PREVIEW / futures_30min / 2021-05-03

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-03.parquet
  size:    101 KB
  rows:    3,578

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
2021-05-03 00:00:00	ES	Futures	4707.08	4707.08	4704.55	4705.11	1053.0
2021-05-03 00:30:00	ES	Futures	4705.11	4706.8	4704.55	4706.24	733.0
2021-05-03 01:00:00	ES	Futures	4706.52	4706.52	4703.71	4703.71	1382.0
2021-05-03 01:30:00	ES	Futures	4703.99	4703.99	4701.18	4702.02	1961.0
2021-05-03 02:00:00	ES	Futures	4702.02	4705.39	4700.62	4705.39	2729.0
2021-05-03 02:30:00	ES	Futures	4705.39	4707.36	4704.55	4707.08	2600.0
2021-05-03 03:00:00	ES	Futures	4706.8	4719.72	4706.8	4716.07	12079.0
2021-05-03 03:30:00	ES	Futures	4715.79	4718.04	4714.95	4716.07	5960.0
2021-05-03 04:00:00	ES	Futures	4716.35	4716.63	4711.57	4711.86	5460.0
2021-05-03 04:30:00	ES	Futures	4711.86	4716.07	4711.57	4713.26	5107.0
2021-05-03 05:00:00	ES	Futures	4713.26	4714.1	4706.24	4706.24	5770.0
2021-05-03 05:30:00	ES	Futures	4706.24	4706.52	4701.18	4706.52	8820.0
2021-05-03 06:00:00	ES	Futures	4706.52	4710.73	4705.96	4709.61	4443.0
2021-05-03 06:30:00	ES	Futures	4709.61	4718.04	4709.61	4713.82	8499.0
2021-05-03 07:00:00	ES	Futures	4713.54	4718.6	4713.54	4717.47	8874.0
2021-05-03 07:30:00	ES	Futures	4717.47	4718.88	4713.82	4714.95	6566.0
2021-05-03 08:00:00	ES	Futures	4714.67	4718.04	4714.67	4715.79	9570.0
2021-05-03 08:30:00	ES	Futures	4716.07	4717.76	4711.57	4711.57	17840.0
2021-05-03 09:00:00	ES	Futures	4711.57	4718.32	4711.01	4718.32	17769.0
2021-05-03 09:30:00	ES	Futures	4718.32	4723.09	4709.05	4719.16	139700.0
2021-05-03 10:00:00	ES	Futures	4718.6	4721.97	4711.86	4717.47	130904.0
2021-05-03 10:30:00	ES	Futures	4717.76	4721.97	4709.05	4711.29	94907.0
2021-05-03 11:00:00	ES	Futures	4711.29	4711.57	4704.27	4704.83	104001.0
2021-05-03 11:30:00	ES	Futures	4704.83	4713.26	4703.99	4711.29	66827.0
2021-05-03 12:00:00	ES	Futures	4711.29	4711.57	4706.24	4707.08	42161.0
2021-05-03 12:30:00	ES	Futures	4707.08	4708.76	4703.99	4707.64	42350.0
2021-05-03 13:00:00	ES	Futures	4707.64	4710.45	4705.39	4706.24	33522.0
2021-05-03 13:30:00	ES	Futures	4706.24	4709.61	4705.67	4708.76	28117.0
2021-05-03 14:00:00	ES	Futures	4709.05	4713.54	4708.76	4712.98	38697.0
2021-05-03 14:30:00	ES	Futures	4712.98	4716.63	4712.7	4714.95	47422.0
2021-05-03 15:00:00	ES	Futures	4714.67	4715.23	4707.64	4709.05	59849.0
2021-05-03 15:30:00	ES	Futures	4709.33	4709.61	4698.93	4704.83	157349.0
2021-05-03 16:00:00	ES	Futures	4704.55	4705.39	4700.05	4700.9	44547.0
2021-05-03 16:30:00	ES	Futures	4700.34	4702.86	4700.34	4701.74	4657.0
2021-05-03 18:00:00	ES	Futures	4702.58	4703.99	4700.62	4701.74	2894.0
2021-05-03 18:30:00	ES	Futures	4702.02	4702.86	4701.18	4701.74	1308.0
2021-05-03 19:00:00	ES	Futures	4701.74	4702.02	4696.4	4697.81	4897.0
2021-05-03 19:30:00	ES	Futures	4697.81	4698.93	4696.68	4697.81	1650.0
2021-05-03 20:00:00	ES	Futures	4697.53	4699.77	4694.44	4694.72	4905.0
2021-05-03 20:30:00	ES	Futures	4694.72	4696.68	4694.44	4696.4	2490.0
2021-05-03 21:00:00	ES	Futures	4696.4	4696.68	4689.66	4690.5	6562.0
2021-05-03 21:30:00	ES	Futures	4690.22	4692.19	4689.1	4689.66	5262.0
2021-05-03 22:00:00	ES	Futures	4689.94	4691.06	4687.69	4690.78	3114.0
2021-05-03 22:30:00	ES	Futures	4690.78	4692.47	4689.94	4691.91	2411.0
2021-05-03 23:00:00	ES	Futures	4691.91	4692.19	4688.54	4691.91	2854.0
2021-05-03 23:30:00	ES	Futures	4691.91	4693.03	4691.06	4691.91	1844.0
2021-05-03 00:00:00	NQ	Futures	16069.01	16069.3	16056.57	16058.88	594.0
2021-05-03 00:30:00	NQ	Futures	16059.17	16062.65	16056.86	16060.62	892.0
2021-05-03 01:00:00	NQ	Futures	16060.62	16061.78	16052.22	16053.67	822.0
2021-05-03 01:30:00	NQ	Futures	16053.96	16054.54	16044.99	16049.91	820.0

> showing 50 of 3,578 rows — these rows as CSV

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