PREVIEW / futures_30min / 2021-05-18

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-18.parquet
  size:    101 KB
  rows:    3,693

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
2021-05-18 00:00:00	ES	Futures	4685.44	4685.73	4681.51	4682.92	2571.0
2021-05-18 00:30:00	ES	Futures	4682.92	4685.16	4682.92	4684.6	1843.0
2021-05-18 01:00:00	ES	Futures	4684.6	4688.25	4683.48	4687.97	4407.0
2021-05-18 01:30:00	ES	Futures	4688.25	4688.82	4686.85	4687.69	3368.0
2021-05-18 02:00:00	ES	Futures	4687.97	4692.75	4687.13	4692.19	7709.0
2021-05-18 02:30:00	ES	Futures	4692.19	4697.25	4691.91	4693.59	8667.0
2021-05-18 03:00:00	ES	Futures	4693.87	4696.12	4693.03	4693.87	9568.0
2021-05-18 03:30:00	ES	Futures	4693.87	4694.15	4689.66	4691.63	8281.0
2021-05-18 04:00:00	ES	Futures	4691.63	4691.91	4687.69	4688.82	7023.0
2021-05-18 04:30:00	ES	Futures	4688.82	4690.5	4686.57	4687.13	3518.0
2021-05-18 05:00:00	ES	Futures	4687.41	4690.5	4686.85	4688.25	8909.0
2021-05-18 05:30:00	ES	Futures	4688.25	4688.25	4685.44	4686.29	5259.0
2021-05-18 06:00:00	ES	Futures	4686.57	4690.5	4685.16	4686.57	5376.0
2021-05-18 06:30:00	ES	Futures	4686.57	4688.54	4684.6	4686.29	3503.0
2021-05-18 07:00:00	ES	Futures	4686.01	4687.69	4678.7	4681.51	12269.0
2021-05-18 07:30:00	ES	Futures	4681.51	4683.76	4679.83	4679.83	5987.0
2021-05-18 08:00:00	ES	Futures	4680.11	4684.04	4678.98	4681.79	9047.0
2021-05-18 08:30:00	ES	Futures	4681.79	4682.63	4675.33	4677.02	15513.0
2021-05-18 09:00:00	ES	Futures	4677.02	4677.58	4672.52	4676.17	23317.0
2021-05-18 09:30:00	ES	Futures	4676.45	4679.26	4665.5	4668.59	157744.0
2021-05-18 10:00:00	ES	Futures	4668.31	4675.89	4661.28	4675.89	106534.0
2021-05-18 10:30:00	ES	Futures	4675.89	4678.42	4670.27	4675.33	75273.0
2021-05-18 11:00:00	ES	Futures	4675.33	4676.73	4672.8	4673.36	45694.0
2021-05-18 11:30:00	ES	Futures	4673.36	4673.92	4665.78	4666.06	59297.0
2021-05-18 12:00:00	ES	Futures	4666.06	4672.52	4664.65	4671.68	41136.0
2021-05-18 12:30:00	ES	Futures	4671.96	4673.08	4668.87	4670.27	27605.0
2021-05-18 13:00:00	ES	Futures	4670.55	4673.64	4666.9	4673.36	38697.0
2021-05-18 13:30:00	ES	Futures	4673.36	4673.92	4666.9	4666.9	34663.0
2021-05-18 14:00:00	ES	Futures	4666.9	4668.59	4659.88	4660.72	46828.0
2021-05-18 14:30:00	ES	Futures	4660.44	4661.56	4646.11	4655.94	108573.0
2021-05-18 15:00:00	ES	Futures	4655.94	4660.72	4653.41	4659.03	58432.0
2021-05-18 15:30:00	ES	Futures	4659.31	4662.97	4630.94	4633.75	174159.0
2021-05-18 16:00:00	ES	Futures	4633.47	4637.4	4631.22	4633.47	66324.0
2021-05-18 16:30:00	ES	Futures	4632.34	4633.47	4620.82	4624.47	13585.0
2021-05-18 18:00:00	ES	Futures	4623.63	4629.53	4622.23	4627.0	5496.0
2021-05-18 18:30:00	ES	Futures	4627.0	4630.66	4626.72	4627.56	3692.0
2021-05-18 19:00:00	ES	Futures	4627.85	4633.75	4627.85	4632.06	3367.0
2021-05-18 19:30:00	ES	Futures	4632.06	4632.06	4618.29	4618.29	8297.0
2021-05-18 20:00:00	ES	Futures	4618.85	4625.6	4613.24	4625.32	13046.0
2021-05-18 20:30:00	ES	Futures	4625.32	4629.81	4622.79	4626.44	7570.0
2021-05-18 21:00:00	ES	Futures	4626.72	4632.34	4622.79	4626.72	8442.0
2021-05-18 21:30:00	ES	Futures	4626.72	4627.85	4621.66	4624.76	5549.0
2021-05-18 22:00:00	ES	Futures	4624.19	4624.76	4617.17	4620.54	6209.0
2021-05-18 22:30:00	ES	Futures	4620.82	4622.51	4611.55	4614.36	6893.0
2021-05-18 23:00:00	ES	Futures	4614.08	4618.85	4612.39	4616.61	5496.0
2021-05-18 23:30:00	ES	Futures	4616.61	4620.26	4616.61	4618.85	2942.0
2021-05-18 00:00:00	NQ	Futures	15462.81	15464.84	15441.97	15451.23	1382.0
2021-05-18 00:30:00	NQ	Futures	15451.23	15459.92	15450.65	15458.47	725.0
2021-05-18 01:00:00	NQ	Futures	15458.76	15494.66	15450.07	15490.31	3515.0
2021-05-18 01:30:00	NQ	Futures	15490.31	15499.0	15485.97	15492.05	1763.0

> showing 50 of 3,693 rows — these rows as CSV

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