PREVIEW / futures_30min / 2021-05-20

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-20.parquet
  size:    104 KB
  rows:    3,683

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
2021-05-20 00:00:00	ES	Futures	4617.73	4622.79	4616.89	4622.23	2012.0
2021-05-20 00:30:00	ES	Futures	4622.23	4623.63	4621.38	4623.35	2783.0
2021-05-20 01:00:00	ES	Futures	4623.07	4623.91	4619.42	4621.66	4267.0
2021-05-20 01:30:00	ES	Futures	4621.66	4622.79	4619.42	4620.26	3771.0
2021-05-20 02:00:00	ES	Futures	4619.98	4621.1	4615.48	4617.17	6078.0
2021-05-20 02:30:00	ES	Futures	4617.17	4619.14	4614.08	4614.92	4861.0
2021-05-20 03:00:00	ES	Futures	4614.92	4618.57	4613.52	4616.33	14255.0
2021-05-20 03:30:00	ES	Futures	4616.33	4619.42	4614.64	4616.61	8430.0
2021-05-20 04:00:00	ES	Futures	4616.33	4616.61	4607.34	4608.18	9203.0
2021-05-20 04:30:00	ES	Futures	4608.18	4609.86	4596.66	4599.75	14593.0
2021-05-20 05:00:00	ES	Futures	4599.75	4602.0	4590.48	4593.85	12151.0
2021-05-20 05:30:00	ES	Futures	4594.13	4597.78	4591.32	4597.22	9342.0
2021-05-20 06:00:00	ES	Futures	4597.5	4601.15	4594.13	4600.87	6354.0
2021-05-20 06:30:00	ES	Futures	4600.87	4605.09	4599.75	4604.81	5372.0
2021-05-20 07:00:00	ES	Futures	4604.81	4613.52	4603.96	4612.11	12981.0
2021-05-20 07:30:00	ES	Futures	4611.83	4614.08	4610.71	4612.95	6243.0
2021-05-20 08:00:00	ES	Futures	4612.95	4615.2	4612.11	4614.64	10247.0
2021-05-20 08:30:00	ES	Futures	4614.64	4625.04	4611.27	4625.04	23848.0
2021-05-20 09:00:00	ES	Futures	4625.04	4632.34	4624.19	4631.22	33326.0
2021-05-20 09:30:00	ES	Futures	4631.22	4647.23	4629.53	4645.27	173204.0
2021-05-20 10:00:00	ES	Futures	4645.55	4652.29	4643.86	4652.01	93579.0
2021-05-20 10:30:00	ES	Futures	4652.01	4657.91	4648.64	4655.38	77476.0
2021-05-20 11:00:00	ES	Futures	4655.66	4666.06	4655.38	4665.78	72290.0
2021-05-20 11:30:00	ES	Futures	4665.78	4680.39	4665.5	4673.64	106561.0
2021-05-20 12:00:00	ES	Futures	4673.64	4673.92	4663.25	4663.53	70759.0
2021-05-20 12:30:00	ES	Futures	4663.81	4667.18	4657.07	4665.5	72093.0
2021-05-20 13:00:00	ES	Futures	4665.21	4672.8	4663.25	4671.96	45719.0
2021-05-20 13:30:00	ES	Futures	4671.96	4673.36	4662.12	4668.59	48158.0
2021-05-20 14:00:00	ES	Futures	4668.59	4673.36	4668.02	4673.36	47367.0
2021-05-20 14:30:00	ES	Futures	4673.64	4676.73	4670.55	4673.64	49105.0
2021-05-20 15:00:00	ES	Futures	4673.92	4685.73	4669.71	4685.44	74678.0
2021-05-20 15:30:00	ES	Futures	4685.16	4685.44	4666.34	4670.27	202427.0
2021-05-20 16:00:00	ES	Futures	4670.27	4671.96	4664.93	4668.02	50989.0
2021-05-20 16:30:00	ES	Futures	4668.02	4670.55	4666.34	4666.34	5626.0
2021-05-20 18:00:00	ES	Futures	4666.9	4670.55	4665.78	4669.99	3171.0
2021-05-20 18:30:00	ES	Futures	4669.99	4672.24	4669.71	4670.55	2090.0
2021-05-20 19:00:00	ES	Futures	4670.83	4672.52	4669.71	4672.24	1390.0
2021-05-20 19:30:00	ES	Futures	4672.24	4677.58	4672.24	4676.73	3183.0
2021-05-20 20:00:00	ES	Futures	4676.73	4680.95	4673.92	4680.39	6015.0
2021-05-20 20:30:00	ES	Futures	4680.11	4682.63	4678.7	4680.11	4001.0
2021-05-20 21:00:00	ES	Futures	4680.39	4682.63	4678.14	4679.26	3620.0
2021-05-20 21:30:00	ES	Futures	4678.98	4681.23	4675.89	4675.89	5600.0
2021-05-20 22:00:00	ES	Futures	4675.61	4676.73	4670.55	4673.08	5986.0
2021-05-20 22:30:00	ES	Futures	4672.8	4675.89	4671.68	4675.61	2551.0
2021-05-20 23:00:00	ES	Futures	4675.61	4677.86	4672.8	4675.05	2892.0
2021-05-20 23:30:00	ES	Futures	4675.33	4677.02	4671.96	4673.64	3048.0
2021-05-20 00:00:00	NQ	Futures	15300.69	15322.12	15298.96	15317.48	962.0
2021-05-20 00:30:00	NQ	Futures	15317.77	15322.99	15311.41	15321.54	1060.0
2021-05-20 01:00:00	NQ	Futures	15320.38	15322.99	15300.98	15314.59	1838.0
2021-05-20 01:30:00	NQ	Futures	15314.59	15325.59	15308.51	15311.98	1465.0

> showing 50 of 3,683 rows — these rows as CSV

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