PREVIEW / futures_30min / 2021-05-06

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-06.parquet
  size:    102 KB
  rows:    3,719

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
2021-05-06 00:00:00	ES	Futures	4671.68	4673.08	4669.43	4671.68	2691.0
2021-05-06 00:30:00	ES	Futures	4671.68	4673.36	4671.12	4671.96	2156.0
2021-05-06 01:00:00	ES	Futures	4671.68	4676.73	4671.68	4675.89	4127.0
2021-05-06 01:30:00	ES	Futures	4676.17	4680.11	4675.89	4679.26	3598.0
2021-05-06 02:00:00	ES	Futures	4679.26	4679.54	4676.73	4677.58	3545.0
2021-05-06 02:30:00	ES	Futures	4677.58	4682.63	4676.45	4681.23	5396.0
2021-05-06 03:00:00	ES	Futures	4681.23	4691.63	4680.39	4690.22	15459.0
2021-05-06 03:30:00	ES	Futures	4690.22	4691.34	4683.2	4684.32	8777.0
2021-05-06 04:00:00	ES	Futures	4684.32	4688.25	4682.35	4687.13	7166.0
2021-05-06 04:30:00	ES	Futures	4687.13	4687.41	4677.58	4680.67	7834.0
2021-05-06 05:00:00	ES	Futures	4680.95	4685.16	4673.36	4677.3	11006.0
2021-05-06 05:30:00	ES	Futures	4677.3	4679.54	4671.68	4678.7	10725.0
2021-05-06 06:00:00	ES	Futures	4678.42	4684.6	4677.86	4681.79	9903.0
2021-05-06 06:30:00	ES	Futures	4681.79	4685.44	4677.86	4677.86	6998.0
2021-05-06 07:00:00	ES	Futures	4677.58	4683.2	4676.17	4680.11	12715.0
2021-05-06 07:30:00	ES	Futures	4679.83	4680.39	4675.89	4678.7	6526.0
2021-05-06 08:00:00	ES	Futures	4678.7	4681.51	4671.68	4673.92	16980.0
2021-05-06 08:30:00	ES	Futures	4673.64	4677.3	4669.99	4674.77	18509.0
2021-05-06 09:00:00	ES	Futures	4675.05	4679.26	4673.92	4677.86	19352.0
2021-05-06 09:30:00	ES	Futures	4677.86	4683.2	4665.5	4665.78	200098.0
2021-05-06 10:00:00	ES	Futures	4666.06	4667.46	4653.41	4660.44	165087.0
2021-05-06 10:30:00	ES	Futures	4660.44	4672.52	4659.03	4669.43	102373.0
2021-05-06 11:00:00	ES	Futures	4669.43	4680.67	4659.31	4680.39	118479.0
2021-05-06 11:30:00	ES	Futures	4680.11	4697.25	4678.7	4689.66	143441.0
2021-05-06 12:00:00	ES	Futures	4689.66	4696.4	4685.73	4696.4	70264.0
2021-05-06 12:30:00	ES	Futures	4696.4	4696.96	4689.38	4689.94	52972.0
2021-05-06 13:00:00	ES	Futures	4689.66	4693.31	4683.76	4687.41	58967.0
2021-05-06 13:30:00	ES	Futures	4687.13	4690.22	4681.51	4681.79	46280.0
2021-05-06 14:00:00	ES	Futures	4681.79	4687.97	4676.17	4678.42	101677.0
2021-05-06 14:30:00	ES	Futures	4678.7	4686.01	4675.33	4681.23	87482.0
2021-05-06 15:00:00	ES	Futures	4681.23	4693.03	4679.54	4691.06	68456.0
2021-05-06 15:30:00	ES	Futures	4690.78	4715.51	4689.94	4714.1	199872.0
2021-05-06 16:00:00	ES	Futures	4714.1	4716.35	4712.14	4714.1	66184.0
2021-05-06 16:30:00	ES	Futures	4712.98	4717.19	4712.14	4716.07	7307.0
2021-05-06 18:00:00	ES	Futures	4717.47	4718.32	4714.38	4715.23	3839.0
2021-05-06 18:30:00	ES	Futures	4715.23	4715.51	4713.82	4714.1	1685.0
2021-05-06 19:00:00	ES	Futures	4714.1	4715.79	4712.7	4713.26	2324.0
2021-05-06 19:30:00	ES	Futures	4713.26	4714.38	4712.42	4714.1	2071.0
2021-05-06 20:00:00	ES	Futures	4713.82	4715.23	4711.29	4714.95	5087.0
2021-05-06 20:30:00	ES	Futures	4714.95	4719.72	4714.67	4718.04	5208.0
2021-05-06 21:00:00	ES	Futures	4718.04	4724.5	4717.76	4722.81	8443.0
2021-05-06 21:30:00	ES	Futures	4722.53	4723.94	4721.13	4723.09	4604.0
2021-05-06 22:00:00	ES	Futures	4722.81	4724.22	4717.19	4719.44	4986.0
2021-05-06 22:30:00	ES	Futures	4719.72	4720.85	4716.63	4718.88	3649.0
2021-05-06 23:00:00	ES	Futures	4718.88	4719.44	4717.19	4719.44	2283.0
2021-05-06 23:30:00	ES	Futures	4719.16	4719.72	4717.47	4718.6	1525.0
2021-05-06 00:00:00	NQ	Futures	15601.77	15613.93	15586.14	15602.93	2151.0
2021-05-06 00:30:00	NQ	Futures	15602.64	15612.77	15600.61	15602.35	1105.0
2021-05-06 01:00:00	NQ	Futures	15602.06	15623.48	15602.06	15619.14	1764.0
2021-05-06 01:30:00	NQ	Futures	15619.14	15646.06	15617.98	15643.46	1955.0

> showing 50 of 3,719 rows — these rows as CSV

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