PREVIEW / futures_30min / 2021-05-07

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-07.parquet
  size:    90 KB
  rows:    3,018

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
2021-05-07 00:00:00	ES	Futures	4718.6	4719.16	4716.91	4719.16	1412.0
2021-05-07 00:30:00	ES	Futures	4719.16	4721.13	4719.16	4720.28	1255.0
2021-05-07 01:00:00	ES	Futures	4720.28	4720.28	4717.76	4718.88	2257.0
2021-05-07 01:30:00	ES	Futures	4719.16	4719.16	4717.47	4718.6	2850.0
2021-05-07 02:00:00	ES	Futures	4718.6	4719.72	4716.07	4716.35	3805.0
2021-05-07 02:30:00	ES	Futures	4716.35	4718.32	4715.51	4717.76	3640.0
2021-05-07 03:00:00	ES	Futures	4717.47	4718.32	4711.01	4714.38	12630.0
2021-05-07 03:30:00	ES	Futures	4714.67	4716.35	4713.82	4714.67	5654.0
2021-05-07 04:00:00	ES	Futures	4714.67	4717.47	4713.82	4717.47	5001.0
2021-05-07 04:30:00	ES	Futures	4717.19	4720.28	4716.63	4720.0	5329.0
2021-05-07 05:00:00	ES	Futures	4720.0	4720.28	4717.76	4720.0	3744.0
2021-05-07 05:30:00	ES	Futures	4720.0	4723.38	4719.72	4723.09	4840.0
2021-05-07 06:00:00	ES	Futures	4723.09	4727.87	4722.25	4726.19	9684.0
2021-05-07 06:30:00	ES	Futures	4726.19	4727.87	4724.5	4725.06	6234.0
2021-05-07 07:00:00	ES	Futures	4724.78	4725.62	4721.97	4723.09	6629.0
2021-05-07 07:30:00	ES	Futures	4723.09	4726.19	4723.09	4726.19	6128.0
2021-05-07 08:00:00	ES	Futures	4726.19	4730.4	4721.41	4727.31	12599.0
2021-05-07 08:30:00	ES	Futures	4727.31	4736.02	4715.51	4728.71	106821.0
2021-05-07 09:00:00	ES	Futures	4728.71	4732.09	4722.25	4723.38	52410.0
2021-05-07 09:30:00	ES	Futures	4723.66	4741.08	4715.23	4735.18	263368.0
2021-05-07 10:00:00	ES	Futures	4735.18	4754.84	4734.33	4748.66	192471.0
2021-05-07 10:30:00	ES	Futures	4748.66	4752.32	4744.73	4749.22	88722.0
2021-05-07 11:00:00	ES	Futures	4748.94	4754.0	4747.54	4750.91	67731.0
2021-05-07 11:30:00	ES	Futures	4751.19	4756.53	4750.35	4753.16	74428.0
2021-05-07 12:00:00	ES	Futures	4753.16	4753.72	4746.7	4747.54	57188.0
2021-05-07 12:30:00	ES	Futures	4747.54	4749.79	4743.04	4748.38	52692.0
2021-05-07 13:00:00	ES	Futures	4748.38	4748.66	4741.08	4741.36	55278.0
2021-05-07 13:30:00	ES	Futures	4741.64	4747.26	4741.36	4743.61	43267.0
2021-05-07 14:00:00	ES	Futures	4743.89	4750.35	4738.27	4750.07	63079.0
2021-05-07 14:30:00	ES	Futures	4749.79	4750.35	4742.48	4748.38	55071.0
2021-05-07 15:00:00	ES	Futures	4748.66	4755.69	4746.7	4752.88	69712.0
2021-05-07 15:30:00	ES	Futures	4753.16	4755.97	4746.7	4747.82	163364.0
2021-05-07 16:00:00	ES	Futures	4747.82	4753.16	4746.98	4750.91	54080.0
2021-05-07 16:30:00	ES	Futures	4750.35	4752.03	4749.79	4750.35	5468.0
2021-05-07 00:00:00	NQ	Futures	15784.44	15791.39	15773.44	15788.49	914.0
2021-05-07 00:30:00	NQ	Futures	15788.2	15801.52	15788.2	15798.05	797.0
2021-05-07 01:00:00	NQ	Futures	15797.76	15797.76	15779.52	15790.81	1395.0
2021-05-07 01:30:00	NQ	Futures	15791.1	15792.26	15776.05	15782.41	1428.0
2021-05-07 02:00:00	NQ	Futures	15782.41	15787.91	15759.25	15760.99	2517.0
2021-05-07 02:30:00	NQ	Futures	15761.28	15772.86	15757.52	15764.47	1365.0
2021-05-07 03:00:00	NQ	Futures	15763.89	15777.2	15734.94	15756.07	5090.0
2021-05-07 03:30:00	NQ	Futures	15756.07	15761.28	15746.81	15752.6	1994.0
2021-05-07 04:00:00	NQ	Futures	15752.02	15768.81	15746.52	15765.62	2247.0
2021-05-07 04:30:00	NQ	Futures	15765.04	15778.94	15761.57	15773.73	2647.0
2021-05-07 05:00:00	NQ	Futures	15773.73	15782.12	15760.7	15781.55	2408.0
2021-05-07 05:30:00	NQ	Futures	15781.55	15788.49	15770.55	15787.34	1948.0
2021-05-07 06:00:00	NQ	Futures	15787.34	15797.18	15780.39	15782.41	2539.0
2021-05-07 06:30:00	NQ	Futures	15782.12	15804.99	15779.52	15795.44	3182.0
2021-05-07 07:00:00	NQ	Futures	15795.44	15797.76	15778.07	15784.44	2785.0
2021-05-07 07:30:00	NQ	Futures	15784.44	15794.57	15779.52	15785.31	1972.0

> showing 50 of 3,018 rows — these rows as CSV

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