PREVIEW / futures_30min / 2021-05-21

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-21.parquet
  size:    87 KB
  rows:    2,999

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
2021-05-21 00:00:00	ES	Futures	4673.64	4678.98	4671.96	4678.14	2497.0
2021-05-21 00:30:00	ES	Futures	4678.14	4679.83	4677.3	4678.42	2032.0
2021-05-21 01:00:00	ES	Futures	4678.42	4682.07	4678.42	4679.83	2454.0
2021-05-21 01:30:00	ES	Futures	4679.83	4681.79	4674.49	4676.73	3446.0
2021-05-21 02:00:00	ES	Futures	4677.02	4681.51	4676.73	4678.98	3006.0
2021-05-21 02:30:00	ES	Futures	4679.26	4681.23	4678.7	4678.98	2087.0
2021-05-21 03:00:00	ES	Futures	4678.7	4685.16	4675.89	4683.2	9191.0
2021-05-21 03:30:00	ES	Futures	4682.92	4683.48	4676.17	4677.3	7814.0
2021-05-21 04:00:00	ES	Futures	4677.02	4679.26	4670.55	4673.08	8449.0
2021-05-21 04:30:00	ES	Futures	4673.08	4677.02	4671.68	4676.73	4156.0
2021-05-21 05:00:00	ES	Futures	4676.73	4681.51	4676.73	4679.83	5379.0
2021-05-21 05:30:00	ES	Futures	4679.54	4684.32	4677.3	4680.39	5543.0
2021-05-21 06:00:00	ES	Futures	4680.39	4686.01	4678.42	4684.32	6088.0
2021-05-21 06:30:00	ES	Futures	4684.32	4684.32	4678.98	4679.83	4485.0
2021-05-21 07:00:00	ES	Futures	4679.54	4687.13	4679.54	4686.29	7478.0
2021-05-21 07:30:00	ES	Futures	4686.57	4690.22	4686.29	4688.54	9462.0
2021-05-21 08:00:00	ES	Futures	4688.82	4689.38	4686.29	4686.85	9265.0
2021-05-21 08:30:00	ES	Futures	4686.85	4687.41	4683.76	4684.88	11691.0
2021-05-21 09:00:00	ES	Futures	4684.88	4691.63	4683.48	4688.25	30579.0
2021-05-21 09:30:00	ES	Futures	4688.25	4703.15	4687.97	4703.15	147581.0
2021-05-21 10:00:00	ES	Futures	4703.15	4703.43	4686.85	4687.13	135644.0
2021-05-21 10:30:00	ES	Futures	4687.13	4693.59	4682.35	4690.5	105472.0
2021-05-21 11:00:00	ES	Futures	4690.22	4692.75	4680.67	4681.79	70626.0
2021-05-21 11:30:00	ES	Futures	4681.51	4687.13	4676.73	4677.86	76666.0
2021-05-21 12:00:00	ES	Futures	4677.86	4681.23	4668.59	4672.8	92246.0
2021-05-21 12:30:00	ES	Futures	4672.52	4675.05	4660.72	4665.78	63214.0
2021-05-21 13:00:00	ES	Futures	4665.78	4672.8	4664.93	4671.96	53722.0
2021-05-21 13:30:00	ES	Futures	4671.96	4678.14	4671.68	4675.33	48535.0
2021-05-21 14:00:00	ES	Futures	4675.61	4680.39	4670.83	4672.52	60755.0
2021-05-21 14:30:00	ES	Futures	4672.24	4676.73	4666.62	4675.61	62963.0
2021-05-21 15:00:00	ES	Futures	4675.33	4681.23	4670.55	4678.14	63266.0
2021-05-21 15:30:00	ES	Futures	4678.42	4678.7	4664.09	4666.9	182874.0
2021-05-21 16:00:00	ES	Futures	4666.9	4672.24	4666.06	4671.68	67753.0
2021-05-21 16:30:00	ES	Futures	4671.12	4672.8	4669.99	4672.8	4849.0
2021-05-21 00:00:00	NQ	Futures	15634.77	15651.56	15628.98	15648.67	1784.0
2021-05-21 00:30:00	NQ	Futures	15649.25	15660.54	15644.9	15648.38	2260.0
2021-05-21 01:00:00	NQ	Futures	15648.09	15672.41	15647.8	15662.27	1687.0
2021-05-21 01:30:00	NQ	Futures	15661.98	15667.48	15632.75	15641.14	1929.0
2021-05-21 02:00:00	NQ	Futures	15641.72	15658.22	15640.27	15645.19	1767.0
2021-05-21 02:30:00	NQ	Futures	15646.64	15661.98	15644.61	15654.46	1409.0
2021-05-21 03:00:00	NQ	Futures	15653.3	15679.64	15633.32	15666.33	4779.0
2021-05-21 03:30:00	NQ	Futures	15666.04	15675.01	15650.4	15659.67	2956.0
2021-05-21 04:00:00	NQ	Futures	15659.38	15666.33	15636.51	15644.61	3791.0
2021-05-21 04:30:00	NQ	Futures	15645.19	15653.59	15637.38	15652.72	1549.0
2021-05-21 05:00:00	NQ	Futures	15653.01	15664.01	15650.12	15655.9	2061.0
2021-05-21 05:30:00	NQ	Futures	15655.9	15670.09	15647.51	15651.27	2021.0
2021-05-21 06:00:00	NQ	Futures	15650.69	15663.72	15644.04	15659.38	2293.0
2021-05-21 06:30:00	NQ	Futures	15659.67	15659.67	15642.3	15645.77	1571.0
2021-05-21 07:00:00	NQ	Futures	15646.35	15676.17	15646.35	15674.43	3448.0
2021-05-21 07:30:00	NQ	Futures	15674.72	15689.2	15670.96	15679.93	3987.0

> showing 50 of 2,999 rows — these rows as CSV

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