PREVIEW / futures_30min / 2021-05-27

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-27.parquet
  size:    102 KB
  rows:    3,684

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
2021-05-27 00:00:00	ES	Futures	4707.36	4707.92	4704.55	4705.11	2181.0
2021-05-27 00:30:00	ES	Futures	4705.39	4706.52	4703.71	4706.24	1686.0
2021-05-27 01:00:00	ES	Futures	4706.24	4706.24	4702.02	4702.58	3195.0
2021-05-27 01:30:00	ES	Futures	4702.58	4708.76	4702.3	4707.92	3879.0
2021-05-27 02:00:00	ES	Futures	4707.92	4708.76	4705.11	4705.67	3304.0
2021-05-27 02:30:00	ES	Futures	4705.67	4705.96	4695.28	4699.21	9226.0
2021-05-27 03:00:00	ES	Futures	4699.21	4704.27	4698.09	4703.71	11649.0
2021-05-27 03:30:00	ES	Futures	4703.71	4704.27	4697.53	4701.18	7386.0
2021-05-27 04:00:00	ES	Futures	4701.18	4705.67	4701.18	4705.39	5927.0
2021-05-27 04:30:00	ES	Futures	4705.39	4705.67	4698.65	4700.05	4393.0
2021-05-27 05:00:00	ES	Futures	4700.34	4702.02	4698.65	4699.77	3420.0
2021-05-27 05:30:00	ES	Futures	4699.49	4701.74	4698.65	4698.65	4048.0
2021-05-27 06:00:00	ES	Futures	4698.93	4702.86	4697.25	4702.3	4147.0
2021-05-27 06:30:00	ES	Futures	4702.02	4704.55	4701.46	4702.86	3105.0
2021-05-27 07:00:00	ES	Futures	4702.86	4705.96	4702.86	4703.99	6031.0
2021-05-27 07:30:00	ES	Futures	4703.71	4710.17	4701.46	4709.61	8432.0
2021-05-27 08:00:00	ES	Futures	4709.89	4719.16	4705.96	4708.2	28339.0
2021-05-27 08:30:00	ES	Futures	4707.92	4717.47	4704.83	4717.47	21630.0
2021-05-27 09:00:00	ES	Futures	4717.47	4727.87	4716.63	4725.34	29217.0
2021-05-27 09:30:00	ES	Futures	4725.34	4730.68	4722.53	4724.5	133425.0
2021-05-27 10:00:00	ES	Futures	4724.78	4729.56	4721.13	4727.31	70411.0
2021-05-27 10:30:00	ES	Futures	4727.31	4731.52	4721.13	4724.5	88692.0
2021-05-27 11:00:00	ES	Futures	4724.78	4726.47	4720.28	4720.57	56652.0
2021-05-27 11:30:00	ES	Futures	4720.57	4727.87	4717.47	4726.75	65630.0
2021-05-27 12:00:00	ES	Futures	4726.75	4728.43	4725.62	4726.75	24993.0
2021-05-27 12:30:00	ES	Futures	4726.75	4727.87	4723.09	4723.94	23744.0
2021-05-27 13:00:00	ES	Futures	4723.94	4725.9	4721.97	4722.53	28531.0
2021-05-27 13:30:00	ES	Futures	4722.25	4723.38	4716.91	4720.28	54995.0
2021-05-27 14:00:00	ES	Futures	4720.0	4720.57	4714.67	4718.88	56627.0
2021-05-27 14:30:00	ES	Futures	4718.6	4720.57	4714.95	4719.16	41253.0
2021-05-27 15:00:00	ES	Futures	4718.88	4718.88	4713.82	4717.19	50534.0
2021-05-27 15:30:00	ES	Futures	4717.19	4725.06	4713.82	4714.67	166660.0
2021-05-27 16:00:00	ES	Futures	4714.67	4730.4	4713.82	4729.28	75354.0
2021-05-27 16:30:00	ES	Futures	4728.71	4733.21	4728.43	4732.93	12057.0
2021-05-27 18:00:00	ES	Futures	4732.93	4733.77	4730.96	4731.8	3164.0
2021-05-27 18:30:00	ES	Futures	4731.8	4732.65	4730.96	4732.37	1274.0
2021-05-27 19:00:00	ES	Futures	4732.37	4732.65	4730.4	4732.09	2169.0
2021-05-27 19:30:00	ES	Futures	4732.09	4738.55	4732.09	4736.58	6122.0
2021-05-27 20:00:00	ES	Futures	4736.58	4739.95	4735.46	4739.11	7344.0
2021-05-27 20:30:00	ES	Futures	4739.11	4739.39	4736.58	4736.86	2629.0
2021-05-27 21:00:00	ES	Futures	4736.58	4737.42	4734.05	4736.02	3835.0
2021-05-27 21:30:00	ES	Futures	4735.74	4737.14	4733.49	4734.33	4809.0
2021-05-27 22:00:00	ES	Futures	4734.33	4735.18	4731.8	4732.09	4025.0
2021-05-27 22:30:00	ES	Futures	4732.09	4733.21	4731.8	4733.21	2525.0
2021-05-27 23:00:00	ES	Futures	4733.49	4735.46	4733.49	4734.9	2757.0
2021-05-27 23:30:00	ES	Futures	4735.18	4736.3	4734.33	4735.74	1435.0
2021-05-27 00:00:00	NQ	Futures	15838.87	15840.31	15826.13	15830.18	1138.0
2021-05-27 00:30:00	NQ	Futures	15829.89	15836.84	15824.1	15835.1	713.0
2021-05-27 01:00:00	NQ	Futures	15834.81	15838.29	15819.47	15823.52	1264.0
2021-05-27 01:30:00	NQ	Futures	15822.65	15848.71	15822.65	15846.97	2281.0

> showing 50 of 3,684 rows — these rows as CSV

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