PREVIEW / futures_30min / 2021-05-24

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-24.parquet
  size:    97 KB
  rows:    3,636

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
2021-05-24 00:00:00	ES	Futures	4678.98	4679.54	4676.45	4677.3	1939.0
2021-05-24 00:30:00	ES	Futures	4677.3	4677.86	4674.49	4677.02	1895.0
2021-05-24 01:00:00	ES	Futures	4676.73	4680.67	4675.89	4680.39	2595.0
2021-05-24 01:30:00	ES	Futures	4680.11	4680.67	4676.45	4677.3	2392.0
2021-05-24 02:00:00	ES	Futures	4677.3	4681.23	4676.45	4680.11	2458.0
2021-05-24 02:30:00	ES	Futures	4680.11	4681.51	4679.26	4680.11	1718.0
2021-05-24 03:00:00	ES	Futures	4680.11	4687.41	4679.54	4687.13	8411.0
2021-05-24 03:30:00	ES	Futures	4687.13	4691.06	4686.29	4689.66	8462.0
2021-05-24 04:00:00	ES	Futures	4689.66	4689.66	4685.73	4686.57	4285.0
2021-05-24 04:30:00	ES	Futures	4686.57	4686.57	4681.51	4683.48	4923.0
2021-05-24 05:00:00	ES	Futures	4683.48	4689.38	4682.63	4687.69	5587.0
2021-05-24 05:30:00	ES	Futures	4687.97	4690.5	4685.73	4690.5	3108.0
2021-05-24 06:00:00	ES	Futures	4690.5	4690.78	4689.1	4689.66	2359.0
2021-05-24 06:30:00	ES	Futures	4689.38	4689.38	4687.13	4688.82	2781.0
2021-05-24 07:00:00	ES	Futures	4688.54	4689.1	4685.73	4686.01	4216.0
2021-05-24 07:30:00	ES	Futures	4686.01	4688.54	4684.6	4687.69	4390.0
2021-05-24 08:00:00	ES	Futures	4687.69	4690.5	4687.13	4689.38	7577.0
2021-05-24 08:30:00	ES	Futures	4689.38	4693.31	4689.1	4691.91	9544.0
2021-05-24 09:00:00	ES	Futures	4691.91	4694.72	4691.34	4693.59	15411.0
2021-05-24 09:30:00	ES	Futures	4693.59	4703.43	4690.5	4703.15	131603.0
2021-05-24 10:00:00	ES	Futures	4703.15	4715.79	4703.15	4712.7	109319.0
2021-05-24 10:30:00	ES	Futures	4712.7	4718.32	4712.42	4716.07	70486.0
2021-05-24 11:00:00	ES	Futures	4716.07	4719.16	4713.54	4718.88	43422.0
2021-05-24 11:30:00	ES	Futures	4718.88	4720.28	4714.95	4714.95	38707.0
2021-05-24 12:00:00	ES	Futures	4715.23	4717.47	4711.29	4712.14	33124.0
2021-05-24 12:30:00	ES	Futures	4712.42	4716.63	4712.42	4715.79	28276.0
2021-05-24 13:00:00	ES	Futures	4716.07	4719.72	4714.1	4719.72	33063.0
2021-05-24 13:30:00	ES	Futures	4719.72	4721.97	4719.16	4721.13	35895.0
2021-05-24 14:00:00	ES	Futures	4720.85	4725.9	4720.85	4724.5	38886.0
2021-05-24 14:30:00	ES	Futures	4724.5	4727.31	4723.66	4724.5	38065.0
2021-05-24 15:00:00	ES	Futures	4724.5	4727.03	4722.25	4723.09	44069.0
2021-05-24 15:30:00	ES	Futures	4723.38	4723.94	4711.57	4714.1	154635.0
2021-05-24 16:00:00	ES	Futures	4714.38	4718.04	4713.26	4718.04	47033.0
2021-05-24 16:30:00	ES	Futures	4718.04	4719.72	4717.47	4719.44	5985.0
2021-05-24 18:00:00	ES	Futures	4719.44	4721.41	4716.91	4720.85	4267.0
2021-05-24 18:30:00	ES	Futures	4720.85	4723.38	4720.28	4723.09	2084.0
2021-05-24 19:00:00	ES	Futures	4723.09	4724.78	4720.85	4721.41	2264.0
2021-05-24 19:30:00	ES	Futures	4721.41	4723.94	4720.28	4721.41	2859.0
2021-05-24 20:00:00	ES	Futures	4721.69	4721.69	4714.95	4716.35	7083.0
2021-05-24 20:30:00	ES	Futures	4716.91	4722.81	4715.51	4721.41	4830.0
2021-05-24 21:00:00	ES	Futures	4721.69	4725.34	4718.04	4718.6	7624.0
2021-05-24 21:30:00	ES	Futures	4718.88	4721.97	4717.76	4720.57	5210.0
2021-05-24 22:00:00	ES	Futures	4720.28	4722.53	4719.16	4720.57	2883.0
2021-05-24 22:30:00	ES	Futures	4720.85	4722.81	4719.44	4722.53	2415.0
2021-05-24 23:00:00	ES	Futures	4722.53	4724.22	4721.69	4723.66	2328.0
2021-05-24 23:30:00	ES	Futures	4723.94	4724.5	4722.81	4723.09	1530.0
2021-05-24 00:00:00	NQ	Futures	15540.4	15541.26	15519.84	15530.26	1084.0
2021-05-24 00:30:00	NQ	Futures	15529.97	15534.32	15512.03	15529.68	1635.0
2021-05-24 01:00:00	NQ	Futures	15529.11	15546.77	15525.63	15543.29	1748.0
2021-05-24 01:30:00	NQ	Futures	15543.0	15545.9	15530.26	15534.03	1312.0

> showing 50 of 3,636 rows — these rows as CSV

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