PREVIEW / futures_30min / 2021-05-12

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-12.parquet
  size:    110 KB
  rows:    3,782

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
2021-05-12 00:00:00	ES	Futures	4628.69	4630.37	4619.42	4623.35	10196.0
2021-05-12 00:30:00	ES	Futures	4623.35	4635.71	4623.07	4635.15	11512.0
2021-05-12 01:00:00	ES	Futures	4635.15	4643.58	4634.87	4642.74	8767.0
2021-05-12 01:30:00	ES	Futures	4643.02	4645.27	4633.75	4634.31	8908.0
2021-05-12 02:00:00	ES	Futures	4634.31	4644.98	4632.62	4643.3	6644.0
2021-05-12 02:30:00	ES	Futures	4643.58	4648.08	4639.65	4647.51	7446.0
2021-05-12 03:00:00	ES	Futures	4647.51	4654.54	4643.02	4654.26	17023.0
2021-05-12 03:30:00	ES	Futures	4654.26	4660.72	4650.89	4656.5	11341.0
2021-05-12 04:00:00	ES	Futures	4656.22	4658.19	4646.39	4647.23	13882.0
2021-05-12 04:30:00	ES	Futures	4647.23	4649.76	4641.33	4646.39	9946.0
2021-05-12 05:00:00	ES	Futures	4646.67	4651.45	4644.42	4647.79	6201.0
2021-05-12 05:30:00	ES	Futures	4647.79	4648.92	4639.08	4644.98	10357.0
2021-05-12 06:00:00	ES	Futures	4644.98	4651.73	4642.74	4647.79	13235.0
2021-05-12 06:30:00	ES	Futures	4648.08	4652.29	4637.96	4639.93	15504.0
2021-05-12 07:00:00	ES	Futures	4639.93	4644.98	4636.84	4640.49	16171.0
2021-05-12 07:30:00	ES	Futures	4640.49	4646.67	4639.93	4645.55	7921.0
2021-05-12 08:00:00	ES	Futures	4645.27	4648.92	4641.89	4643.02	16845.0
2021-05-12 08:30:00	ES	Futures	4643.58	4643.86	4602.84	4629.81	139017.0
2021-05-12 09:00:00	ES	Futures	4629.81	4637.4	4621.66	4625.6	76860.0
2021-05-12 09:30:00	ES	Futures	4625.6	4640.49	4621.95	4623.91	260799.0
2021-05-12 10:00:00	ES	Futures	4623.91	4628.41	4614.92	4615.2	166174.0
2021-05-12 10:30:00	ES	Futures	4615.48	4619.42	4596.94	4605.09	191591.0
2021-05-12 11:00:00	ES	Futures	4605.09	4612.95	4602.0	4606.49	112962.0
2021-05-12 11:30:00	ES	Futures	4606.21	4609.02	4583.73	4586.26	131721.0
2021-05-12 12:00:00	ES	Futures	4586.54	4590.76	4574.46	4585.7	139521.0
2021-05-12 12:30:00	ES	Futures	4585.42	4589.63	4577.55	4585.98	112572.0
2021-05-12 13:00:00	ES	Futures	4585.7	4595.53	4580.64	4582.89	128534.0
2021-05-12 13:30:00	ES	Futures	4582.89	4587.67	4575.87	4580.64	90577.0
2021-05-12 14:00:00	ES	Futures	4580.36	4584.86	4570.81	4574.18	100685.0
2021-05-12 14:30:00	ES	Futures	4574.18	4591.6	4569.69	4582.33	104319.0
2021-05-12 15:00:00	ES	Futures	4582.33	4584.01	4559.29	4562.94	134146.0
2021-05-12 15:30:00	ES	Futures	4562.94	4572.78	4552.83	4560.41	303311.0
2021-05-12 16:00:00	ES	Futures	4560.41	4567.44	4555.07	4559.01	76918.0
2021-05-12 16:30:00	ES	Futures	4557.6	4560.41	4552.83	4553.95	11689.0
2021-05-12 18:00:00	ES	Futures	4555.64	4568.0	4555.36	4563.5	7851.0
2021-05-12 18:30:00	ES	Futures	4563.5	4566.88	4563.5	4566.31	3058.0
2021-05-12 19:00:00	ES	Futures	4566.31	4569.69	4564.35	4566.59	3596.0
2021-05-12 19:30:00	ES	Futures	4566.88	4568.56	4563.78	4568.28	3411.0
2021-05-12 20:00:00	ES	Futures	4568.28	4574.74	4558.73	4572.21	14776.0
2021-05-12 20:30:00	ES	Futures	4572.21	4577.27	4570.25	4574.46	7223.0
2021-05-12 21:00:00	ES	Futures	4574.46	4577.27	4568.84	4576.71	8284.0
2021-05-12 21:30:00	ES	Futures	4576.71	4581.49	4575.3	4579.24	8245.0
2021-05-12 22:00:00	ES	Futures	4578.96	4579.52	4573.06	4577.27	6338.0
2021-05-12 22:30:00	ES	Futures	4577.27	4580.08	4573.62	4578.68	3821.0
2021-05-12 23:00:00	ES	Futures	4578.68	4582.33	4576.71	4578.11	4573.0
2021-05-12 23:30:00	ES	Futures	4578.4	4580.64	4574.46	4576.15	4068.0
2021-05-12 00:00:00	NQ	Futures	15324.43	15331.09	15267.69	15276.96	5072.0
2021-05-12 00:30:00	NQ	Futures	15277.25	15337.17	15276.67	15333.99	4211.0
2021-05-12 01:00:00	NQ	Futures	15332.83	15368.15	15331.38	15361.78	3961.0
2021-05-12 01:30:00	NQ	Futures	15362.07	15385.52	15331.67	15338.04	3443.0

> showing 50 of 3,782 rows — these rows as CSV

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