PREVIEW / futures_30min / 2021-05-05

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-05.parquet
  size:    103 KB
  rows:    3,696

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
2021-05-05 00:00:00	ES	Futures	4687.13	4687.69	4686.01	4686.85	1172.0
2021-05-05 00:30:00	ES	Futures	4686.57	4687.97	4686.01	4687.41	1189.0
2021-05-05 01:00:00	ES	Futures	4687.41	4687.69	4677.3	4678.98	6588.0
2021-05-05 01:30:00	ES	Futures	4678.98	4683.48	4678.14	4683.2	3213.0
2021-05-05 02:00:00	ES	Futures	4683.2	4686.01	4679.83	4679.83	5391.0
2021-05-05 02:30:00	ES	Futures	4680.11	4683.2	4678.7	4680.39	5346.0
2021-05-05 03:00:00	ES	Futures	4680.39	4685.73	4678.98	4684.32	11266.0
2021-05-05 03:30:00	ES	Futures	4684.04	4689.66	4684.04	4686.85	9479.0
2021-05-05 04:00:00	ES	Futures	4687.13	4691.63	4684.6	4691.06	10450.0
2021-05-05 04:30:00	ES	Futures	4691.06	4692.75	4688.54	4688.82	6417.0
2021-05-05 05:00:00	ES	Futures	4688.82	4693.03	4688.82	4690.5	5077.0
2021-05-05 05:30:00	ES	Futures	4690.5	4692.47	4688.82	4689.94	6599.0
2021-05-05 06:00:00	ES	Futures	4689.94	4692.19	4688.82	4691.63	4249.0
2021-05-05 06:30:00	ES	Futures	4691.34	4694.15	4688.82	4690.22	8000.0
2021-05-05 07:00:00	ES	Futures	4690.22	4690.78	4686.01	4690.22	8429.0
2021-05-05 07:30:00	ES	Futures	4690.22	4692.47	4689.1	4690.5	6662.0
2021-05-05 08:00:00	ES	Futures	4690.22	4696.68	4690.22	4691.91	18567.0
2021-05-05 08:30:00	ES	Futures	4691.91	4693.03	4688.54	4692.19	20104.0
2021-05-05 09:00:00	ES	Futures	4691.91	4696.68	4690.78	4695.28	21565.0
2021-05-05 09:30:00	ES	Futures	4695.28	4695.84	4682.35	4686.01	171128.0
2021-05-05 10:00:00	ES	Futures	4686.29	4687.13	4667.46	4677.3	178060.0
2021-05-05 10:30:00	ES	Futures	4677.3	4685.16	4675.05	4683.76	88833.0
2021-05-05 11:00:00	ES	Futures	4684.04	4689.94	4680.95	4687.69	73322.0
2021-05-05 11:30:00	ES	Futures	4687.41	4697.25	4686.57	4696.96	55942.0
2021-05-05 12:00:00	ES	Futures	4697.25	4697.81	4692.19	4693.03	42296.0
2021-05-05 12:30:00	ES	Futures	4693.03	4694.15	4686.01	4686.85	50789.0
2021-05-05 13:00:00	ES	Futures	4686.85	4688.82	4683.2	4688.54	47450.0
2021-05-05 13:30:00	ES	Futures	4688.54	4692.19	4687.41	4689.66	36324.0
2021-05-05 14:00:00	ES	Futures	4689.66	4691.91	4684.32	4691.06	54063.0
2021-05-05 14:30:00	ES	Futures	4690.78	4693.31	4686.57	4687.41	45638.0
2021-05-05 15:00:00	ES	Futures	4687.41	4688.82	4669.99	4675.05	126104.0
2021-05-05 15:30:00	ES	Futures	4674.77	4681.23	4671.4	4676.45	157830.0
2021-05-05 16:00:00	ES	Futures	4676.73	4678.42	4671.12	4676.17	43426.0
2021-05-05 16:30:00	ES	Futures	4676.73	4677.3	4672.52	4673.36	5310.0
2021-05-05 18:00:00	ES	Futures	4673.92	4676.17	4669.99	4671.96	4558.0
2021-05-05 18:30:00	ES	Futures	4671.96	4674.21	4669.99	4670.55	2749.0
2021-05-05 19:00:00	ES	Futures	4670.27	4675.61	4670.27	4672.8	3128.0
2021-05-05 19:30:00	ES	Futures	4673.08	4676.73	4670.55	4676.17	3373.0
2021-05-05 20:00:00	ES	Futures	4675.89	4677.86	4674.49	4675.33	6624.0
2021-05-05 20:30:00	ES	Futures	4675.33	4680.67	4674.77	4678.42	4841.0
2021-05-05 21:00:00	ES	Futures	4678.42	4684.32	4678.14	4683.2	6312.0
2021-05-05 21:30:00	ES	Futures	4683.48	4683.48	4680.67	4682.63	4700.0
2021-05-05 22:00:00	ES	Futures	4682.92	4683.2	4676.45	4677.86	4206.0
2021-05-05 22:30:00	ES	Futures	4678.14	4678.98	4665.78	4670.83	9051.0
2021-05-05 23:00:00	ES	Futures	4670.55	4672.8	4668.59	4670.83	5298.0
2021-05-05 23:30:00	ES	Futures	4671.12	4672.8	4670.27	4671.68	2730.0
2021-05-05 00:00:00	NQ	Futures	15719.01	15719.88	15711.2	15717.28	689.0
2021-05-05 00:30:00	NQ	Futures	15716.99	15722.78	15714.67	15719.3	526.0
2021-05-05 01:00:00	NQ	Futures	15719.01	15719.3	15664.3	15668.35	3938.0
2021-05-05 01:30:00	NQ	Futures	15668.06	15702.22	15666.91	15701.07	2560.0

> showing 50 of 3,696 rows — these rows as CSV

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