PREVIEW / futures_30min / 2021-05-10

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-10.parquet
  size:    104 KB
  rows:    3,727

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
2021-05-10 00:00:00	ES	Futures	4757.65	4759.06	4756.81	4758.5	2286.0
2021-05-10 00:30:00	ES	Futures	4758.78	4759.06	4755.69	4756.81	2164.0
2021-05-10 01:00:00	ES	Futures	4756.81	4757.09	4754.56	4755.41	3768.0
2021-05-10 01:30:00	ES	Futures	4755.69	4758.5	4755.12	4757.93	3116.0
2021-05-10 02:00:00	ES	Futures	4758.22	4758.78	4754.28	4755.41	4420.0
2021-05-10 02:30:00	ES	Futures	4755.41	4755.69	4749.51	4752.88	7294.0
2021-05-10 03:00:00	ES	Futures	4752.88	4753.16	4746.13	4747.26	11447.0
2021-05-10 03:30:00	ES	Futures	4747.26	4751.47	4745.29	4750.07	10552.0
2021-05-10 04:00:00	ES	Futures	4750.35	4754.28	4749.51	4751.19	6159.0
2021-05-10 04:30:00	ES	Futures	4751.19	4751.47	4747.26	4747.82	5589.0
2021-05-10 05:00:00	ES	Futures	4748.1	4751.19	4746.7	4749.51	4453.0
2021-05-10 05:30:00	ES	Futures	4749.51	4749.51	4746.7	4748.94	4811.0
2021-05-10 06:00:00	ES	Futures	4749.22	4751.75	4748.38	4751.47	4958.0
2021-05-10 06:30:00	ES	Futures	4751.47	4753.16	4747.82	4752.6	7917.0
2021-05-10 07:00:00	ES	Futures	4752.32	4754.28	4751.75	4752.88	7883.0
2021-05-10 07:30:00	ES	Futures	4752.88	4753.16	4750.35	4751.75	9113.0
2021-05-10 08:00:00	ES	Futures	4751.75	4757.09	4750.91	4754.0	17714.0
2021-05-10 08:30:00	ES	Futures	4754.0	4756.25	4752.88	4753.44	13630.0
2021-05-10 09:00:00	ES	Futures	4753.44	4754.28	4750.07	4752.32	20046.0
2021-05-10 09:30:00	ES	Futures	4752.32	4755.12	4743.32	4748.1	167754.0
2021-05-10 10:00:00	ES	Futures	4748.38	4751.75	4743.32	4743.32	130659.0
2021-05-10 10:30:00	ES	Futures	4743.32	4744.45	4736.3	4742.2	130555.0
2021-05-10 11:00:00	ES	Futures	4742.2	4751.19	4739.67	4749.22	87532.0
2021-05-10 11:30:00	ES	Futures	4749.51	4752.32	4746.13	4750.91	64375.0
2021-05-10 12:00:00	ES	Futures	4751.19	4754.28	4747.82	4748.38	55375.0
2021-05-10 12:30:00	ES	Futures	4748.38	4749.51	4744.17	4744.73	41085.0
2021-05-10 13:00:00	ES	Futures	4744.73	4746.98	4742.48	4743.61	45075.0
2021-05-10 13:30:00	ES	Futures	4743.61	4744.73	4739.95	4740.51	49404.0
2021-05-10 14:00:00	ES	Futures	4740.51	4741.64	4718.32	4721.69	165155.0
2021-05-10 14:30:00	ES	Futures	4721.41	4723.09	4710.17	4717.19	137636.0
2021-05-10 15:00:00	ES	Futures	4716.91	4721.41	4712.14	4718.04	83521.0
2021-05-10 15:30:00	ES	Futures	4718.04	4722.53	4699.77	4702.02	207933.0
2021-05-10 16:00:00	ES	Futures	4702.3	4704.55	4696.12	4700.05	55969.0
2021-05-10 16:30:00	ES	Futures	4700.05	4702.02	4688.82	4693.03	12588.0
2021-05-10 18:00:00	ES	Futures	4694.15	4699.21	4693.87	4696.68	8039.0
2021-05-10 18:30:00	ES	Futures	4696.96	4702.86	4696.68	4702.58	4682.0
2021-05-10 19:00:00	ES	Futures	4702.86	4703.99	4698.65	4700.05	4899.0
2021-05-10 19:30:00	ES	Futures	4700.05	4701.46	4698.65	4701.46	2447.0
2021-05-10 20:00:00	ES	Futures	4701.18	4703.43	4693.31	4696.68	11059.0
2021-05-10 20:30:00	ES	Futures	4696.68	4697.53	4672.52	4678.7	20656.0
2021-05-10 21:00:00	ES	Futures	4678.42	4680.67	4668.31	4676.17	19976.0
2021-05-10 21:30:00	ES	Futures	4675.89	4677.02	4666.62	4671.4	14582.0
2021-05-10 22:00:00	ES	Futures	4671.12	4671.96	4663.25	4669.43	10996.0
2021-05-10 22:30:00	ES	Futures	4669.71	4673.92	4666.9	4670.83	7422.0
2021-05-10 23:00:00	ES	Futures	4670.83	4672.8	4667.46	4672.52	4772.0
2021-05-10 23:30:00	ES	Futures	4672.8	4679.26	4671.96	4677.3	7510.0
2021-05-10 00:00:00	NQ	Futures	15894.16	15901.98	15891.26	15896.76	1203.0
2021-05-10 00:30:00	NQ	Futures	15897.34	15904.87	15883.74	15890.11	1438.0
2021-05-10 01:00:00	NQ	Futures	15889.53	15890.11	15871.0	15878.24	1865.0
2021-05-10 01:30:00	NQ	Futures	15878.53	15888.95	15876.21	15887.79	1134.0

> showing 50 of 3,727 rows — these rows as CSV

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