PREVIEW / futures_30min / 2021-05-25

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-25.parquet
  size:    100 KB
  rows:    3,680

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
2021-05-25 00:00:00	ES	Futures	4722.81	4722.81	4721.41	4721.97	1419.0
2021-05-25 00:30:00	ES	Futures	4721.97	4722.81	4721.69	4722.25	673.0
2021-05-25 01:00:00	ES	Futures	4721.97	4725.06	4721.97	4724.5	2497.0
2021-05-25 01:30:00	ES	Futures	4724.78	4727.03	4724.5	4726.47	2830.0
2021-05-25 02:00:00	ES	Futures	4726.47	4734.61	4725.9	4731.24	10265.0
2021-05-25 02:30:00	ES	Futures	4731.24	4734.05	4730.12	4731.52	7342.0
2021-05-25 03:00:00	ES	Futures	4731.52	4732.09	4728.43	4729.56	8512.0
2021-05-25 03:30:00	ES	Futures	4729.56	4729.84	4725.34	4726.75	6802.0
2021-05-25 04:00:00	ES	Futures	4726.75	4728.43	4724.5	4727.87	5588.0
2021-05-25 04:30:00	ES	Futures	4727.87	4728.99	4726.75	4728.71	3226.0
2021-05-25 05:00:00	ES	Futures	4728.99	4729.28	4727.03	4728.71	3413.0
2021-05-25 05:30:00	ES	Futures	4728.43	4729.28	4727.31	4728.99	5976.0
2021-05-25 06:00:00	ES	Futures	4728.99	4731.52	4725.06	4726.19	6402.0
2021-05-25 06:30:00	ES	Futures	4726.19	4726.47	4723.94	4724.78	3602.0
2021-05-25 07:00:00	ES	Futures	4724.78	4728.71	4723.94	4728.71	6436.0
2021-05-25 07:30:00	ES	Futures	4728.43	4730.4	4727.87	4729.28	6976.0
2021-05-25 08:00:00	ES	Futures	4729.28	4729.84	4727.03	4728.15	6487.0
2021-05-25 08:30:00	ES	Futures	4727.87	4729.28	4725.06	4726.47	8524.0
2021-05-25 09:00:00	ES	Futures	4726.75	4728.71	4725.34	4727.03	16296.0
2021-05-25 09:30:00	ES	Futures	4727.31	4731.52	4715.23	4716.07	147876.0
2021-05-25 10:00:00	ES	Futures	4715.79	4720.0	4714.67	4717.76	94767.0
2021-05-25 10:30:00	ES	Futures	4717.76	4719.16	4711.86	4716.91	69872.0
2021-05-25 11:00:00	ES	Futures	4717.19	4718.04	4705.96	4707.36	102453.0
2021-05-25 11:30:00	ES	Futures	4707.08	4711.01	4700.62	4711.01	86611.0
2021-05-25 12:00:00	ES	Futures	4711.01	4717.47	4709.33	4715.79	50946.0
2021-05-25 12:30:00	ES	Futures	4715.79	4717.47	4712.7	4713.82	38958.0
2021-05-25 13:00:00	ES	Futures	4713.82	4714.95	4705.39	4713.26	59981.0
2021-05-25 13:30:00	ES	Futures	4713.54	4714.67	4708.2	4709.61	37759.0
2021-05-25 14:00:00	ES	Futures	4709.61	4710.45	4703.71	4704.55	48562.0
2021-05-25 14:30:00	ES	Futures	4704.83	4709.89	4703.43	4705.39	44893.0
2021-05-25 15:00:00	ES	Futures	4705.11	4709.61	4698.93	4706.24	75743.0
2021-05-25 15:30:00	ES	Futures	4706.24	4706.8	4696.96	4704.27	139284.0
2021-05-25 16:00:00	ES	Futures	4704.55	4705.39	4702.86	4703.43	30379.0
2021-05-25 16:30:00	ES	Futures	4704.27	4708.2	4703.99	4707.36	5218.0
2021-05-25 18:00:00	ES	Futures	4706.8	4710.73	4706.52	4710.17	3605.0
2021-05-25 18:30:00	ES	Futures	4710.17	4714.67	4709.89	4713.54	3840.0
2021-05-25 19:00:00	ES	Futures	4713.82	4714.1	4711.57	4711.57	1452.0
2021-05-25 19:30:00	ES	Futures	4711.86	4713.54	4711.57	4713.26	2212.0
2021-05-25 20:00:00	ES	Futures	4713.54	4718.6	4711.57	4718.04	7551.0
2021-05-25 20:30:00	ES	Futures	4717.76	4720.0	4716.91	4718.04	3867.0
2021-05-25 21:00:00	ES	Futures	4718.04	4718.6	4715.51	4717.47	3620.0
2021-05-25 21:30:00	ES	Futures	4717.19	4720.28	4716.07	4716.63	5816.0
2021-05-25 22:00:00	ES	Futures	4716.63	4718.32	4716.07	4716.63	3196.0
2021-05-25 22:30:00	ES	Futures	4716.63	4719.16	4716.63	4718.32	2086.0
2021-05-25 23:00:00	ES	Futures	4718.32	4719.72	4717.47	4718.6	1739.0
2021-05-25 23:30:00	ES	Futures	4718.6	4719.44	4717.76	4718.04	1163.0
2021-05-25 00:00:00	NQ	Futures	15828.44	15831.63	15824.1	15825.84	951.0
2021-05-25 00:30:00	NQ	Futures	15826.13	15832.5	15825.84	15829.6	370.0
2021-05-25 01:00:00	NQ	Futures	15829.31	15846.1	15826.42	15840.31	1771.0
2021-05-25 01:30:00	NQ	Futures	15840.6	15862.03	15840.6	15855.66	2839.0

> showing 50 of 3,680 rows — these rows as CSV

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