PREVIEW / futures_30min / 2021-05-11

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-11.parquet
  size:    107 KB
  rows:    3,772

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
2021-05-11 00:00:00	ES	Futures	4677.58	4678.98	4674.49	4677.02	3114.0
2021-05-11 00:30:00	ES	Futures	4677.02	4677.58	4669.71	4672.24	3817.0
2021-05-11 01:00:00	ES	Futures	4672.24	4679.54	4671.4	4677.86	4892.0
2021-05-11 01:30:00	ES	Futures	4677.86	4683.76	4677.02	4682.63	5826.0
2021-05-11 02:00:00	ES	Futures	4682.92	4684.04	4679.26	4680.11	7831.0
2021-05-11 02:30:00	ES	Futures	4680.11	4686.01	4678.7	4683.2	6860.0
2021-05-11 03:00:00	ES	Futures	4683.2	4686.29	4666.62	4669.15	26668.0
2021-05-11 03:30:00	ES	Futures	4669.15	4671.4	4661.84	4670.55	25401.0
2021-05-11 04:00:00	ES	Futures	4670.55	4671.68	4658.19	4664.09	26109.0
2021-05-11 04:30:00	ES	Futures	4664.09	4669.43	4662.41	4665.21	11664.0
2021-05-11 05:00:00	ES	Futures	4665.21	4676.73	4664.37	4669.71	12906.0
2021-05-11 05:30:00	ES	Futures	4669.43	4673.08	4667.74	4668.59	7931.0
2021-05-11 06:00:00	ES	Futures	4668.59	4670.83	4661.84	4664.37	11436.0
2021-05-11 06:30:00	ES	Futures	4664.65	4666.9	4658.75	4666.06	18373.0
2021-05-11 07:00:00	ES	Futures	4666.06	4667.74	4661.0	4663.25	14471.0
2021-05-11 07:30:00	ES	Futures	4663.25	4665.5	4656.79	4657.07	17310.0
2021-05-11 08:00:00	ES	Futures	4657.35	4662.41	4640.21	4640.77	49442.0
2021-05-11 08:30:00	ES	Futures	4641.05	4647.51	4638.8	4640.21	39460.0
2021-05-11 09:00:00	ES	Futures	4640.21	4647.51	4634.03	4646.39	58002.0
2021-05-11 09:30:00	ES	Futures	4646.39	4666.9	4637.12	4666.9	295662.0
2021-05-11 10:00:00	ES	Futures	4666.9	4671.12	4632.06	4632.62	271909.0
2021-05-11 10:30:00	ES	Futures	4632.62	4638.52	4612.11	4632.34	255016.0
2021-05-11 11:00:00	ES	Futures	4632.34	4655.66	4620.26	4655.38	178475.0
2021-05-11 11:30:00	ES	Futures	4655.38	4661.0	4646.67	4657.07	118906.0
2021-05-11 12:00:00	ES	Futures	4657.07	4661.84	4648.92	4650.32	87126.0
2021-05-11 12:30:00	ES	Futures	4650.32	4653.69	4634.59	4640.21	74892.0
2021-05-11 13:00:00	ES	Futures	4639.93	4659.03	4638.24	4658.19	91356.0
2021-05-11 13:30:00	ES	Futures	4658.47	4664.93	4652.01	4659.31	74931.0
2021-05-11 14:00:00	ES	Futures	4659.31	4665.5	4647.51	4664.93	94581.0
2021-05-11 14:30:00	ES	Futures	4664.65	4664.65	4646.67	4657.91	96624.0
2021-05-11 15:00:00	ES	Futures	4657.63	4668.31	4649.48	4661.84	86943.0
2021-05-11 15:30:00	ES	Futures	4661.84	4663.25	4641.33	4659.88	226323.0
2021-05-11 16:00:00	ES	Futures	4659.88	4664.65	4652.29	4652.85	56943.0
2021-05-11 16:30:00	ES	Futures	4652.57	4653.69	4650.04	4652.85	5841.0
2021-05-11 18:00:00	ES	Futures	4652.85	4655.66	4650.6	4655.38	3220.0
2021-05-11 18:30:00	ES	Futures	4655.66	4656.5	4652.29	4654.54	1686.0
2021-05-11 19:00:00	ES	Futures	4654.54	4654.82	4648.92	4653.98	3751.0
2021-05-11 19:30:00	ES	Futures	4653.98	4660.16	4653.13	4659.88	4327.0
2021-05-11 20:00:00	ES	Futures	4660.16	4664.65	4659.6	4660.44	8155.0
2021-05-11 20:30:00	ES	Futures	4660.44	4660.44	4637.96	4641.33	17312.0
2021-05-11 21:00:00	ES	Futures	4641.05	4649.2	4638.52	4646.95	10717.0
2021-05-11 21:30:00	ES	Futures	4646.95	4650.04	4641.05	4642.46	12175.0
2021-05-11 22:00:00	ES	Futures	4642.46	4651.73	4641.89	4648.92	9666.0
2021-05-11 22:30:00	ES	Futures	4648.64	4650.6	4644.7	4645.27	5764.0
2021-05-11 23:00:00	ES	Futures	4644.98	4648.92	4639.08	4643.02	7522.0
2021-05-11 23:30:00	ES	Futures	4643.02	4645.27	4625.88	4628.69	13349.0
2021-05-11 00:00:00	NQ	Futures	15323.27	15328.2	15300.4	15316.04	1571.0
2021-05-11 00:30:00	NQ	Futures	15314.88	15321.25	15285.64	15303.3	2288.0
2021-05-11 01:00:00	NQ	Futures	15304.17	15340.36	15303.3	15336.01	3520.0
2021-05-11 01:30:00	NQ	Futures	15335.43	15372.2	15331.96	15360.62	3811.0

> showing 50 of 3,772 rows — these rows as CSV

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