PREVIEW / futures_30min / 2021-05-17

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-17.parquet
  size:    104 KB
  rows:    3,711

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
2021-05-17 00:00:00	ES	Futures	4672.52	4675.61	4670.55	4673.92	3146.0
2021-05-17 00:30:00	ES	Futures	4673.92	4679.83	4673.36	4677.86	3978.0
2021-05-17 01:00:00	ES	Futures	4677.86	4684.32	4675.33	4680.39	5611.0
2021-05-17 01:30:00	ES	Futures	4680.11	4682.92	4676.17	4676.73	4910.0
2021-05-17 02:00:00	ES	Futures	4676.73	4683.2	4675.89	4679.54	5831.0
2021-05-17 02:30:00	ES	Futures	4679.54	4681.23	4676.45	4680.67	5843.0
2021-05-17 03:00:00	ES	Futures	4680.67	4686.85	4674.77	4675.61	14384.0
2021-05-17 03:30:00	ES	Futures	4675.61	4677.02	4667.46	4670.83	11150.0
2021-05-17 04:00:00	ES	Futures	4670.83	4678.14	4670.55	4677.02	7536.0
2021-05-17 04:30:00	ES	Futures	4677.02	4680.39	4677.02	4679.54	4783.0
2021-05-17 05:00:00	ES	Futures	4679.26	4679.83	4675.89	4679.54	4651.0
2021-05-17 05:30:00	ES	Futures	4679.26	4679.26	4673.92	4674.77	5880.0
2021-05-17 06:00:00	ES	Futures	4674.77	4674.77	4668.59	4669.15	7173.0
2021-05-17 06:30:00	ES	Futures	4669.15	4670.83	4666.9	4667.74	5539.0
2021-05-17 07:00:00	ES	Futures	4668.02	4672.52	4665.21	4667.18	9228.0
2021-05-17 07:30:00	ES	Futures	4667.46	4669.71	4662.12	4663.53	12884.0
2021-05-17 08:00:00	ES	Futures	4663.53	4666.34	4661.0	4664.93	11205.0
2021-05-17 08:30:00	ES	Futures	4664.65	4669.15	4663.53	4666.06	12775.0
2021-05-17 09:00:00	ES	Futures	4666.06	4672.8	4664.93	4671.68	19514.0
2021-05-17 09:30:00	ES	Futures	4671.68	4683.2	4661.56	4666.62	181984.0
2021-05-17 10:00:00	ES	Futures	4666.62	4674.21	4657.63	4660.16	150142.0
2021-05-17 10:30:00	ES	Futures	4659.88	4671.96	4655.66	4666.06	121996.0
2021-05-17 11:00:00	ES	Futures	4666.06	4668.31	4654.26	4658.47	85356.0
2021-05-17 11:30:00	ES	Futures	4658.75	4665.21	4654.54	4657.91	67614.0
2021-05-17 12:00:00	ES	Futures	4657.63	4664.65	4654.26	4664.09	57926.0
2021-05-17 12:30:00	ES	Futures	4663.81	4668.87	4660.16	4661.56	45583.0
2021-05-17 13:00:00	ES	Futures	4661.28	4664.37	4653.13	4656.5	51797.0
2021-05-17 13:30:00	ES	Futures	4656.5	4660.16	4648.92	4656.5	68631.0
2021-05-17 14:00:00	ES	Futures	4656.5	4663.53	4654.54	4662.41	48288.0
2021-05-17 14:30:00	ES	Futures	4662.69	4669.99	4657.91	4669.43	61062.0
2021-05-17 15:00:00	ES	Futures	4669.43	4675.61	4664.93	4667.18	72982.0
2021-05-17 15:30:00	ES	Futures	4667.18	4674.77	4664.93	4673.64	150086.0
2021-05-17 16:00:00	ES	Futures	4673.92	4678.14	4670.27	4675.05	45075.0
2021-05-17 16:30:00	ES	Futures	4674.77	4677.02	4674.49	4675.89	3790.0
2021-05-17 18:00:00	ES	Futures	4674.21	4677.3	4674.21	4675.89	2057.0
2021-05-17 18:30:00	ES	Futures	4675.89	4676.17	4670.83	4671.12	2334.0
2021-05-17 19:00:00	ES	Futures	4671.12	4676.17	4670.83	4675.61	2146.0
2021-05-17 19:30:00	ES	Futures	4675.61	4681.51	4674.77	4680.67	3827.0
2021-05-17 20:00:00	ES	Futures	4680.95	4682.92	4678.7	4682.92	6158.0
2021-05-17 20:30:00	ES	Futures	4682.92	4683.2	4680.39	4682.92	4071.0
2021-05-17 21:00:00	ES	Futures	4682.92	4685.44	4680.39	4685.44	8115.0
2021-05-17 21:30:00	ES	Futures	4685.44	4686.85	4683.76	4686.29	8140.0
2021-05-17 22:00:00	ES	Futures	4686.29	4687.13	4682.35	4684.04	4566.0
2021-05-17 22:30:00	ES	Futures	4684.04	4685.44	4682.63	4684.04	3639.0
2021-05-17 23:00:00	ES	Futures	4684.04	4685.73	4683.48	4684.88	2018.0
2021-05-17 23:30:00	ES	Futures	4685.16	4686.29	4684.04	4685.44	2124.0
2021-05-17 00:00:00	NQ	Futures	15459.92	15472.94	15449.21	15461.36	1604.0
2021-05-17 00:30:00	NQ	Futures	15462.23	15495.24	15461.07	15477.58	2170.0
2021-05-17 01:00:00	NQ	Futures	15477.87	15514.92	15469.18	15497.55	3388.0
2021-05-17 01:30:00	NQ	Futures	15497.26	15505.66	15472.08	15472.94	2130.0

> showing 50 of 3,711 rows — these rows as CSV

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