PREVIEW / futures_30min / 2021-05-14

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-14.parquet
  size:    88 KB
  rows:    2,995

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
2021-05-14 00:00:00	ES	Futures	4636.56	4639.08	4635.71	4636.27	3269.0
2021-05-14 00:30:00	ES	Futures	4636.27	4637.68	4633.75	4635.71	2435.0
2021-05-14 01:00:00	ES	Futures	4635.71	4643.3	4635.71	4640.21	6777.0
2021-05-14 01:30:00	ES	Futures	4640.21	4643.02	4637.4	4641.89	5130.0
2021-05-14 02:00:00	ES	Futures	4641.89	4642.18	4634.03	4636.27	6643.0
2021-05-14 02:30:00	ES	Futures	4635.99	4645.83	4635.15	4644.7	8357.0
2021-05-14 03:00:00	ES	Futures	4644.42	4645.27	4634.59	4635.15	13571.0
2021-05-14 03:30:00	ES	Futures	4635.15	4638.24	4632.9	4636.84	8774.0
2021-05-14 04:00:00	ES	Futures	4636.56	4641.61	4634.87	4640.77	7814.0
2021-05-14 04:30:00	ES	Futures	4640.77	4645.27	4640.49	4643.58	7195.0
2021-05-14 05:00:00	ES	Futures	4643.86	4650.6	4643.58	4647.23	10691.0
2021-05-14 05:30:00	ES	Futures	4647.23	4648.92	4643.02	4644.7	6603.0
2021-05-14 06:00:00	ES	Futures	4644.42	4645.83	4642.18	4644.42	5259.0
2021-05-14 06:30:00	ES	Futures	4644.14	4645.55	4641.05	4642.18	6453.0
2021-05-14 07:00:00	ES	Futures	4641.89	4646.95	4640.49	4646.11	8333.0
2021-05-14 07:30:00	ES	Futures	4646.11	4649.2	4644.7	4646.39	13414.0
2021-05-14 08:00:00	ES	Futures	4646.11	4648.92	4644.42	4646.39	13036.0
2021-05-14 08:30:00	ES	Futures	4646.11	4646.95	4633.47	4644.7	44361.0
2021-05-14 09:00:00	ES	Futures	4644.7	4647.23	4641.61	4647.23	31599.0
2021-05-14 09:30:00	ES	Futures	4647.23	4666.62	4646.95	4666.62	176602.0
2021-05-14 10:00:00	ES	Futures	4666.34	4669.99	4657.91	4661.28	166147.0
2021-05-14 10:30:00	ES	Futures	4661.0	4671.68	4657.07	4670.83	97137.0
2021-05-14 11:00:00	ES	Futures	4670.83	4675.05	4665.78	4673.08	69707.0
2021-05-14 11:30:00	ES	Futures	4673.36	4676.17	4670.55	4671.96	49741.0
2021-05-14 12:00:00	ES	Futures	4671.96	4679.26	4671.12	4677.58	41093.0
2021-05-14 12:30:00	ES	Futures	4677.86	4681.79	4676.17	4681.23	34817.0
2021-05-14 13:00:00	ES	Futures	4681.51	4683.76	4679.54	4682.92	37022.0
2021-05-14 13:30:00	ES	Futures	4683.2	4684.88	4680.67	4683.76	41149.0
2021-05-14 14:00:00	ES	Futures	4683.48	4689.38	4682.07	4687.13	45345.0
2021-05-14 14:30:00	ES	Futures	4687.13	4695.84	4687.13	4692.47	62862.0
2021-05-14 15:00:00	ES	Futures	4692.75	4693.87	4686.85	4690.78	65950.0
2021-05-14 15:30:00	ES	Futures	4690.5	4694.72	4682.07	4685.44	227760.0
2021-05-14 16:00:00	ES	Futures	4685.16	4693.59	4683.48	4690.5	66055.0
2021-05-14 16:30:00	ES	Futures	4690.22	4692.19	4689.1	4690.22	6288.0
2021-05-14 00:00:00	NQ	Futures	15262.48	15277.82	15261.32	15265.67	1300.0
2021-05-14 00:30:00	NQ	Futures	15265.09	15270.3	15248.59	15256.98	1563.0
2021-05-14 01:00:00	NQ	Futures	15256.11	15284.77	15253.8	15270.01	3229.0
2021-05-14 01:30:00	NQ	Futures	15270.01	15281.88	15255.24	15275.8	2675.0
2021-05-14 02:00:00	NQ	Futures	15275.51	15276.96	15242.51	15253.51	3943.0
2021-05-14 02:30:00	NQ	Futures	15253.8	15307.35	15249.16	15302.43	4825.0
2021-05-14 03:00:00	NQ	Futures	15301.27	15304.75	15252.93	15253.8	5148.0
2021-05-14 03:30:00	NQ	Futures	15253.51	15277.25	15246.27	15262.19	3684.0
2021-05-14 04:00:00	NQ	Futures	15261.32	15294.61	15256.98	15287.09	3559.0
2021-05-14 04:30:00	NQ	Futures	15285.93	15312.27	15283.61	15301.27	4016.0
2021-05-14 05:00:00	NQ	Futures	15302.72	15355.41	15298.09	15339.49	6957.0
2021-05-14 05:30:00	NQ	Futures	15340.07	15350.2	15322.41	15331.09	3411.0
2021-05-14 06:00:00	NQ	Futures	15331.09	15339.2	15322.99	15331.96	1782.0
2021-05-14 06:30:00	NQ	Futures	15331.67	15333.41	15312.27	15315.75	2351.0
2021-05-14 07:00:00	NQ	Futures	15315.46	15343.83	15306.48	15330.8	4101.0
2021-05-14 07:30:00	NQ	Futures	15331.67	15343.25	15317.77	15324.14	3454.0

> showing 50 of 2,995 rows — these rows as CSV

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