PREVIEW / futures_30min / 2021-05-04

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-04.parquet
  size:    105 KB
  rows:    3,690

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
2021-05-04 00:00:00	ES	Futures	4692.19	4692.47	4690.5	4691.06	1153.0
2021-05-04 00:30:00	ES	Futures	4691.06	4692.75	4690.78	4692.19	1806.0
2021-05-04 01:00:00	ES	Futures	4692.47	4693.87	4691.91	4693.59	2328.0
2021-05-04 01:30:00	ES	Futures	4693.59	4695.84	4692.47	4695.0	2294.0
2021-05-04 02:00:00	ES	Futures	4695.28	4698.37	4694.44	4695.84	3078.0
2021-05-04 02:30:00	ES	Futures	4696.12	4697.53	4695.0	4697.25	2474.0
2021-05-04 03:00:00	ES	Futures	4697.25	4702.86	4694.44	4697.53	15923.0
2021-05-04 03:30:00	ES	Futures	4697.25	4697.25	4690.22	4693.87	9945.0
2021-05-04 04:00:00	ES	Futures	4693.87	4699.49	4690.78	4697.53	8457.0
2021-05-04 04:30:00	ES	Futures	4697.81	4697.81	4692.19	4695.28	6467.0
2021-05-04 05:00:00	ES	Futures	4695.28	4696.68	4693.03	4694.72	4451.0
2021-05-04 05:30:00	ES	Futures	4694.72	4701.18	4694.72	4700.05	7074.0
2021-05-04 06:00:00	ES	Futures	4700.05	4702.58	4698.93	4699.49	5724.0
2021-05-04 06:30:00	ES	Futures	4699.49	4701.46	4697.25	4700.05	6784.0
2021-05-04 07:00:00	ES	Futures	4700.05	4701.74	4698.93	4700.05	6729.0
2021-05-04 07:30:00	ES	Futures	4700.05	4700.05	4677.58	4685.44	55540.0
2021-05-04 08:00:00	ES	Futures	4685.44	4686.01	4672.24	4675.61	38640.0
2021-05-04 08:30:00	ES	Futures	4675.61	4680.95	4674.77	4678.98	26702.0
2021-05-04 09:00:00	ES	Futures	4678.98	4680.95	4674.77	4680.67	28898.0
2021-05-04 09:30:00	ES	Futures	4680.67	4686.85	4654.54	4655.94	295448.0
2021-05-04 10:00:00	ES	Futures	4655.94	4663.81	4647.51	4661.0	211331.0
2021-05-04 10:30:00	ES	Futures	4660.72	4662.69	4648.64	4648.92	127824.0
2021-05-04 11:00:00	ES	Futures	4649.2	4654.54	4634.03	4644.7	179889.0
2021-05-04 11:30:00	ES	Futures	4644.7	4648.36	4630.94	4635.99	117168.0
2021-05-04 12:00:00	ES	Futures	4635.99	4651.73	4634.31	4651.17	85030.0
2021-05-04 12:30:00	ES	Futures	4651.45	4651.45	4641.05	4643.3	59532.0
2021-05-04 13:00:00	ES	Futures	4643.3	4656.22	4641.33	4653.69	71288.0
2021-05-04 13:30:00	ES	Futures	4653.69	4656.79	4647.79	4651.45	69636.0
2021-05-04 14:00:00	ES	Futures	4651.73	4660.44	4647.79	4654.26	69044.0
2021-05-04 14:30:00	ES	Futures	4653.98	4661.56	4653.13	4657.63	54934.0
2021-05-04 15:00:00	ES	Futures	4657.91	4660.72	4651.17	4655.66	85628.0
2021-05-04 15:30:00	ES	Futures	4655.66	4676.45	4652.57	4676.17	197320.0
2021-05-04 16:00:00	ES	Futures	4676.17	4678.14	4669.99	4670.83	59140.0
2021-05-04 16:30:00	ES	Futures	4671.12	4673.36	4668.59	4673.36	6150.0
2021-05-04 18:00:00	ES	Futures	4673.36	4674.77	4670.27	4671.96	3392.0
2021-05-04 18:30:00	ES	Futures	4671.96	4673.92	4669.99	4672.8	2360.0
2021-05-04 19:00:00	ES	Futures	4672.8	4673.92	4671.4	4671.68	2194.0
2021-05-04 19:30:00	ES	Futures	4671.68	4675.05	4671.4	4674.77	2066.0
2021-05-04 20:00:00	ES	Futures	4674.77	4679.54	4674.21	4678.98	5427.0
2021-05-04 20:30:00	ES	Futures	4678.98	4684.04	4678.7	4682.35	7363.0
2021-05-04 21:00:00	ES	Futures	4682.63	4683.48	4681.79	4682.63	4158.0
2021-05-04 21:30:00	ES	Futures	4682.63	4690.22	4680.95	4688.25	8688.0
2021-05-04 22:00:00	ES	Futures	4688.25	4689.38	4685.73	4685.73	3801.0
2021-05-04 22:30:00	ES	Futures	4686.01	4688.25	4685.16	4687.41	2593.0
2021-05-04 23:00:00	ES	Futures	4687.41	4687.97	4686.57	4687.41	1959.0
2021-05-04 23:30:00	ES	Futures	4687.69	4688.82	4686.85	4687.41	2034.0
2021-05-04 00:00:00	NQ	Futures	15911.53	15912.98	15906.32	15908.06	524.0
2021-05-04 00:30:00	NQ	Futures	15907.77	15914.13	15907.48	15913.56	661.0
2021-05-04 01:00:00	NQ	Futures	15913.27	15919.06	15910.08	15916.74	970.0
2021-05-04 01:30:00	NQ	Futures	15917.61	15938.45	15915.58	15933.24	1555.0

> showing 50 of 3,690 rows — these rows as CSV

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