PREVIEW / futures_30min / 2021-04-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-27.parquet
  size:    98 KB
  rows:    3,664

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
2021-04-27 00:00:00	ES	Futures	4700.34	4701.46	4700.05	4701.18	835.0
2021-04-27 00:30:00	ES	Futures	4701.46	4701.46	4700.34	4701.18	759.0
2021-04-27 01:00:00	ES	Futures	4701.18	4703.71	4700.9	4703.43	2042.0
2021-04-27 01:30:00	ES	Futures	4703.43	4711.86	4703.43	4707.64	6916.0
2021-04-27 02:00:00	ES	Futures	4707.92	4708.48	4703.99	4704.27	3670.0
2021-04-27 02:30:00	ES	Futures	4704.27	4705.11	4702.3	4704.55	3313.0
2021-04-27 03:00:00	ES	Futures	4704.27	4704.83	4701.74	4702.58	6465.0
2021-04-27 03:30:00	ES	Futures	4702.58	4703.71	4701.74	4703.43	3728.0
2021-04-27 04:00:00	ES	Futures	4703.43	4705.39	4700.05	4702.58	5237.0
2021-04-27 04:30:00	ES	Futures	4702.58	4703.71	4701.74	4703.15	2924.0
2021-04-27 05:00:00	ES	Futures	4703.15	4703.71	4701.46	4702.86	2476.0
2021-04-27 05:30:00	ES	Futures	4702.58	4702.86	4693.59	4696.4	8630.0
2021-04-27 06:00:00	ES	Futures	4696.12	4700.62	4695.56	4699.49	4343.0
2021-04-27 06:30:00	ES	Futures	4699.77	4702.3	4698.37	4702.3	3896.0
2021-04-27 07:00:00	ES	Futures	4702.3	4703.43	4700.62	4701.74	5117.0
2021-04-27 07:30:00	ES	Futures	4701.46	4703.15	4699.77	4701.46	6722.0
2021-04-27 08:00:00	ES	Futures	4701.18	4703.99	4700.62	4702.02	8783.0
2021-04-27 08:30:00	ES	Futures	4702.3	4702.86	4699.21	4699.49	8127.0
2021-04-27 09:00:00	ES	Futures	4699.49	4702.02	4698.93	4701.18	14190.0
2021-04-27 09:30:00	ES	Futures	4701.18	4702.02	4687.97	4689.1	169506.0
2021-04-27 10:00:00	ES	Futures	4688.82	4693.59	4682.92	4693.31	118299.0
2021-04-27 10:30:00	ES	Futures	4693.31	4694.72	4685.44	4692.47	68440.0
2021-04-27 11:00:00	ES	Futures	4692.75	4695.28	4690.22	4693.31	43130.0
2021-04-27 11:30:00	ES	Futures	4693.31	4698.09	4692.47	4696.68	35939.0
2021-04-27 12:00:00	ES	Futures	4696.96	4698.93	4695.0	4698.37	36291.0
2021-04-27 12:30:00	ES	Futures	4698.37	4698.37	4690.5	4691.91	33773.0
2021-04-27 13:00:00	ES	Futures	4691.91	4696.4	4691.34	4694.72	27505.0
2021-04-27 13:30:00	ES	Futures	4694.72	4696.96	4693.03	4695.56	23140.0
2021-04-27 14:00:00	ES	Futures	4695.28	4697.25	4691.63	4696.68	36727.0
2021-04-27 14:30:00	ES	Futures	4696.96	4699.77	4696.68	4697.53	25503.0
2021-04-27 15:00:00	ES	Futures	4697.81	4701.46	4693.87	4700.34	43533.0
2021-04-27 15:30:00	ES	Futures	4700.62	4703.71	4693.31	4696.68	118131.0
2021-04-27 16:00:00	ES	Futures	4696.4	4701.74	4695.56	4696.4	49254.0
2021-04-27 16:30:00	ES	Futures	4696.68	4698.93	4695.56	4698.09	3973.0
2021-04-27 18:00:00	ES	Futures	4698.09	4700.62	4697.81	4699.49	2887.0
2021-04-27 18:30:00	ES	Futures	4699.77	4699.77	4698.37	4699.49	1051.0
2021-04-27 19:00:00	ES	Futures	4699.49	4701.74	4699.49	4700.9	1721.0
2021-04-27 19:30:00	ES	Futures	4700.9	4700.9	4697.81	4698.09	2550.0
2021-04-27 20:00:00	ES	Futures	4698.09	4700.05	4696.96	4698.09	2740.0
2021-04-27 20:30:00	ES	Futures	4697.81	4698.65	4696.12	4697.81	2340.0
2021-04-27 21:00:00	ES	Futures	4697.81	4701.18	4696.68	4700.34	3228.0
2021-04-27 21:30:00	ES	Futures	4700.34	4702.58	4700.05	4702.3	5144.0
2021-04-27 22:00:00	ES	Futures	4702.3	4703.43	4701.46	4702.86	3184.0
2021-04-27 22:30:00	ES	Futures	4702.58	4703.15	4701.18	4701.74	1817.0
2021-04-27 23:00:00	ES	Futures	4702.02	4702.58	4701.46	4702.58	1100.0
2021-04-27 23:30:00	ES	Futures	4702.86	4703.15	4702.3	4702.86	1097.0
2021-04-27 00:00:00	NQ	Futures	16236.63	16239.82	16233.74	16238.66	679.0
2021-04-27 00:30:00	NQ	Futures	16239.24	16240.69	16235.76	16240.4	379.0
2021-04-27 01:00:00	NQ	Futures	16240.69	16243.58	16238.08	16242.42	642.0
2021-04-27 01:30:00	NQ	Futures	16242.42	16269.63	16242.42	16260.37	3357.0

> showing 50 of 3,664 rows — these rows as CSV

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