PREVIEW / futures_30min / 2021-05-19

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-19.parquet
  size:    110 KB
  rows:    3,752

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
2021-05-19 00:00:00	ES	Futures	4618.85	4620.82	4617.17	4618.29	2685.0
2021-05-19 00:30:00	ES	Futures	4618.29	4618.85	4608.46	4612.39	5911.0
2021-05-19 01:00:00	ES	Futures	4612.67	4614.92	4609.86	4612.11	4520.0
2021-05-19 01:30:00	ES	Futures	4612.39	4617.73	4611.55	4617.45	4284.0
2021-05-19 02:00:00	ES	Futures	4617.45	4618.85	4614.64	4615.48	5104.0
2021-05-19 02:30:00	ES	Futures	4615.2	4622.79	4611.83	4616.89	11958.0
2021-05-19 03:00:00	ES	Futures	4617.17	4618.29	4602.0	4610.14	28078.0
2021-05-19 03:30:00	ES	Futures	4609.86	4612.11	4602.56	4606.21	14904.0
2021-05-19 04:00:00	ES	Futures	4606.21	4607.62	4593.85	4596.1	18113.0
2021-05-19 04:30:00	ES	Futures	4596.1	4598.91	4591.88	4596.38	11290.0
2021-05-19 05:00:00	ES	Futures	4596.38	4609.02	4595.25	4604.24	12369.0
2021-05-19 05:30:00	ES	Futures	4604.24	4607.05	4589.91	4592.16	14365.0
2021-05-19 06:00:00	ES	Futures	4592.16	4597.22	4590.2	4596.66	12068.0
2021-05-19 06:30:00	ES	Futures	4596.66	4598.91	4593.01	4596.66	7725.0
2021-05-19 07:00:00	ES	Futures	4596.38	4596.38	4583.73	4586.82	19665.0
2021-05-19 07:30:00	ES	Futures	4586.54	4588.51	4580.36	4584.3	22463.0
2021-05-19 08:00:00	ES	Futures	4584.3	4592.16	4583.73	4586.54	21333.0
2021-05-19 08:30:00	ES	Futures	4586.54	4587.39	4569.69	4573.06	45575.0
2021-05-19 09:00:00	ES	Futures	4573.06	4579.24	4571.09	4576.15	56663.0
2021-05-19 09:30:00	ES	Futures	4576.15	4584.3	4564.07	4576.43	275745.0
2021-05-19 10:00:00	ES	Futures	4576.15	4580.08	4557.88	4576.43	223730.0
2021-05-19 10:30:00	ES	Futures	4576.15	4581.49	4558.17	4577.55	163270.0
2021-05-19 11:00:00	ES	Futures	4577.27	4592.16	4570.53	4589.35	129204.0
2021-05-19 11:30:00	ES	Futures	4589.35	4593.01	4579.24	4592.16	90017.0
2021-05-19 12:00:00	ES	Futures	4591.88	4602.84	4587.67	4598.91	71329.0
2021-05-19 12:30:00	ES	Futures	4599.19	4604.24	4596.66	4601.43	59526.0
2021-05-19 13:00:00	ES	Futures	4601.15	4613.52	4600.87	4609.3	78023.0
2021-05-19 13:30:00	ES	Futures	4609.02	4609.58	4598.62	4603.96	47816.0
2021-05-19 14:00:00	ES	Futures	4604.24	4616.33	4583.45	4611.55	175722.0
2021-05-19 14:30:00	ES	Futures	4611.27	4616.89	4587.67	4590.2	123983.0
2021-05-19 15:00:00	ES	Futures	4590.48	4613.24	4583.73	4610.43	124268.0
2021-05-19 15:30:00	ES	Futures	4610.14	4622.51	4595.82	4620.82	218602.0
2021-05-19 16:00:00	ES	Futures	4620.82	4623.35	4614.36	4616.05	74961.0
2021-05-19 16:30:00	ES	Futures	4616.05	4616.89	4612.95	4616.61	7441.0
2021-05-19 18:00:00	ES	Futures	4616.61	4618.57	4612.39	4613.24	5173.0
2021-05-19 18:30:00	ES	Futures	4613.24	4614.64	4607.9	4607.9	3495.0
2021-05-19 19:00:00	ES	Futures	4607.9	4610.99	4607.9	4608.18	3815.0
2021-05-19 19:30:00	ES	Futures	4608.46	4609.86	4607.34	4608.46	3744.0
2021-05-19 20:00:00	ES	Futures	4608.74	4618.57	4607.34	4618.29	7825.0
2021-05-19 20:30:00	ES	Futures	4618.29	4622.79	4616.33	4617.73	7542.0
2021-05-19 21:00:00	ES	Futures	4617.73	4619.7	4608.18	4610.71	6669.0
2021-05-19 21:30:00	ES	Futures	4610.71	4619.7	4607.62	4617.17	7645.0
2021-05-19 22:00:00	ES	Futures	4616.89	4619.7	4612.95	4613.52	5449.0
2021-05-19 22:30:00	ES	Futures	4613.24	4618.01	4612.39	4613.52	4020.0
2021-05-19 23:00:00	ES	Futures	4613.52	4618.85	4611.83	4618.57	3283.0
2021-05-19 23:30:00	ES	Futures	4618.29	4620.26	4616.89	4617.73	2543.0
2021-05-19 00:00:00	NQ	Futures	15244.53	15254.37	15234.69	15238.74	1788.0
2021-05-19 00:30:00	NQ	Futures	15239.03	15241.35	15200.82	15217.32	3092.0
2021-05-19 01:00:00	NQ	Futures	15217.61	15225.71	15206.32	15210.95	2609.0
2021-05-19 01:30:00	NQ	Futures	15210.95	15231.5	15210.37	15229.77	2162.0

> showing 50 of 3,752 rows — these rows as CSV

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