PREVIEW / futures_30min / 2021-05-13

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-13.parquet
  size:    107 KB
  rows:    3,749

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
2021-05-13 00:00:00	ES	Futures	4575.87	4578.4	4574.46	4576.15	2891.0
2021-05-13 00:30:00	ES	Futures	4576.15	4577.83	4574.18	4576.71	3240.0
2021-05-13 01:00:00	ES	Futures	4576.71	4577.27	4563.22	4565.75	7115.0
2021-05-13 01:30:00	ES	Futures	4565.75	4572.49	4560.13	4561.26	7414.0
2021-05-13 02:00:00	ES	Futures	4561.54	4575.02	4561.26	4570.81	10248.0
2021-05-13 02:30:00	ES	Futures	4570.81	4575.02	4565.47	4566.88	6681.0
2021-05-13 03:00:00	ES	Futures	4567.16	4568.0	4556.48	4557.88	21270.0
2021-05-13 03:30:00	ES	Futures	4557.6	4557.6	4541.31	4542.71	32666.0
2021-05-13 04:00:00	ES	Futures	4542.43	4548.89	4537.37	4542.15	26771.0
2021-05-13 04:30:00	ES	Futures	4542.15	4542.15	4528.38	4541.03	26246.0
2021-05-13 05:00:00	ES	Futures	4541.31	4549.74	4537.65	4548.89	17345.0
2021-05-13 05:30:00	ES	Futures	4549.17	4552.83	4544.12	4545.24	12387.0
2021-05-13 06:00:00	ES	Futures	4544.96	4547.77	4537.37	4545.52	13631.0
2021-05-13 06:30:00	ES	Futures	4545.52	4550.02	4540.75	4548.33	9363.0
2021-05-13 07:00:00	ES	Futures	4548.33	4561.54	4545.24	4560.69	18779.0
2021-05-13 07:30:00	ES	Futures	4560.98	4569.12	4559.57	4562.38	31263.0
2021-05-13 08:00:00	ES	Futures	4562.38	4574.74	4561.26	4570.25	25155.0
2021-05-13 08:30:00	ES	Futures	4570.25	4579.52	4563.78	4573.06	45104.0
2021-05-13 09:00:00	ES	Futures	4573.06	4582.05	4572.21	4578.4	36701.0
2021-05-13 09:30:00	ES	Futures	4578.4	4612.11	4577.83	4611.55	248821.0
2021-05-13 10:00:00	ES	Futures	4611.83	4627.85	4611.83	4625.32	223285.0
2021-05-13 10:30:00	ES	Futures	4625.32	4634.03	4618.57	4632.06	132653.0
2021-05-13 11:00:00	ES	Futures	4631.78	4633.18	4607.62	4609.58	146264.0
2021-05-13 11:30:00	ES	Futures	4609.58	4619.14	4602.56	4607.62	133944.0
2021-05-13 12:00:00	ES	Futures	4607.9	4620.82	4605.37	4618.85	93690.0
2021-05-13 12:30:00	ES	Futures	4618.85	4624.47	4606.21	4609.86	86643.0
2021-05-13 13:00:00	ES	Futures	4609.86	4616.61	4596.1	4600.87	109755.0
2021-05-13 13:30:00	ES	Futures	4600.87	4603.12	4587.11	4598.06	126993.0
2021-05-13 14:00:00	ES	Futures	4598.34	4625.04	4597.5	4624.47	114622.0
2021-05-13 14:30:00	ES	Futures	4624.19	4630.66	4619.98	4623.35	89010.0
2021-05-13 15:00:00	ES	Futures	4623.35	4632.9	4620.54	4629.81	99244.0
2021-05-13 15:30:00	ES	Futures	4629.81	4637.96	4613.52	4614.36	221428.0
2021-05-13 16:00:00	ES	Futures	4614.36	4615.76	4609.58	4612.67	66564.0
2021-05-13 16:30:00	ES	Futures	4612.67	4620.54	4612.67	4619.98	8764.0
2021-05-13 18:00:00	ES	Futures	4621.95	4621.95	4616.89	4617.45	3435.0
2021-05-13 18:30:00	ES	Futures	4617.45	4620.82	4616.89	4618.57	1845.0
2021-05-13 19:00:00	ES	Futures	4618.57	4624.19	4616.89	4621.38	2876.0
2021-05-13 19:30:00	ES	Futures	4621.38	4624.76	4613.8	4623.07	6361.0
2021-05-13 20:00:00	ES	Futures	4623.35	4626.72	4620.82	4623.63	7538.0
2021-05-13 20:30:00	ES	Futures	4623.63	4631.22	4621.95	4630.37	6277.0
2021-05-13 21:00:00	ES	Futures	4630.09	4636.27	4629.53	4634.87	6947.0
2021-05-13 21:30:00	ES	Futures	4635.15	4635.43	4626.16	4631.78	8393.0
2021-05-13 22:00:00	ES	Futures	4631.78	4633.47	4628.41	4630.94	4971.0
2021-05-13 22:30:00	ES	Futures	4630.94	4633.18	4625.6	4629.81	4003.0
2021-05-13 23:00:00	ES	Futures	4630.09	4639.08	4630.09	4635.99	6345.0
2021-05-13 23:30:00	ES	Futures	4636.27	4638.24	4634.87	4636.27	3006.0
2021-05-13 00:00:00	NQ	Futures	15112.81	15120.05	15109.05	15115.71	1265.0
2021-05-13 00:30:00	NQ	Futures	15115.71	15126.71	15108.47	15118.6	1784.0
2021-05-13 01:00:00	NQ	Futures	15117.44	15124.39	15066.49	15077.78	3326.0
2021-05-13 01:30:00	NQ	Futures	15077.78	15099.49	15060.7	15068.23	3180.0

> showing 50 of 3,749 rows — these rows as CSV

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