PREVIEW / futures_30min / 2021-04-30

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-04-30.parquet
  size:    86 KB
  rows:    2,973

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
2021-04-30 00:00:00	ES	Futures	4711.57	4713.26	4709.33	4710.17	3116.0
2021-04-30 00:30:00	ES	Futures	4710.17	4711.01	4709.33	4709.89	1382.0
2021-04-30 01:00:00	ES	Futures	4710.17	4711.29	4705.67	4705.96	3406.0
2021-04-30 01:30:00	ES	Futures	4705.96	4707.08	4704.55	4706.24	4512.0
2021-04-30 02:00:00	ES	Futures	4706.24	4712.14	4705.96	4711.57	5482.0
2021-04-30 02:30:00	ES	Futures	4711.86	4713.26	4710.17	4712.98	3907.0
2021-04-30 03:00:00	ES	Futures	4712.7	4716.07	4711.29	4711.57	9485.0
2021-04-30 03:30:00	ES	Futures	4711.57	4714.67	4711.57	4713.26	4416.0
2021-04-30 04:00:00	ES	Futures	4713.26	4713.82	4707.64	4712.14	6901.0
2021-04-30 04:30:00	ES	Futures	4712.42	4712.98	4710.17	4710.45	3107.0
2021-04-30 05:00:00	ES	Futures	4710.73	4713.26	4709.89	4712.14	3790.0
2021-04-30 05:30:00	ES	Futures	4711.86	4712.98	4705.67	4706.52	6995.0
2021-04-30 06:00:00	ES	Futures	4706.52	4707.08	4702.58	4705.67	7531.0
2021-04-30 06:30:00	ES	Futures	4705.67	4706.24	4692.19	4695.84	17628.0
2021-04-30 07:00:00	ES	Futures	4696.12	4698.65	4693.87	4697.81	11444.0
2021-04-30 07:30:00	ES	Futures	4697.53	4701.46	4697.25	4701.46	8372.0
2021-04-30 08:00:00	ES	Futures	4701.18	4703.99	4698.65	4702.58	14905.0
2021-04-30 08:30:00	ES	Futures	4702.58	4702.86	4691.34	4700.62	29320.0
2021-04-30 09:00:00	ES	Futures	4700.9	4701.18	4694.15	4697.81	23796.0
2021-04-30 09:30:00	ES	Futures	4697.81	4707.64	4695.28	4707.36	174058.0
2021-04-30 10:00:00	ES	Futures	4707.08	4708.2	4697.53	4707.08	132179.0
2021-04-30 10:30:00	ES	Futures	4707.36	4707.64	4694.15	4695.84	146849.0
2021-04-30 11:00:00	ES	Futures	4695.84	4697.81	4688.54	4689.94	149242.0
2021-04-30 11:30:00	ES	Futures	4689.66	4699.21	4687.41	4698.09	99836.0
2021-04-30 12:00:00	ES	Futures	4697.81	4700.9	4695.56	4698.37	53716.0
2021-04-30 12:30:00	ES	Futures	4698.37	4699.77	4691.91	4696.12	49441.0
2021-04-30 13:00:00	ES	Futures	4696.12	4699.21	4693.59	4698.93	48053.0
2021-04-30 13:30:00	ES	Futures	4698.65	4700.9	4683.76	4686.85	77297.0
2021-04-30 14:00:00	ES	Futures	4686.85	4695.0	4684.88	4693.87	87830.0
2021-04-30 14:30:00	ES	Futures	4693.87	4696.12	4690.78	4691.34	57465.0
2021-04-30 15:00:00	ES	Futures	4691.63	4696.68	4686.01	4696.4	100180.0
2021-04-30 15:30:00	ES	Futures	4696.4	4697.53	4683.48	4694.72	367823.0
2021-04-30 16:00:00	ES	Futures	4694.44	4699.77	4693.03	4698.93	84591.0
2021-04-30 16:30:00	ES	Futures	4699.21	4700.34	4696.96	4698.37	7214.0
2021-04-30 00:00:00	NQ	Futures	16092.46	16103.18	16091.02	16095.65	1436.0
2021-04-30 00:30:00	NQ	Futures	16095.94	16098.25	16085.52	16092.75	1106.0
2021-04-30 01:00:00	NQ	Futures	16092.75	16099.12	16067.86	16073.94	2972.0
2021-04-30 01:30:00	NQ	Futures	16074.52	16076.54	16056.28	16071.91	2527.0
2021-04-30 02:00:00	NQ	Futures	16071.33	16102.6	16069.01	16098.54	3097.0
2021-04-30 02:30:00	NQ	Futures	16098.83	16115.62	16089.86	16112.15	2258.0
2021-04-30 03:00:00	NQ	Futures	16113.02	16123.15	16094.2	16095.07	4686.0
2021-04-30 03:30:00	NQ	Futures	16096.52	16106.94	16094.49	16102.31	1305.0
2021-04-30 04:00:00	NQ	Futures	16101.73	16110.41	16085.23	16108.68	2843.0
2021-04-30 04:30:00	NQ	Futures	16108.68	16109.54	16096.81	16099.12	1362.0
2021-04-30 05:00:00	NQ	Futures	16100.28	16113.6	16098.54	16102.89	2184.0
2021-04-30 05:30:00	NQ	Futures	16103.18	16107.23	16073.07	16077.99	3376.0
2021-04-30 06:00:00	NQ	Futures	16078.86	16086.96	16062.65	16077.99	3010.0
2021-04-30 06:30:00	NQ	Futures	16077.7	16082.33	16018.64	16040.35	8341.0
2021-04-30 07:00:00	NQ	Futures	16041.22	16052.51	16028.49	16041.22	4721.0
2021-04-30 07:30:00	NQ	Futures	16040.64	16061.49	16037.46	16060.33	3331.0

> showing 50 of 2,973 rows — these rows as CSV

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