34	4693.31	4691.06	4692.19	1818.0
2021-04-26 00:30:00	ES	Futures	4691.91	4692.75	4691.63	4692.75	749.0
2021-04-26 01:00:00	ES	Futures	4692.75	4693.03	4690.22	4690.78	1810.0
2021-04-26 01:30:00	ES	Futures	4691.06	4692.47	4688.82	4689.38	3170.0
2021-04-26 02:00:00	ES	Futures	4689.38	4691.06	4688.25	4690.5	2885.0
2021-04-26 02:30:00	ES	Futures	4690.78	4691.06	4689.38	4689.94	1595.0
2021-04-26 03:00:00	ES	Futures	4689.94	4692.47	4688.54	4690.22	6650.0
2021-04-26 03:30:00	ES	Futures	4690.5	4690.5	4686.85	4687.97	6934.0
2021-04-26 04:00:00	ES	Futures	4687.69	4689.1	4684.6	4686.57	6666.0
2021-04-26 04:30:00	ES	Futures	4686.57	4686.85	4681.23	4682.92	5540.0
2021-04-26 05:00:00	ES	Futures	4682.92	4686.01	4682.35	4684.32	3496.0
2021-04-26 05:30:00	ES	Futures	4684.6	4684.88	4682.07	4683.2	3230.0
2021-04-26 06:00:00	ES	Futures	4682.92	4684.88	4679.54	4684.32	4854.0
2021-04-26 06:30:00	ES	Futures	4684.32	4684.6	4681.51	4682.07	3727.0
2021-04-26 07:00:00	ES	Futures	4682.07	4686.29	4680.67	4684.32	6601.0
2021-04-26 07:30:00	ES	Futures	4684.04	4687.97	4683.76	4687.69	5291.0
2021-04-26 08:00:00	ES	Futures	4687.41	4689.38	4686.57	4688.54	7449.0
2021-04-26 08:30:00	ES	Futures	4688.25	4691.06	4686.57	4688.82	11384.0
2021-04-26 09:00:00	ES	Futures	4689.1	4695.84	4688.82	4695.84	21334.0
2021-04-26 09:30:00	ES	Futures	4695.84	4701.74	4693.03	4698.65	139201.0
2021-04-26 10:00:00	ES	Futures	4698.65	4703.99	4697.25	4699.77	88218.0
2021-04-26 10:30:00	ES	Futures	4700.05	4702.3	4697.81	4699.21	57691.0
2021-04-26 11:00:00	ES	Futures	4699.49	4703.71	4698.93	4701.18	41406.0
2021-04-26 11:30:00	ES	Futures	4700.9	4701.74	4697.81	4698.37	33333.0
2021-04-26 12:00:00	ES	Futures	4698.65	4699.49	4694.15	4695.56	44674.0
2021-04-26 12:30:00	ES	Futures	4695.56	4700.05	4695.0	4697.53	30312.0
2021-04-26 13:00:00	ES	Futures	4697.53	4698.65	4694.15	4695.56	25209.0
2021-04-26 13:30:00	ES	Futures	4695.56	4699.21	4694.15	4698.93	31261.0
2021-04-26 14:00:00	ES	Futures	4698.93	4701.46	4698.65	4701.18	26114.0
2021-04-26 14:30:00	ES	Futures	4701.18	4703.43	4700.34	4702.86	25958.0
2021-04-26 15:00:00	ES	Futures	4703.15	4704.55	4692.75	4694.15	48201.0
2021-04-26 15:30:00	ES	Futures	4694.44	4701.18	4690.22	4698.09	189096.0
2021-04-26 16:00:00	ES	Futures	4698.37	4701.46	4694.15	4695.0	56384.0
2021-04-26 16:30:00	ES	Futures	4695.0	4699.77	4694.72	4699.21	4750.0
2021-04-26 18:00:00	ES	Futures	4699.49	4700.62	4697.25	4700.05	2294.0
2021-04-26 18:30:00	ES	Futures	4700.05	4700.05	4697.81	4698.37	1652.0
2021-04-26 19:00:00	ES	Futures	4698.37	4699.77	4697.25	4697.81	2318.0
2021-04-26 19:30:00	ES	Futures	4698.09	4703.15	4697.81	4701.46	3333.0
2021-04-26 20:00:00	ES	Futures	4701.46	4701.46	4697.81	4699.21	4079.0
2021-04-26 20:30:00	ES	Futures	4698.93	4699.49	4696.4	4699.21	2920.0
2021-04-26 21:00:00	ES	Futures	4698.93	4700.62	4697.81	4700.34	3178.0
2021-04-26 21:30:00	ES	Futures	4700.34	4700.9	4697.25	4700.62	4856.0
2021-04-26 22:00:00	ES	Futures	4700.62	4701.46	4698.93	4698.93	2287.0
2021-04-26 22:30:00	ES	Futures	4698.93	4699.21	4698.09	4698.93	1099.0
2021-04-26 23:00:00	ES	Futures	4698.93	4700.34	4697.81	4699.77	1922.0
2021-04-26 23:30:00	ES	Futures	4700.05	4701.46	4699.49	4700.05	1639.0
2021-04-26 00:00:00	NQ	Futures	16132.41	16137.05	16132.12	16132.99	605.0
2021-04-26 00:30:00	NQ	Futures	16133.28	16135.6	16131.26	16133.28	378.0
2021-04-26 01:00:00	NQ	Futures	16133.86	16135.02	16124.02	16129.23	935.0
2021-04-26 01:30:00	NQ	Futures	16129.23	16135.02	16112.15	16112.73	1962.0

> showing 50 of 3,653 rows — these rows as CSV

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