PREVIEW / futures_30min / 2021-05-28

all futures 30-min files

  file:    by_date/futures_30min/2021/2021-05-28.parquet
  size:    84 KB
  rows:    2,954

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
2021-05-28 00:00:00	ES	Futures	4735.74	4735.74	4733.21	4733.49	1544.0
2021-05-28 00:30:00	ES	Futures	4733.77	4734.9	4733.21	4734.9	1347.0
2021-05-28 01:00:00	ES	Futures	4734.9	4736.58	4732.09	4732.09	2800.0
2021-05-28 01:30:00	ES	Futures	4732.09	4732.37	4729.84	4730.68	6167.0
2021-05-28 02:00:00	ES	Futures	4730.96	4731.24	4727.87	4729.28	5246.0
2021-05-28 02:30:00	ES	Futures	4729.28	4731.52	4728.71	4731.24	3175.0
2021-05-28 03:00:00	ES	Futures	4730.96	4733.49	4728.99	4731.24	6932.0
2021-05-28 03:30:00	ES	Futures	4730.96	4733.49	4729.84	4733.21	3940.0
2021-05-28 04:00:00	ES	Futures	4733.21	4736.02	4733.21	4734.61	6930.0
2021-05-28 04:30:00	ES	Futures	4734.61	4736.58	4734.05	4736.58	3871.0
2021-05-28 05:00:00	ES	Futures	4736.58	4737.99	4734.05	4736.3	4180.0
2021-05-28 05:30:00	ES	Futures	4736.3	4737.99	4734.61	4737.14	4561.0
2021-05-28 06:00:00	ES	Futures	4736.86	4738.55	4734.9	4736.3	7395.0
2021-05-28 06:30:00	ES	Futures	4736.3	4739.11	4735.74	4738.83	5976.0
2021-05-28 07:00:00	ES	Futures	4738.83	4739.67	4736.58	4736.86	5948.0
2021-05-28 07:30:00	ES	Futures	4737.14	4737.14	4734.61	4734.9	7899.0
2021-05-28 08:00:00	ES	Futures	4735.18	4735.74	4730.68	4732.65	11565.0
2021-05-28 08:30:00	ES	Futures	4732.37	4735.18	4728.99	4730.4	20254.0
2021-05-28 09:00:00	ES	Futures	4730.68	4735.46	4730.4	4734.61	18310.0
2021-05-28 09:30:00	ES	Futures	4734.33	4736.02	4727.31	4733.21	110631.0
2021-05-28 10:00:00	ES	Futures	4733.49	4735.46	4723.09	4724.5	93346.0
2021-05-28 10:30:00	ES	Futures	4724.5	4730.96	4724.5	4728.43	55536.0
2021-05-28 11:00:00	ES	Futures	4728.71	4732.65	4727.31	4731.52	39636.0
2021-05-28 11:30:00	ES	Futures	4731.52	4735.18	4730.96	4734.05	40089.0
2021-05-28 12:00:00	ES	Futures	4734.33	4737.7	4733.49	4736.3	34724.0
2021-05-28 12:30:00	ES	Futures	4736.3	4737.42	4732.65	4733.49	32813.0
2021-05-28 13:00:00	ES	Futures	4733.49	4734.9	4729.56	4730.68	36517.0
2021-05-28 13:30:00	ES	Futures	4730.96	4732.65	4729.56	4731.24	31837.0
2021-05-28 14:00:00	ES	Futures	4731.52	4732.37	4728.71	4732.37	35980.0
2021-05-28 14:30:00	ES	Futures	4732.37	4733.49	4730.96	4732.09	33429.0
2021-05-28 15:00:00	ES	Futures	4732.37	4732.93	4728.15	4730.96	45853.0
2021-05-28 15:30:00	ES	Futures	4730.68	4734.33	4721.41	4724.22	215046.0
2021-05-28 16:00:00	ES	Futures	4723.94	4727.59	4723.66	4724.78	51998.0
2021-05-28 16:30:00	ES	Futures	4724.78	4725.06	4723.09	4723.94	5431.0
2021-05-28 00:00:00	NQ	Futures	15864.63	15866.37	15853.05	15855.08	863.0
2021-05-28 00:30:00	NQ	Futures	15855.08	15860.87	15853.05	15859.42	684.0
2021-05-28 01:00:00	NQ	Futures	15860.29	15866.66	15847.26	15848.71	1357.0
2021-05-28 01:30:00	NQ	Futures	15847.84	15847.84	15831.92	15836.26	1899.0
2021-05-28 02:00:00	NQ	Futures	15835.39	15836.84	15821.21	15824.97	2357.0
2021-05-28 02:30:00	NQ	Futures	15825.84	15836.55	15821.21	15836.55	1294.0
2021-05-28 03:00:00	NQ	Futures	15835.68	15844.37	15825.84	15839.44	2298.0
2021-05-28 03:30:00	NQ	Futures	15837.42	15854.21	15835.68	15847.84	2307.0
2021-05-28 04:00:00	NQ	Futures	15847.55	15864.63	15847.55	15856.81	3173.0
2021-05-28 04:30:00	NQ	Futures	15857.1	15861.74	15855.37	15861.16	1131.0
2021-05-28 05:00:00	NQ	Futures	15861.45	15873.61	15854.79	15872.45	2025.0
2021-05-28 05:30:00	NQ	Futures	15872.16	15881.13	15869.84	15875.92	2349.0
2021-05-28 06:00:00	NQ	Futures	15876.21	15881.42	15871.87	15876.21	1986.0
2021-05-28 06:30:00	NQ	Futures	15875.92	15894.45	15870.42	15894.16	3406.0
2021-05-28 07:00:00	NQ	Futures	15893.58	15893.87	15874.76	15879.97	2914.0
2021-05-28 07:30:00	NQ	Futures	15879.97	15883.74	15874.76	15880.55	2205.0

> showing 50 of 2,954 rows — these rows as CSV

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